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Certified pseudo-arclength traces are locally sound and conditionally terminate

Statement

For admitted inputs of Finite-budget pseudo-arclength continuation with a certified local corrector, assume its supplied certificate bounds are sound. Every returned ball, including the seed, contains exactly one zero of its recorded augmented section. Each appended ball identifies the unique forward section point on the supplied local chart of the previously certified branch point. Its center error obeys the bound of A bounded residual and derivative error give a local root certificate. A finite-trace return has exactly Nreq appended balls; every other return retains a certified prefix and never asserts that the failed candidate is a root. A fold field certified implies precisely the supplied local simple-fold chart and curvature conclusion, with all hypotheses of A simple fold has a unique local Lyapunov–Schmidt chart and nonzero parameter curvature.

If every invoked tangent, evaluator, chart, certificate and requested fold callback returns a result or declared failure in finite time, the procedure terminates. There are at most Ns continuation attempts, at most Nc Newton updates per attempt, and at most Nc+1 certificate attempts in a bounded-error corrector. When Nreq=0 it returns the seed with continuation status finite-trace; when Ns=0<Nreq it returns the seed with continuation-budget-exhausted, in both cases followed only by the finite finalization. These are partial correctness and conditional termination, not numerical success, a callback time bound, or global branch completeness.

There is also an error-aware predictor bound. In an admitted attempt write z∗=zk∗, τ=τk, t^=t^k, t=tk, and r=rk, with ∥zˉ−z∗∥2≤r and ∥t^−t∥2≤e. Suppose a convex open tube contains zp=zˉ+ht^, p∗=z∗+ht and their segment, as well as the exact tangent-predictor segment from z∗ to p∗. Suppose on that tube ∥DF∥op≤D and DF is L-Lipschitz. Then ∥Gk(zp)∥2=∥F(zp)∥2≤nL2h2+D(r+he). In particular the exact-seed, exact-tangent branch preserves the quadratic predictor-defect bound even though the section uses the previous orientation.

Facts & Assumptions

Given: The algorithm inputs and soundness hypotheses, and, for termination, the stated finite-callback condition; for the last bound, the stated convex tube and derivative bounds.

[F1]

Finite-budget pseudo-arclength continuation with a certified local corrector fixes the previous section normal, candidate predictor, accepted/attempt counters, finite update loops, common single append, chart inclusion and all return/finalization tests.

[F2]

A transverse predictor hyperplane selects one nearby point of a regular branch selects exactly one point on a two-sided unit-speed chart when its normal derivative is bounded below by κ>0 and its offset is in [0,κr+].

[F3]

A bounded residual and derivative error give a local root certificate supplies exactly one augmented zero in the proposed ball and center error at most βρg/(1−q) under its explicit derivative/residual errors, inverse bound, Lipschitz bound and contraction/inclusion inequalities.

[F4]

A simple fold has a unique local Lyapunov–Schmidt chart and nonzero parameter curvature gives its local chart and normalized nonzero parameter curvature when all stated rank, regularity, complement and strict nondegeneracy hypotheses hold.

[F5]

Finite-budget Newton for a square vector residual specifies its singular/domain/budget and residual-stop outputs; Finite-budget Newton preserves its domain and returns a status in bounded outer work proves its correction-call bound. Neither result makes a residual stop a root certificate.

[F6]

A regular solution curve has a unique local arclength chart and a quadratic predictor defect bounds ∥F(z∗+ht)∥2 by nLh2/2 for the exact root and unit tangent on its admitted tube.

[F7]

On a convex open set, a uniform bound ∥Df(z)v∥2≤M∥v∥2 implies ∥f(y)−f(x)∥2≤M∥y−x∥2: on a convex open set, a derivative-operator-norm bound D gives ∥F(u)−F(v)∥2≤D∥u−v∥2.

[A1]

Every returned bound used in an accepted seed, chart, root-ball or fold record is sound. Every callback in the conditional-termination claim returns in finite time; a callback may return failure.

Proof

1.1A1F1F2givenalgebra

The valid seed is the base of the certified list by [F1]. In an attempted step, τ is unit and the root lies within distance r of its current center. Thus ∣τT(zˉ−z∗)∣≤r. Writing a=τTt^, the actual offset is d=τT(zp−z∗)=ha+τT(zˉ−z∗). Hence ha−r≤d≤ha+r. The tests ha>r and ha+r≤κr+ in [F1] put 0<d≤κr+. With the whole chart angle inequality, [F2] gives a unique intersection and puts its chart parameter strictly forward of zero.

2.1A1F1F2F3F5step 1.1algebrainduction

An append is permitted only after [F3] applies to that same augmented section and the whole ball is contained in the neighborhood where every zero of F belongs to the supplied chart interval. Its certified augmented zero therefore lies on that chart and its section plane. By uniqueness from step 1.1 it is the selected point. [F3] supplies the recorded center error. This argument applies to exact and bounded-error candidate generators alike; their residual stops or exhausted budgets cannot replace the ball certificate. Induction over the common append block proves local soundness for the entire returned list and for each prefix on an early return.

3.1A1F1F4step 2.1algebra

The accepted count increases exactly once per append and starts at zero. The procedure returns finite-trace precisely when it equals Nreq, so that status has the stated list length. Every other continuation return preserves the already certified list. At finalization a fold field can change to certified only after its record establishes the actual fold point, its neighborhood, and every hypothesis of [F4]; applying [F4] gives precisely the local chart and curvature conclusion. Unavailable evidence leaves inconclusive, and a fold request cannot turn an unsuccessful continuation candidate into a certified section root.

4.1A1F1F5step 3.1givenalgebra

At each attempt the attempted counter increases before any callback and cannot exceed Ns. In the exact branch [F5] allows at most Nc Newton updates and a single subsequent root-ball certificate request. In the bounded-error branch [F1] allows at most Nc updates and Nc+1 certificate requests. All other checks in an attempt are finite computations or finitely many callbacks, and by [A1] they return in finite time. Finalization likewise has finitely many terminating callback requests and no unbounded search. Hence finitely many attempts and finalization terminate, regardless of whether any certificate succeeds. The initial tests in [F1] assign the stated statuses for Nreq=0 and Ns=0<Nreq before querying continuation callbacks; a zero corrector budget still allows the specified certificate test but no update.

5.1F1F6F7givenalgebra∎

The exact tangent predictor p∗=z∗+ht satisfies [F6], giving ∥F(p∗)∥2≤nLh2/2. The actual predictor obeys zp−p∗=(zˉ−z∗)+h(t^−t), so ∥zp−p∗∥2≤r+he. Apply [F7] on the admitted convex open tube and add the exact predictor bound to obtain ∥F(zp)∥2≤D(r+he)+nLh2/2. The last coordinate τT(zp−zp) is zero irrespective of which previous unit orientation is used, so the augmented norm equals ∥F(zp)∥2. This proves the final claim without setting seed or tangent errors to zero.

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