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Mean-field vortex blob error budget with signed particles, force quadrature, and RK4

Statement

Assume AC and Countable Choice. Let ωt be a smooth finite signed vorticity density on [0,T]×R2 with finite first moment, transported by a sign-preserving characteristic flow Xt satisfying ωt=(Xt)#ω0 and X˙t(x)=(K∗ωt)(Xt(x)), where K is the singular kernel in Smooth mollified Biot-Savart kernel. Assume sup⁡t≤T∥ωt∥∞≤W, ∫sup⁡t≤T∣Xt(x)∣d∣ω0∣(x)<∞, and the flow transports each Jordan part to the corresponding Jordan part. Put M=∣ω0∣(R2). Let ωN0=∑i=1NΓiδxi0 be a finite signed particle measure whose positive and negative Jordan masses respectively equal those of ω0, with finite first moment, and with consolidated atoms whose positive and negative supports are disjoint; thus ∑i∣Γi∣=M. Let E0=C±(ω0,ωN0)<∞.

Fix ε>0. For every time and force location (t,x), suppose the force integrand Ft,x:R→R2 lies in C4(R,R2) and its fourth partial derivatives satisfy the uniform bounds M40,M04. Let the tensor Simpson evaluator use the even panel counts and widths in Tensor composite Simpson error for a two-dimensional force integral, and define its residual by rq(t,x)=QyQxFt,x−∫RFt,x. Thus ηq=2∣R∣180(hx4M40+hy4M04). Assume this residual is the same correction function for every particle, sup⁡t,x∣rq(t,x)∣≤ηq, and the corrected regularized particle flow preserves the two Jordan parts. Write xiε,q for the exact solution from xi0 of x˙iε,q(t)=∑j=1NΓjKε(xiε,q(t)−xjε,q(t))+rq(t,xiε,q(t)), and set ωNε,q(t)=∑iΓiδxiε,q(t). Assume the resulting nonautonomous field f(t,X) is jointly C4 on an open time-state domain D, with derivatives through order four bounded on a common compact convex tube T⋐D containing all exact paths and RK4 stages. Let xih(T) be the RK4 states from the same initial data for this ODE, and define ωN,hε,q(T)=∑iΓiδxih(T). Let h=T/n≤h0 for an integer n≥1 and define CRK:=C4(eL∗T−1)/L∗ if L∗>0, and CRK:=C4T if L∗=0, where C4,L∗,h0 are the constants in Fourth-order global error for RK4 on a regularized vortex particle tube. Then dBL(ωT,ωN,hε,q(T))≤e2LεMT(E0+MT(CρεW+ηq))+MCRKh4, where Lε is a one-variable global Lipschitz constant for Kε; the induced two-variable constant for Kε(x−y) is also Lε. The terms are initial signed particle approximation, blob regularization, force quadrature, and RK4 time error. The constants may depend on ε, particle count, and the tube; no uniform singular limit as ε→0 is claimed.

The RK4 tube condition in the Statement includes all numerical grid states and every stage generated at each grid step from both the exact solution start and the numerical start; both one-step maps are defined.

Facts & Assumptions

Given: The sign-preserving smooth Euler characteristic flow and its density bound; consolidated signed initial particles with the stated masses and coupling cost; the common smooth quadrature force correction; and the compact tube with its RK4 derivative bounds.

[A1]

Assume AC for the signed Jordan parts and Countable Choice for the mollifier consistency estimate (The Axiom of Choice, The Axiom of Countable Choice (ACω)).

[F1]

The mollified Biot-Savart force differs from the singular Euler force by at most Cρε∥ωt∥∞ (L1 consistency of the mollified Biot-Savart kernel).

[F2]

The tensor Simpson force residual is bounded by the displayed ηq (Tensor composite Simpson error for a two-dimensional force integral).

[F3]

For sign-matched flows with two bounded force defects, the bounded-Lipschitz difference is bounded by e2LεMt times the initial split cost plus the integrated defect (Signed Dobrushin stability with bounded force defects).

[F4]

RK4 on the controlled regularized particle tube has state error at most CRKh4 (Fourth-order global error for RK4 on a regularized vortex particle tube).

[F5]

The bounded-Lipschitz discrepancy is the dual supremum for signed measures; in particular dBL(0,0)=0, and the split cost of two zero measures is zero (Bounded-Lipschitz dual discrepancy for finite signed measures, Sign-preserving transport cost for finite signed measures).

[F6]

For a finite signed measure, ∣ν∣=ν++ν−. Under the stated consolidation and disjoint-sign-support assumptions, the explicit positive and negative atomic parts are mutually singular, so uniqueness of Jordan parts and this formula give ∑i∣Γi∣=∣ωN0∣(R2)=M (Jordan decomposition of a signed measure into unique mutually singular positive parts, For a signed measure, total variation is nu-plus plus nu-minus, finite partitions suffice, and nu-plus and nu-minus are extremal).

Proof

1.1A1F1F2F5F6givenalgebra

If M=0, then ω0=0 and [F6] gives ∑i∣Γi∣=0, hence every particle weight is zero. Thus both vorticity measures vanish at time T. By [F5], E0=0 and the displayed bound is zero; hence the conclusion holds. Suppose M>0. By [F1] and the bound ∥ωt∥∞≤W, the exact Euler flow, when written with interaction kernel Kε, has an additive force defect at most CρεW. The tensor evaluator contributes the second additive defect at most ηq by [F2].

1.2F4F5F6givenalgebra

By consolidation and disjointness of the positive and negative atomic supports, the finite measures ∑Γi>0Γiδxi0 and ∑Γi<0∣Γi∣δxi0 are mutually singular positive measures whose difference is ωN0. Uniqueness of Jordan parts and [F6] therefore give ∑i∣Γi∣=M. Couple each exact force-evaluated particle trajectory to its RK4 trajectory using the same signed particle label. The state error in [F4] is the Euclidean norm on the full particle state, so each particle-block displacement is no larger than CRKh4. For every bounded 1-Lipschitz test, the change in its signed integral is at most ∑i∣Γi∣CRKh4=MCRKh4.

2.1A1F3givenstep 1.1

Apply [F3] to the exact Euler characteristic flow and the common sign-preserving force-evaluated regularized flow, using initial split cost E0, total variation mass M, and summed defect CρεW+ηq. It gives dBL(ωT,ωNε,q(T))≤e2LεMT(E0+MT(CρεW+ηq)).

3.1step 2.1step 1.2algebra∎

For each admissible bounded-Lipschitz test, insert the exact force-evaluated particle measure between the Euler and RK4 measures. The scalar triangle inequality bounds the full difference by the right side of step 2.1 plus the displacement bound in step 1.2. Taking the supremum over tests proves the displayed error budget.

Remarks

This theorem is conditional on a smooth finite-time Euler solution, matched signed initial masses, a common sign-preserving quadrature force field, and the compact RK4 tube. It makes no claim for singular initial vorticity, arbitrary-sign particle sampling without a split coupling, or a rate uniform in ε.

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