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Event location and hybrid trajectory error
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Adaptive ODE solvers and error estimation
- Banach-Space Differential Calculus and Banach Manifolds
- Binary Operations, Monoids, Groups and Subgroups
- Bounded Linear Operators and Quotient Spaces
- Compactness
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Complex Norms and Realification
- Complexification, Realification and Real Structures
- Connectedness
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Determinants of Matrices over a Commutative Ring
- Discrete continuous and pde adjoint sensitivities
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Euclidean Ordinary Differential Equations with Smooth Dependence
- Filters and Ultrafilters
- Finite Counting, Factorials and Binomial Coefficients
- Foundations of the Real Numbers for Analysis
- Group Actions, Orbits, Stabilisers and Cayley's Theorem
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Interval newton krawczyk and polynomial root isolation
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Matrices, the Matrix of a Linear Map, and Change of Basis
- Metric Spaces
- Mixed Partials, Taylor Formulae, and Extrema
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Normal Subgroups and Quotient Groups
- Normed and Banach Spaces
- One-step ODE Consistency and Local Error
- Order, Zorn's Lemma, and the Axiom of Choice
- Outward rounded interval and ball arithmetic
- Picard-Lindelöf and First-Order Ordinary Differential Equations
- Polynomial Rings, the Division Algorithm and Roots
- Power Series and Real-Analytic Functions
- Properties of the Integral and the Working FTC
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Runge–Kutta Methods and Order
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Simple Field Extensions and the Construction of the Complex Numbers
- Subspaces, Products, and Quotients
- Suprema and Infima
- Symmetric Groups, Cycle Decomposition and the Sign Homomorphism
- The Derivative and the Mean Value Theorems
- The Determinant of a Linear Operator, Cofactors and Cramer's Rule
- The Exponential Function
- The Inverse and Implicit Function Theorems
- The Inverse Function Theorem Completed
- The Riemann Integral: Definition and Integrability
- The Total Derivative in ℝᵐ → ℝⁿ
- The ZFC Axioms and the Basic Set Constructions
- Topological Spaces and Continuity
- Topology of ℝ
- Vector Spaces, Linear Subspaces, Span and Direct Sums
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 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
Smooth hybrid ODE modes, guards, resets, and deterministic event priority
Definition
A smooth hybrid ODE system on a finite horizon , with and positive integer state dimension , consists of a finite mode set , an open state-time domain and a vector field for each , a finite set of directed transitions , and for each transition a scalar guard , a declared crossing orientation , and a reset map on an open neighborhood of the guard zero set, satisfying for every . Here has the meaning in Continuously differentiable maps, local inverses, and local diffeomorphisms. In mode , a trajectory is a solution of the first-order initial-value problem 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 is a time at which and the guard crosses in its declared direction, meaning . It is transverse with margin on a bracket when throughout that bracket. At an event, the state changes from to and the mode changes from to . 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 when it has finitely many event times and some with 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.
The derivative of a guard along an ODE mode is its Lie derivative
Statement
Let be a differentiable solution in mode on an interval , with . Let be on an open neighborhood of the graph of , and define . Then is differentiable on and
Facts & Assumptions
Given: A mode solution and a guard on a neighborhood of its graph.
Smooth hybrid ODE modes, guards, resets, and deterministic event priority: a solution in mode satisfies the first-order ODE .
The chain rule for total derivatives: : for differentiable maps and , the derivative of is .
Continuously differentiable maps, local inverses, and local diffeomorphisms: a map on an open set is totally differentiable at every point of its domain.
Proof
Set . Domain-relative differentiability of gives and for admissible with .
At interior points of , [F2] gives . At an endpoint, use admissible increments in step 1.1 and the total differentiability of from [F3]: with , its first-order expansion gives , proving the same one-sided derivative formula. Splitting the derivative into its time and state blocks gives the displayed identity.
A Lipschitz ODE mode flow is stable to its initial state on a tube
Statement
Fix a mode and times . Suppose solve , both graphs stay in a convex tube on which is -Lipschitz in the state, uniformly in time, and both solutions have initial values at . Then
Facts & Assumptions
Given: Two mode solutions on in a common convex tube and the uniform state-Lipschitz constant .
Smooth hybrid ODE modes, guards, resets, and deterministic event priority: each mode trajectory solves its mode's first-order ODE.
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.
For and integrable when , ; for , is integrable: the norm of a vector integral is at most the integral of the norm.
Gronwall's integral inequality with variable and constant coefficients: if a continuous nonnegative satisfies , then .
