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The difference operator loses a controlled domain margin and is bounded by
Statement
Let and let be analytic splitting data as in Analytic splitting data with uniform holomorphic neighbourhood, and the exact symmetric splitting map , with complexified form and bracket as in Complex phase domains, holomorphic maps on , and the complexified canonical form and bracket. For put .
There is a constant such that for every integer , with
the following holds for every complex with . Write for ; then , , and for . Define the difference operator
for functions holomorphic on , where the composition is read on . Then:
- Domain control. For every the map is holomorphic on , maps into , and satisfies for all .
- Single-step bound. If is holomorphic on with there, then is holomorphic on and with .
- Iterates. Taking one has for , and for every holomorphic on and every , the iterate is holomorphic on and
Facts & Assumptions
Given: The analytic splitting data; , , the domains ; the constant of clause 2 (to be produced in the proof).
Geometric facts about the distance domains (Complex phase domains, holomorphic maps on , and the complexified canonical form and bracket): is -Lipschitz, so implies for every , and for . Every has , so .
Flow displacement: by The flow of a bounded holomorphic field on a polydisc: existence in complex time, displacement bound, holomorphy, and the composition law clause 1, each of the three flows in displaces its argument by at most times the modulus of its time parameter, provided the argument lies in the appropriate polydisc of radius with ; consequently, on the domains used below, . The composition is holomorphic by Hamiltonian flows and the exact splitting map preserve the complexified canonical form and the Poisson bracket and Calculus of holomorphic maps: chain rule, Wirtinger derivatives, coefficient extraction in one variable, and locally uniform limits clause 1.
Cauchy derivative estimates on a polydisc (Iterated Cauchy formula, power-series expansion and Cauchy estimates for functions continuous and separately holomorphic on a polydisc clause 3): if is continuous and separately holomorphic on , then for , with ; a function holomorphic on an open set is continuous and separately holomorphic there.
The mean value estimate on a segment: if is totally differentiable on the segment and on it for every , then ; this follows by applying the one-variable mean value estimate to the real coordinate functions along the segment (The chain rule for total derivatives: , The total (Fréchet) derivative as the linear first-order approximation with remainder, Directional derivatives and partial derivatives of a map ).
Holomorphy of the pullback and of differences: is holomorphic on by the chain rule of Calculus of holomorphic maps: chain rule, Wirtinger derivatives, coefficient extraction in one variable, and locally uniform limits clause 1, so is holomorphic there (Complex phase domains, holomorphic maps on , and the complexified canonical form and bracket).
Proof
Margin bookkeeping. Fix , and . Since , implies both and . Construct the three factors sequentially using polydiscs of radius centred at their initial points. The first centre is . The first flow exists by [F2] and displaces it by at most ; the second centre is therefore within that distance of . Inductively, the second flow displaces its own initial point by at most , and the last by at most . Thus every intermediate centre and every point along a subflow, with its time parameter running along the segment from zero to that factor's time, lies within the accumulated bound of . At each centre the polydisc has Euclidean radius , so its distance to is less than ; it lies in . The flow lemma permits each subtime because . This induction establishes existence and the intermediate bounds without using cancellation in the final displacement. Set ; the triangle inequality gives . By [F1], , so . The same strict bound holds along the straight segment , since every such point is within of . Consequently the polydisc of radius about each point of that segment, including its distinguished boundary, lies in . Composition holomorphy follows from [F2]. This proves clause 1 with the stated constants and margins.
Single-step bound. Let be holomorphic on with . For , and on the segment, [F3] applied at with the polyradius , whose distinguished boundary lies in by step 1.1, gives for every . Hence by [F4], and is holomorphic on by [F5]. This is clause 2 with , which depends only on .
Iteration. By induction on : suppose is holomorphic on with (true for ), then step 1.1 shows , so is defined and holomorphic on by clause 2, with bound .
The factor . With the constraint implies and, with the constant of step 2.1, because . This proves clause 3 with .
Conclusion. Clause 1 is step 1.1, clause 2 is step 2.1, clause 3 is steps 3.1 and 4.1; all constants depend only on , , .
Remarks
- The loss of margin is exactly per application: applications consume of the available , and the surviving domain still contains . The choices and are conventions fixed once and for all on this page; every later item refers to them.
- The constant is not used beyond the geometric summations; optimising it is irrelevant. No choice principle is used.
Depends on
Analytic splitting data with uniform holomorphic neighbourhood, and the exact symmetric splitting map
Hamiltonian flows and the exact splitting map preserve the complexified canonical form and the Poisson bracket
The flow of a bounded holomorphic field on a polydisc: existence in complex time, displacement bound, holomorphy, and the composition law
Iterated Cauchy formula, power-series expansion and Cauchy estimates for functions continuous and separately holomorphic on a polydisc
Calculus of holomorphic maps: chain rule, Wirtinger derivatives, coefficient extraction in one variable, and locally uniform limits
Complex phase domains, holomorphic maps on , and the complexified canonical form and bracket
A phase domain, its canonical one-form and its standard symplectic two-form
The chain rule for total derivatives:
The total (Fréchet) derivative as the linear first-order approximation with remainder
Directional derivatives and partial derivatives of a map
Open ball, closed ball and sphere in a metric space
The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement
Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line
A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value
Euclidean maps and diffeomorphisms
Dependency tree · 2 levels
Sources
- E. Hairer, Geometric Numerical Integration (TU Munchen 2010), Lecture 3 'Backward error analysis', Section 1: the difference operator and the modified equation of a one-step method, printed pages 1-3
- J. Lebl, Tasty Bits of Several Complex Variables, Chapter 1, Section 1.2: Cauchy estimates on polydiscs and the mean value bound for holomorphic functions, printed pages 18-23