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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 and invertible on the graph. For each point on that segment, the coupled backward-Euler root equations
have a unique root in a selected neighborhood of whenever the step data are sufficiently close to . 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.
A regular index-one DAE has a local reduced ODE branch: on the selected graph, and is invertible.
The parametrized implicit function theorem with regularity: a residual whose derivative in its unknown block is invertible at a zero has a unique local root branch for nearby parameters.
Proof
Define . At , [F1] gives .
The derivative of in the unknown pair at this zero is the block matrix . If this matrix sends to zero, its first row gives , and its second gives ; invertibility in [F1] gives . The square matrix is therefore invertible.
Apply [F2] to , with as parameters and as unknowns. It gives a unique nearby root branch for all sufficiently small parameter changes, proving the local assertion.
The reference parameter graph is compact and lies in the open union of the IFT parameter neighborhoods from step 2.1. Compactness gives such that the -neighborhood of this graph lies in that union. Shrink each associated unknown neighborhood inside the common branch chart. Thus, for all sufficiently small and input states sufficiently close to the reference graph, one IFT chart supplies the corresponding unique local root.
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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 §10.2 (standard reference, not scraped)