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A certified shooting residual gives an explicit local periodic-orbit error bound

Statement

Let z∗=(x∗,T∗) be a phase-fixed nonconstant periodic orbit, let G be its phase-bordered shooting residual, and suppose DG(z∗) is invertible with ∥DG(z∗)−1∥2≤KJ. Let a convex validated domain contain the segment from z∗ to a candidate z=(x,T), with ∥z−z∗∥2≤r, and suppose DG is LJ-Lipschitz there and KJLJr≤1. If a validated residual box R contains G(z) and ϵ≥sup⁡v∈R∥v∥2, then ∥z−z∗∥2≤2KJϵ. If both scaled trajectories ϕTs(x) and ϕT∗s(x∗) exist and lie in one convex state tube K⊂U for every s∈[0,1], with ∥Df∥2≤Lf and ∥f∥2≤Mf on K and 0<T,T∗≤T+, then they satisfy sup⁡0≤s≤1∥ϕTs(x)−ϕT∗s(x∗)∥2≤2KJeT+Lf(1+Mf)ϵ. The residual box may be taken from Certified residual, Jacobian, trajectory, and monodromy enclosures for periodic shooting. A residual without the stated neighborhood, inverse, and derivative bounds gives no orbit-error conclusion.

Facts & Assumptions

Given: An exact phase-fixed root z∗, an invertible shooting derivative, a candidate in a convex tube, the local derivative bounds, and an outward residual enclosure.

[F1]

The phase-bordered shooting map is G(x,T)=(ϕT(x)−x,ψ(x)) (The phase-bordered periodic-orbit BVP residual); its derivative is the phase-bordered matrix in A simple neutral multiplier and transverse phase make the shooting Jacobian invertible.

[F2]

The validated jet record contains an outward box enclosing the exact shooting residual on its input (Certified residual, Jacobian, trajectory, and monodromy enclosures for periodic shooting).

[F4]

Gronwall bounds a nonnegative solution of v(s)≤A+B∫0sv(r) dr by AeBs (Gronwall's integral inequality with variable and constant coefficients).

[F6]

The phase-bordered shooting map inherits C2 regularity on a common tube from the C2 field and its flow (A C2 vector field has a C2 flow on a common compact tube).

Proof

1.1F1F2F3F5F6givenalgebra

By [F6], G is C2 on the common validation tube. Put δ=z−z∗ and define r(t)=G(z∗+tδ)−G(z∗)−tDG(z∗)δ for 0≤t≤1. Then r(0)=0 and the chain rule [F5] gives r′(t)=(DG(z∗+tδ)−DG(z∗))δ. The segment lies in the stated convex domain, so ∥r′(t)∥2≤LJt∥δ∥22. By [F3], r(1)=∫01r′(t) dt and ∥r(1)∥2≤∫01∥r′(t)∥2 dt≤(LJ/2)∥δ∥22. Since G(z∗)=0, this is the first-order remainder bound. The residual box inclusion [F2] implies ∥G(z)∥2≤ϵ. Multiplying by DG(z∗)−1 and using its norm bound yields ∥δ∥2≤KJϵ+(KJLJ/2)∥δ∥22. The hypothesis ∥δ∥2≤r and KJLJr≤1 make the quadratic term at most 12∥δ∥2; rearrangement proves ∥δ∥2≤2KJϵ.

2.1F1F3F4F5step 1.1algebra∎

Let x(s)=ϕTs(x), x∗(s)=ϕT∗s(x∗), w(s)=x(s)−x∗(s), and u(s)=∥w(s)∥2. Both states and their connecting segment lie in K. Integrating Df along that segment gives ∥f(x(s))−f(x∗(s))∥2≤Lfu(s). The chain rule [F5] and w′=T(f(x(s))−f(x∗(s)))+(T−T∗)f(x∗(s)) therefore give ∥w′(s)∥2≤T+Lfu(s)+Mf∣T−T∗∣. By [F3], w(s)=w(0)+∫0sw′(r) dr and u(s)≤u(0)+∫0s∥w′(r)∥2 dr. Using the derivative bound and monotonicity in [F3], u(s)≤u(0)+∫0s(T+Lfu(r)+Mf∣T−T∗∣) dr. Gronwall [F4], with nondecreasing a(s)=u(0)+Mf∣T−T∗∣s, gives u(s)≤eT+Lf(u(0)+Mf∣T−T∗∣). Each initial-state or period difference is at most ∥δ∥2, so step 1.1 proves the trajectory estimate.

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