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A hypothetical small-angle pendulum estimate of a gravitational parameter: linearized propagation and a bounded nonlinearity remainder on declared data

Physical scope

A worked, explicitly hypothetical parameter-estimation calculation for a separately declared constrained pendulum model: a data-reduction map uses the adopted small-angle period relation 4 pi^2 l / T^2 to estimate a gravitational parameter from declared numerical length and period inputs. This is not a calibration of an apparatus and does not instantiate the force-branch observable model, which this framework defines separately. The item computes the first and second derivatives of the data-reduction map, the exactly propagated covariance of its linearization, and a bounded nonlinearity remainder on a declared box; it asserts no measured length, period, parameter value or uncertainty.

Example

Adopt as the declared physical content of a separate hypothetical constrained model the ideal planar point pendulum: one bob of inertial mass m>0, a fixed pivot at the origin of an inertial frame, and an ideal massless rigid rod of length l>0 constraining the bob to the vertical e1,e3 plane. Write its position as x(t)=l(sin⁡θ(t)e1−cos⁡θ(t)e3) for frame time t∈R, with a C2 angle θ measured from the downward vertical; θ=0 is the bottom position. Adopt the uniform acceleration field −ge3, with g>0 a declared acceleration parameter of dimension ℓτ−2, so the applied force is −mge3 using that same inertial mass. No separate gravitational mass or empirical mass-equality claim is introduced. The ideal rod reaction has zero tangential component. The adopted exact equation of this constrained model is ml2θ′′+mglsin⁡θ=0, and small-angle idealization T=2πl/g for the period T of a small oscillation, whose linearization at θ=0 is the quadratic mode of angular frequency ω=g/l. The model and its small-angle idealization are declared data of the example, adopted from the cited treatments; the exact finite-amplitude period discrepancy is not derived here. This constrained system is not a force-branch operational observable model: for N=1, the rod and plane constraints give the configuration set Qrod={(x1,x2,x3)∈R3:x2=0, x12+x32=l2}, a circle with empty interior, whereas Operational observable model of the force branch: parameters, preparations, observation times, readout, units and additive error requires an open configuration domain Q⊆R3N. This example supplies only the constrained angle equation and a hypothetical data-reduction map. No measurement is performed and no measured value is used.

The proposed data-reduction map. Use numerical input coordinates l,T for the pendulum length in metres and period in seconds, respectively. Algebraically solving the adopted small-angle relation T=2πl/g for the parameter g gives the reconstruction function h:U⟶R,U:={(l,T)∈R2:l>0, T>0},h(l,T):=4π2lT2, which is a data-reduction map, not the prediction map Φ of Operational observable model of the force branch: parameters, preparations, observation times, readout, units and additive error. For a specified oscillation amplitude 0<α<π released from rest, let Texact(l,g,α) denote the period of that declared ideal motion when a finite period exists. The finite-amplitude discrepancy is δ:=∣Texact(l,g,α)−2πl/g∣≥0, in units of τ; this example neither estimates nor bounds δ. Any actual apparatus calibration would also require a calibration datum as in Calibration of a mechanical apparatus against the primitive standards of the framework: reference inputs, deviations, rules and calibrated prediction maps, including its reference deviations and calibration rule; this item supplies no reference observations or realized setting. In the calculations below l and T are numerical coefficients in metres and seconds, h is the numerical coefficient in metres per second squared, and Euclidean norms are applied to those fixed numerical coordinates, not to sums of physical quantities of different dimensions; the constants depend on this coordinate convention.

Declared data. Fix a nominal input μ=(l0,T0)∈U with l0,T0>0 and radii 0<ρl<l0, 0<ρT<T0, and put UB:=(l0−ρl, l0+ρl)×(T0−ρT, T0+ρT)⊆U, an open convex box. Let X=(l,T):Ω→UB be a square-integrable random vector with E[X]=μ,Cov⁡(X)=(σl2σlTσlTσT2). All entries are declared model data: no reading of an apparatus is asserted. With h as above:

