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Fourth-order global error for RK4 on a regularized vortex particle tube
Statement
Fix , finitely many vortex weights, , and the regularized finite-particle vector field of Equal-probability mean-field and weighted signed vortex particle systems, possibly with an added common smooth force correction for spatial force quadrature. Suppose the resulting nonautonomous state field is jointly on an open time-state domain, with derivatives through order four bounded on a common compact convex tube compactly contained in that domain. Assume the exact path, RK4 grid states, and every RK4 stage lie in that tube for , and the common force correction is included in these bounds. Let be a uniform exact-start defect constant, so the local defect is at most as in One-step ODE methods, local defect, uniform order, and step stability. Let be the stability constant from One-step Lipschitz bound for classical RK4 on an admitted tube, so the one-step factor is . For exact initialization, the state errors satisfy The tube and stage-admissibility assumptions are conditional; no invariance or global numerical-domain claim is made. The constant may depend on , particle count, the quadrature field, and the tube.
For every step , assume all RK4 stages generated from both the exact start and the numerical start lie in , and both one-step maps are defined. Let be a uniform operator-norm bound for on and set , as in the stability lemma. The only admitted start pair used in the stability estimate at step is .
Facts & Assumptions
Given: The smooth nonautonomous finite-particle field, the common tube, bounded derivatives through order four, exact initialization, and admitted RK4 stages from both the exact and numerical starts at each step.
Classical RK4 has local order at least four for a autonomous field with bounded derivatives and exact-start stages in a compact convex tube; adjoining the time equation gives the same local order for the stated nonautonomous field (Orders and scalar stability functions of Euler, midpoint, and classical RK4).
The one-step defect is measured from the exact starting state, and local order four means a uniform bound (One-step ODE methods, local defect, uniform order, and step stability).
For the exact/numerical start pair at each grid step, the RK4 map is Lipschitz with factor at most when all stages from both starts are admitted (One-step Lipschitz bound for classical RK4 on an admitted tube).
The finite recurrence has the stated exponential bound (Finite geometric error bound from a one-step recurrence).
The Euclidean state-error norm and its triangle inequality have the conventions in The Euclidean inner product on and Cauchy-Schwarz with its equality case, the triangle inequality for , the parallelogram law and polarisation.
A uniform operator-norm bound on the state derivative makes each fixed-stage-time restriction -Lipschitz along line segments contained in the convex tube: the chain rule differentiates the restriction to the segment, and the vector mean-value inequality bounds its endpoint difference (The chain rule for total derivatives: , The mean value inequality: if is continuous and differentiable on with , then ).
Proof
Apply [F1] to the autonomous augmentation . The time component is integrated exactly by RK4 because its weights sum to one; the state component therefore has the same exact-start defect order. The tube and derivative assumptions in the Given clause make the defect uniform, so [F2] gives the bound .
Put for the numerical and exact grid states. Applying [F3] to the admitted exact/numerical start pair, using [F6] for the state Lipschitz premise, bounds the one-step map difference by . The exact-start local defect is at most by step 1.1 and [F2]. The Euclidean triangle inequality [F5] therefore gives , with .
Apply [F4] with , , , , and the recurrence from step 2.1. Its and cases are exactly the displayed bound.
Depends on
- Equal-probability mean-field and weighted signed vortex particle systems
- One-step ODE methods, local defect, uniform order, and step stability
- The explicit Euler, midpoint, and classical fourth-order Runge–Kutta tableaus
- Orders and scalar stability functions of Euler, midpoint, and classical RK4
- One-step Lipschitz bound for classical RK4 on an admitted tube
- Finite geometric error bound from a one-step recurrence
- The chain rule for total derivatives: $D(g\circ f)(a)=Dg(f(a))\circ Df(a)$
- The mean value inequality: if $f : [a,b] \to \mathbb{R}^m$ is continuous and differentiable on $(a,b)$ with $\lVert f'\rVert_2 \le M$, then $\lVert f(b)-f(a)\rVert_2 \le M(b-a)$
- The Euclidean inner product $\langle x,y\rangle = \sum_{k<n} x_k y_k$ on $\mathbb{R}^n$
- Cauchy-Schwarz $\lvert\langle x,y\rangle\rvert \le \lVert x\rVert_2\lVert y\rVert_2$ with its equality case, the triangle inequality for $\lVert\cdot\rVert_2$, the parallelogram law and polarisation
Used by
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Sources
- Tobias Embree, Lecture Notes on Numerical Analysis, Sections 5.2.3-5.3 (standard reference, not scraped)
- MIT OpenCourseWare 18.330, Introduction to Numerical Analysis, Chapter 5 (standard reference, not scraped)