Proof
If , then and the asserted estimate is equality. Hence assume , so [F2] applies on the nondegenerate interval . Subtract the two Volterra equations from [F2]. By [F3] and the state-Lipschitz hypothesis, satisfies .
Apply [F4] with to obtain , which is the asserted estimate.
Reset and smooth-mode flow propagate a transverse event-time error
Statement
Let be an exact event time and its reported time, with . On the interval between these times, suppose the incoming exact mode extension and dense reconstruction satisfy , and . Assume . Suppose the reset is defined on a neighborhood containing , , and the coordinate segments joining them, with Lipschitz bounds in state and in time there. Let start from at time , and let start from at time . Assume both outgoing solution pieces through lie in a common convex tube where the outgoing field is bounded by and is -Lipschitz in state. For while both outgoing solutions remain in a common convex tube on which the field is -Lipschitz, we have For while both outgoing solutions remain in the tube,
Facts & Assumptions
Given: The exact and reported event times, incoming tube/error and field bounds, reset Lipschitz bounds, and a common outgoing mode tube.
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 at the event.
A Lipschitz ODE mode flow is stable to its initial state on a tube: same-mode solutions with initial error at a common time differ later by at most .
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.
For and integrable when , ; for , is integrable: the norm of a vector integral is at most the integral of the norm.
Proof
If , the state increment and its oriented integral are both zero. If , the incoming mode extension satisfies by [F3] on the nondegenerate interval between them. For either order of , orientation and [F4] give . Hence .
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 .
If , the earlier-reset displacement is zero. Otherwise, at , the trajectory that reset earlier has followed the outgoing field for at most time. By [F3] and [F4], its displacement is at most . Adding this to step 2.1 gives the first displayed inequality.
From the common time 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.
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 , from mode to mode at . Let be its guard, let be its reset, and write and . For each incoming and outgoing mode, assume its IVPs initialized at time from states near and , 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 initial map in Parameter-dependent ODE flows have the variational tangent on a common tube. For event-time variations to the left of , impose the same tube hypothesis on the time-reversed incoming field. Thus the relevant mode flows are in initial state, and the incoming flow is jointly in time and initial state near . Assume also that and the nominal event crosses in its declared orientation. For every sufficiently small incoming perturbation at the common pre-event time , initialize the perturbed incoming mode at , and let be its local guard root near ; assume this root is the selected transition. Put , and define as the right-limit difference , with both outgoing trajectories evaluated at the same clock time . Then 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 incoming mode, guard and reset, a outgoing mode flow on a common tube, and a nominal event with .
Smooth hybrid ODE modes, guards, resets, and deterministic event priority: each transition has a guard with declared orientation and a reset, and a mode trajectory solves its mode ODE until the selected event.
The derivative of a guard along an ODE mode is its Lie derivative: along the incoming flow, . Thus the event equation has nonzero derivative in its time variable at the nominal event.
The parametrized implicit function theorem with regularity: a scalar equation with nonzero derivative in the scalar unknown has a local solution, whose derivative is obtained by implicit differentiation.
Parameter-dependent ODE flows have the variational tangent on a common tube: for a parameterized ODE with a initial map and solutions in a common compact tube, the solution map into continuous trajectories is in the parameter and its tangent solves the variational IVP.
The chain rule for total derivatives: : the derivative of a composition is the composition of the derivatives.
Proof
Let , where 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 flow dependence near . By [F5], is . At , [F2] gives . By [F3], the nearby event time is . Since , its initial-state derivative at is the identity. Implicit differentiation gives . Thus the actual shift satisfies .
At the perturbed event, [F4] gives incoming state . By [F5], the reset-state variation is . Compare at . If , the nominal outgoing state advances from to by , while the perturbed state has just reset. If , the perturbed outgoing state advances from its reset at to by , while the nominal state has just reset. In both cases the same-clock difference is , since step 1.1 gives .
Substitute the expression for from step 1.1 into step 2.1 and factor . The resulting linear map is , which is the stated matrix . The remainder remains 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.
Certified dense-output and reference-guard enclosure data for hybrid events
Definition
Fix one mode and a positive-length closed trial interval with , contained in a finite accumulated prefix that starts at the last reported reset. Certified hybrid event-enclosure data consist of the following.
- A continuous piecewise- dense reconstruction on the accumulated prefix, the exact mode solution launched from the last reported reset on that prefix, and a finite bound justified to satisfy throughout the prefix. The provider also supplies a finite bound justified to satisfy there, where 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 , so each exact reference guard is there. Its finite error ledger records the aligned mode-segment start and an upper bound 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 -Lipschitz in state there for duration , is 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 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 : 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.
