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Finite-time continuum limit of the cyclic spring chain: uniform nodal and uniform interpolation convergence
Statement
Let , , let be an integer and , and let be a compact time interval, with . Let
be in and in ( Euclidean maps and diffeomorphisms), -periodic in , and satisfy on ; put
Let be the (by (i), unique) solution of the cyclic spring-chain system of The cyclic spring chain, its discrete energy, and the finite-regularity periodic comparison class with the sampled initial data , , and put
Then:
Here smoothness on the closed time interval means restriction of a map defined on an open neighbourhood, with the indicated derivatives extending continuously to the interval. A chain solution on is the restriction of a solution on an open time interval containing ; the sampled derivative is the derivative of that solution. Thus derivatives remain defined when . Uniqueness concerns the restricted state .
(i) the solution exists and is unique on ;
(ii) for every ,
(iii) consequently for , so the nodal error tends to uniformly as ;
(iv) let be the piecewise-linear function on that equals at and is extended -periodically; then for the periodic extension of ,
so the interpolated chain displacement converges to uniformly on as .
Facts & Assumptions
Given: ; the smooth periodic solution with the bounds ; the sampled initial data.
Linear matrix ODEs with continuous coefficients have unique solutions on a compact interval (Linear matrix ODEs have unique global solutions on a fixed interval); a first-order system with constant is of this form, and its solutions are for the matrix solution with (First-order systems, initial value problems, and solutions on intervals, Sums, scalar multiples, products and quotients: , , , and when ).
Apply The centered second difference differs from the second derivative by at most when to the one-variable function at each . This gives for every .
Discrete summation by parts and the energy identity of Discrete periodic summation by parts, the scaled Cauchy-Schwarz inequality, and the discrete energy identity: for the chain perturbation defined below, and ; the scaled Cauchy–Schwarz inequality is that item's part (b) (On , abstract Cauchy–Schwarz is exactly the published finite-sum Cauchy–Schwarz inequality).
Linear interpolation error: if on and there, then the chord through the endpoint values satisfies . Put , so and . For an interior , set and . Then vanishes at ; Rolle's theorem twice gives for some . Hence , and gives the stated bound. Endpoints are immediate (Rolle's theorem: if , is continuous on , differentiable at every point of , and , then for some , The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive, The derivative of at a point that is a limit point of , and differentiability on a set).
Norms: , so . For continuous , : the scaled Cauchy--Schwarz inequality gives the triangle inequality for , so this bound holds for every Riemann sum and passes to the integral limit (The cyclic spring chain, its discrete energy, and the finite-regularity periodic comparison class, On , abstract Cauchy–Schwarz is exactly the published finite-sum Cauchy–Schwarz inequality, The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive, For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary ).
Proof
Write the chain as the first-order system on with and the constant matrix . By [F1] applied to the matrix ODE with on and initial time , the initial value problem , has a unique solution on , and its first component is the unique solution of the chain equations with the sampled data. The solution is smooth on the larger interval by repeated differentiation of its constant-coefficient equation. Restricting to proves (i), including ; in that case all errors and energy at vanish by the sampled state and every bound is immediate.
Put and define the last equality by . By [F2], for every , hence Since , the identities and give ; moreover and by the sampled initial data.
Put , which is with . By [F3] (the energy identity with the perturbation of step 2.1), for every . Integrating from and letting gives ; in particular . Integrating and using [F5] gives . This is (ii).
By [F5], , which is (iii). For (iv), fix and with . The interpolant of the samples of satisfies the chord bound [F4] on with , and because both interpolations are convex combinations of their nodal values; hence By (iii) the right-hand side tends to as uniformly on .
Remarks
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The convergence is finite-time and uniform only for the stated smooth -periodic regime; the rate is the nodal together with the interpolation error , and no uniform bound on is claimed beyond what the estimates give. Rough data, non-periodic boundary conditions and nonlinear chains are separate problems.
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The mechanical interpretation , , is a model reading of the parameters; the theorem compares the two mathematical evolutions and asserts no physical identification of the chain with any material string.
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The estimate is derived from the energy identity, so it requires only the perturbation to be continuous and the chain to solve exactly the linear system; no numerical integrator error is analyzed, and floating-point roundoff is not part of the statement.
Depends on
The cyclic spring chain, its discrete energy, and the finite-regularity periodic comparison class
The centered second difference differs from the second derivative by at most when
Discrete periodic summation by parts, the scaled Cauchy-Schwarz inequality, and the discrete energy identity
Linear matrix ODEs have unique global solutions on a fixed interval
First-order systems, initial value problems, and solutions on intervals
On , abstract Cauchy–Schwarz is exactly the published finite-sum Cauchy–Schwarz inequality
Rolle's theorem: if , is continuous on , differentiable at every point of , and , then for some
The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive
The second fundamental theorem: if is differentiable on with and is integrable, then
The integral with oriented limits: and
For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary
Sums, scalar multiples, products and quotients: , , , and when
The chain rule for total derivatives:
The derivative of at a point that is a limit point of , and differentiability on a set
Euclidean maps and diffeomorphisms
Intervals of : the nine order-convex forms, nondegeneracy, and length
Open ball, closed ball and sphere in a metric space
Dependency tree · 2 levels
Sources
- I. Stewart, Advanced Classical Mechanics (MIT 8.09/8.309 Fall 2014), Section 6.1 (the chain-to-continuum limit, Eqs. (6.1)–(6.8))
- G. Teschl, Ordinary Differential Equations and Dynamical Systems (AMS Graduate Studies in Mathematics 140, online edition), Problem 5.5 (harmonic crystal in one dimension) and the nearest-neighbour lattice example (8.81) in Section 8.4