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Frozen Newton rates under differential range invariance

Statement

Assume the structural hypotheses of the frozen Newton one-step error lemma hold with fixed constants and notation. Let the initial pair be (r^0,x0)∈U~×U, where x0 is the basepoint from the range-invariance factorization. At step n≥1, freeze the objective at the previous iterate xn−1, use parameters αn and βn=cβααn, and let (r^n,xn) satisfy the resulting approximate-minimum inequality. Let En and Sn be the error and residual quantities from the one-step lemma for this step, with its input iterate relabeled xn−1 and output iterate relabeled xn. Define E0:=cβαCψ(λ∥r^0−r(x†)∥Zp+t∥r(x0)−r(x†)∥Zp). The parameter sequence (αn)n≥1 and the associated hn,ρn are fixed independently of δ. Write

H(q):=sup⁡s≥0(ψ(s)−qs),hn:=H ⁣(12C‾αn),ρn:=αnhn,q:=vt,

where t,v,C‾ are as in that lemma. Let αn>0 decrease strictly to zero, suppose hn is finite and positive, ρn decreases strictly to zero, and assume for some CH≥1 that

hn≤CHhn+1(n≥1),qCH<1.

Assume each step through N satisfies the one-step lemma, has tolerance ηn≤Cηρn, and the initial error E0 is finite. Assume also that for every sufficiently small δ>0 there is an index N=N(δ)≥2 such that

ρN≥τδp,ρN≤Mτδp,ρn≥τδp(1≤n≤N),

for constants τ,M>0 independent of δ. This bounded crossing condition is satisfied, for example, if N is the last index with ρN≥τδp and ρn/ρn+1≤M for all n.

Then the stopping iterate (r^N,xN) satisfies

EN=O(hN),SN=O(δp),

and therefore

∥r^N−r(x†)∥Zp+∥r(xN)−r(x†)∥Zp=O(hN),

∥K(r^N−r(x†))∥Y=O(δ),∥PxN∥X=O(δ),∥Kr^N+F(x0)−yδ∥Y=O(δ).

If Φ(a):=aH(1/(2C‾a)) has a strictly increasing inverse ϕ on the relevant range, then

hN≤H ⁣(12C‾ ϕ(Mτδp)),

which gives the corresponding source-index rate for the range-variable and nonlinear-range errors.

For the following three-dimensional EIT specialization, assume the Axiom of Choice, Countable Choice and Dependent Choice. Let Ω=B1⊂R3, let the known conductivity be 1 outside Bρ⋐B1, impose fixed positive upper and lower conductivity bounds, use the exact intrinsic quadratic Hs1(Ω) penalty with s1∈(5/2,7/2), and assume σ†∈B2,∞s2(Ω) for s2∈(s1,2s1−1). Use the centered mean-zero Neumann voltage map in Y=ℓ2(L2(S2)) and the explicit observation augmentation, admitted neighborhood U, penalty RP, and linked-parameter constants in the EIT compatibility lemma. Choose the initial conductivity sufficiently close to the truth that its radius condition LR<ctcr<1/20 holds, and choose a fixed initial range variable in r(U), independently of noise. Put

ν=(s2−s1)(2s1−3)s2−1,Lδ=log⁡(1/δ).

Take a fixed geometric parameter sequence, starting sufficiently far down its tail that the conjugate growth condition above holds, set βn=cβααn, and use admitted approximate steps with ηn≤Cηρn. For a positive target wδ, stop at the last index N with ρN≥τwδ. If the actual squared data noise is O(wδ), then

∥σN−σ†∥Hs1(Ω)=O(Lδ−ν/2),∥zN∥Y=O(wδ),∥Kr^N+F(x0)−yδ∥Y=O(wδ)

in each of the following regimes: wδ=δ2 for the balanced choice αN≍δ2Lδν and ordinary noise bounded by δ; wδ=δkLδ−ν for every 0<k<2, giving αN≍δk under the same ordinary noise bound; and wδ=δ2Lδ−ν for the nominal endpoint αN≍δ2, under the explicit stronger actual-noise condition ∥yδ−y∥Y2=O(δ2Lδ−ν). All tolerances remain bounded by Cηρn through the stopping index. Thus the total conductivity and artificial-voltage norm error has logarithmic exponent ν/2 in every stated regime.

Statement references

Facts & Assumptions

Given: For the generic assertion, every n≤N satisfies the stated one-step and stopping hypotheses. For the EIT regimes, use their own stated actual-noise upper bound in those same hypotheses, with fixed structural constants and a fixed parameter sequence.

[A1]

ρn=αnhn≥τδp for 1≤n≤N and ρN≤Mτδp.

[A2]

The tolerances satisfy ηn≤Cηαnhn.

[A3]

hn≤CHhn+1 and qCH<1.

[A4]

E0<∞ is independent of δ.

[F1]

A frozen Newton step yields a controlled error inequality: En≤dn/αn+H(1/(C‾αn)) and Sn≤2(dn+αnhn), where dn=(cβα/Cψ)αnv∥r(xn−1)−r(x†)∥p+(2δp+ηn)/Cψ.

