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Backward Euler has a globally defined nonexpansive resolvent (contractive when strongly dissipative)
Statement
Let , let be continuous, and suppose for every fixed and all ,
for some . For every , define . Then is bijective and its inverse , the backward Euler step map, satisfies
In particular, for each input state , the equation has exactly one solution on all of . No contraction assumption is needed for this dissipative branch.
Facts & Assumptions
Given: , , , a continuous on the full space, and the dissipativity inequality in the Statement.
Backward Euler step equation and algebraic residual: the backward Euler endpoint solves , equivalently .
A continuous strongly monotone map of finite-dimensional space is bijective: a continuous map satisfying for is bijective and its inverse is -Lipschitz.
The Euclidean inner product on : for the Euclidean inner product.
The vector field is continuous on all of , and the same in the stated dissipativity inequality works for every time under consideration.
Proof
For fixed and , [F3] and the dissipativity assumption give . The constant is positive, and is continuous by [A1].
Apply [F2] with . It gives a unique inverse image for every , and the inverse Lipschitz bound in the Statement. By [F1], this inverse image is exactly the backward Euler root.
Depends on
Used by
- Drift-implicit Euler–Maruyama with explicit solve-failure status Algorithm
- Implicit stiff time stepping with a branch and residual ledger Algorithm
- A dissipative backward Euler solve with a controlled update residual Example
- Newton can exhaust its budget although the dissipative backward Euler root is unique Example
- Backward Euler propagates unscaled algebraic update residuals Theorem
- Strong order one-half for drift-implicit Euler–Maruyama Theorem
Dependency tree · two levels
20 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Ernst Hairer, Introduction à l’Analyse Numérique, Chapter III: Équations Différentielles Ordinaires (standard reference, not scraped)
- Tobin A. Driscoll and Richard J. Braun, Fundamentals of Numerical Computation, Chapter 11: Stiffness (standard reference, not scraped)