- For each active transition , a state-Lipschitz constant for its guard on a tube containing the exact and reconstructed states, interval enclosures of , and finite interval evaluators for every queried closed subinterval . For every , must contain , must contain , and must contain . 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 , an interval has certified transverse margin when . Reset data include state and time Lipschitz constants certified on a domain containing both reset inputs and the coordinate segments joining to . The incoming field bound holds along on the event-time bracket; bounds the outgoing field along the outgoing solution that starts earlier, from its reset time through the first common post-reset time.
- A finite error-ledger update rule and a certified separation bound 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 , retain the aligned-start discrepancy , and certify valid local and total reference-error bounds over the enlarged prefix. When a prefix ends at a selected transverse event, let be the unique selected exact event time in the certified physical-time bracket and let be the bracket's upper endpoint. Suppose the whole bracket has certified signed derivative margin , the dense guard residual at is bounded by , the total reference error on the bracket is bounded by , the reset has state and time Lipschitz constants , and the incoming and outgoing fields have norm bounds on the intervals required for comparison. A sufficient conditional provider rule is to justify with , require , and set for the exact reset evaluated at the reported state. If the reported reset is computed as with a separately certified error , add to this bound; exact reset evaluation has . 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 , the next selected exact event cannot precede . 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 .
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 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.
A transverse hybrid event time is stable under dense-output and root error
Statement
Let with , let be an exact incoming mode trajectory on , and let be a dense reconstruction with . Let be -Lipschitz in on the certified tube, with declared crossing orientation . Suppose has a root and, throughout , for some . If a reported time satisfies , then The same-sign derivative condition makes the unique guard root in . 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 , a guard , a true guard root , uniform transversality on , and the residual tolerance at .
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 .
Certified dense-output and reference-guard enclosure data for hybrid events: an admissible provider supplies the valid uniform bound on the matched bracket and the guard state-Lipschitz constant on a tube containing both curves; these data need not come from a rational residual-tube checker.
The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with : 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
By [F2] and the state-Lipschitz bound, . The residual hypothesis therefore gives , since .
If the desired bound is immediate. Otherwise apply [F4] to on the interval with endpoints and . Since throughout, the derivative has one fixed sign and magnitude at least , so . Using and step 1.1 proves .
Since , the second inequality follows with the stated . For any in , [F4] gives for some interior ; the fixed sign of makes this increment nonzero, so is strictly monotone and its root in is unique.
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 , and state; a finite bound on the discrepancy between that state and the exact reference state at (take when the reference trajectory starts from the supplied state); a finite horizon ; 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 ; a separate guard-residual tolerance ; and finite nonnegative integer limits . All scalar certificate data used in decisions have finite exact rational representations, including 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 with exact finite endpoints and positive rational duration with equal to the current reported time and . For each trial interval use and the transformed guard . The root isolator then starts from the finite dyadic interval , regardless of the physical-time endpoints. For , write . 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 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 is an upper bound on discrepancy between reported and reference states at the aligned mode-segment start. The provider accumulates a continuous piecewise- reconstruction 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 , return budget-exhausted with the certified prefix. After a call, if unresolved boxes remain and that counter has reached , 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.
