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The coupled index-one backward-Euler equations have a local branch

Statement

Let a compact exact solution segment lie in a common index-one branch chart with f,g∈C1 and gz invertible on the graph. For each point (t,x,ψ(t,x)) on that segment, the coupled backward-Euler root equations

X−ξ−hf(t,X,Z)=0,g(t,X,Z)=0

have a unique root (X,Z) in a selected neighborhood of (x,ψ(t,x)) whenever the step data (h,t,ξ) are sufficiently close to (0,t,x). On a compact subsegment contained in one chart with positive margin, the neighborhoods and a positive step bound can be chosen uniformly after restricting the input states to that neighborhood.

Facts & Assumptions

Given: The DAE, the common branch chart, the compact reference segment, and the coupled backward-Euler residual from Finite-budget coupled backward Euler for an index-one DAE.

[F1]

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

[F2]

The parametrized implicit function theorem with Ck regularity: a C1 residual whose derivative in its unknown block is invertible at a zero has a unique local root branch for nearby parameters.

Proof

1.1givenF1construct

Define Φ(h,t,ξ,X,Z)=(X−ξ−hf(t,X,Z),g(t,X,Z)). At h=0,ξ=x,X=x,Z=ψ(t,x), [F1] gives Φ=0.

1.2F1algebra

The derivative of Φ in the unknown pair (X,Z) at this zero is the block matrix (Id0gxgz). If this matrix sends (u,v) to zero, its first row gives u=0, and its second gives gzv=0; invertibility in [F1] gives v=0. The square matrix is therefore invertible.

2.1step 1.1step 1.2F2

Apply [F2] to Φ, with (h,t,ξ) as parameters and (X,Z) as unknowns. It gives a unique nearby root branch for all sufficiently small parameter changes, proving the local assertion.

3.1step 2.1givenconstruct∎

The reference parameter graph {(0,t,x(t)):t∈[a,b]} is compact and lies in the open union of the IFT parameter neighborhoods from step 2.1. Compactness gives δ>0 such that the δ-neighborhood of this graph lies in that union. Shrink each associated unknown neighborhood inside the common branch chart. Thus, for all sufficiently small ∣h∣ and input states sufficiently close to the reference graph, one IFT chart supplies the corresponding unique local root.

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