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Adaptive projection certificates are sound and finite-budgeted
Statement
Under the input conditions of Finite-budget adaptive finite-state projection, the algorithm terminates after at most projection attempts and at most uniformization terms. If it returns certified for , then the true killed loss is at most , the embedded killed-vector error is at most , and every bounded observable with oscillation has cemetery-lift error at most . An inconclusive return makes no claim that any finite projection meets the tolerance.
Facts & Assumptions
Given: A finite nested candidate list , a finite term cap , a tolerance , and valid projection-rate and arithmetic certificates as required by the algorithm.
Finite-budget adaptive finite-state projection: each candidate is attempted at most once, solver terms are capped by , and certified is returned only when a validated upper endpoint satisfies .
Finite-state killed projection has an exact lost-mass certificate: for each actual projection, its cemetery mass is the exit probability, the embedded killed-vector error equals that mass, and the bounded-observable error is at most half the oscillation times that mass.
Uniformization truncation, mass loss, and arithmetic-error ledger: a computed finite cemetery vector with certified total error has each coordinate within of the exact coordinate.
Proof
The procedure iterates over only the supplied finite list , and for each the uniformization solver uses at most terms by [F1]. It either returns during one of these calls or after the last candidate, so it terminates after at most projections and terms.
Suppose the algorithm returns certified at index . By [F3], . Since , the interval endpoints in [F1] enclose ; hence .
Apply [F2] to this actual : the embedded killed-vector error equals and the observable error is at most . Step 1.2 gives the asserted bounds.
If no candidate passes, or a finite solver returns an unavailable certificate, [F1] specifies inconclusive; the procedure has examined only the supplied finite list and therefore establishes no existence claim for a projection outside that list.
Depends on
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
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Sources
- Brian Munsky and Mustafa Khammash, The Finite State Projection Algorithm for the Solution of the Chemical Master Equation (standard reference, not scraped)