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How statement and proof provenance work

The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.

  • Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
  • AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
  • AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.

These labels describe origin, not correctness: citations and verification chips remain separate evidence.

✓ 7 results · all verified · 0 also independently AI-judged
Every result on this page is machine-checked by a proof checker and read in full and owner-audited; the judge is an additional, independent cross-model AI review of the proofs. The 7 not AI-judged were verified by owner audit (typically over a confirmed judge false positive), not failures.

Event location and hybrid trajectory error

1 · Prerequisites

2 · Summary

A hybrid trajectory follows a smooth ODE in each mode, changes mode at an oriented guard crossing, and applies a reset. This page defines admissible dense-output and guard-enclosure data: explicitly justified C1 dense and error bounds are general inputs, and the finite rational residual-tube checker is one sufficient provider. Interval root isolation examines the whole accepted step. It returns no enabled event only after every root is excluded or proved to cross strictly opposite to its declared orientation. Failed enclosures, unresolved roots, and ambiguous event order return inconclusive; exhausted budgets return budget-exhausted; and a failed reset-domain check returns domain-failure, each with the certified prefix.

Under a uniform transverse-crossing bound, a guard residual and dense trajectory error give an explicit event-time error. A local reset estimate and finite induction propagate that error through finitely many separated events. The saltation formula records the first-order sensitivity across a transverse reset; it assumes differentiable mode flows, differentiable guards and resets, and a nonzero crossing derivative.

Grazing, ambiguous simultaneous events, sliding, and Zeno accumulation are outside the finite isolated-event error theorem.

3 · Logical flowchart

4 · Definitions, theorems and proofs

DefinitionDefinition: AI-adaptedProof: Not applicableOpen item page →

Smooth hybrid ODE modes, guards, resets, and deterministic event priority

Definition

A smooth hybrid ODE system on a finite horizon [0,T], with T≥0 and positive integer state dimension d≥1, consists of a finite mode set M, an open state-time domain Dm⊆R×Rd and a C1 vector field fm:Dm→Rd for each m∈M, a finite set of directed transitions (m,n), and for each transition a C1 scalar guard gmn:Dm→R, a declared crossing orientation σmn∈{−1,+1}, and a C1 reset map Rmn:Umn→Rd on an open neighborhood Umn⊆Dm of the guard zero set, satisfying (t,Rmn(t,x))∈Dn for every (t,x)∈Umn. Here C1 has the meaning in Continuously differentiable maps, local inverses, and local diffeomorphisms. In mode m, a trajectory is a solution of the first-order initial-value problem y′=fm(t,y) in the sense of First-order systems, initial value problems, and solutions on intervals. It follows that mode only until the selected event time.

An event time for transition (m,n) is a time τ at which gmn(τ,y(τ))=0 and the guard crosses in its declared direction, meaning σmnddtgmn(t,y(t))∣t=τ>0. It is transverse with margin ν>0 on a bracket when σmnddtgmn(t,y(t))≥ν throughout that bracket. At an event, the state changes from y(τ−) to Rmn(τ,y(τ−)) and the mode changes from m to n. A deterministic event-priority rule is a fixed total order on the finite outgoing transition set of each mode; if several enabled guards vanish at exactly the same first time, the least transition in that order is selected.

A hybrid trajectory has a finite separated event list on [0,T] when it has finitely many event times 0<τ1<⋯<τN<T and some δ>0 with τj+1−τj≥δ for each adjacent pair. The definition does not assert that a solution exists, that an event is detected, or that the event list is finite. Those are separate hypotheses or conclusions.

LemmaStatement: AI-adaptedProof: AI-adaptedprecheck passOpen item page →

The derivative of a guard along an ODE mode is its Lie derivative

Statement

Let y be a differentiable solution in mode m on an interval J, with y′(t)=fm(t,y(t)). Let g(t,x) be C1 on an open neighborhood of the graph of y, and define h(t)=g(t,y(t)). Then h is differentiable on J and h′(t)=∂tg(t,y(t))+Dxg(t,y(t))fm(t,y(t)).

Facts & Assumptions

Given: A mode solution y′=fm(t,y) and a C1 guard g on a neighborhood of its graph.

[F1]

Smooth hybrid ODE modes, guards, resets, and deterministic event priority: a solution in mode m satisfies the first-order ODE y′=fm(t,y).

[F2]

The chain rule for total derivatives: D(g∘f)(a)=Dg(f(a))∘Df(a): for differentiable maps z and g, the derivative of g∘z is Dg(z(t))z′(t).

[F3]

Continuously differentiable maps, local inverses, and local diffeomorphisms: a C1 map on an open set is totally differentiable at every point of its domain.

Proof

1.1givenF1construct

Set z(t)=(t,y(t)). Domain-relative differentiability of y gives z′(t)=(1,y′(t))=(1,fm(t,y(t))) and z(t+h)=z(t)+hz′(t)+o(∣h∣) for admissible h with t+h∈J.

2.1F2F3step 1.1algebra∎

At interior points of J, [F2] gives (g∘z)′(t)=Dg(z(t))z′(t). At an endpoint, use admissible increments in step 1.1 and the total differentiability of g from [F3]: with k=z(t+h)−z(t)=hz′(t)+o(∣h∣), its first-order expansion gives g(z(t+h))−g(z(t))=Dg(z(t))k+o(∥k∥)=hDg(z(t))z′(t)+o(∣h∣), proving the same one-sided derivative formula. Splitting the derivative into its time and state blocks gives the displayed identity.

LemmaStatement: AI-adaptedProof: AI-adaptedprecheck passOpen item page →

A Lipschitz ODE mode flow is stable to its initial state on a tube

Statement

Fix a mode m and times a≤t≤T. Suppose u,v:[a,T]→Rd solve y′=fm(s,y), both graphs stay in a convex tube on which fm is L-Lipschitz in the state, uniformly in time, and both solutions have initial values at a. Then ∥u(t)−v(t)∥2≤eL(t−a)∥u(a)−v(a)∥2.

Facts & Assumptions

Given: Two mode solutions on [a,T] in a common convex tube and the uniform state-Lipschitz constant L≥0.

