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Finite-time continuum limit of the cyclic spring chain: uniform O(a3/2) nodal and uniform interpolation convergence

Statement

Let L>0, c>0, let N≥2 be an integer and a:=L/N, and let [0,T] be a compact time interval, with T≥0. Let

u:[0,T]×R→R

be C2 in t and C4 in x (Ck Euclidean maps and diffeomorphisms), L-periodic in x, and satisfy utt=c2uxx on [0,T]×R; put

M:=sup⁡[0,T]×R∣∂x4u∣<+∞,M2:=sup⁡[0,T]×R∣∂x2u∣<+∞.

Let q:[0,T]→RN 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 qj(0)=u(0,ja), qj′(0)=ut(0,ja), and put

ej(t):=qj(t)−u(t,ja),C:=c2L M12.

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 [0,T] is the restriction of a solution on an open time interval containing [0,T]; the sampled derivative qj′(0) is the derivative of that solution. Thus derivatives remain defined when T=0. Uniqueness concerns the restricted state (q,q′).

(i) the solution q exists and is unique on [0,T];

(ii) for every t∈[0,T],

∥e(t)∥a≤Ca2t22,∥e′(t)∥a≤Ca2t;

(iii) consequently max⁡j∣ej(t)∣≤12Ca3/2t2 for t∈[0,T], so the nodal error tends to 0 uniformly as a→0;

(iv) let Iaq(t,⋅) be the piecewise-linear function on [0,L] that equals qj(t) at x=ja and is extended L-periodically; then for the periodic extension of u,

sup⁡x∈[0,L]∣Iaq(t,x)−u(t,x)∣≤max⁡j∣ej(t)∣+M2a28(0≤t≤T),

so the interpolated chain displacement converges to u uniformly on [0,T]×[0,L] as a→0.

Facts & Assumptions

Given: L,c,N,a,T; the smooth periodic solution u with the bounds M,M2; the sampled initial data.

[F2]

Apply The centered second difference differs from the second derivative by at most Ma2/12 when ∣u′′′′∣≤M to the one-variable function x↦u(t,x) at each x=ja. This gives ∣Δau(t,ja)−uxx(t,ja)∣≤Ma2/12 for every j,t.

[F3]

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 R defined below, ddtEa=a∑jRjej′ and ∣ddtEa∣≤∥R∥a2Ea; the scaled Cauchy–Schwarz inequality is that item's part (b) (On Rn, abstract Cauchy–Schwarz is exactly the published finite-sum Cauchy–Schwarz inequality).

[F4]

Linear interpolation error: if φ∈C2 on [xj,xj+1] and ∣φ′′∣≤M2 there, then the chord ℓ through the endpoint values satisfies ∣φ(x)−ℓ(x)∣≤M2a2/8. Put g=φ−ℓ, so g(xj)=g(xj+1)=0 and ∣g′′∣≤M2. For an interior x, set c:=g(x)/((x−xj)(x−xj+1)) and H(s):=g(s)−c(s−xj)(s−xj+1). Then H vanishes at xj,x,xj+1; Rolle's theorem twice gives H′′(ξ)=0 for some ξ∈(xj,xj+1). Hence g(x)=12g′′(ξ)(x−xj)(x−xj+1), and ∣(x−xj)(x−xj+1)∣≤a2/4 gives the stated bound. Endpoints are immediate (Rolle's theorem: if a<b, f is continuous on [a,b], differentiable at every point of (a,b), and f(a)=f(b), then f′(c)=0 for some c∈(a,b), The first fundamental theorem: if f is integrable on [a,b] and continuous at c, then F′(c)=f(c); in particular a continuous f has F as a primitive, The derivative f′(c)=lim⁡x→cf(x)−f(c)x−c of f:A→R at a point c∈A that is a limit point of A, and differentiability on a set).