[A5]

The EIT clauses use the Axiom of Choice, Countable Choice and Dependent Choice at their actual elliptic, trace, Fourier and Hilbert suppliers only.

[F2]

The full collared EIT class satisfies the centered range and source interfaces verifies the full EIT frozen structural hypotheses with p=2, Cψ=1, C‾=4, the exact intrinsic Sobolev quadratic penalty, q<1 and source exponent ν.

[F3]

Logarithmic source indices and their admissible parameter scales gives the logarithmic conjugate asymptotic.

[F4]

Geometric parameters satisfy the logarithmic frozen stopping and growth conditions verifies the fixed geometric schedule, growth, bounded crossing and parameter-index asymptotics.

Proof

1.1A1A2F1givenalgebra

Since Sn≥0 and H is nonincreasing in its positive argument, [F1] and the definitions of hn and C‾ give En≤dn/αn+hn. The first term in dn/αn that contains the previous nonlinear-range error is at most qEn−1, because En−1 contains (cβα/Cψ)t∥r(xn−1)−r(x†)∥p and q=v/t. Also, δp/αn≤hn/τ follows from [A1], and ηn/αn≤Cηhn follows from [A2]. Therefore En≤qEn−1+C^hn, where C^=2/(τCψ)+Cη/Cψ+1.

1.2A5F1F2F4givenalgebra

Use [F2] for the EIT clauses. Its exact convex regularizer agrees with the physical quadratic penalty on all admitted coefficients, and its local neighborhood verifies every Taylor, compatibility and projection requirement of [F1]. Since q<1, [F4] supplies a fixed tail of any geometric sequence and a constant CH>1 with qCH<1. The initial pair is fixed and lies in the bounded admitted set, so E0 is finite and independent of noise.

2.1A3A4step 1.1algebra

Iterating the recurrence from step 1.1 gives EN≤qNE0+C^∑j=1NqN−jhj. For 1≤j≤N, repeated use of [A3] yields hj≤CHN−jhN, so the sum is at most hN∑k=0N−1(qCH)k≤hN/(1−qCH). Also h1≤CHN−1hN, so qNE0≤(E0/h1)CH−1(qCH)NhN=O(hN), with constant independent of δ. The same estimate holds with N replaced by any k≤N, so Ek=O(hk) throughout the stopped segment. Thus EN=O(hN).

3.1A1A2A3F1step 2.1algebra

The definition of dN, the inequality (cβα/Cψ)v∥r(xN−1)−r(x†)∥p≤qEN−1, and step 2.1 with k=N−1 show that dN=O(αNhN−1+δp+ηN). By [A3], hN−1≤CHhN; by [A1]–[A2], αNhN=ρN≤Mτδp and ηN≤CηρN=O(δp). Therefore dN=O(δp), and the residual estimate in [F1] gives SN=O(δp).

4.1F1givenstep 2.1step 3.1

Since EN is a positive constant multiple of λ∥r^N−r(x†)∥p+t∥r(xN)−r(x†)∥p, its bound controls both displayed range errors. The definition in [F1] gives CψSN=21−p∥K(r^N−r(x†))∥Yp+∥PxN∥Xp. Each nonnegative summand is at most CψSN, and Cψ is fixed, giving the two O(δ) estimates. Finally, Kr^N+F(x0)−yδ=K(r^N−r(x†))+(F(x†)−yδ), so the data residual is O(δ). If Φ is strictly increasing, ρN=Φ(αN)≤Mτδp gives αN≤ϕ(Mτδp); monotonicity of H then gives the stated index bound for hN.

4.2F2F3F4step 1.1step 2.1step 3.1step 1.2algebra

In each displayed regime, wδ→0 and log⁡(1/wδ)≍Lδ. By [F3]–[F4], the selected last-crossing index satisfies ρN≍wδ, hN≍Lδ−ν, and αN≍wδLδν. This gives exactly the three displayed parameter scales. For 0<k<2, the ordinary squared noise δ2 is O(wδ) because δ2−kLδν→0. The same bound is immediate in the balanced regime and is the explicit additional assumption at the endpoint. Hence a fixed positive multiple of wδ is a valid noise upper bound; with this bound, [F4] supplies the original stopping bracket, and the tolerance condition is already the required one. Applying steps 1.1–3.1 at that upper-bound scale gives EN=O(Lδ−ν) and SN=O(wδ).

5.1F1F2step 4.1step 4.2algebra∎

The first component of r(σN−σ0,zN)−r(σ†−σ0,0) is σN−σ†. Its norm is therefore bounded by the controlled range norm in EN, so p=2 gives the stated conductivity error after taking square roots. The projection norm is exactly ∥zN∥Y, and the residual argument in step 4.1 uses the actual noise upper bound O(wδ), giving both remaining estimates. Since every positive power of δ times a fixed power of its logarithm tends to zero, wδ=O(Lδ−ν/2) in all three regimes, proving the total norm-rate assertion.

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