[F1]

Smooth hybrid ODE modes, guards, resets, and deterministic event priority: each mode trajectory solves its mode's first-order ODE.

[F2]

A first-order initial value problem is equivalent to its Volterra integral equation: each solution equals its initial value plus the oriented integral of its vector field.

[F4]

Gronwall's integral inequality with variable and constant coefficients: if a continuous nonnegative w satisfies w(t)≤A+L∫atw(s) ds, then w(t)≤AeL(t−a).

Proof

1.1givenF1F2F3algebra

If a=T, then t=a and the asserted estimate is equality. Hence assume a<T, so [F2] applies on the nondegenerate interval [a,T]. Subtract the two Volterra equations from [F2]. By [F3] and the state-Lipschitz hypothesis, w(t):=∥u(t)−v(t)∥2 satisfies w(t)≤w(a)+L∫atw(s) ds.

2.1step 1.1F4∎

Apply [F4] with A=w(a) to obtain w(t)≤eL(t−a)w(a), which is the asserted estimate.

LemmaStatement: AI-adaptedProof: AI-adaptedprecheck passOpen item page →

Reset and smooth-mode flow propagate a transverse event-time error

Statement

Let τ be an exact event time and τ^ its reported time, with Δ=∣τ^−τ∣. On the interval J between these times, suppose the incoming exact mode extension y− and dense reconstruction U− satisfy ∥U−(t)−y−(t)∥2≤η, and ∥f−(t,y−(t))∥2≤M−. Assume η,M−,M+,LR,LR,t,L+≥0. Suppose the reset is defined on a neighborhood containing (τ,y−(τ)), (τ^,U−(τ^)), and the coordinate segments joining them, with Lipschitz bounds LR in state and LR,t in time there. Let y+ start from R(τ,y−(τ)) at time τ, and let y~+ start from R(τ^,U−(τ^)) at time τ^. Assume both outgoing solution pieces through t0=max⁡{τ,τ^} lie in a common convex tube where the outgoing field is bounded by M+ and is L+-Lipschitz in state. For s≥t0 while both outgoing solutions remain in a common convex tube on which the field is L+-Lipschitz, we have ∥y~+(t0)−y+(t0)∥2≤LRη+(LRM−+LR,t+M+)Δ. For s≥t0 while both outgoing solutions remain in the tube, ∥y~+(s)−y+(s)∥2≤eL+(s−t0)[LRη+(LRM−+LR,t+M+)Δ].

Facts & Assumptions

Given: The exact and reported event times, incoming tube/error and field bounds, reset Lipschitz bounds, and a common outgoing mode tube.

[F1]

Smooth hybrid ODE modes, guards, resets, and deterministic event priority: the incoming and outgoing pieces solve their mode ODEs and the state is reset by R(t,x) at the event.

[F2]

A Lipschitz ODE mode flow is stable to its initial state on a tube: same-mode solutions with initial error e at a common time differ later by at most eL+Δte.

[F3]

A first-order initial value problem is equivalent to its Volterra integral equation: a mode solution's state increment equals the oriented integral of its vector field.

Proof

1.1givenF1F3F4algebra

If a=b, the state increment and its oriented integral are both zero. If a≠b, the incoming mode extension satisfies y−(b)−y−(a)=∫abf−(t,y−(t)) dt by [F3] on the nondegenerate interval between them. For either order of a,b, orientation and [F4] give ∥y−(b)−y−(a)∥2≤M−∣b−a∣. Hence ∥U−(τ^)−y−(τ)∥2≤∥U−(τ^)−y−(τ^)∥2+∥y−(τ^)−y−(τ)∥2≤η+M−Δ.

2.1givenF1step 1.1algebra

Apply the reset's state and time Lipschitz bounds to the two reset inputs in step 1.1. The reset states differ by at most LRη+(LRM−+LR,t)Δ.

3.1givenF1F3F4step 2.1algebra

If Δ=0, the earlier-reset displacement is zero. Otherwise, at t0, the trajectory that reset earlier has followed the outgoing field for at most Δ time. By [F3] and [F4], its displacement is at most M+Δ. Adding this to step 2.1 gives the first displayed inequality.

4.1givenF2step 3.1∎

From the common time t0 onward, both curves solve the same outgoing mode ODE and remain in the common tube. Apply [F2] with the initial error from step 3.1 to obtain the second displayed inequality.

TheoremStatement: AI-adaptedProof: AI-adaptedprecheck passOpen item page →

The saltation matrix gives the first-order variation across a transverse hybrid reset

Statement

Consider a transition in Smooth hybrid ODE modes, guards, resets, and deterministic event priority with state dimension d≥1, from mode m− to mode m+ at (τ,x−). Let g(t,x)=0 be its C1 guard, let R(t,x) be its C1 reset, and write f−=fm−(τ,x−) and f+=fm+(τ,R(τ,x−)). For each incoming and outgoing mode, assume its IVPs initialized at time τ from states near x− and R(τ,x−), respectively, have unique solutions on a common finite interval and remain in a bounded convex open tube whose compact closure lies inside the open ODE domain. Use the initial state as the parameter and the identity as its C1 initial map in Parameter-dependent ODE flows have the variational tangent on a common tube. For event-time variations to the left of τ, impose the same tube hypothesis on the time-reversed incoming field. Thus the relevant mode flows are C1 in initial state, and the incoming flow is jointly C1 in time and initial state near (τ,x−). Assume also that κ:=∂tg(τ,x−)+Dxg(τ,x−)f−≠0, and the nominal event crosses in its declared orientation. For every sufficiently small incoming perturbation δx− at the common pre-event time τ, initialize the perturbed incoming mode at x−+δx−, and let τδ be its local guard root near τ; assume this root is the selected transition. Put t0=max⁡{τ,τδ}, and define δx+ as the right-limit difference lim⁡t↓t0(xδ+(t)−x+(t)), with both outgoing trajectories evaluated at the same clock time t>t0. Then δx+=S δx−+o(∥δx−∥2),S=DxR+(f+−DxRf−−∂tR)Dxg∂tg+Dxgf−, where all derivatives and vector fields are evaluated at the nominal event and the matrix product in the numerator is a column times a row. No claim is made when the crossing derivative vanishes or a nearby trajectory follows a different transition.

