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Staged fixed-regularization PIC error budget

Statement

Fix ε>0, grid width h, particle count P≥1, and T>0. Use uniform RK4 times tn=nΔt for integers n≥0, with 0<Δt≤h0, where h0 is the positive admitted step-width bound in the RK4 tube/defect hypotheses below. Retain all tn≤T; no integer value of T/Δt is required. Assume the smooth fixed-regularization hypotheses of Fixed-regularization periodic PIC force consistency on a smooth density, and that the translated unit-source regularized densities ηε(⋅−y)−L−d satisfy its derivative bounds uniformly in y. Let δε,h be the uniform phase-kernel defect from Periodic PIC particle and force errors under a prescribed initial coupling. The consistency theorem gives the explicit estimate δε,h≤∣cQ∣[Ld/2h2−d/2(γN,LCsrc(1)+C3(1))+Cint(1)h2], where Csrc(1),C3(1),Cint(1) are the constants of that theorem evaluated at a unit point source; translation of the continuum source leaves their derivative suprema unchanged, while the shape quadrature constants are independent of the translate. Define the RK4 empirical measure by νP,hΔt(tn)=P−1∑p=1PδzpΔt(tn). Put δ0=W1(ν0h,μ0),CRK={C4(eL∗T−1)/L∗,L∗>0,C4T,L∗=0, using the constants of Fourth-order RK4 trajectory error for the fixed-grid periodic PIC ODE. For exact initialization, a common admissible initial coupling, and the same compact-tube hypotheses, the RK4 empirical measure νP,hΔt(tn) and regularized characteristic solution με(tn) satisfy W1 ⁣(νP,hΔt(tn),με(tn))≤CRKPΔt4+e2LεT(δ0+Tδε,h),tn≤T. The terms are time error, prescribed initial empirical error, and fixed-ε mesh-force error. No universal rate for δ0 and no ε→0 singular Vlasov–Poisson limit is asserted.

Facts & Assumptions

Given: The fixed-ε smooth regularized characteristic solution, the finite grid particle solution, a prescribed initial coupling of finite cost, exact initialization, and the common RK4 tube and stage assumptions.

[F1]

Fixed-regularization periodic PIC force consistency on a smooth density: the gathered grid field error is bounded by Ld/2h2−d/2(γCsrc+C3)+Cinth2 with all constants explicit in the source/field derivatives.

[F2]

Periodic PIC particle and force errors under a prescribed initial coupling: its proof transports every prescribed initial coupling of cost D0 to an exact-grid/continuum coupling of cost at most e2Lεt(D0+tδε,h).

[F3]

Fourth-order RK4 trajectory error for the fixed-grid periodic PIC ODE: with 0<Δt≤h0, exact initialization gives stacked state error at most CRKΔt4 at every retained uniform time tn=nΔt≤T, even when the grid does not end at T.

[F4]

The coupling definition of the 1-Wasserstein distance: W1 is the infimum of coupling costs for probability measures with finite first moment.

Proof

1.1F1givenalgebra

Apply [F1] to each unit source μ=δy. The explicit constants in [F1] depend on the source through ∥μ∥TV and suprema of derivatives of its continuum potential and field. Here ∥δy∥TV=1, and those continuum functions for δy are translates of the functions for δ0; their derivative suprema are therefore independent of y. For the corrected shifted-product quadrature constant, translating the unit-source field by y is absorbed by translating both its spatial variable and the free gather location in the joint supremum. That constant and the other shape quadrature constants therefore do not depend on the source translate. One set of constants Csrc(1),C3(1),Cint(1) gives the stated uniform phase-kernel defect bound, without asserting translation invariance of the finite grid kernel.

1.2F2F3givenalgebra

Work at a retained time t=tn=nΔt≤T on the stated grid, whose step obeys 0<Δt≤h0. Let A be the finite support of ν0h and Ia={p:zph(0)=a}, ma=∣Ia∣ for a∈A. For any prescribed coupling π0 of ν0h and μ0, define a measure on the second coordinate for each label p∈Ia by λp(B)=π0({a}×B)/ma. Since ν0h({a})=ma/P, each λp has mass 1/P, and for each a the sum over p∈Ia is π0({a}×⋅). By the duplicate-path argument in Periodic PIC particle and force errors under a prescribed initial coupling, all labels in Ia share the same exact path Xt(a). Thus summing these label measures gives exactly the pushforward Πt=(Xt,Yt)#π0, the Dobrushin-transported coupling, where Yt is the continuum characteristic flow. In particular, Πt has the exact grid and continuum marginals. Its cost is at most e2LεT(D0+Tδε,h) by [F2]. Replace zph(t) in each summand by the RK4 state zpΔt(t). The resulting measure is a coupling of νP,hΔt(t) and με(t), and pointwise triangle inequality increases its cost by at most P−1∑p∣zpΔt−zph∣. By Cauchy–Schwarz this is at most P−1/2∥ZΔt−Zh∥2≤P−1/2CRKΔt4 using [F3]. This gives the claimed bound with D0 in place of δ0.

2.1F4step 1.2∎

The bound of step 1.2 holds for every prescribed initial coupling. Taking the infimum of D0 gives δ0 by [F4], without selecting a minimizing plan. This proves the stated staged error budget.

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