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Termination and indicator bookkeeping for capped adaptive Simpson

Statement

For valid inputs, Finite-depth adaptive Simpson with an indicator terminates after at most P recursive panel calls and at most 5P evaluation requests. A finite result is a sum of the refined Simpson values on the returned leaf intervals, and its reported indicator is the sum of their nonnegative indicators. An evaluation failure, including an unrepresentable required node reported by the evaluator, returns failure with no estimate. If the status is accepted, that indicator sum is at most the requested tolerance τ. If no evaluation fails and a rejected leaf cannot split because of the depth or panel-call cap, the result has status cap-reached. These claims do not bound the true quadrature error.

Facts & Assumptions

Given: a<b, τ>0, integers D≥0 and P≥1, and a deterministic evaluation routine returning finite values at every requested node or an explicit failure.

[F1]

Finite-depth adaptive Simpson with an indicator: a call accepts when η≤t, returns cap-reached when rejected and d=0 or p<3, and otherwise splits into two calls with depth d−1, positive budgets ⌊(p−1)/2⌋,⌈(p−1)/2⌉, and tolerances t/2.

[F2]

Embedded Simpson refinement indicator: each leaf indicator is ∣S1−S0∣/15≥0.

Proof

1.1givenF1F2basealgebra

A call with a failed evaluation returns failure after at most five requests. Otherwise, a call that accepts immediately or cannot split because d=0 or p<3 returns a single leaf after at most five requests. Its estimate is its refined Simpson value, and its indicator is nonnegative by [F2]; if accepted, its indicator is at most t. These cases use one panel call and include every call with p=1 or p=2.

2.1givenF1ihinductionstep 1.1algebra

For strong induction on positive integer p, uniformly over nonnegative integer d and positive t, assume [IH] all the claims hold for every smaller positive panel budget. Step 1.1 covers calls that return without splitting. In the remaining case η>t, d>0 and p≥3, [F1] gives two positive integer child budgets, each smaller than p, whose sum is p−1; both child depths are nonnegative integers. The induction hypothesis applies to both recursive calls, so they terminate and together use at most p−1 panel calls; adding the parent gives at most p. Each call uses at most five requests, so the total is at most 5p. A failed child makes the parent return failure with no estimate.

3.1givenF1F2ihinductionstep 1.1step 2.1discharge-inductionalgebra∎

Consider a finite result. If the call does not split, step 1.1 gives the leaf-sum representation and, when accepted, its indicator is at most t. If it splits, neither child failed; the child panels partition the parent and [F1] adds their estimates and nonnegative indicators, so the induction hypothesis gives the leaf-sum representation. The parent is accepted in this branch only when both child results are accepted; their indicator totals are each at most t/2 by induction, hence their sum is at most t. A rejected terminal leaf returns cap-reached, which propagates to the root when no evaluation fails. Conversely, any cap status can be traced down the finite tree of step 2.1 to such a leaf. A failure instead propagates with no estimate by [F1]. No implication to true error is in [F1] or [F2].

Depends on

Used by

Nothing in the library uses this result yet.

Cited to discharge well-definedness by Finite-depth adaptive Simpson with an indicator.

Dependency tree · two levels

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Sources