Facts & Assumptions

Given: A C1 incoming mode, C1 guard and reset, a C1 outgoing mode flow on a common tube, and a nominal event with ∣κ∣>0.

[F1]

Smooth hybrid ODE modes, guards, resets, and deterministic event priority: each transition has a C1 guard with declared orientation and a C1 reset, and a mode trajectory solves its mode ODE until the selected event.

[F2]

The derivative of a guard along an ODE mode is its Lie derivative: along the incoming flow, ddtg(t,x(t))=∂tg+Dxgf−. Thus the event equation has nonzero derivative in its time variable at the nominal event.

[F3]

The parametrized implicit function theorem with Ck regularity: a C1 scalar equation with nonzero derivative in the scalar unknown has a local C1 solution, whose derivative is obtained by implicit differentiation.

[F4]

Parameter-dependent ODE flows have the variational tangent on a common tube: for a C1 parameterized ODE with a C1 initial map and solutions in a common compact tube, the solution map into continuous trajectories is C1 in the parameter and its tangent solves the variational IVP.

[F5]

The chain rule for total derivatives: D(g∘f)(a)=Dg(f(a))∘Df(a): the derivative of a C1 composition is the composition of the derivatives.

Proof

1.1givenF2F3F4F5algebra

Let H(s,x)=g(s,ϕ−(s;τ,x)), where ϕ− is the incoming mode flow initialized at the nominal pre-event time. The stated common-tube hypothesis and [F4], applied to the field and to its time reversal on the left interval, give the required C1 flow dependence near (τ,x−). By [F5], H is C1. At (s,x)=(τ,x−), [F2] gives ∂sH=κ≠0. By [F3], the nearby event time s=τ(x) is C1. Since ϕ−(τ;τ,x)=x, its initial-state derivative at s=τ is the identity. Implicit differentiation gives Dτ(x−)=−Dxg/κ. Thus the actual shift δτ:=τδ−τ satisfies δτ=−Dxg δx−/κ+o(∥δx−∥2).

2.1givenF1F4F5step 1.1algebra

At the perturbed event, [F4] gives incoming state x−+δx−+f−δτ+o(∥δx−∥2). By [F5], the reset-state variation is DxR δx−+(DxRf−+∂tR)δτ+o(∥δx−∥2). Compare at t0=max⁡{τ,τ+δτ}. If δτ≥0, the nominal outgoing state advances from τ to t0 by f+δτ+o(∣δτ∣), while the perturbed state has just reset. If δτ<0, the perturbed outgoing state advances from its reset at τ+δτ to t0=τ by f+(−δτ)+o(∥δx−∥2), while the nominal state has just reset. In both cases the same-clock difference is DxR δx−+(DxRf−+∂tR−f+)δτ+o(∥δx−∥2), since step 1.1 gives δτ=O(∥δx−∥2).

3.1step 1.1step 2.1algebra∎

Substitute the expression for δτ from step 1.1 into step 2.1 and factor δx−. The resulting linear map is DxR+(f+−DxRf−−∂tR)Dxg/κ, which is the stated matrix S. The remainder remains o(∥δx−∥2) because the event-time variation is linear to first order by step 1.1.

Remarks

The batch-96 supplier Parameter-dependent ODE flows have the variational tangent on a common tube is present on library/numerical-optimization-inverse-problems-and-uncertainty-quantification/discrete-continuous-and-pde-adjoint-sensitivities.md, with its companion page at the same canonical category. The earlier missing-page observation checked the different dynamics-category path. The exact common-tube interface and identity-initial-map/time-reversal specialization above are retained; this placement reconciliation grants no independent proof acceptance.

DefinitionDefinition: AI-adaptedProof: Not applicableOpen item page →

Certified dense-output and reference-guard enclosure data for hybrid events

Definition

Fix one mode m and a positive-length closed trial interval J=[a,b] with a<b, contained in a finite accumulated prefix that starts at the last reported reset. Certified hybrid event-enclosure data consist of the following.

  1. A continuous piecewise-C1 dense reconstruction U on the accumulated prefix, the exact mode solution yloc launched from the last reported reset on that prefix, and a finite bound ηloc≥0 justified to satisfy ∥yloc(t)−U(t)∥2≤ηloc throughout the prefix. The provider also supplies a finite bound ηref≥0 justified to satisfy ∥yref(t)−U(t)∥2≤ηref there, where yref is the exact incoming-mode continuation of the reference hybrid trajectory. On an open interval containing each queried trial interval, this reference continuation exists and is C1, so each exact reference guard is C1 there. Its finite error ledger records the aligned mode-segment start and an upper bound E≥∥xreported−xref∥2 on the discrepancy between reported and reference states there. One sufficient ledger calculation, when both exact mode solutions remain in a common convex tube and the field is L-Lipschitz in state there for duration H, is ηref=ηloc+eLHE by A Lipschitz ODE mode flow is stable to its initial state on a tube. A provider may instead supply a separately justified total bound ηref directly. The rational route in Finite rational residual-tube certificate for an ODE trajectory, Finite checker for rational residual-tube certificates, and A validated rational residual-tube certificate encloses an exact ODE solution is one sufficient provider for ηloc: its panel-radius functions must be accompanied by a finite uniform upper bound on the whole prefix. It is restricted to the rational-expression fields and polynomial reconstructions stated there; it is not required. One concrete dense-output formula is Quadratic continuous extension for Heun's method, which by itself is not an error certificate.
  2. For each active transition (m,n), a state-Lipschitz constant Lg for its guard on a tube containing the exact and reconstructed states, interval enclosures GmnU(I) of gmn(t,U(t)), and finite interval evaluators Emn(I),Dmn(I) for every queried closed subinterval I⊆J. For every t∈I, Emn(I) must contain gmn(t,yref(t)), Dmn(I) must contain ∂tgmn(t,yref(t))+Dygmn(t,yref(t))fm(t,yref(t)), and GmnU(I) must contain gmn(t,U(t)). By The derivative of a guard along an ODE mode is its Lie derivative, the second enclosure is the derivative of the exact reference guard. For orientation σmn, an interval has certified transverse margin ν>0 when σmnDmn(I)⊆[ν,∞). Reset data include state and time Lipschitz constants LR,LR,t certified on a domain containing both reset inputs and the coordinate segments joining (τ,yref(τ)) to (τ^,U(τ^)). The incoming field bound M− holds along yref on the event-time bracket; M+ bounds the outgoing field along the outgoing solution that starts earlier, from its reset time through the first common post-reset time.
  3. A finite error-ledger update rule and a certified separation bound δ>0 between consecutive selected exact hybrid event times on the horizon. The provider must supply a finite sound justification or validation for every successor local or total error bound it returns. When a no-event trial is accepted, append its dense panel to U, retain the aligned-start discrepancy E, and certify valid local and total reference-error bounds over the enlarged prefix. When a prefix ends at a selected transverse event, let τ be the unique selected exact event time in the certified physical-time bracket and let τ^ be the bracket's upper endpoint. Suppose the whole bracket has certified signed derivative margin ν>0, the dense guard residual at τ^ is bounded by ε, the total reference error on the bracket is bounded by ηref, the reset has state and time Lipschitz constants LR,LR,t, and the incoming and outgoing fields have norm bounds M−,M+ on the intervals required for comparison. A sufficient conditional provider rule is to justify 0≤τ^−τ≤Δnext with Δnext=(Lgηref+ε)/ν, require Δnext<δ/3, and set Enext=LRηref+(LRM−+LR,t+M+)Δnext for the exact reset evaluated at the reported state. If the reported reset is computed as R^ with a separately certified error ∥R^−R∥2≤εR, add εR to this Enext bound; exact reset evaluation has εR=0. The provider must validate the hypotheses and inequalities and certify the next prefix's total reference-error bound with this aligned-start discrepancy included (or provide another sound proof of that total bound). Since τ^−τ≤Δnext<δ/3<δ, the next selected exact event cannot precede τ^. These formulas are a sufficient provider-supplied rule, not inequalities proved by this definition itself. If any proof obligation, required bound, separation certificate, or strict lag test is missing or invalid, no restart ledger update is certified. A local error bound alone does not establish the total reference bound; prior reset-state errors must be included in ηref.