  1. h is C∞ on U, with ∂h∂l(l,T)=4π2T2=h(l,T)l,∂h∂T(l,T)=−8π2lT3=−2h(l,T)T, so Dh(μ) has the two components h(μ)/l0 and −2h(μ)/T0;
  2. the Hessian on U is Hh(l,T)=(0−8π2T3−8π2T324π2lT4), and on UB its operator norm is at most the Frobenius bound B:=(2(8π2(T0−ρT)3)2+(24π2(l0+ρl)(T0−ρT)4)2)1/2;
  3. the covariance of the linearization Tμ(x)=h(μ)+Dh(μ)⋅(x−μ) is the 1×1 matrix Cov⁡(Tμ(X))=16π4T04 σl2−64π4l0T05 σlT+64π4l02T06 σT2, which for uncorrelated inputs (σlT=0) reads Cov⁡(Tμ(X))=16π4T04(σl2+4l02T02 σT2)=h(μ)2(σl2l02+4σT2T02);
  4. for the nonlinearity remainder R:=h(X)−h(μ)−Dh(μ)⋅(X−μ) one has the pointwise bound ∣R∣≤B2∣X−μ∣2, hence ∣E[R]∣≤E∣R∣≤B2E∣X−μ∣2, and if E∣X−μ∣4<+∞ then E[R2]≤B24E∣X−μ∣4.

Since E[X]=μ gives E[Dh(μ)(X−μ)]=0, the mean of the reading g^:=h(X) satisfies ∣E[g^]−h(μ)∣≤B2E∣X−μ∣2, while the exact variance of the linearization is the matrix of clause 3. The actual variance has the explicit correction of Mean, mean-square and covariance bounds for second-order linearization error: with s2=Var⁡(Tμ(X)) and M4=E∣X−μ∣4, ∣Var⁡(g^)−s2∣≤Bs2M4+B24M4. The box ensures M4≤(ρl2+ρT2)2<∞; the model discrepancy δ and the reference deviations of the calibration contribute further unquantified terms. The protocol is a proposal: no value of l, T, g, σl, σT, σlT, δ or B is a measurement here.

Facts & Assumptions

Given: The separately declared constrained pendulum equation and small-angle idealization, the data-reduction map h(l,T)=4π2lT−2, the open convex set U, the point μ=(l0,T0)∈U, the open box UB⊆U, and the hypothetical random vector X with mean μ and covariance matrix as displayed.

[L1]

The exact constrained pendulum equation ml2θ′′+mglsin⁡θ=0 and the small-angle period relation T=2πl/g, with linearized angular frequency ω=g/l, are adopted model data from the cited treatments. The function h(l,T)=4π2l/T2 is the algebraic reconstruction of g from that small-angle relation, and the finite-amplitude discrepancy δ is not bounded here. It is not the prediction map Φ of Operational observable model of the force branch: parameters, preparations, observation times, readout, units and additive error, whose force-branch protocol is not instantiated by this constrained model.

[L2]

Powers and their derivatives: for n≥1 the function x↦x−n is differentiable on {x≠0} with derivative −nx−n−1, and the algebra of derivatives gives the product and quotient rules (For a natural n≥1 the function x↦xn is differentiable everywhere with derivative ι(n) x n−1; for n=0 it is the constant 1, with derivative 0; for a natural n≥1 the function x↦x−n is differentiable at every x≠0 with derivative −ι(n) x−n−1; consequently every polynomial function is differentiable at every real, with the derivative computed term by term, Sums, scalar multiples, products and quotients: (f+g)′(c)=f′(c)+g′(c), (αf)′(c)=αf′(c), (fg)′(c)=f′(c)g(c)+f(c)g′(c), and (f/g)′(c)=(f′(c)g(c)−f(c)g′(c))/g(c)2 when g(c)≠0); the set U is open and convex, and h is C∞ on it because T>0 there; total differentiability and the Jacobian and Hessian conventions are those of The total (Fréchet) derivative Df(a) as the linear first-order approximation with o(∥h∥2) remainder, The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case and The Hessian matrix and critical points of a scalar field, with the Euclidean norm of The Euclidean inner product ⟨x,y⟩=∑k<nxkyk on Rn. For each row ri of a matrix H, ∣ri⋅v∣2≤∣ri∣2∣v∣2 by Cauchy–Schwarz: ∣⟨x,y⟩∣≤∥x∥ ∥y∥, with equality exactly for dependent pairs; summing over rows yields ∣Hv∣2≤(∑i,jHij2)∣v∣2, the Frobenius bound on its operator norm.

[L3]

Linearized propagation: for a totally differentiable h:U→R at μ, a random element X with values in U, mean μ and covariance matrix Σ, the affine map Tμ(x)=h(μ)+Dh(μ)⋅(x−μ) applied to X has covariance matrix Dh(μ)ΣDh(μ)T (The covariance of the linearization is AΣAT, Mean vector and covariance matrix of a square-integrable random vector).

