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An index-one algebraic residual locally bounds algebraic state error

Statement

Let K be a compact set of base points (t,x) in a selected branch chart from A regular index-one DAE has a local reduced ODE branch, and put z∗=ψ(t,x). Suppose g(t,x,⋅) is C2 on B(z∗,ρ) for every (t,x)∈K. Let G∗(t,x)=gz(t,x,ψ(t,x)). Assume common constants γ>0, Λ≥0, and ρ>0 satisfy

∥G∗(t,x)v∥2≥γ∥v∥2(v∈Rm),∥gz(t,x,z)−G∗(t,x)∥op≤Λ∥z−ψ(t,x)∥2

for every (t,x)∈K and z∈B(ψ(t,x),ρ); if Λ>0, assume ρ≤γ/(m Λ). Then, uniformly for all such base points and candidates,

∥z−z∗∥2≤2γ∥g(t,x,z)∥2.

The estimate is local: it applies only to candidates in the specified branch ball and does not turn a residual into a global branch or uniqueness certificate.

Facts & Assumptions

Given: The compact base set in a selected C2 branch chart, the common branch radius, and the uniform lower singular-value and Jacobian-Lipschitz bounds in the Statement.

[F1]

A regular index-one DAE has a local reduced ODE branch: g(t,x,ψ(t,x))=0 on the selected local branch, and gz(t,x,ψ(t,x)) is invertible at each base point.

Proof

1.1givenF1F2

Fix any (t,x)∈K, put z∗=ψ(t,x), and set δ=z−z∗. The branch has m≥1 algebraic variables. Since g(t,x,z∗)=0, apply [F2] on s∈[0,1] to the C1 path g(t,x,z∗+sδ), whose segment stays in the branch ball. It gives g(t,x,z)=G∗(t,x)δ+R, where R=∫01(gz(t,x,z∗+sδ)−G∗(t,x))δ ds. The anchored Jacobian bound and integral norm inequality give ∥R∥2≤∫01Λs∥δ∥22 ds=(Λ/2)∥δ∥22≤(m Λ/2)∥δ∥22.

2.1givenF1F3step 1.1algebra

The common lower singular-value bound gives ∥G∗(t,x)δ∥2≥γ∥δ∥2. Using [F3] in the form ∥G∗(t,x)δ+R∥2≥∥G∗(t,x)δ∥2−∥R∥2, we obtain ∥g(t,x,z)∥2≥(γ−(m Λ/2)∥δ∥2)∥δ∥2. If Λ>0, ∥δ∥2<ρ≤γ/(m Λ) makes the parenthesis at least γ/2; if Λ=0, it equals γ. In either case it is at least γ/2, with the same constants for every (t,x)∈K.

3.1givenstep 2.1algebra∎

Dividing the inequality in step 2.1 by γ/2>0 proves the asserted residual-to-state estimate for every candidate in the branch ball.

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