The provider may be any finite, sound method that supplies the stated bounds and interval inclusions; it returns certified with the data or inconclusive without them. Its checks may be provider-specific: a rational residual-tube checker is a sufficient concrete branch, not a universal evaluator for arbitrary C1 fields or reset states. The bounds and enclosures are admissible only when their claimed inequalities and inclusions are justified. A dense-output point evaluation alone establishes none of them. If a required evaluator, ledger entry, bound, or inclusion is unavailable or nonfinite, the event data are uncertified and no event-absence conclusion is permitted.

LemmaStatement: AI-adaptedProof: AI-adaptedprecheck passOpen item page →

A transverse hybrid event time is stable under dense-output and root error

Statement

Let J=[a,b] with a<b, let y be an exact incoming mode trajectory on J, and let U be a dense reconstruction with sup⁡t∈J∥y(t)−U(t)∥2≤η. Let g(t,x) be Lg-Lipschitz in x on the certified tube, with declared crossing orientation σ∈{−1,+1}. Suppose h(t)=g(t,y(t)) has a root τ∈J and, throughout J, σh′(t)≥ν for some ν>0. If a reported time τ^∈J satisfies ∣g(τ^,U(τ^))∣≤ε, then ∣τ^−τ∣≤Lgη+εν≤C(η+ε)ν,C:=max⁡{Lg,1}. The same-sign derivative condition makes τ the unique guard root in J. The conclusion concerns a root matched to this transverse bracket; it gives no bound at grazing or across a change of event ordering.

Facts & Assumptions

Given: The incoming mode, a certified dense-output tube on J, a guard g, a true guard root τ, uniform transversality on J, and the residual tolerance at τ^.

[F1]

Smooth hybrid ODE modes, guards, resets, and deterministic event priority: the incoming trajectory solves a smooth mode ODE, and an event guard has a declared orientation σ.

[F2]

Certified dense-output and reference-guard enclosure data for hybrid events: an admissible provider supplies the valid uniform bound ∥y(t)−U(t)∥2≤η on the matched bracket and the guard state-Lipschitz constant Lg on a tube containing both curves; these data need not come from a rational residual-tube checker.

[F3]

The derivative of a guard along an ODE mode is its Lie derivative: h′(t)=∂tg(t,y(t))+Dyg(t,y(t))fm(t,y(t)).

[F4]

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∈(a,b) with f(b)−f(a)=f′(c)(b−a): a continuous scalar function on a closed interval and differentiable in its interior has an interior point whose derivative is its endpoint difference divided by interval length.

Proof

1.1givenF1F2algebra

By [F2] and the state-Lipschitz bound, ∣h(τ^)−g(τ^,U(τ^))∣≤Lgη. The residual hypothesis therefore gives ∣h(τ^)∣≤Lgη+ε, since h(τ)=0.

2.1givenF1F3F4step 1.1algebra

If τ^=τ the desired bound is immediate. Otherwise apply [F4] to h on the interval with endpoints τ and τ^. Since σh′≥ν throughout, the derivative has one fixed sign and magnitude at least ν, so ∣h(τ^)−h(τ)∣≥ν∣τ^−τ∣. Using h(τ)=0 and step 1.1 proves ∣τ^−τ∣≤(Lgη+ε)/ν.

3.1givenF4step 2.1algebra∎

Since Lgη+ε≤max⁡{Lg,1}(η+ε), the second inequality follows with the stated C. For any s<t in J, [F4] gives h(t)−h(s)=h′(c)(t−s) for some interior c; the fixed sign of h′ makes this increment nonzero, so h is strictly monotone and its root in J is unique.

