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Lax equivalence for a common Banach-space scheme
Statement
Assume the Axiom of Dependent Choice (). Let a common-space IVP interface and bounded time-scheme family be given as in Common Banach-space interface for a linear IVP and its time schemes. If the scheme is consistent on its dense invariant subspace, then it is convergent on every finite time interval if and only if it is stable there, with stability, consistency, and convergence all measured in the same norm of .
Facts & Assumptions
Given: DC; a common-space scheme interface as in the statement; and consistency on its dense invariant subspace.
The common-space interface supplies a Banach space , bounded linear steps , positive time steps , a dense invariant consistency subspace , a strongly continuous solution semigroup with , and same-norm definitions of consistency, finite-time stability, and convergence (Common Banach-space interface for a linear IVP and its time schemes).
For a set-family of bounded linear maps from a Banach space, pointwise boundedness implies a uniform operator-norm bound under DC (Uniform boundedness principle).
is a set, subsets defined by a predicate are sets, and the image of a set under a uniquely specified assignment is a set (The natural numbers (von Neumann), The Cartesian product , The Axiom Schema of Separation: for each formula , , The Axiom Schema of Replacement: for each formula , if defines a class function on then its image on is a set).
DC is the dependent-choice axiom stated in The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain; it is the explicit axiom assumed by [F2].
Proof
Fix and suppose the family is stable, with a bound from [F1]. For , set Consistency says for each .
For each integer , the finite telescoping identity is For both sides are zero. For , expand each summand as ; adjacent terms cancel, leaving .
Conversely, suppose the family is convergent. Fix and . By convergence, for all sufficiently large , The finite-time solution bound in [F1] then gives for those .
If and , [F1], step 1.2, and the definition of yield The last quantity tends to zero independently of the allowed .
Only finitely many indices were omitted in step 1.3. For each fixed omitted , there are only finitely many integers with , and each is a vector of finite norm. Thus the powers are pointwise bounded on every . The admissible index set exists by Separation; each pair determines a unique bounded linear operator , so Replacement gives the set-family . For fixed , boundedness supplies a finite with . The identity is linear with bound ; if is linear with bound , then is linear and . Finite induction therefore proves every member of bounded and linear. This argument fixes one at a time and chooses no sequence of bounds. Also is Banach by [F1].
Let and . By density in [F1], choose with . For every , By step 2.1, the second term is below for all such once is sufficiently large. This proves convergence for , uniformly over the grid times in . Since were arbitrary, stability implies convergence.
Apply the uniform boundedness principle [F2] to , using the explicit DC assumption [A1]. It gives which is stability on . Since was arbitrary, convergence implies stability; together with step 3.1 this proves the equivalence.
Depends on
- Common Banach-space interface for a linear IVP and its time schemes
- Uniform boundedness principle
- The axiom of dependent choice: a relation in which every element is related to something admits an $\mathbb{N}$-indexed chain
- The natural numbers $\mathbb{N}$ (von Neumann)
- The Cartesian product $A \times B := \{\, z \in \mathcal{P}(\mathcal{P}(A \cup B)) : \exists a \in A\ \exists b \in B\ z = (a,b) \,\}$
- The Axiom Schema of Separation: for each formula $\varphi$, $\forall \bar p\,\forall x\,\exists y\,\forall z\,(z \in y \leftrightarrow (z \in x \wedge \varphi(z,\bar p)))$
- The Axiom Schema of Replacement: for each formula $\varphi$, if $\varphi$ defines a class function on $A$ then its image on $A$ is a set
Used by
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Sources
- Lloyd N. Trefethen, Finite Difference and Spectral Methods, Chapter 4, §4.2 (standard reference, not scraped)
- R. J. LeVeque, AMath 585–6 Notes, Chapter 12, §§12.1–12.5.1 (standard reference, not scraped)