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Finite separated transverse events give an event-aligned hybrid trajectory error bound
Statement
Consider exact and reported hybrid trajectories with the same initial data and a common finite sequence of transitions at exact event times and reported times . Assume the events are separated by , are transverse with margins , and the reported event times are upper endpoints of certified root boxes, so . After each event, both trajectories are compared at the reported event time, when both are in the outgoing mode. Let bound their state discrepancy at this aligned mode-segment start, with .
For mode segment , let be the accumulated piecewise dense reconstruction from the reported start, with a certified local error bound relative to the exact mode solution from that same start. Let be a state-Lipschitz bound, the segment duration, and the guard state-Lipschitz and reported guard-residual bounds. Let be a certified total error bound between and the exact reference incoming-mode continuation on the prefix. It may be supplied directly; a sufficient ledger calculation is when the two exact mode solutions share the aligned start time, their initial discrepancy is at most , and both remain in a common convex tube on which the field is -Lipschitz. Then bounds the reference error on the incoming-mode prefix and bounds . Assume for each event; the event separation then ensures no later exact event occurs before the reported reset time. At each event assume the reset has state and time Lipschitz constants on a domain containing both compared reset inputs and the coordinate segments joining them, the incoming field is bounded by over the event-time bracket, and both outgoing solutions remain through their alignment time in a common tube where the outgoing field is bounded by and is -Lipschitz in state. If the reported reset value is approximate, let be a certified bound on its evaluation error, with for exact evaluation. Then bounds the state discrepancy at the next aligned mode-segment start. The terminal segment has its supplied total bound ; when the sufficient common-tube ledger calculation applies, one may take . These finite recurrences bound state errors on matched smooth-mode segments and reset states at aligned times; they make no same-clock state claim between an exact jump and its later reported jump.
Facts & Assumptions
Given: The common finite event sequence separated by , aligned initial state, valid local and total error bounds, Lipschitz and field bounds on the required tubes, reported upper event-box endpoints with lag bounds , event residual/transversality data, and certified reported reset-evaluation error bounds.
Smooth hybrid ODE modes, guards, resets, and deterministic event priority: each trajectory follows its current smooth mode until an enabled guard event, applies the reset, and changes mode.
A validated rational residual-tube certificate encloses an exact ODE solution: in the finite-rational provider branch, a certified local residual-tube certificate gives an exact mode solution whose distance from the stored dense reconstruction is bounded by its panel radius; a provider's stated finite uniform upper bound on those radii supplies . Other providers may supply the same justified local error bound directly under Certified dense-output and reference-guard enclosure data for hybrid events.
Certified dense-output and reference-guard enclosure data for hybrid events: an admissible provider supplies valid local and total reference error bounds, exact-guard and derivative enclosures, and the mode, guard, and reset data; the total bound may be computed from the local bound and aligned-start error by the displayed flow estimate or supplied directly.
A Lipschitz ODE mode flow is stable to its initial state on a tube: same-mode solutions starting at a common time with state error differ over duration by at most .
A transverse hybrid event time is stable under dense-output and root error: dense state error and guard residual give event-time error at most .
A first-order initial value problem is equivalent to its Volterra integral equation: on a nondegenerate interval, a mode solution increment is the integral of its vector field.
For and integrable when , ; for , is integrable: on an increasingly oriented interval, the norm of a vector integral is at most the integral of its norm.
Proof
At the aligned start of segment , the two exact mode solutions have state discrepancy at most and the same initial time. When the total bound is formed by the sufficient ledger calculation, apply [F4] through duration to bound their discrepancy by , then add the local reconstruction error from [F2] by the triangle inequality. If the provider supplies directly, [F3] states that this is already a valid total bound. In either case bounds the incoming reference error used below.
On the certified event bracket, use [F5] with dense-state error , guard residual , and transverse margin . This gives ; the left side is nonnegative because the reported time is the root-box upper endpoint.
Put , , and . By step 2.1, , so no next exact event occurs before . For , [F6] and [F7] give and by integrating along the incoming continuation and the exact outgoing solution; for both displacements vanish. The total reference error from step 1.1 gives . Apply the reset's state and time Lipschitz bounds along the assumed coordinate segments to get . Add the exact outgoing displacement and the reported reset-evaluation error by the triangle inequality, then use to obtain the stated . Only field bounds along the integrated paths are needed for alignment.
Since is finite, steps 1.1–3.1 give finite nonnegative bounds successively through all event segments. The terminal application of step 1.1 gives . Write , so by step 2.1. The given bound places each reported event before the next exact event. Also , so the reported event order is unchanged.
Depends on
- Smooth hybrid ODE modes, guards, resets, and deterministic event priority
- Finite rational residual-tube certificate for an ODE trajectory
- A validated rational residual-tube certificate encloses an exact ODE solution
- Certified dense-output and reference-guard enclosure data for hybrid events
- A Lipschitz ODE mode flow is stable to its initial state on a tube
- A transverse hybrid event time is stable under dense-output and root error
- A first-order initial value problem is equivalent to its Volterra integral equation
- For $a \le b$ and $f : [a,b] \to \mathbb{R}^m$ integrable when $a<b$, $\bigl\lVert\int_a^b f\bigr\rVert_2 \le \int_a^b \lVert f\rVert_2$; for $a<b$, $\lVert f\rVert_2$ is integrable
Used by
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Sources
- Ernst Hairer, course notes, Chapter III: Équations Différentielles Ordinaires (standard reference, not scraped)
- Gerald Teschl, Ordinary Differential Equations and Dynamical Systems, §2.4 (standard reference, not scraped)