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A validated rational residual-tube certificate encloses an exact ODE solution
Statement
If Finite checker for rational residual-tube certificates returns certified on a finite rational residual-tube certificate for the rational ODE field and initial value , then the IVP has a unique exact solution on the entire interval . On every panel,
where , , and are the certified reconstruction, positive radius, and state box. The residual is evaluated from the stored polynomial itself, so any interpolation, stage, or storage error already present in those coefficients is included.
Facts & Assumptions
Given: A finite rational certificate and a certified return from the checker in Finite checker for rational residual-tube certificates.
Finite rational residual-tube certificate for an ODE trajectory: a certificate stores exact rational panels, polynomial reconstructions, boxes, radius functions, residual envelopes, and strict supersolution bounds.
Outward-rounded operations are inclusion-isotone and enclose DAG evaluations: every finite interval DAG enclosure contains each exact value assigned to its nodes; nonfinite statuses assert no finite enclosure.
Symbolic derivative recursion for a rational expression DAG is correct: the rational field DAG is where its divisions are nonzero, its formal derivatives are correct, and it is locally Lipschitz there.
Choice-free residual error bound for piecewise-C1 ODE reconstructions: for a piecewise- reconstruction, piecewise-continuous one-sided Lipschitz coefficient , and residual bound , the exact solution error is at most its integrating-factor residual bound.
A maximal ODE solution cannot remain in a compact tube to a finite endpoint: a maximal solution cannot end at a finite right endpoint while its graph remains in a compact subset of the open ODE domain.
The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with : the scalar mean value theorem bounds increments from a derivative bound.
Cauchy-Schwarz with its equality case, the triangle inequality for , the parallelogram law and polarisation: the Euclidean inner product obeys Cauchy–Schwarz.
Every Picard–Lindelöf initial value problem has one maximal solution on an open interval: a locally Lipschitz IVP has a unique maximal solution through its initial data.
Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line: a closed bounded box in finite-dimensional Euclidean space is compact.
The second fundamental theorem: if is differentiable on with and is integrable, then : for a function on a closed interval, with one-sided endpoint derivatives, integrating its continuous derivative recovers the endpoint increment.
The exponential function is smooth and and The exponential is positive and satisfies : the exponential is positive and its derivative is itself.
The Euclidean inner product on : the Euclidean inner product is bilinear, and .
Squaring is monotone on the nonnegatives: for nonnegative , implies .
Proof
A certified return means each interval operation was finite and every listed inclusion and strict inequality passed. By [F2], all exact rational-DAG values and their derivative-DAG values lie in the checked intervals. Thus on each panel is defined on . The residual interval tests bound each component's absolute value by its checked supremum, whose squared sum is at most ; [F12] and [F13] give . Define ; the Jacobian interval tests bound this sum by , so [F13] gives . The checker also proves . Its exact initial squared comparison and [F12]–[F13] give . For each coordinate, , so [F13] places in . Hence lies in the checked open ODE domain.
Fix and define for . The segment stays in by convexity. By [F3] and bilinearity in [F12], . The bound in step 1.1 and rowwise Cauchy–Schwarz give , and [F7] then gives . [F6] on yields . Thus the one-sided Lipschitz hypothesis in [F4] holds with whenever the exact and reconstructed states lie in the certified box.
Picard–Lindelöf applies locally by [F3], and [F8] gives a unique maximal solution through . On any interval where it exists and lies in the checked panel boxes, apply [F4] panel by panel. Write , which is strictly positive by the checker. Integrating the scalar identity with the same integrating factor shows that the radius dominates the error bound strictly: the initial gap is positive because , and each panel adds the positive integral of , using positivity of the exponential [F11] and the fundamental theorem [F10]. For , each coordinate satisfies , so [F13] gives ; hence implies . The comparison therefore applies up to any first exit and gives a strict radius bound there, ruling out that exit. At each panel endpoint the stored reconstructions and radii agree, so the strict inequality continues across the finite partition.
If the maximal solution ended before or at , the no-first-exit conclusion in step 3.1 would keep its graph inside the finite union of the closed bounded boxes , which is compact by [F9] and lies in the rational field's open domain. All divisions stay away from zero there by step 1.1. This contradicts [F5], so the maximal solution reaches . Applying the panelwise error estimate on the whole interval gives and hence for every panel time. Uniqueness follows from local Lipschitz continuity in [F3] and the local uniqueness clause of Picard–Lindelöf.
Depends on
- Finite checker for rational residual-tube certificates
- The mean value theorem, as the case $g(x) = x$ of Cauchy's: for $f$ continuous on $[a,b]$ with $a < b$ and differentiable on $(a,b)$ there is $c \in (a,b)$ with $f(b) - f(a) = f'(c)(b-a)$
- The Euclidean inner product $\langle x,y\rangle = \sum_{k<n} x_k y_k$ on $\mathbb{R}^n$
- Finite rational residual-tube certificate for an ODE trajectory
- A maximal ODE solution cannot remain in a compact tube to a finite endpoint
- Symbolic derivative recursion for a rational expression DAG is correct
- Squaring is monotone on the nonnegatives
- 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
- Every Picard–Lindelöf initial value problem has one maximal solution on an open interval
- The second fundamental theorem: if $G$ is differentiable on $[a,b]$ with $G' = f$ and $f$ is integrable, then $\int_a^b f = G(b)-G(a)$
- The exponential is positive and satisfies $\exp(-x)=1/\exp(x)$
- The exponential function is smooth and $(\exp)'=\exp$
- Heine-Borel in $\mathbb{R}^n$: with the Euclidean metric a subset of $\mathbb{R}^n$ is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line
- Outward-rounded operations are inclusion-isotone and enclose DAG evaluations
- Choice-free residual error bound for piecewise-C1 ODE reconstructions
Used by
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Sources
- Donald Estep, A Posteriori Error Bounds and Global Error Control for Approximation of Ordinary Differential Equations, SIAM Journal on Numerical Analysis 32 (1995) (standard reference, not scraped)
- Ernst Hairer, course notes, Chapter III: Équations Différentielles Ordinaires (standard reference, not scraped)