AlgorithmAlgorithm: AI-adaptedProof: Not applicableOpen item page →

Safeguarded certified event location and mode restart

Definition

Inputs. A smooth hybrid ODE system with a fixed total event-priority order; an initial mode, time t0, and state; a finite bound E0≥0 on the discrepancy between that state and the exact reference state at t0 (take E0=0 when the reference trajectory starts from the supplied state); a finite horizon T≥t0; a finite trial-step provider; a finite enclosure provider satisfying Certified dense-output and reference-guard enclosure data for hybrid events for every accumulated mode prefix; a physical-time root-box width target ω>0; a separate guard-residual tolerance ϵ>0; and finite nonnegative integer limits Bstep,Broot,Bevent. All scalar certificate data used in decisions have finite exact rational representations, including E0,ω,ϵ,δ and the error, Lipschitz, and field bounds. Time values have finite exact representations. Each provider or certificate-validation call returns data or a failure status in finite time; all computations and comparisons use exact rational or certified outward interval arithmetic, and any comparison that cannot be certified returns inconclusive. The trial provider returns a finite interval J=[a,b] with exact finite endpoints and positive rational duration b−a with a equal to the current reported time and a<b≤T. For each trial interval use θ=(t−a)/(b−a) and the transformed guard h~mn(θ)=gmn(a+(b−a)θ,yref(a+(b−a)θ)). The root isolator then starts from the finite dyadic interval [0,1], regardless of the physical-time endpoints. For Q⊆[0,1], write J(Q)=[a+(b−a)inf⁡Q,a+(b−a)sup⁡Q]. Broot is the maximum number of root-isolator boxes processed for one guard on one trial interval, summed over initial isolation, root-box refinement, endpoint checks, and event-order refinement. The enclosure provider supplies justified local and total reference-error bounds, valid dense-guard, exact-guard, and exact-guard-derivative enclosures on every queried subinterval, and a certified positive separation bound δ between consecutive selected exact event times on the horizon. It may use a rational residual-tube checker as one provider branch; no particular checker is required. A common-root certificate is a finite proof object with a finite sound validation procedure; it is admissible only when validated to certify that the unique exact roots in all named physical-time boxes occur at one common time. A certified exact singleton root is one such certificate. The error ledger E is an upper bound on discrepancy between reported and reference states at the aligned mode-segment start. The provider accumulates a continuous piecewise-C1 reconstruction U from the last reported reset. The formula in Quadratic continuous extension for Heun's method is one possible reconstruction, not an error certificate.

Procedure. Before any root-isolator call or further root-box work, if its per-guard counter equals Broot, return budget-exhausted with the certified prefix. After a call, if unresolved boxes remain and that counter has reached Broot, return budget-exhausted; if unresolved boxes remain with budget available, return inconclusive unless the refinement procedure below explicitly continues them. A completed certificate may be used even when its last call exactly spends the budget. These budget checks take precedence over the unresolved-result branches below.

  1. Initialize the current reported time, mode, and state from the inputs; set the accepted-event count and trial-step count to zero; set E=E0. If the current time is T, return the completed prefix. If the trial-step budget is exhausted before reaching T, return budget-exhausted with the certified prefix. Check the event budget only after a next enabled event has been certified, so it does not prevent a no-event step from reaching T.

  2. Increment the trial-step count and request the next interval J=[a,b]. If the increment exceeds Bstep, return budget-exhausted. If a is not the current reported time or a<b≤T fails, return inconclusive. Extend U by the proposed panel. Obtain and validate the provider's data for the whole accumulated prefix, including a C1 reference-mode continuation on an open interval containing J, the total bound ηref, and each active guard's interval evaluators. Continue only on a certified response under Certified dense-output and reference-guard enclosure data for hybrid events; if the provider returns inconclusive or any required bound, inclusion, reset datum, or evaluator is missing, unjustified, or nonfinite, return inconclusive with the certified prefix.

  3. For each outgoing transition in its fixed order, initialize a processed-box counter cmn=0 and apply Finite-budget interval isolation for smooth scalar roots to h~mn on [0,1]. On each queried local interval Q, use the exact-guard range enclosure Emn(J(Q)) and the derivative enclosure (b−a)Dmn(J(Q)); these enclose h~mn(Q) and h~mn′(Q). Set the minimum width to η=ω/(b−a) and the box budget to Broot. Add the returned processed-box count to cmn. If any result is inconclusive or contains unresolved boxes, return inconclusive. The result is usable only when it is complete, so all roots in the physical interval J are covered by excluded or certified boxes.

  4. Classify each certified local-time root box Q using Dmn(J(Q)). If σmnDmn(J(Q))⊆(−∞,−νQ] for some νQ>0, record that root as strictly opposite-oriented and nontriggering. If σmnDmn(J(Q))⊆[νQ,∞) for some νQ>0, it is an enabled candidate. If neither inclusion is proved and (b−a)width⁡(Q)=0, return inconclusive; otherwise call the refinement procedure below with requested physical width w=(b−a)width⁡(Q)/2, then repeat this classification on the returned smaller unique-root box. If further refinement is required after the box budget is spent, return budget-exhausted; any other failure to certify a strict sign returns inconclusive.

    Unique-root refinement. This procedure is called only on a local-time box Q already certified to contain exactly one root and with a positive requested physical width w. While (b−a)width⁡(Q)>w, initialize a FIFO worklist with Q and an empty set of certified subboxes. Remove the first local-time interval I from the worklist. If (b−a)width⁡(I)=0, return inconclusive; otherwise bisect I at its dyadic midpoint into two closed halves. For each half K, call Finite-budget interval isolation for smooth scalar roots on K with minimum width ηK=min⁡{w/(b−a),width⁡(K)/2} and the remaining per-guard budget; charge every processed box, including singleton calls, to cmn. Add every certified root box returned to the set of certified subboxes, and append every unresolved box returned to the worklist; discard root-free boxes. Any certified subbox lies in Q, so the unique root of Q is the root it certifies. If the certified set is nonempty, replace Q by the intersection of its boxes; they all contain the same root, so the intersection is nonempty and contains exactly that root. If the new box is still too wide in physical time, repeat with worklist initialized to this smaller Q. If the certified set is empty, continue processing the worklist; root-isolation soundness ensures the root remains in its unresolved union. If cmn=Broot while more work is required, return budget-exhausted. If the worklist empties without a certified subbox, return inconclusive. Closed halves include their shared midpoint, so an endpoint root cannot be dropped; if both halves certify it, their intersection records it once, possibly as a singleton.

