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Numerical geometry and constraint monitoring
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Absolute Continuity and the Sharp Fundamental Theorem of Calculus
- Algebraic Closure, Embeddings, and Separability
- Algebraic Extensions, Extension Degree, and Finite Fields
- Approximation and Compactness in C(K)
- Arc Length and Rectifiable Curves
- Areas of Elementary Plane Figures
- Banach Valued Integration and the Radon Nikodym Property
- Banach-Space Differential Calculus and Banach Manifolds
- Binary Operations, Monoids, Groups and Subgroups
- Bounded Linear Operators and Quotient Spaces
- Bounded Variation and the Riemann–Stieltjes Integral
- Causal And Initial Value Boundaries
- Compactness
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Complex Lp Spaces and Test-Function Conventions
- Complex Norms and Realification
- Complex Power Series and Analytic Functions
- Complexification, Realification and Real Structures
- Composition Series, the Jordan–Hölder Theorem and Solvable Groups
- Congruences, the Integers Modulo n and the Chinese Remainder Theorem
- Connectedness
- Connections And Free Fall
- Connections Levi Civita and Parallel Transport
- 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
- Convergence: Nets and Filters
- Convexity
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Countability Axioms and Cardinal Functions
- Curvature And Tides
- Cyclic Groups and Direct Products
- Darboux, L'Hôpital, and Taylor's Theorem
- Density Separability and Convolution in Lᵖ
- Determinants of Matrices over a Commutative Ring
- Diagonalisation and the Minimal Polynomial
- Differentiation of Monotone Functions and the Vitali Covering Theorem
- Distributions Test Functions and Differentiation
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Divisibility, Greatest Common Divisors and Bézout's Identity
- Dual Spaces, Bilinear and Quadratic Forms, and Sylvester's Law of Inertia
- Eigenvalues, Eigenvectors and the Characteristic Polynomial
- Euclidean Ordinary Differential Equations with Smooth Dependence
- Euclidean Surface Measure, Divergence, and Green Identities
- Filters and Ultrafilters
- Finite Counting, Factorials and Binomial Coefficients
- Finite-slab geometric Cauchy stability
- Foundations of the Real Numbers for Analysis
- Framework And Geometry
- Fubini and Change of Variables
- Function Space Topologies and the Exponential Law
- Fundamental Trigonometric Identities
- Gaussian Elimination, Elementary Matrices and Reduced Row Echelon Form
- Geodesics, the Exponential Map, Completeness, and Hopf–Rinow
- Gr13 Convex Normal Neighborhoods
- Gr14 Full High Regularity Symmetric Hyperbolic Proof
- Group Actions, Orbits, Stabilisers and Cayley's Theorem
- Group Homomorphisms and the Isomorphism Theorems
- Hausdorff via the Diagonal
- Hereditary and Productive Behaviour of the Separation Axioms
- Hilbert Space Geometry and Riesz Representation
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Improper Integrals
- Inner Product Spaces, Gram-Schmidt, Projections and Adjoints
- Lebesgue Measure on Euclidean Space
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Line Integrals and the Gradient Theorem
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Matrices, the Matrix of a Linear Map, and Change of Basis
- Measurable Functions and Simple Approximation
- Measures and Their Basic Properties
- Metric Spaces
- Mixed Partials, Taylor Formulae, and Extrema
- Modes of Convergence Egorov and Lusin
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Normal Subgroups and Quotient Groups
- Normed and Banach Spaces
- Norming and Separation under Hahn–Banach
- Order, Zorn's Lemma, and the Axiom of Choice
- Orthonormal Bases, Parseval and Fourier Series
- Outer Measure and the Caratheodory Extension Theorem
- Partitions of Unity and Paracompactness
- Picard-Lindelöf and First-Order Ordinary Differential Equations
- Pointwise Extended-Real Function Products
- Polynomial Rings, the Division Algorithm and Roots
- Power Series and Real-Analytic Functions
- Primes, Euclid's Lemma and the Fundamental Theorem of Arithmetic
- Product Measures and the Fubini Tonelli Theorems
- Properties of the Integral and the Working FTC
- Radon Measures and the Riesz Markov Kakutani Theorem
- Rank Theorems and Embedded Submanifolds
- Relations, Functions, and Quotients
- Riemann Curvature and Riemannian Submanifolds
- Riemannian Metrics Length Distance and Volume
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Schwartz Space and the Plancherel Theorem
