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Fourth-order RK4 trajectory error for the fixed-grid periodic PIC ODE
Statement
Fix , grid width , particle count , and final time . Apply classical RK4 from Classical RK4 step for the fixed-grid regularized PIC particle ODE to the autonomous finite-dimensional PIC system Let be an exact solution on . Assume is on an open set containing a common compact convex tube ; the exact path, all numerical states, and every RK4 stage generated from both the exact and numerical starting states lie in ; and all derivatives of through order four are bounded there. Choose a uniform step with , initialize exactly, and retain every time for integers ; need not be an integer. The stage hypotheses concern each step ending by . Put and choose so that the exact-start defect on this tube is at most for admitted steps ending by . The local-order supplier gives such constants for a sufficiently small positive under the stated smoothness and tube assumptions. Then, for every grid time , The tube, exact-solution, and stage-admissibility hypotheses are conditional; this is a fixed-, fixed-grid finite-particle time error, not a continuum or singular-force estimate.
Facts & Assumptions
Given: The exact smooth finite-grid ODE solution, exact initialization, the common compact convex tube, bounded derivatives through order four, admissible RK4 stages from exact and numerical starts, and a uniform partial grid with and the stated uniform local-defect bound.
Fixed-regularization periodic PIC kernels are globally Lipschitz: the two-variable phase kernel has constant in the sum norm convention.
Orders and scalar stability functions of Euler, midpoint, and classical RK4: classical RK4 has uniform local order at least four for a autonomous field with bounded derivatives and its exact-start stages in a common compact convex tube.
One-step Lipschitz bound for classical RK4 on an admitted tube: if the field is -Lipschitz on the stages from two admitted starts, the one-step RK4 map has bound with .
Proof
The state field is a mean over pair interactions. For two stacked states , [F1] gives Taking the stacked Euclidean norm and applying finite Cauchy–Schwarz to the average term shows . The tube hypotheses therefore permit [F2], which gives a uniform exact-start local defect at most .
Let . The RK4 stages from the paired exact and numerical starts are admitted by assumption, so [F3] bounds the difference of their one-step outputs by . Adding the exact-start defect from step 1.1 by the triangle inequality gives , with .
Unroll step 2.1 over the first steps to get , including the empty sum at . If , the finite geometric sum gives . Since for and , this is at most . If , the sum gives . These are the claimed bounds on every retained partial-grid time, without requiring a step at .
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Sources
- MIT OpenCourseWare 18.330, Introduction to Numerical Analysis, Chapter 5 (standard reference, not scraped)
- R. W. Hockney and J. W. Eastwood, Computer Simulation Using Particles, Chapter 4 (standard reference, not scraped)