  5. For each guard, sort its certified local-time root boxes by lower endpoint. Normalize adjacent boxes that share a bisection endpoint m by calling the root isolator on {m} for h~mn with minimum width ω/(b−a) and the remaining per-guard budget, charging its processed boxes to that guard's counter. If it certifies a root, replace all touching boxes by the singleton root. If it certifies that m is root-free, keep the boxes as distinct roots on opposite sides of m. If it is inconclusive, refine the touching boxes using step 4; if more work is required and cmn=Broot, return budget-exhausted; if their relation otherwise remains undecided, return inconclusive.

  6. If every isolator is complete and every certified root is strictly opposite-oriented, accept the no-event panel. Set the current reported time to b and state to U(b), append the dense panel, and retain the aligned-start ledger E. Obtain updated certified local and total error bounds on the enlarged prefix; if the provider does not certify them, return inconclusive. A no-event decision is therefore based on complete root isolation and direction classification of the entire trial interval, not on endpoint signs or on the absence of guard roots.

  7. If enabled candidates remain, order their local-time root boxes. For boxes that are strictly disjoint, their interval order gives their physical root order. If two boxes meet only at a local-time endpoint m, query the root isolator on {m} for each guard with minimum width ω/(b−a) and the remaining budget, charging each call to that guard: two certified singleton roots give a common-root certificate at physical time a+(b−a)m and a priority-selected tie; a singleton root-free result proves that guard's root is strictly to its box's side of m and orders it against a root at m or on the other side. If a singleton result is inconclusive, refine the boxes. For boxes with a nontrivial overlap, use a valid common-root certificate to establish exact simultaneity and apply the fixed priority among those enabled transitions; otherwise refine the overlapping boxes one bisection level at a time by requesting half their physical widths in step 4. If a box has zero physical width and still overlaps another candidate without a certified tie, return inconclusive. For same-guard boxes that touch at a bisection endpoint, the singleton check in step 5 either merges one root there or proves that the roots lie strictly on opposite sides. If the order is not certified before a box budget is exhausted, return budget-exhausted. Select the earliest enabled root or the priority-selected transition at a certified tie. Refine its box to physical width at most ω.

  8. Let τ^=a+(b−a)sup⁡Q be the physical upper endpoint of the selected local-time box Q, so the exact root τ satisfies τ≤τ^. From the dense-guard enclosure GmnU({τ^}), take the maximum absolute endpoint as a certified upper bound ϵobs for ∣gmn(τ^,U(τ^))∣. If the enclosure is nonfinite or ϵobs>ϵ, return inconclusive when (b−a)width⁡(Q)=0; otherwise call unique-root refinement with requested physical width w=(b−a)width⁡(Q)/2 and recompute. If the tolerance still requires root-box work after the budget is spent, return budget-exhausted; any other failure to certify it returns inconclusive.

  9. If the accepted-event count is already Bevent, return budget-exhausted with the certified prefix without applying another reset. Otherwise let ν>0 be the certified signed derivative margin on the selected physical-time root box. If that box is a singleton, its certified root is τ=τ^; set Δ=0. For a positive-length box, compute Δ=(Lgηref+ϵobs)/ν by A transverse hybrid event time is stable under dense-output and root error. In both cases the selected box contains its unique exact root τ, and step 8 selects its upper endpoint, so 0≤τ^−τ≤Δ. If the certified separation bound is missing or Δ≥δ/3, return inconclusive without restarting, since another selected exact event may occur before the reported time. Otherwise, separation by δ ensures no next selected exact event occurs before τ^. Check that (τ^,U(τ^)) lies in the reset domain and that (τ^,x+)∈Dn, where x+ is the actual proposed exact or approximate reset value and n is the selected target mode; a failed check returns domain-failure. Apply the exact reset and set ϵR=0, or obtain a finite certified error bound εR≥0 between the applied approximate reset value and R(τ^,U(τ^)); if that bound is unavailable, return inconclusive. A root at T is processed by this same rule, and the output at T is post-reset. The exact reference trajectory has reset at τ and followed the outgoing field through the alignment time τ^; its flow over this lag contributes at most M+Δ. By Reset and smooth-mode flow propagate a transverse event-time error, then add the reported reset-evaluation error to set the next aligned-segment state-error bound to E←LRηref+(LRM−+LR,t+M+)Δ+εR. Then discard the pre-reset reconstruction, set the current reported time and state to τ^ and the applied reset value, start a new accumulated reconstruction in the selected mode, append the event certificate, and increment the accepted-event count. Before processing any later trial interval, step 2 must obtain certified provider data whose total reference-error bound is valid on that whole accumulated prefix and includes this aligned-start discrepancy (or is independently justified on that full prefix); if the provider cannot certify it, return inconclusive with the certified prefix. Continue from step 1. Whenever further step, root-box, or event work is required after its budget is spent, return budget-exhausted with the certified prefix.

Outputs. A finite list of certified no-event panels and transverse event boxes with selected transitions, reset states, event-time bounds, and an updated state-error ledger; or an explicit inconclusive, domain-failure, or budget-exhausted status with the certified prefix. No no-event conclusion is drawn from endpoint signs alone.

TheoremStatement: AI-adaptedProof: AI-adaptedprecheck passOpen item page →

Finite separated transverse events give an event-aligned hybrid trajectory error bound

Statement

Consider exact and reported hybrid trajectories with the same initial data and a common finite sequence of transitions at exact event times τ1<⋯<τN and reported times τ^1<⋯<τ^N. Assume the events are separated by δ>0, are transverse with margins νj>0, and the reported event times are upper endpoints of certified root boxes, so τj≤τ^j. After each event, both trajectories are compared at the reported event time, when both are in the outgoing mode. Let Ej bound their state discrepancy at this aligned mode-segment start, with E0=0.

