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Positivity, L1 growth and data stability of the renewal finite-volume step

Statement

For the bounded fertility rate in the age model, write β∞:=∥β∥∞. Whenever Positive composite or capped-adaptive quadrature for renewal births returns an estimate for nonnegative cell masses and a bounded nonnegative fertility rate with upper bound β∞, its birth value satisfies 0≤Bh≤β∞∑jMj.

In the update of Finite-volume upwind scheme for age renewal transport, suppose the initial masses are nonnegative, the CFL holds, and each cell quadrature has nonnegative weights summing to Δa. Then all updated masses remain nonnegative and, with Nhk=∑j=1JMjk,

Nhk+1≤(1+Δt β∞)Nhk.

For two runs with the same grid, rates and quadrature rule but different nonnegative initial mass vectors M0,M~0, the one-step difference satisfies

∥Mk+1−M~k+1∥ℓ1≤(1+Δt β∞)∥Mk−M~k∥ℓ1.

Facts & Assumptions

[F1]

Positive composite or capped-adaptive quadrature for renewal births: each cell quadrature has nonnegative weights with total weight Δa, so its birth contribution is nonnegative and at most β∞Mj.

[F2]

Finite-volume upwind scheme for age renewal transport: Mjk+1=Mjk−Δt(Fjk−Fj−1k)−ΔtμjMjk, with F0k=Bhk, Fjk=Mjk/Δa for j≥1, and Δt/Δa+Δtμ∞≤1.

[A1]

The initial masses in both runs are nonnegative, and both runs use the same rates and positive quadrature rule.

Proof

1.1F1constructalgebra

In midpoint mode, each of the qj samples has weight Δa/qj>0, so the weights sum to the cell width. In capped-adaptive mode, every returned estimate is a finite sum of Simpson panel estimates on its leaf intervals; a two-panel Simpson block has weights proportional to (1,4,1), all positive, and their sum is the block width. The leaf intervals partition the cell, so the combined weights are nonnegative and sum to its width, including when a cap is reached. Hence the cell contribution lies between 0 and ujβ∞Δa=β∞Mj, and summing over cells gives the stated birth bound. A failure returns no estimate.

1.2A1F1F2inductionalgebra

Substituting Fjk=Mjk/Δa in [F2] gives M1k+1=(1−λ−Δtμ1)M1k+ΔtBhk and, for j≥2, Mjk+1=(1−λ−Δtμj)Mjk+λMj−1k. The CFL makes every displayed coefficient nonnegative, while [F1] makes Bhk≥0; induction in k proves nonnegativity.

2.1F1F2step 1.1algebra

Summing [F2] over cells telescopes the fluxes to FJk−F0k, hence Nhk+1=Nhk−ΔtFJk+ΔtBhk−Δt∑jμjMjk. Since FJk,μj,Mjk≥0 and step 1.1 gives Bhk≤β∞Nhk, the asserted mass-growth inequality follows.

3.1A1F1step 1.1step 1.2algebra∎

The update is a linear matrix with nonnegative entries by step 1.2. In each column, transport and mortality leave total coefficient at most 1, because outflow or mortality removes mass; the birth quadrature adds at most Δtβ∞ to that column by step 1.1. Thus its induced ℓ1 norm is at most 1+Δtβ∞. Applying this matrix to Mk−M~k proves the difference estimate.

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