- Separation Axioms: the Hierarchy
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Sigma Algebras and Borel Sets
- Signed and Complex Measures Hahn and Jordan
- Simple Field Extensions and the Construction of the Complex Numbers
- Sine, Cosine, and the Definition of Pi
- Smooth Manifolds and Smooth Maps
- Smooth Partitions of Unity and Exhaustions
- Smooth Vector Bundles and Sections
- Spacetime Primitives
- Splitting Fields
- Stone–Weierstrass in General
- Strongly Continuous Semigroups and Hille Yosida
- Subspaces, Products, and Quotients
- Suprema and Infima
- Sylow's Theorems, p-Groups and Nilpotent Groups
- Symmetric Groups, Cycle Decomposition and the Sign Homomorphism
- Tangent Cotangent and the Differential
- Tensor Fields Exterior Algebra and Differential Forms
- Tensors And Observers
- The Analytic Hahn Banach Theorem
- The Cantor Set, Baire Category, and Measure Zero in ℝ
- The Complex Exponential and Euler's Formula
- The Derivative and the Mean Value Theorems
- The Determinant of a Linear Operator, Cofactors and Cramer's Rule
- The Exponential Function
- The Fundamental Theorem of Algebra
- The Fundamental Theorem of Finite Abelian Groups
- The Fundamental Theorems of Calculus
- The Galois Correspondence
- The Inverse and Implicit Function Theorems
- The Inverse Function Theorem Completed
- The Lebesgue and Riemann Integrals Compared
- The Lebesgue Integral and the Convergence Theorems
- The Logarithm and General Powers
- The Lᵖ Spaces Holder Minkowski and Riesz Fischer
- The Maximal Function and Lebesgue Differentiation
- The Radon Nikodym Theorem and Lebesgue Decomposition
- The Riemann Integral in Rᵐ and Jordan Content
- The Riemann Integral: Definition and Integrability
- The Spectral Theorem, Positive Operators and Singular Value Decomposition
- The Topology of Euclidean Space
- The Total Derivative in ℝᵐ → ℝⁿ
- The ZFC Axioms and the Basic Set Constructions
- Topological Spaces and Continuity
- Topology of ℝ
- Triangularisation, Generalised Eigenspaces and Jordan Canonical Form
- Vector Fields Flows and Lie Derivatives
- Vector Spaces, Linear Subspaces, Span and Direct Sums
- Weak Derivatives and Sobolev Spaces
2 · Summary
3 · Logical flowchart
4 · Definitions, postulates, theorems and proofs
A finite periodic scalar-wave benchmark
A nondimensionalized, one-dimensional scalar wave benchmark on a periodic grid. It is not an Einstein evolution system, a production numerical-relativity solver, or an empirical model.
Definition
Use the first circle factor of the fixed periodic three-torus from the earlier fixed-gauge data definition. This item is a separate nondimensionalized scalar model: both the spatial coordinate and time are dimensionless, the period is , and the model wave speed is . Let be an integer, , and for . A periodic grid function is an -tuple of real numbers. Define the centered periodic second-difference operator
where subscripts are reduced modulo .
The algorithm takes as input such arrays , a real time step , and an integer . It sets
then, for each integer , computes
It outputs . All operations here are exact real arithmetic. No rounding-error model or claim about a floating-point implementation is part of the definition.
Definition references
Remarks
The recurrence is the centered finite-difference model for the scalar equation . It is a one-dimensional diagnostic benchmark only; its stability properties do not establish convergence of a discretization of the Einstein equations. The initialization uses the second-order time expansion with the discrete spatial operator. The time step and mesh spacing are nondimensional, so their ratio has no unit conversion hidden in it.
Termination and operation count of the periodic wave benchmark
A finite exact-arithmetic property of the one-dimensional scalar benchmark; it asserts no numerical-relativity solver performance or physical observation.
Statement
For every admissible integer , time-step count , real step , and pair of real periodic input arrays, the algorithm terminates after exactly update passes and outputs all levels through . In the unit-cost exact-real-arithmetic model, where each scalar arithmetic operation and each array read or write has bounded cost independent of and , its operation count is .
Statement references
Facts & Assumptions
Given: The finite periodic scalar-wave algorithm with integer inputs and .
A finite periodic scalar-wave benchmark: one initialization computes by one finite grid pass; the update loop runs through the fixed integer range , and each pass updates exactly grid entries.
