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A certified shooting residual gives an explicit local periodic-orbit error bound
Statement
Let be a phase-fixed nonconstant periodic orbit, let be its phase-bordered shooting residual, and suppose is invertible with . Let a convex validated domain contain the segment from to a candidate , with , and suppose is -Lipschitz there and . If a validated residual box contains and , then If both scaled trajectories and exist and lie in one convex state tube for every , with and on and , then they satisfy 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 , an invertible shooting derivative, a candidate in a convex tube, the local derivative bounds, and an outward residual enclosure.
The phase-bordered shooting map is (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.
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).
Coordinatewise FTC recovers endpoint differences; continuous vector integrands are integrable, their integrals satisfy , and pointwise inequalities pass to integrals (The second fundamental theorem: if is differentiable on with and is integrable, then , A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion, For and integrable when , ; for , is integrable, If on and both are integrable then ; and ).
Gronwall bounds a nonnegative solution of by (Gronwall's integral inequality with variable and constant coefficients).
The derivative of a composition obeys the chain rule (The chain rule for total derivatives: ).
The phase-bordered shooting map inherits regularity on a common tube from the field and its flow (A vector field has a flow on a common compact tube).
Proof
By [F6], is on the common validation tube. Put and define for . Then and the chain rule [F5] gives . The segment lies in the stated convex domain, so . By [F3], and . Since , this is the first-order remainder bound. The residual box inclusion [F2] implies . Multiplying by and using its norm bound yields . The hypothesis and make the quadratic term at most ; rearrangement proves .
Let , , , and . Both states and their connecting segment lie in . Integrating along that segment gives . The chain rule [F5] and therefore give . By [F3], and . Using the derivative bound and monotonicity in [F3], . Gronwall [F4], with nondecreasing , gives . Each initial-state or period difference is at most , so step 1.1 proves the trajectory estimate.
Depends on
- The phase-bordered periodic-orbit BVP residual
- Certified residual, Jacobian, trajectory, and monodromy enclosures for periodic shooting
- A simple neutral multiplier and transverse phase make the shooting Jacobian invertible
- Gronwall's integral inequality with variable and constant coefficients
- The chain rule for total derivatives: $D(g\circ f)(a)=Dg(f(a))\circ Df(a)$
- A $C^2$ vector field has a $C^2$ flow on a common compact tube
- The second fundamental theorem: if $G$ is differentiable on $[a,b]$ with $G' = f$ and $f$ is integrable, then $\int_a^b f = G(b)-G(a)$
- For $a \le b$ and $f : [a,b] \to \mathbb{R}^m$ integrable when $a<b$, $\bigl\lVert\int_a^b f\bigr\rVert_2 \le \int_a^b \lVert f\rVert_2$; for $a<b$, $\lVert f\rVert_2$ is integrable
- A continuous function on $[a,b]$ is Riemann integrable, by Heine-Cantor and Riemann's criterion
- If $f \le g$ on $[a,b]$ and both are integrable then $\int_a^b f \le \int_a^b g$; and $m(b-a) \le \int_a^b f \le M(b-a)$
Used by
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Sources
- S. M. Rump, Verification methods: Rigorous results using floating-point arithmetic, Acta Numerica 19 (2010) (standard reference, not scraped)
- Y. A. Kuznetsov, Elements of Applied Bifurcation Theory, 2nd ed., Chapter 1, §1.5 (standard reference, not scraped)