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An index-one algebraic residual locally bounds algebraic state error
Statement
Let be a compact set of base points in a selected branch chart from A regular index-one DAE has a local reduced ODE branch, and put . Suppose is on for every . Let . Assume common constants , , and satisfy
for every and ; if , assume . Then, uniformly for all such base points and candidates,
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 branch chart, the common branch radius, and the uniform lower singular-value and Jacobian-Lipschitz bounds in the Statement.
A regular index-one DAE has a local reduced ODE branch: on the selected local branch, and is invertible at each base point.
The componentwise fundamental theorem for a continuously differentiable vector path is If is differentiable with integrable then ; and a bounded derivative makes Lipschitz; continuity makes its derivative integrable (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion), and For and integrable when , ; for , is integrable bounds the norm of its integral by the integral of its norm.
Cauchy-Schwarz with its equality case, the triangle inequality for , the parallelogram law and polarisation: the Euclidean norm satisfies the triangle inequality.
Proof
Fix any , put , and set . The branch has algebraic variables. Since , apply [F2] on to the path , whose segment stays in the branch ball. It gives , where . The anchored Jacobian bound and integral norm inequality give .
The common lower singular-value bound gives . Using [F3] in the form , we obtain . If , makes the parenthesis at least ; if , it equals . In either case it is at least , with the same constants for every .
Dividing the inequality in step 2.1 by proves the asserted residual-to-state estimate for every candidate in the branch ball.
Depends on
- Semi-explicit index-one DAEs and consistent initial data
- A regular index-one DAE has a local reduced ODE branch
- If $f : [a,b] \to \mathbb{R}^m$ is differentiable with integrable $f'$ then $\int_a^b f' = f(b)-f(a)$; and a bounded derivative makes $f$ Lipschitz
- For $a \le b$ and $f : [a,b] \to \mathbb{R}^m$ integrable when $a<b$, $\bigl\lVert\int_a^b f\bigr\rVert_2 \le \int_a^b \lVert f\rVert_2$; for $a<b$, $\lVert f\rVert_2$ is integrable
- A continuous function on $[a,b]$ is Riemann integrable, by Heine-Cantor and Riemann's criterion
- Cauchy-Schwarz $\lvert\langle x,y\rangle\rvert \le \lVert x\rVert_2\lVert y\rVert_2$ with its equality case, the triangle inequality for $\lVert\cdot\rVert_2$, the parallelogram law and polarisation
Used by
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Sources
- Ernst Hairer and Gerhard Wanner, Solving Ordinary Differential Equations II, Chapter VI §VI.1, Solving Index 1 Problems, pp. 372–381 (standard reference, not scraped)
- Kendall Atkinson, Weimin Han, and David Stewart, Numerical Solution of Ordinary Differential Equations, Chapter 10 §10.3 (standard reference, not scraped)