Proof
The initialization uses a finite formula at each of the sites. The outer index takes each of the finitely many values through and has no data-dependent branch, so the procedure makes exactly update passes. Each pass writes the next -tuple, giving the output levels .
The initialization costs at most scalar and array operations for a fixed constant . Each update pass costs at most such operations for a fixed , because every site uses the same fixed stencil. Thus the total is at most , proving the claimed bound.
Fourier-mode stability of the periodic leapfrog benchmark
A Fourier-mode calculation for the exact periodic scalar recurrence only. It gives no convergence theorem for Einstein evolution, no general nonlinear stability result, and no uniform-in-time displacement bound for a nonzero mean velocity.
Statement
Let , , , and . Complexify the real linear recurrence of the periodic wave algorithm. For each discrete Fourier index define the mode
If , every nonconstant mode () has recurrence coefficient
and two distinct amplification roots
Consequently, each fixed nonconstant mode has bounded amplitude on every finite slab. For arbitrary real initial arrays define their spatial means by
The constant mode has the repeated root and evolves exactly as ; for any fixed it is bounded on the slab but has no uniform-in-time displacement bound when . This statement does not assert that the condition alone proves convergence of a numerical relativity scheme. Define the nonzero discrete frequencies , . On this fixed torus they satisfy the mesh-independent lower bound In particular each fixed grid has a positive minimum. This frequency bound is not a mesh-independent amplitude bound for arbitrary unscaled two-step data : the distinct-root coefficients in the mode solution can depend on the grid and the initial data. The constant-mode qualifications above are unchanged. For even , the alternating mode with Fourier index is called the Nyquist mode. At the endpoint , if is even and , for real amplitudes , then each output level satisfies
The Nyquist amplification root is repeated at , and a nonzero Nyquist velocity amplitude gives linear growth in the step number.
Statement references
A finite periodic scalar-wave benchmark
The complex exponential by its power series
The complex numbers as , with the real embedding and imaginary unit
is a field, every element is uniquely , and every nonzero element has inverse
Real and imaginary parts, complex conjugation, and modulus
Absolute value in an ordered field
Basic properties of the absolute value
Squares of nonzero elements are positive
Every complete ordered field is Archimedean
Euler's formula: for every real
The addition formulas for sine and cosine
The derivatives of sine and cosine are cosine and minus sine
Quarter-turn values and shifts by pi/2 and pi
Parity and the Pythagorean identity for sine and cosine
The zero sets of sine and cosine and the least positive common period 2 pi
Existence and uniqueness of -th roots: a unique with
Facts & Assumptions
Given: The real periodic wave algorithm, , , and .
The recurrence is extended complex-linearly to ; its real and imaginary parts separately satisfy the original real recurrence.
A finite periodic scalar-wave benchmark: , is the centered periodic second difference, the startup is , and for the update is .
The complex numbers as , with the real embedding and imaginary unit , is a field, every element is uniquely , and every nonzero element has inverse , The complex exponential by its power series: is a field containing the specified copy of , every complex number has a unique form with , , and the complex exponential is defined by its power series.
The addition formulas for sine and cosine, Parity and the Pythagorean identity for sine and cosine: the double-angle identity is .
The zero sets of sine and cosine and the least positive common period 2 pi: sine and cosine have period , the zero set of sine is , and for , .
Parity and the Pythagorean identity for sine and cosine: for every real , .
Existence and uniqueness of -th roots: a unique with : is a complete ordered field, and each nonnegative real has a unique nonnegative square root.
Finite sums and finite products, by recursion, Finite commutative-monoid sums are invariant under bijective reindexing, split over disjoint unions, and satisfy the finite Fubini rule: finite cyclic shifts preserve the sum of an -tuple.
Quarter-turn values and shifts by pi/2 and pi: shifts by negate sine and cosine, and , , .
Real and imaginary parts, complex conjugation, and modulus: for the unique coordinates , and the complex modulus is , using the nonnegative real square root.
Conjugation is an involutive real-field automorphism, , and modulus is definite, multiplicative, and subadditive: complex conjugation obeys and ; ; with exactly when ; and , .
Absolute value in an ordered field: for a real , its absolute value is if and if .
Basic properties of the absolute value: real absolute values are nonnegative and definite ( exactly when ), satisfy , and are multiplicative.
Squares of nonzero elements are positive: in the ordered field , a nonzero real number has a positive square; the square of zero is zero.
The triangle inequality: for real , .
