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The bounded adaptive Runge–Kutta controller terminates
Statement
For finite-dimensional states and the finite-budget procedure in Finite-budget adaptive Runge–Kutta controller, the controller returns one of success, failure, minimum-step-rejected, or attempt-budget-exhausted after at most trial attempts. Each individual attempt uses finitely many stage evaluations and arithmetic operations.
Facts & Assumptions
Given: A controller input satisfying Finite-budget adaptive Runge–Kutta controller with finite stage count and attempt budget .
Finite-budget adaptive Runge–Kutta controller: the procedure runs attempt indices in order, advances to only after a nonterminal attempt, and returns attempt-budget-exhausted after the th attempt unless an earlier terminal branch applies. Each trial uses the fixed finite tableau stage count and finite state dimension.
Proof
Fix an attempt. Computing its trial size, its stages, its two weighted sums, and the finite-dimensional scaled maximum uses finitely many operations. Any stipulated undefined or nonfinite stage returns failure; an accepted step reaching returns success; and a rejection at the minimum step returns its stated status, in that order before the budget branch. A nonterminal attempt computes its next proposal and advances to the next loop index.
The loop visits only the finite indices , with exactly one trial per visited index. If no earlier terminal branch returns, the th attempt returns attempt-budget-exhausted; in particular, an accepted step reaching on that attempt has already returned success. Thus termination occurs after at most attempts.
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Sources
- Ernst Hairer, course notes, Chapter III: Équations Différentielles Ordinaires, §III.2 (standard reference, not scraped)
- Tobin A. Driscoll and Richard J. Braun, Fundamentals of Numerical Computation, Chapter 6 (standard reference, not scraped)