For mode segment j, let Uj be the accumulated piecewise dense reconstruction from the reported start, with a certified local error bound ηjloc relative to the exact mode solution from that same start. Let Lj be a state-Lipschitz bound, Hj the segment duration, and Lg,j,εj the guard state-Lipschitz and reported guard-residual bounds. Let Dj be a certified total error bound between Uj and the exact reference incoming-mode continuation on the prefix. It may be supplied directly; a sufficient ledger calculation is Dj:=ηjloc+eLjHjEj, when the two exact mode solutions share the aligned start time, their initial discrepancy is at most Ej, and both remain in a common convex tube on which the field is Lj-Lipschitz. Then Dj bounds the reference error on the incoming-mode prefix and Δj+1:=Lg,jDj+εjνj+1 bounds τ^j+1−τj+1. Assume Δj+1<δ/3 for each event; the event separation then ensures no later exact event occurs before the reported reset time. At each event assume the reset has state and time Lipschitz constants LR,j+1,LR,t,j+1 on a domain containing both compared reset inputs and the coordinate segments joining them, the incoming field is bounded by Mj− over the event-time bracket, and both outgoing solutions remain through their alignment time in a common tube where the outgoing field is bounded by Mj+1+ and is Lj+1+-Lipschitz in state. If the reported reset value is approximate, let εR,j+1≥0 be a certified bound on its evaluation error, with εR,j+1=0 for exact evaluation. Then Ej+1:=LR,j+1Dj+(LR,j+1Mj−+LR,t,j+1+Mj+1+)Δj+1+εR,j+1 bounds the state discrepancy at the next aligned mode-segment start. The terminal segment has its supplied total bound DN; when the sufficient common-tube ledger calculation applies, one may take DN=ηNloc+eLNHNEN. These finite recurrences bound state errors on matched smooth-mode segments and reset states at aligned times; they make no same-clock state claim between an exact jump and its later reported jump.

Facts & Assumptions

Given: The common finite event sequence separated by δ, aligned initial state, valid local and total error bounds, Lipschitz and field bounds on the required tubes, reported upper event-box endpoints with lag bounds Δj<δ/3, event residual/transversality data, and certified reported reset-evaluation error bounds.

[F1]

Smooth hybrid ODE modes, guards, resets, and deterministic event priority: each trajectory follows its current smooth mode until an enabled guard event, applies the reset, and changes mode.

[F2]

A validated rational residual-tube certificate encloses an exact ODE solution: in the finite-rational provider branch, a certified local residual-tube certificate gives an exact mode solution whose distance from the stored dense reconstruction is bounded by its panel radius; a provider's stated finite uniform upper bound on those radii supplies ηjloc. Other providers may supply the same justified local error bound directly under Certified dense-output and reference-guard enclosure data for hybrid events.

[F3]

Certified dense-output and reference-guard enclosure data for hybrid events: an admissible provider supplies valid local and total reference error bounds, exact-guard and derivative enclosures, and the mode, guard, and reset data; the total bound may be computed from the local bound and aligned-start error by the displayed flow estimate or supplied directly.

[F4]

A Lipschitz ODE mode flow is stable to its initial state on a tube: same-mode solutions starting at a common time with state error e differ over duration H by at most eLHe.

[F5]

A transverse hybrid event time is stable under dense-output and root error: dense state error Dj and guard residual εj give event-time error at most (Lg,jDj+εj)/νj+1.

[F6]

A first-order initial value problem is equivalent to its Volterra integral equation: on a nondegenerate interval, a mode solution increment is the integral of its vector field.

Proof

1.1givenF2F3F4algebra

At the aligned start of segment j, the two exact mode solutions have state discrepancy at most Ej and the same initial time. When the total bound is formed by the sufficient ledger calculation, apply [F4] through duration Hj to bound their discrepancy by eLjHjEj, then add the local reconstruction error ηjloc from [F2] by the triangle inequality. If the provider supplies Dj directly, [F3] states that this is already a valid total bound. In either case Dj bounds the incoming reference error used below.

2.1givenF3F5step 1.1

On the certified event bracket, use [F5] with dense-state error Dj, guard residual εj, and transverse margin νj+1. This gives τ^j+1−τj+1≤Δj+1; the left side is nonnegative because the reported time is the root-box upper endpoint.

3.1givenF1F3F6F7step 1.1step 2.1algebra

Put τ=τj+1, τ^=τ^j+1, and ℓ=τ^−τ. By step 2.1, 0≤ℓ≤Δj+1<δ/3, so no next exact event occurs before τ^. For ℓ>0, [F6] and [F7] give ∥y−(τ^)−y−(τ)∥2≤Mj−ℓ and ∥y+(τ^)−R(τ,y−(τ))∥2≤Mj+1+ℓ by integrating along the incoming continuation and the exact outgoing solution; for ℓ=0 both displacements vanish. The total reference error from step 1.1 gives ∥Uj(τ^)−y−(τ)∥2≤Dj+Mj−ℓ. Apply the reset's state and time Lipschitz bounds along the assumed coordinate segments to get ∥R(τ^,Uj(τ^))−R(τ,y−(τ))∥2≤LR,j+1Dj+(LR,j+1Mj−+LR,t,j+1)ℓ. Add the exact outgoing displacement and the reported reset-evaluation error εR,j+1 by the triangle inequality, then use ℓ≤Δj+1 to obtain the stated Ej+1. Only field bounds along the integrated paths are needed for alignment.

4.1givenstep 1.1step 2.1step 3.1algebrainduction∎

Since N is finite, steps 1.1–3.1 give finite nonnegative bounds successively through all event segments. The terminal application of step 1.1 gives DN. Write ℓj:=τ^j−τj, so 0≤ℓj≤Δj by step 2.1. The given bound Δj<δ/3 places each reported event before the next exact event. Also τ^j+1−τ^j=(τj+1−τj)+ℓj+1−ℓj≥δ−Δj>2δ/3, so the reported event order is unchanged.