Every complete ordered field is Archimedean: for every there is a natural with .
The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with : if a real function is continuous on and differentiable on , with , then for some .
Pi is the first positive zero of sine: for , and .
Proof
The period and zero-set facts in [F3, F5] make well-defined on . Put . Euler's formula and the addition formulas [F3, F4], together with the complex multiplication formulas [F2], give and . Therefore where the last equality uses [F3, F4]. Thus a mode sequence obeys for every update step.
For the constant mode, define . By [F8], a cyclic shift preserves a finite sum, so . Averaging the update [F1] therefore gives , and averaging the startup gives . Induction yields . If , then [F12, F13] give , and the real triangle inequality [F15] gives . If , then [F13] gives . Given any , [F16] supplies a natural with ; this quotient is defined because . Since , [F12, F13] give , and [F15] applied to yields , proving unboundedness.
The derivative identities in [F3] give and everywhere, so both functions are continuous and differentiable on the closed subintervals used here. By [F18], on ; applying [F17] to cosine on any with shows . For , apply [F17] to sine on and . Since [F3, F9] give and , there are and with and . The just-proved decrease gives . Multiplying by the positive denominators and rearranging gives . This also holds at by their stated values. For , let , so . Parity and the shift in [F4, F9] give . Applying the chord bound at gives . Consequently, since , one has , uniformly in . Taking successive minima over the finite list still gives an attained positive minimum on each grid. This proof is a frequency bound only and does not bound the initial-data-dependent coefficients of the two-root representation uniformly over arbitrary unscaled pairs.
Suppose is even and . Repeated -shift use of [F9] gives and for every grid index ; Euler's formula [F3] identifies the Fourier character with the alternating array . Its periodic neighbors are equal to its negative. By [F1], , so the mode recurrence has coefficient and characteristic polynomial .
If , [F5] gives , so by [F14]. Also by [F14] and the zero case, hence [F6] gives . As , it follows that , so . Then exists and is positive by [F7]. Direct substitution shows that has roots ; they are distinct. By [F10], their complex moduli are , where the last equality uses uniqueness of the nonnegative square root [F7].
Since the roots are distinct, for any initial pair there are unique complex constants with and . The sequence obeys the recurrence in step 1.1 and has that initial pair; induction on therefore identifies it with . By multiplicativity in [F11], induction gives . The complex triangle inequality and multiplicativity in [F11] then give for all , so the mode is bounded on every finite slab.
Write and put . The repeated-root recurrence from step 1.4 gives , so its first differences are constant and . The startup in [F1] with and gives , hence . For its magnitude grows linearly in ; for it is bounded.
Remarks
The root calculation is mode-by-mode. A convergence theorem for a discretized Einstein system would also need an error estimate for the initialization and a discrete energy estimate for the actual reduced equations, including its boundary treatment. The analytic finite-slab estimate on Finite-slab stability in a fixed hyperbolic gauge concerns continuum solutions of a fixed gauge system and does not supply those discrete estimates.
Second-order local residual of the periodic wave benchmark
A consistency estimate for a smooth nondimensionalized scalar wave on the periodic circle. It is not a global error or Einstein-equation convergence theorem.
Statement
Let be open, and let be six times continuously differentiable and -periodic in its spatial variable . Assume the nondimensional scalar wave equation on . For , , , , and an integer with and , put
Set to be the supremum
Then for every grid index ,
Thus the normalized local truncation residual is on each compact time window where the displayed fourth-derivative bound is uniform. This consistency estimate alone is not a convergence theorem.
Statement references
Facts & Assumptions
Given: A periodic solution of on the stated open time interval and the periodic grid of the scalar benchmark.
A finite periodic scalar-wave benchmark: , modulo the period, and the normalized discrete second difference is the centered three-point expression in the Statement.
A uniform derivative bound gives a uniform Taylor remainder bound: if the fourth derivative of a scalar function has absolute value at most between and , its Taylor remainder after degree three has absolute value at most .
Clairaut--Schwarz theorem for continuous second partial derivatives: continuous mixed partials of the function commute, so differentiating the wave equation twice gives .
A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value: a continuous real-valued function on a nonempty compact metric space is bounded (and attains its extrema).
Absolute value in an ordered field: for real , when and when .
The triangle inequality: for real , .
Proof
The set is a nonempty closed box in : and the time interval lies in . Thus [F4] makes it compact. The function is continuous there because ; [F5] bounds it, so as claimed.
