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The finite modified Hamiltonian has a bounded one-step defect
Statement
Fix and a compact comparison tube . Let be the finite modified Hamiltonian from A finite formal logarithm has Hamiltonian coefficients on a star-shaped domain. Suppose , , the exact time- flow of from , and the line segment joining those two endpoints all lie in . For sufficiently small , there is a constant independent of such that
Facts & Assumptions
Given: The fixed finite modified Hamiltonian, an admitted numerical step, and the compact comparison tube and segment.
The method endpoint, modified-flow endpoint, and comparison segment lie in .
On a compact initial set with method branches defined on a neighborhood and a compact tube containing the comparison flows and Taylor segments, the one-step map and time- modified flow differ by at most . The needed neighborhood and tube will be constructed in step 1.1. A fixed finite modified flow matches its method map to the stated Taylor order
A Hamiltonian is constant along every integral curve of its own Hamiltonian vector field, without a completeness assumption. A Hamiltonian is conserved along its own flow
A smooth local Hamiltonian vector field has a local integral curve from each admitted initial state. Every Picard–Lindelöf initial value problem has one maximal solution on an open interval, C¹ Euclidean maximal flows, variational dependence and the finite C² upgrade
Use the Euclidean norm and its induced operator norm. Each and is smooth, so each derivative norm and is continuous and bounded on compact by the extreme-value theorem. For , the finite sum is therefore bounded there by one constant independent of . A finite formal logarithm has Hamiltonian coefficients on a star-shaped domain, A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value
The scalar mean-value theorem applies to a function continuous on a closed interval and differentiable in its interior. The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with
The derivative of a composition is given by the total-derivative chain rule. The chain rule for total derivatives:
Proof
Since an instance has , assume ; otherwise the estimate is vacuous. Set . The local method construction in A finite formal logarithm has Hamiltonian coefficients on a star-shaped domain gives smooth step branches on a neighborhood of for uniformly small : cover by finitely many smaller convex balls whose enlarged closed balls lie in , and take the minimum of their positive step bounds. For midpoint, the construction identifies every admitted ball with the same local branch by its common Picard sequence. The enlarged balls control all method stages and spatial Taylor segments. For the modified flow, apply [F3] to the smooth augmented field on . Its open flow domain contains ; compactness gives a common interval of existence, with . The projected flow image of this compact time-state-parameter product is a compact subset of . Together with the finitely many enlarged balls it gives a compact tube containing the trajectories and all Taylor segments; the latter are taken within individual convex balls, without assuming convex. After decreasing the common step bound to at most , [F1] applies with initial set and control tube , giving one independent of and . The stipulated endpoint segment in [A1] remains in the original for the scalar energy comparison.
By [F3], the modified Hamiltonian vector field has a local flow from . By [F2], that flow preserves , so .
Parameterize the segment in [A1] by . By [F4] and [F6], ; [F5] then bounds the endpoint difference by the same quantity. Thus by [F1]. For this is at most . Substituting the equality from step 1.2 proves the statement with .
Depends on
- A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value
- The mean value theorem, as the case $g(x) = x$ of Cauchy's: for $f$ continuous on $[a,b]$ with $a < b$ and differentiable on $(a,b)$ there is $c \in (a,b)$ with $f(b) - f(a) = f'(c)(b-a)$
- The chain rule for total derivatives: $D(g\circ f)(a)=Dg(f(a))\circ Df(a)$
- A finite formal logarithm has Hamiltonian coefficients on a star-shaped domain
- A fixed finite modified flow matches its method map to the stated Taylor order
- Hamiltonian vector field and Hamiltonian function
- A Hamiltonian is conserved along its own flow
- Every Picard–Lindelöf initial value problem has one maximal solution on an open interval
- C¹ Euclidean maximal flows, variational dependence and the finite C² upgrade
Used by
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Sources
- Ernst Hairer, Geometric Numerical Integration, TU München Lecture 3: Backward error analysis (standard reference, not scraped)
- Nikolaj Nordkvist and Poul G. Hjorth, Classical Mechanics and Symplectic Integration (standard reference, not scraped)