[F5]

Norms: ∥z∥a2=a∑jzj2, so max⁡j∣zj∣≤a−1/2∥z∥a. For continuous r:[0,t]→RN, ∥∫0tr(s)ds∥a≤∫0t∥r(s)∥ads: the scaled Cauchy--Schwarz inequality gives the triangle inequality for ∥⋅∥a, 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 Rn, abstract Cauchy–Schwarz is exactly the published finite-sum Cauchy–Schwarz inequality, The first fundamental theorem: if f is integrable on [a,b] and continuous at c, then F′(c)=f(c); in particular a continuous f has F as a primitive, For a<c<b: f is integrable on [a,b] if and only if it is integrable on [a,c] and on [c,b], and then ∫abf=∫acf+∫cbf; with the oriented form for arbitrary a,b,c).

Proof

technique · direct; compare the chain to the sampled solution, bound the Taylor remainder by the fourth derivative, and integrate the energy identity
1.1givenF1construct

Write the chain as the first-order system z′=Bz on R2N with z=(q,p) and the constant matrix B(q,p)=(p,c2a2(qj+1−2qj+qj−1))j. By [F1] applied to the matrix ODE with C(t)=B on [−1,T+1] and initial time 0, the initial value problem z′=Bz, z(0)=(q(0),q′(0)) has a unique solution on [0,T], and its first component is the unique solution q 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 [0,T] proves (i), including T=0; in that case all errors and energy at 0 vanish by the sampled state and every bound is immediate.

2.1givenF2step 1.1algebra

Put uj(t):=u(t,ja) and define Rj(t):=c2(Δauj(t)−uxx(t,ja))=c2Δauj(t)−utt(t,ja), the last equality by utt=c2uxx. By [F2], ∣Rj(t)∣≤c2Ma2/12 for every j,t, hence ∥R(t)∥a=(a∑jRj(t)2)1/2≤c2Ma212aN=Ca2. Since ej=qj−uj, the identities uj′′=c2(Δau)j−Rj and qj′′=c2(Δaq)j give ej′′=c2(Δae)j+Rj; moreover ej(0)=0 and ej′(0)=0 by the sampled initial data.

3.1givenF3F5step 2.1algebra

Put Ea(t):=12(∥e′(t)∥a2+c2∥D+e(t)∥a2), which is ≥0 with Ea(0)=0. By [F3] (the energy identity with the perturbation R of step 2.1), ddt2Ea(t)+δ=Ea′(t)2Ea(t)+δ≤∥R(t)∥a2Ea(t)2Ea(t)+δ≤∥R(t)∥a≤Ca2 for every δ>0. Integrating from 0 and letting δ↓0 gives 2Ea(t)≤Ca2t; in particular ∥e′(t)∥a≤Ca2t. Integrating e(t)=e(0)+∫0te′(s)ds and using [F5] gives ∥e(t)∥a≤∫0tCsa2ds=12Ca2t2. This is (ii).

4.1step 3.1F4F5algebra∎

By [F5], max⁡j∣ej(t)∣≤a−1/2∥e(t)∥a≤12Ca3/2t2, which is (iii). For (iv), fix t∈[0,T] and x=ja+s with 0≤s≤a. The interpolant of the samples of u satisfies the chord bound [F4] on [ja,(j+1)a] with φ=u(t,⋅), and ∣Iaq(t,x)−Iau(t,x)∣≤max⁡j∣ej(t)∣ because both interpolations are convex combinations of their nodal values; hence sup⁡x∣Iaq(t,x)−u(t,x)∣≤max⁡j∣ej(t)∣+M2a28. By (iii) the right-hand side tends to 0 as a→0 uniformly on [0,T].

Remarks

  • The convergence is finite-time and uniform only for the stated smooth L-periodic regime; the rate is the nodal O(a3/2) together with the interpolation error O(a2), and no uniform bound on ∥q∥∞ is claimed beyond what the estimates give. Rough data, non-periodic boundary conditions and nonlinear chains are separate problems.

  • The mechanical interpretation m=ρa, k=Ttension/a, c2=ka2/m 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.

  • The estimate is derived from the energy identity, so it requires only the perturbation R 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.

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