[L4]

Remainder bounds: if h is C2 on an open convex set containing μ with ∥Hh∥≤B and the random vector X takes values in that set, then R=h(X)−h(μ)−∇h(μ)⋅(X−μ) satisfies ∣R∣≤B∣X−μ∣2/2 pointwise. If additionally E[X]=μ and E∣X−μ∣2<∞, then R is integrable and ∣E[R]∣≤E∣R∣≤BE∣X−μ∣2/2. If moreover M4:=E∣X−μ∣4<∞, then E[R2]≤B2M4/4 and, with s2=Var⁡(Tμ(X)), ∣Var⁡(h(X))−s2∣≤Bs2M4+B2M4/4 (A uniform Hessian bound controls the second-order Taylor remainder, Mean, mean-square and covariance bounds for second-order linearization error).

[L5]

Linearity of expectation for integrable components: the expectation of a finite linear combination of integrable real random variables is the same linear combination of the expectations, so for a fixed vector u and a square-integrable random vector X with E[X]=μ one has E[u⋅(X−μ)]=0 (Linearity, monotonicity, and the modulus bound for expectation).

Verification

technique · direct computation of the first and second derivatives, application of the linearized propagation identity, and application of the uniform second-order remainder bound
1.1givenL2algebra

On U the function l↦4π2l is a polynomial and T↦T−2 has derivative −2T−3 by [L2], so the product rule gives ∂h/∂l=4π2T−2 and ∂h/∂T=4π2l⋅(−2T−3)=−8π2lT−3, which the identity h=4π2lT−2 turns into h/l and −2h/T; hence Dh(μ)=(h(μ)/l0, −2h(μ)/T0).

2.1step 1.1L2algebra

Differentiating the first derivatives with the same rules gives ∂2h/∂l2=0, ∂2h/∂l∂T=−8π2T−3 and ∂2h/∂T2=24π2lT−4, the symmetric Hessian Hh of clause 2 of the statement; for (l,T)∈UB one has T>T0−ρT>0 and l<l0+ρl, so the moduli of the two second derivatives are below 8π2(T0−ρT)−3 and 24π2(l0+ρl)(T0−ρT)−4; since the Euclidean operator norm of a real symmetric 2×2 matrix is at most its Frobenius norm, the square root of the sum of the squares of all four entries (including both off-diagonal entries), ∥Hh(x)∥≤B holds on UB with the displayed B.

2.2givenstep 1.1L3algebra

The map h is C2 on the open convex U, hence totally differentiable at μ with Dh(μ) as in step 1.1, and X takes values in UB⊆U with mean μ and covariance matrix Σ, so [L3] identifies the covariance matrix of Tμ(X) as the 1×1 matrix Dh(μ)ΣDh(μ)T=(h(μ)/l0)2σl2−2(h(μ)/l0)(2h(μ)/T0)σlT+(2h(μ)/T0)2σT2; substituting h(μ)=4π2l0/T02 gives the three terms of clause 3, and at σlT=0 the relation DhΣDhT=h(μ)2(σl2/l02+4σT2/T02) follows by factoring out h(μ)2=16π4l02/T04.

3.1step 1.1step 2.1L4algebra

Steps 1.1 and 2.1 exhibit h as C2 on the open convex box UB with ∥Hh∥≤B there, and X takes values in UB with E[X]=μ; [L4] with this B gives the pointwise bound, the two mean bounds and the squared-moment bound of clause 4, the last under its stated fourth-moment hypothesis.

4.1step 2.2step 3.1L1L4L5given∎

By [L5] with u=Dh(μ) the term E[Dh(μ)(X−μ)] vanishes because E[X]=μ, so E[g^]=h(μ)+E[R] and clause 4 bounds ∣E[g^]−h(μ)∣ by B2E∣X−μ∣2, while the exact variance of g^ equals the propagated covariance of step 2.2 plus the covariance contributions of R, and [L4] explicitly gives ∣Var⁡(g^)−s2∣≤Bs2M4+B2M4/4 with s2=Var⁡(Tμ(X)) and M4=E∣X−μ∣4≤(ρl2+ρT2)2<∞ by the bounded box; the finite-amplitude discrepancy δ and any future calibration-input or readout deviations are separate, unquantified terms, no number in the statement is a measured value, and this calculation is a proposal for a future reported experiment in the sense of Contract for a future reported experiment of the framework: source, setup, calibration, procedure, sampling, observations, uncertainty and interpretation.

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