Apply [F2] to the spatial function at with increments and . Adding the two degree-three Taylor polynomials and subtracting twice their common center value cancels their odd terms and leaves . By [F2], each remainder has absolute value at most ; by [F7], the sum of the two remainders has absolute value at most . After division by ,
Periodicity of and its derivatives extends the bound defining from to all real spatial coordinates, including a wrapped neighbor.
Apply the same estimate to with increments and . By [F3] and , the fourth time derivative equals , whose absolute value is bounded by on this time window and all . Thus
Subtract the two estimates of steps 1.2 and 1.3, use , and apply the real triangle inequality [F7] to their error terms. The result is , as claimed.
A discrete Hamiltonian and momentum constraint diagnostic
A mathematical definition of finite-grid residuals in the stated general-relativity sign and SI-coordinate conventions. The values are diagnostics and do not certify a continuum development or a physical solution.
Definition
Use the dimensionless angular coordinates and the periodic spatial three-torus from the earlier fixed-gauge data definition. Choose integers , coordinate spacings , and the finite periodic grid
At each grid node , supply a real symmetric positive-definite matrix and its matrix inverse (so ), a real symmetric array , a scalar , a covector array , and real constants and . These are the sampled spatial metric, second fundamental form, energy density and momentum density. For a future unit normal and the coordinate basis , use the convention , and , where is a smooth symmetric covariant two-tensor. The array definition itself needs only the listed samples and does not assume the continuum field equation. The vacuum case is . In the SI angular-coordinate convention used here, , , , , , , and . Thus the scalar residual below has units and its covector components in this angular basis have units .
Let denote the real arrays indexed by the grid. Choose and specify linear maps with ; apply them componentwise to tensor arrays. Periodic index wrapping is used here. Define the discrete connection components, curvature, Ricci array and scalar curvature by nodewise operations, with every index ranging over and repeated upper/lower indices summed:
Set
The signed discrete Hamiltonian and momentum residuals are
These signs match the Hamiltonian and momentum constraint equations when the pointwise equation is assumed. The displayed discrete formulas are array operations: they do not define a coordinate-covariant discrete connection or assume a discrete Leibniz rule. A reconstruction map has the exact type
where is the set of all grid arrays with the pointwise symmetry and positive-definite conditions above, and is the set of pointwise assignments on of a positive-definite symmetric covariant two-tensor , a symmetric covariant two-tensor , a scalar and a covector , with the same units. No continuity or differentiability of a member of is implied; if continuum derivatives are used, the needed regularity must be stated separately. Specify as part of each diagnostic, since it records which continuum field the grid is intended to represent. For every reported diagnostic, also record the grid norm and its weights, the mesh hierarchy, the units, the derivative maps, the periodic boundary treatment, and . A small residual by itself does not assert closeness to an exact constraint-satisfying development.
Definition references
Remarks
The geometric convention in the constraint theorem fixes the signs above. Gourgoulhon's 3+1 lecture notes use the opposite sign for the second fundamental form in their convention; their displayed equations are therefore context and cross-checks only, not a source for silently replacing the local sign convention.
5 · Examples, experiments and counterexamples
None yet.
Sources
- Gilbert Strang, Mathematical Methods for Engineers II, MIT OpenCourseWare 18.086, Spring 2006, §5.3, complete 11-page lecture note
- Lloyd N. Trefethen, Finite Difference and Spectral Methods for Ordinary and Partial Differential Equations, unpublished text (1996), Chapter 3, complete 37-page author PDF
- Lloyd N. Trefethen, Finite Difference and Spectral Methods for Ordinary and Partial Differential Equations, unpublished text (1996), Chapter 4, complete 40-page author PDF
- Éric Gourgoulhon, 3+1 Formalism and Bases of Numerical Relativity, Lecture Notes in Physics 846 (2012; author preprint arXiv:gr-qc/0703035v1), §§2.5, 4.4.3, 6.5.2–6.5.3 and 10.3.2; complete 220-page lecture notes
- Helmut Friedrich and Alan Rendall, The Cauchy Problem for the Einstein Equations, Living Reviews in Relativity 3 (2000), §§2.2 and 3.1; complete 97-page review
- José Luis Jaramillo, Juan Antonio Valiente Kroon and Éric Gourgoulhon, From Geometry to Numerics, arXiv:0712.2332v2 (2008), §§3.2, 4.1–4.2 and 5.1; complete 72-page review