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Additive per-step errors in a Lipschitzian one-step scheme accumulate geometrically:
Statement
Let be a metric space (Metric space: iff , symmetry, and the triangle inequality; pseudometric and ultrametric), let map into itself, and let and . Assume
which is a Lipschitz hypothesis on with constant (Lipschitz map, -Hölder map for rational , and contraction). Fix , put for , and let together with points satisfying
for a number ("computational error per step"). Then for every :
- if , , and if , ;
- if moreover satisfies the Lipschitz bound for all and some , then
- if for some and , then and therefore
Facts & Assumptions
Given: The metric space , the map , the constants , , , the exact iterates and the computed points with .
Metric axioms and the triangle inequality in the forms (Metric space: iff , symmetry, and the triangle inequality; pseudometric and ultrametric).
The Lipschitz hypothesis on , and the Lipschitz bound on in clause 2 (Lipschitz map, -Hölder map for rational , and contraction).
Exponential estimates: for , and for with strictly increasing (The exponential function is smooth and , The second fundamental theorem: if is differentiable on with and is integrable, then , The exponential function is strictly increasing, The exponential is positive and satisfies ).
Proof
One-step recursion. By [F1] and [F2],
Induction. We show for all . For this is . If it holds for , then step 1.1 gives .
Geometric evaluation. For the finite geometric sum is , and for it is ; this proves clause 1 in both cases. Clause 2 follows by applying the Lipschitz bound on to the pair and substituting clause 1.
Long-time form. If then by [F3], , so and . Finally because for ; this proves clause 3.
Remarks
- The lemma is a general accumulation statement about a one-step scheme with an external per-step perturbation; it does not model any concrete floating-point arithmetic, and is a hypothesis on the computed points, not a derived roundoff bound. For velocity Verlet, its application requires a metric state set on which all stages are defined, , computed points remaining in , and a positive step . Establish separately a numerical-map bound for every . Then, for and , this lemma contributes to the finite-time error comparison, or when . The exact-field derivative constant in Finite-time global error of the velocity-Verlet method: bounds the exact flow and does not establish this map bound or invariance of . Combining the estimates requires their hypotheses on a common admissible set; exact-arithmetic symplecticity in The drift, kick and velocity-Verlet maps are canonical: and does not itself provide these error hypotheses.
- No choice principle is used; the induction is finite and the geometric sums are finite sums.
Depends on
Metric space: iff , symmetry, and the triangle inequality; pseudometric and ultrametric
Lipschitz map, -Hölder map for rational , and contraction
Euclidean maps and diffeomorphisms
The exponential is positive and satisfies
The exponential function is strictly increasing
The exponential function is smooth and
The second fundamental theorem: if is differentiable on with and is integrable, then
Dependency tree · 2 levels
Sources
- E. Hairer, Geometric Numerical Integration (TU Munchen 2010), Lecture 3 'Backward error analysis', Section 3: accumulation of per-step perturbations with a Lipschitz constant, the summation argument for long-time energy estimates, printed pages 6-7
- A. Quillen, PHY411 Lecture notes Part 7 'Integrators' (University of Rochester), Section 1.1: accumulation of per-step errors versus local truncation errors for one-step methods, printed pages 2-5