TheoremStatement: AI-adaptedProof: AI-adaptedprecheck passOpen item page →

The hybrid event locator returns sound certificates or explicit failure within its budget

Statement

Assume the initial discrepancy bound E0 supplied to Safeguarded certified event location and mode restart is valid (in particular, E0=0 for matching initial data), every trial interval supplied to the algorithm has valid certified hybrid event-enclosure data, each accepted event is transverse in its declared orientation on its certified root bracket, each accepted event's computed lag bound is less than δ/3 for the certified event-separation bound δ, and each finite budget is a nonnegative integer. Every execution terminates after finitely many calls. A no event step is returned only if every active exact guard has a complete root-isolation result, no unresolved root box, and every certified root is proved to cross strictly opposite to the transition's declared orientation; then no active guard event occurs in the step. A returned event box contains exactly one root for its guard and has a derivative enclosure in the declared direction. When it is certified to be the earliest enabled root and event order is unambiguous, its transition is the actual first transition selected by the fixed priority rule. The event-time estimate satisfies the bound in A transverse hybrid event time is stable under dense-output and root error. At a successful restart, the reported next aligned-start ledger value is a valid bound on the discrepancy of the reported and exact reference states at that time. Any later trial is processed only after its provider certifies a valid total reference-error bound on the whole accumulated prefix, accounting for this aligned-start bound or supplying another sound proof of the full-prefix bound; otherwise the procedure returns inconclusive before making a later event claim. Any incomplete enclosure, unresolved or nontransverse root box, ambiguous event order, lag bound not below δ/3, failed reset-domain check, or exhausted budget returns an explicit non-success status and proves no no-event claim.

Facts & Assumptions

Given: The finite procedure, a valid initial discrepancy bound E0, finite active guard set, valid exact guard and derivative enclosures, finite interval-root budgets, and the hypotheses of A transverse hybrid event time is stable under dense-output and root error.

[F1]

Safeguarded certified event location and mode restart: each trial step calls the finite-budget smooth-function root isolator on every exact guard over the whole interval; unresolved boxes and failed enclosures return inconclusive, and derivative enclosures classify certified roots by the transition's declared orientation. It returns inconclusive instead of restarting when the proved event-time lag bound is not below δ/3.

[F2]

Certified dense-output and reference-guard enclosure data for hybrid events: any admissible provider supplies justified dense-guard, exact-guard, and derivative enclosures, a total reference-error bound on every queried subinterval, and the separation bound needed to justify a restart; a rational residual-tube checker is only one sufficient provider branch.

[F3]

Soundness and finite termination of smooth-function root isolation: every excluded box contains no root, every certified box contains exactly one root, every root is in a certified or unresolved box, and an unresolved output gives no all-roots conclusion.

[F4]

A transverse hybrid event time is stable under dense-output and root error: if the dense guard residual is bounded by ε and the dense state error by η on a transverse bracket of margin ν, then the reported time error is at most (Lgη+ε)/ν.

[F5]

Smooth hybrid ODE modes, guards, resets, and deterministic event priority: an event is enabled only when the guard crosses in its declared orientation, and a fixed priority orders simultaneous enabled transitions.

[F6]

A validated rational residual-tube certificate encloses an exact ODE solution: in the finite-rational provider branch, a certified residual-tube result bounds the exact mode solution's distance from the stored dense reconstruction by its panel radius; a supplied finite upper bound on those radii gives the local error input. General admissible providers supply the same justified local bound directly under [F2].

[F7]

A first-order initial value problem is equivalent to its Volterra integral equation: on a nondegenerate interval, a mode solution increment is the integral of its vector field.

Proof

1.1givenF1F3algebra

There are finitely many active guards. Each trial step processes at most Broot boxes per guard, and the entire run processes at most Bstep trial steps and Bevent accepted events. The smooth isolator terminates at its finite box budget by [F3]. Hence every loop is finite and the procedure terminates.

1.2givenF1F2F3F5

Suppose the procedure accepts a no event step. For each active guard, [F1] requires a complete root-isolation result and either no certified roots or derivative enclosures that put every certified root strictly on the nontriggering side. By [F3], every exact root is in a certified or unresolved box; completeness removes the unresolved case, and [F5] makes each certified opposite-direction crossing nontriggering.

1.3givenF1F2F3F5algebra

Suppose an event box is returned. By [F3] it contains exactly one root of its exact guard, and [F1] certifies that the derivative has the declared crossing sign with positive margin. Every earlier enabled root in any active guard would also have to appear in a certified or unresolved box by [F3]. The procedure either separates all candidate intervals and chooses the earliest, applies the fixed priority from [F5] to an exactly certified simultaneous tie, or returns inconclusive when order remains ambiguous. Therefore every successful event record is the first enabled event.

1.4givenF1F2F3F4F6

For a successful event result, [F1] reports the upper endpoint of the selected box mapped from local time to physical time; that mapped box contains the unique exact reference-guard root by [F3]. The admissible data in [F2] supply a valid total reference-mode error bound, a dense-guard enclosure at the reported endpoint, and the transverse derivative margin; in the finite-rational branch, [F6] justifies the local dense error and the provider's ledger must also include prior aligned reset-state errors. Thus the event record supplies the state error, guard residual, and positive margin required by [F4]. Applying [F4] gives the stated event-time bound.

1.5givenF1

Each remaining failure branch in [F1] returns inconclusive, domain-failure, or budget-exhausted with only the already certified prefix. By the procedure's stated output convention it asserts no absence of an event after the failed branch. Thus every successful certificate is sound and every incomplete branch makes no negative claim.

2.1givenF1F2F3F4F7F8step 1.4algebrainduction∎

At each accepted event, [F1], [F3], and step 1.4 give a unique exact root τ and reported upper endpoint τ^ with 0≤ℓ:=τ^−τ≤Δ<δ/3. Separation by δ excludes another selected exact event before τ^, so the reference follows the outgoing mode throughout this lag. For ℓ>0, [F7] and [F8] bound the incoming continuation displacement by M−ℓ and the reference outgoing displacement by M+ℓ; for ℓ=0 both vanish. Thus [F2] gives ∥U(τ^)−y−(τ)∥2≤ηref+M−ℓ. The reset's Lipschitz bounds on the supplied coordinate segments give reset-state discrepancy at most LRηref+(LRM−+LR,t)ℓ. Adding the outgoing displacement and certified reset-evaluation error gives aligned error at most LRηref+(LRM−+LR,t+M+)Δ+εR, exactly the restart ledger in [F1]. This argument needs only the pathwise field bounds supplied by [F2]. Starting from the assumed valid E=E0, induction proves every restart bound. Before processing a later trial, [F1] requires [F2]'s certified total reference-error bound on the whole enlarged prefix, including this aligned-start discrepancy or another sound justification; missing or unjustified data return inconclusive.

5 · Examples, counterexamples and false statements

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