-
Initialize the current reported time, mode, and state from the inputs; set the accepted-event count and trial-step count to zero; set . If the current time is , return the completed prefix. If the trial-step budget is exhausted before reaching , return
budget-exhaustedwith 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 . -
Increment the trial-step count and request the next interval . If the increment exceeds , return
budget-exhausted. If is not the current reported time or fails, returninconclusive. Extend by the proposed panel. Obtain and validate the provider's data for the whole accumulated prefix, including a reference-mode continuation on an open interval containing , the total bound , and each active guard's interval evaluators. Continue only on acertifiedresponse under Certified dense-output and reference-guard enclosure data for hybrid events; if the provider returnsinconclusiveor any required bound, inclusion, reset datum, or evaluator is missing, unjustified, or nonfinite, returninconclusivewith the certified prefix. -
For each outgoing transition in its fixed order, initialize a processed-box counter and apply Finite-budget interval isolation for smooth scalar roots to on . On each queried local interval , use the exact-guard range enclosure and the derivative enclosure ; these enclose and . Set the minimum width to and the box budget to . Add the returned processed-box count to . If any result is
inconclusiveor contains unresolved boxes, returninconclusive. The result is usable only when it iscomplete, so all roots in the physical interval are covered by excluded or certified boxes. -
Classify each certified local-time root box using . If for some , record that root as strictly opposite-oriented and nontriggering. If for some , it is an enabled candidate. If neither inclusion is proved and , return
inconclusive; otherwise call the refinement procedure below with requested physical width , then repeat this classification on the returned smaller unique-root box. If further refinement is required after the box budget is spent, returnbudget-exhausted; any other failure to certify a strict sign returnsinconclusive.Unique-root refinement. This procedure is called only on a local-time box already certified to contain exactly one root and with a positive requested physical width . While , initialize a FIFO worklist with and an empty set of certified subboxes. Remove the first local-time interval from the worklist. If , return
inconclusive; otherwise bisect at its dyadic midpoint into two closed halves. For each half , call Finite-budget interval isolation for smooth scalar roots on with minimum width and the remaining per-guard budget; charge every processed box, including singleton calls, to . 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 , so the unique root of is the root it certifies. If the certified set is nonempty, replace 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 . If the certified set is empty, continue processing the worklist; root-isolation soundness ensures the root remains in its unresolved union. If while more work is required, returnbudget-exhausted. If the worklist empties without a certified subbox, returninconclusive. 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. -
For each guard, sort its certified local-time root boxes by lower endpoint. Normalize adjacent boxes that share a bisection endpoint by calling the root isolator on for with minimum width 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 is root-free, keep the boxes as distinct roots on opposite sides of . If it is inconclusive, refine the touching boxes using step 4; if more work is required and , return
budget-exhausted; if their relation otherwise remains undecided, returninconclusive. -
If every isolator is complete and every certified root is strictly opposite-oriented, accept the no-event panel. Set the current reported time to and state to , append the dense panel, and retain the aligned-start ledger . 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. -
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 , query the root isolator on for each guard with minimum width and the remaining budget, charging each call to that guard: two certified singleton roots give a common-root certificate at physical time and a priority-selected tie; a singleton root-free result proves that guard's root is strictly to its box's side of and orders it against a root at 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, returnbudget-exhausted. Select the earliest enabled root or the priority-selected transition at a certified tie. Refine its box to physical width at most . -
Let be the physical upper endpoint of the selected local-time box , so the exact root satisfies . From the dense-guard enclosure , take the maximum absolute endpoint as a certified upper bound for . If the enclosure is nonfinite or , return
inconclusivewhen ; otherwise call unique-root refinement with requested physical width and recompute. If the tolerance still requires root-box work after the budget is spent, returnbudget-exhausted; any other failure to certify it returnsinconclusive. -
If the accepted-event count is already , return
budget-exhaustedwith the certified prefix without applying another reset. Otherwise let be the certified signed derivative margin on the selected physical-time root box. If that box is a singleton, its certified root is ; set . For a positive-length box, compute 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 , and step 8 selects its upper endpoint, so . If the certified separation bound is missing or , returninconclusivewithout restarting, since another selected exact event may occur before the reported time. Otherwise, separation by ensures no next selected exact event occurs before . Check that lies in the reset domain and that , where is the actual proposed exact or approximate reset value and is the selected target mode; a failed check returnsdomain-failure. Apply the exact reset and set , or obtain a finite certified error bound between the applied approximate reset value and ; if that bound is unavailable, returninconclusive. A root at is processed by this same rule, and the output at is post-reset. The exact reference trajectory has reset at and followed the outgoing field through the alignment time ; its flow over this lag contributes at most . 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 Then discard the pre-reset reconstruction, set the current reported time and state to 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, returninconclusivewith the certified prefix. Continue from step 1. Whenever further step, root-box, or event work is required after its budget is spent, returnbudget-exhaustedwith 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.
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 and reported times . Assume the events are separated by , are transverse with margins , and the reported event times are upper endpoints of certified root boxes, so . After each event, both trajectories are compared at the reported event time, when both are in the outgoing mode. Let bound their state discrepancy at this aligned mode-segment start, with .
For mode segment , let be the accumulated piecewise dense reconstruction from the reported start, with a certified local error bound relative to the exact mode solution from that same start. Let be a state-Lipschitz bound, the segment duration, and the guard state-Lipschitz and reported guard-residual bounds. Let be a certified total error bound between and the exact reference incoming-mode continuation on the prefix. It may be supplied directly; a sufficient ledger calculation is when the two exact mode solutions share the aligned start time, their initial discrepancy is at most , and both remain in a common convex tube on which the field is -Lipschitz. Then bounds the reference error on the incoming-mode prefix and bounds . Assume 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 on a domain containing both compared reset inputs and the coordinate segments joining them, the incoming field is bounded by 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 and is -Lipschitz in state. If the reported reset value is approximate, let be a certified bound on its evaluation error, with for exact evaluation. Then bounds the state discrepancy at the next aligned mode-segment start. The terminal segment has its supplied total bound ; when the sufficient common-tube ledger calculation applies, one may take . 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 , 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 , event residual/transversality data, and certified reported reset-evaluation error bounds.
