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Backward Euler has a globally defined nonexpansive resolvent (contractive when strongly dissipative)

Statement

Let d≥1, let f:R×Rd→Rd be continuous, and suppose for every fixed t and all x,y∈Rd,

⟨f(t,x)−f(t,y),x−y⟩≤−μ∥x−y∥22

for some μ≥0. For every h>0, define Ht,h(x)=x−hf(t,x). Then Ht,h is bijective and its inverse Rt,h=Ht,h−1, the backward Euler step map, satisfies

∥Rt,h(u)−Rt,h(v)∥2≤11+hμ∥u−v∥2.

In particular, for each input state u, the equation z=u+hf(t,z) has exactly one solution on all of Rd. No hL<1 contraction assumption is needed for this dissipative branch.

Facts & Assumptions

Given: d≥1, h>0, μ≥0, a continuous f on the full space, and the dissipativity inequality in the Statement.

[F1]

Backward Euler step equation and algebraic residual: the backward Euler endpoint z solves z=u+hf(t,z), equivalently Ht,h(z)=u.

[F2]

A continuous strongly monotone map of finite-dimensional space is bijective: a continuous map H:Rd→Rd satisfying ⟨H(x)−H(y),x−y⟩≥κ∥x−y∥22 for κ>0 is bijective and its inverse is κ−1-Lipschitz.

[F3]

The Euclidean inner product ⟨x,y⟩=∑k<nxkyk on Rn: ∥x∥22=⟨x,x⟩ for the Euclidean inner product.

[A1]

The vector field is continuous on all of R×Rd, and the same μ in the stated dissipativity inequality works for every time under consideration.

Proof

1.1A1F1F3algebra

For fixed t,h and x,y∈Rd, [F3] and the dissipativity assumption give ⟨Ht,h(x)−Ht,h(y),x−y⟩=∥x−y∥22−h⟨f(t,x)−f(t,y),x−y⟩≥(1+hμ)∥x−y∥22. The constant 1+hμ is positive, and Ht,h is continuous by [A1].

2.1F1F2step 1.1∎

Apply [F2] with κ=1+hμ. It gives a unique inverse image z=Rt,h(u) for every u, and the inverse Lipschitz bound in the Statement. By [F1], this inverse image is exactly the backward Euler root.

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Sources