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Numerical geometry and constraint monitoring — Examples
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
- Conformal construction of constrained initial data
- 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
- Numerical geometry and constraint monitoring
- 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
None yet.
5 · Examples, experiments and counterexamples
Exponential growth of the Nyquist mode above the CFL bound
An exact mathematical failure mode of the scalar benchmark above its stated time-step bound; no Einstein solver or physical evolution is asserted.
Statement
Let be even, let , and choose the Courant--Friedrichs--Lewy (CFL) step ratio . Run the periodic wave algorithm with and , with any integer . For every integer the output has the form , where, with ,
Consequently , so allowing more time steps causes exponential growth of this alternating mode. The strict hypothesis in the preceding mode theorem excludes this example; no endpoint claim at is made here.
Statement references
Facts & Assumptions
Given: An even integer , the benchmark step ratio , and the real initial arrays , .
A finite periodic scalar-wave benchmark: the initialization and periodic update are and .
Termination and operation count of the periodic wave benchmark: for every finite the algorithm outputs every level through .
Fourier-mode stability of the periodic leapfrog benchmark: the preceding unit-circle result assumes and makes no claim for .
Existence and uniqueness of -th roots: a unique with : a positive real number has a unique positive square root.
Absolute value in an ordered field: for real , if and if .
Basic properties of the absolute value: , exactly when , and for real .
Verification
Given: The even periodic grid, the stated time-step ratio, and the alternating initial array.
Because is even, both periodic neighbors of equal . Hence , and the startup in [F1] gives and . This mode has index ; it is outside the strict range of [F3].
Substitution of into the update [F1] gives . Since , [F4] supplies . The two roots and satisfy ; also and .
The sequence satisfies the recurrence because each root satisfies , and its values at are . Induction identifies it with . For even the two powers are nonnegative, and for odd they are both negative; since , their half-sum has the same sign. The piecewise definition [F5] therefore gives , while induction using multiplicativity [F6] gives and . Since , [F5] gives , while by [F6]; hence .
Diagram
The following picture illustrates the periodic alternating data; the last edge identifies the two ends of the grid. The proof above uses the recurrence and applies to every even ; the drawing is not a proof.
Zero sampled constraint residual with unresolved smooth data
A mathematical aliasing example for the discrete constraint diagnostic. It is not a reported simulation, a measurement, or a claim that the sampled data admit a spacetime development.
Example
Let be even, let , let be a length, and choose . On with dimensionless angular coordinates , set
Take the vacuum branch with and . Fix any with the SI units specified by the discrete diagnostic; its value drops out because . The conformal data are and . Use a periodic mesh with and counts in the other directions. Put and use nodes , , with indices wrapped modulo each . For , let be the th standard basis vector of . For a scalar grid array , use the centered periodic maps
with indices reduced modulo , and apply them componentwise. For reconstruction, partition each periodic coordinate circle into the half-open cells
and assign every component on its value at node . This specifies the piecewise-constant map in the constraint-residual definition. For the reported residual arrays use uniform dimensionless weights and the norm
The bars around the scalar residual denote the real absolute value. For the sampled scalar and covector arrays, define the bilinear form
At the nodes of this example and every is positive. Hence this bilinear form is positive definite on the finite-dimensional space of scalar and covector grid arrays, and the displayed quantity is its induced norm. In the fixed SI component convention, each summand has units , so the norm has units . The recorded mesh hierarchy for this diagnostic is the singleton containing this grid; no refinement or convergence comparison is made.
The discrete residuals and vanish at every grid node, so their stated weighted norm is zero. However, the continuum Hamiltonian residual at is
Thus a smooth high-frequency field can have the same samples and zero discrete residual as flat data while violating the continuum constraint between grid points. A small or vanishing grid residual alone does not certify continuum constraint satisfaction or solution accuracy.
Statement references
A finite periodic scalar-wave benchmark
A discrete Hamiltonian and momentum constraint diagnostic
Absolute value in an ordered field
Basic properties of the absolute value
Vacuum conformal constraint data
Conformal reduction of the vacuum constraint equations
The Axiom of Countable Choice ()
Christoffel formula for the levi civita connection
Curvature of an affine connection
Parity and the Pythagorean identity for sine and cosine
The zero sets of sine and cosine and the least positive common period 2 pi
Quarter-turn values and shifts by pi/2 and pi
The derivatives of sine and cosine are cosine and minus sine
Facts & Assumptions
Given: The Axiom of Countable Choice for the exact conformal-data supplier's embedded interpretation, an even mesh count , the stated smooth conformal data, and the vacuum convention.
The Axiom of Countable Choice (): is the axiom that every countable family of nonempty sets has a choice function. It is retained because the conformal-data supplier includes the embedded Lorentzian interpretation; the algebraic grid example itself uses only the abstract data.
Vacuum conformal constraint data: on a compact smooth three-manifold, and ; vacuum means and zero stress-energy, and zero is transverse-traceless.
Conformal reduction of the vacuum constraint equations: for these data,
A finite periodic scalar-wave benchmark: the periodic coordinate grid has nodes in its first circle factor.
A discrete Hamiltonian and momentum constraint diagnostic: the discrete derivatives annihilate constant arrays, the signed vacuum scalar residual is , and the reconstruction map acts from admissible metric/extrinsic-curvature grid arrays to pointwise fields on the periodic torus without a smoothness claim.
Christoffel formula for the levi civita connection, Curvature of an affine connection: Christoffel symbols are given by the first-derivative metric formula, and curvature is the derivative-plus- quadratic expression in those symbols.
Absolute value in an ordered field: for real , if and if .
Basic properties of the absolute value: and exactly when ; in particular, .
Verification
Given: The mesh, parameter , amplitude , and the vacuum conformal data and discrete reconstruction in the Example.
Since is an integer, is -periodic. By [F6], . The flat seed metric is smooth positive-definite; is symmetric, trace-free and divergence-free, and is constant. Thus the data satisfy [F1] and , .
At each first-coordinate grid node , [F6] gives . The sampled arrays therefore have , , , . Since the discrete derivatives annihilate these constant arrays, the discrete connection and curvature formulas of [F4] give zero; [F4] then gives at every node. By [F8, F9], each scalar term , and the covector term is zero because . The induced norm of this zero array is therefore zero. The specified piecewise-constant reconstruction of these samples is flat.
In the lifted angular coordinates the coefficients of are constant. The Christoffel formula in [F5] therefore gives , and the curvature formula in [F5] gives . Thus . By [F7], At , [F6] gives and . Substituting , and this Laplacian into [F2] gives .
Step 2.1 and step 2.2 exhibit identical grid data with zero discrete residuals and a smooth continuum representative with a nonzero exact Hamiltonian residual. The reconstruction and finite differences cannot identify the unresolved sine mode from these samples; the residual therefore does not certify continuum constraint satisfaction.
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), Chapters 3–4, complete author PDFs
- 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