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.
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 . Other providers may supply the same justified local error bound directly under Certified dense-output and reference-guard enclosure data for hybrid events.
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.
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 differ over duration by at most .
A transverse hybrid event time is stable under dense-output and root error: dense state error and guard residual give event-time error at most .
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.
For and integrable when , ; for , is integrable: on an increasingly oriented interval, the norm of a vector integral is at most the integral of its norm.
Proof
At the aligned start of segment , the two exact mode solutions have state discrepancy at most and the same initial time. When the total bound is formed by the sufficient ledger calculation, apply [F4] through duration to bound their discrepancy by , then add the local reconstruction error from [F2] by the triangle inequality. If the provider supplies directly, [F3] states that this is already a valid total bound. In either case bounds the incoming reference error used below.
On the certified event bracket, use [F5] with dense-state error , guard residual , and transverse margin . This gives ; the left side is nonnegative because the reported time is the root-box upper endpoint.
Put , , and . By step 2.1, , so no next exact event occurs before . For , [F6] and [F7] give and by integrating along the incoming continuation and the exact outgoing solution; for both displacements vanish. The total reference error from step 1.1 gives . Apply the reset's state and time Lipschitz bounds along the assumed coordinate segments to get . Add the exact outgoing displacement and the reported reset-evaluation error by the triangle inequality, then use to obtain the stated . Only field bounds along the integrated paths are needed for alignment.
Since is finite, steps 1.1–3.1 give finite nonnegative bounds successively through all event segments. The terminal application of step 1.1 gives . Write , so by step 2.1. The given bound places each reported event before the next exact event. Also , so the reported event order is unchanged.
The hybrid event locator returns sound certificates or explicit failure within its budget
Statement
Assume the initial discrepancy bound supplied to Safeguarded certified event location and mode restart is valid (in particular, 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 for the certified event-separation bound , 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 , 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 , 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.
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 .
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.
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.
A transverse hybrid event time is stable under dense-output and root error: if the dense guard residual is bounded by and the dense state error by on a transverse bracket of margin , then the reported time error is at most .
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.
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].
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.
For and integrable when , ; for , is integrable: on an increasingly oriented interval, the norm of a vector integral is at most the integral of its norm.
Proof
There are finitely many active guards. Each trial step processes at most boxes per guard, and the entire run processes at most trial steps and accepted events. The smooth isolator terminates at its finite box budget by [F3]. Hence every loop is finite and the procedure terminates.
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.
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.
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.
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.
At each accepted event, [F1], [F3], and step 1.4 give a unique exact root and reported upper endpoint with . Separation by excludes another selected exact event before , so the reference follows the outgoing mode throughout this lag. For , [F7] and [F8] bound the incoming continuation displacement by and the reference outgoing displacement by ; for both vanish. Thus [F2] gives . The reset's Lipschitz bounds on the supplied coordinate segments give reset-state discrepancy at most . Adding the outgoing displacement and certified reset-evaluation error gives aligned error at most , exactly the restart ledger in [F1]. This argument needs only the pathwise field bounds supplied by [F2]. Starting from the assumed valid , 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
None yet.
Sources
- Joel M. Esposito, Vijay Kumar, and George J. Pappas, Accurate Event Detection for Simulating Hybrid Systems, HSCC 2001, pp. 204–217
- Nathan J. Kong, J. Joe Payne, James Zhu, and Aaron M. Johnson, Saltation Matrices: The Essential Tool for Linearizing Hybrid Dynamical Systems
- Gerald Teschl, Ordinary Differential Equations and Dynamical Systems, Chapter 2
- Ernst Hairer, course notes, Chapter III: Équations Différentielles Ordinaires
- R. Baker Kearfott, Interval Computations: Introduction, Uses, and Resources, Euromath Bulletin 2(1) (1996)
- Siegfried M. Rump, Verification methods: Rigorous results using floating-point arithmetic, Acta Numerica 19 (2010), §§6.2 and 13.1
- Gerald Teschl, Ordinary Differential Equations and Dynamical Systems, §2.4