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Finite-time linearization bound for the planar pendulum with explicit constants
Example
Let and consider the planar pendulum field
Let be the linear map , and let be its standard-coordinate matrix; use the matrix action of from Finite-time linearization error bound: quadratic remainder, exponential growth bound and the variation-of-constants estimate. On the closed ball one has
so the linearization theorem applies with , , . For the datum and one has , and the theorem bounds the linearization error by
where solves , ; in particular the linear solution stays within of the nonlinear one on .
Facts & Assumptions
Given: The field , the matrix , the radius , the datum and the horizon .
The linearization theorem (Finite-time linearization error bound: quadratic remainder, exponential growth bound and the variation-of-constants estimate): if is open, , is continuous and locally Lipschitz in the state variable, , , , , and and for and , then the nonlinear solution exists on and for . [given]
Taylor remainder bound: if has derivatives through order on the closed interval between and , with endpoint continuity, and there, then (A uniform derivative bound gives a uniform Taylor remainder bound); with , , and this gives , since (The derivatives of sine and cosine are cosine and minus sine, Signs, monotonicity intervals, and ranges of sine and cosine). [given]
Operator norm: (The operator norm as the least bound and as the unit-sphere or unit-ball supremum); for and one has , so and . [given]
(The elementary numerical bound ); the exponential is positive, increasing and satisfies (The exponential is positive and satisfies , The exponential function is strictly increasing, The exponential addition formula ); and (Signs, monotonicity intervals, and ranges of sine and cosine).
The mean value theorem used below is The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with .
The integral is monotone for continuous real integrands (If on and both are integrable then ; and ), and by the constant-integral formula (If on then for every partition ; in particular every constant function is integrable, with ).
Verification
Quadratic remainder: for with , so by [L2] and ; hence is admissible.
Regularity and growth: is open and contains . The differentiable sine and coordinate functions make continuous. For and , [L6] and [L4] give , hence . Thus is globally -Lipschitz and in particular locally Lipschitz in the state variable. Growth bound: if , the mean value theorem (The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with ) applied to between and , with from [L4], gives ; this inequality is immediate at . Thus , so is admissible. With and , [L4] gives , so the hypotheses of [L1] hold.
Substitute: by [L1] and [L3], for the error is at most , since for and the resulting integrand is positive by [L4]. The addition formula gives ; since , monotonicity gives by [L4]. Monotonicity of the integral [L5] therefore yields , and the error is at most .
Depends on
Finite-time linearization error bound: quadratic remainder, exponential growth bound and the variation-of-constants estimate
A uniform derivative bound gives a uniform Taylor remainder bound
The derivatives of sine and cosine are cosine and minus sine
Signs, monotonicity intervals, and ranges of sine and cosine
The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with
The elementary numerical bound
The exponential is positive and satisfies
The exponential addition formula
The exponential function is strictly increasing
If on and both are integrable then ; and
The operator norm as the least bound and as the unit-sphere or unit-ball supremum
Open ball, closed ball and sphere in a metric space
If on then for every partition ; in particular every constant function is integrable, with
Dependency tree · 2 levels
Sources
- G. Teschl, Ordinary Differential Equations and Dynamical Systems (retrieved 365-page online edition), Section 2.4, Theorem 2.10, printed pp. 45-48 (variational equation), and Section 3.4, Theorem 3.12, printed pp. 83-84 (variation of constants). The numerical pendulum bounds are calculated locally.
- I. Stewart, Advanced Classical Mechanics (MIT 8.09 Fall 2014, complete course text), Chapter 7 Section 7.1.3: the linearised oscillator equation and the role of the nonlinear term, printed pages 147-148