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Finite exponential and smooth quotient remainder control

Statement

Let d be a nonnegative integer and let A be a complex d×d matrix acting on Cd with its Euclidean norm ∥x∥2=(∑j<d∣xj∣2)1/2, let t∈R, and let n be a nonnegative integer. With ∥A∥=sup⁡∥x∥2≤1∥Ax∥2 and etA=∑k=0∞tkAk/k!, one has ∥etA−∑k=0ntkAk/k!∥≤e∣t∣∥A∥(∣t∣∥A∥)n+1/(n+1)!.

For d≥1 the same operator norm is the supremum over unit vectors. For d=0, the space has only the zero vector, A=I=0 as operators on this space, and the unit-ball supremum and the operator remainder are both zero.

For scalar functions near t=0, write h(t)=O(tn+1) when there are constants C,δ>0 such that ∣h(t)∣≤C∣t∣n+1 for ∣t∣<δ. If f(t)=∑k=0naktk+O(tn+1) and g(t)=∑k=0nbktk+O(tn+1), their product has the expansion through order n obtained by truncating the polynomial product. If b0≠0, their quotient has an expansion through order n with coefficients c0=a0/b0 and cj=(aj−∑k=1jbkcj−k)/b0 for 1≤j≤n. These assertions apply at fixed parameter values. Uniform remainders on a parameter set require uniform bounds on the input coefficients and remainders and, for quotients, a uniform positive lower bound on ∣b0∣. A denominator vanishing at zero requires separate cancellation or extension before this quotient assertion is applied.

Facts & Assumptions

[F1]

On a complex Banach space the bounded-operator exponential is the absolutely convergent operator-norm series given in the statement. The exponential series of a bounded operator

[F2]

A bounded linear operator has finite operator norm defined by the unit-ball supremum; this equals the unit-sphere supremum on a nonzero domain and is zero on the zero space. Composition satisfies ∥ST∥≤∥S∥∥T∥. A bounded linear operator between normed spaces The operator norm as the least bound and as the unit-sphere or unit-ball supremum Composition satisfies ‖ST‖≤‖S‖ ‖T‖

[F3]

For u≥0, the real exponential is eu=∑j=0∞uj/j!. The real exponential function and the number e by a power series

[F4]

The coordinate pairing ⟨x,y⟩=∑j<dxjyj‾ is an inner product, including when d=0, and its induced length is a complex norm. The standard formulas ⟨ x,y⟩=∑_k<nxₖ yₖ on ℝⁿ and ∑_k<nxₖyₖ on ℂⁿ are inner products The induced length is a norm

[F5]

The standard coordinate vectors form an ordered basis of Cd, with the empty basis at d=0. Every real or complex normed space with an ordered basis of finite length is Banach. The standard list e : n → Fⁿ with eᵢ(i) = 1_F and eᵢ(j) = 0_F for j ≠ i is an ordered basis of Fⁿ; hence dim_F Fⁿ = n, and F⁰ is the zero space with basis ∅ and dimension 0 Every finite-dimensional normed space is Banach

[F6]

A linear map from a normed space with an ordered basis of finite length into a normed space over the same scalar field is bounded. A linear map from a finite-dimensional normed space is bounded

Proof

Given: The matrix, integer, and scalar expansions in the statement.

Goal: Establish the operator tail estimate and the scalar expansion rules with their stated uniformity conditions.

1.1givenF1F2F4F5F6algebra

By [F4], the displayed Euclidean length makes Cd a complex normed space, and its finite ordered basis in [F5] makes it Banach. Matrix multiplication is complex linear: for each i<d, (A(αx+βy))i=∑j<dAij(αxj+βyj)=α(Ax)i+β(Ay)i. Thus [F6] makes A bounded and [F1] applies. If d=0, there is only one vector and only one operator, so A=I=0 and the asserted norm and remainder are zero by [F2]. If d≥1, the unit-ball norm equals the unit-sphere supremum by [F2].

1.2givenalgebra

Write f=P+r and g=Q+s, where P,Q are the displayed polynomials and r,s=O(tn+1). For ∣t∣ sufficiently small, P and Q are bounded, so Ps+Qr+rs=O(tn+1). Terms of PQ above degree n are also O(tn+1); thus the stated product expansion follows.

2.1F1F2F3step 1.1algebra

Put u=∣t∣∥A∥. By absolute convergence and the triangle inequality, the operator tail is at most ∑k=n+1∞uk/k!. Since (n+1+j)!≥(n+1)!j! for every j≥0, this sum is at most un+1eu/(n+1)!. This also covers u=0.

2.2givenstep 1.2algebra

If b0≠0, define C(t)=∑j=0ncjtj by the stated recurrence. Its coefficients make every coefficient through degree n of P−QC zero, so P−QC=O(tn+1). Also g(t)=b0+O(t) when n≥1, while for n=0 the given remainder gives the same conclusion; hence ∣g(t)∣≥∣b0∣/2 for sufficiently small ∣t∣. Consequently f/g−C=(f−gC)/g=O(tn+1).

3.1step 1.2step 2.2algebra∎

If coefficient and remainder bounds are uniform, the bounds used for the product are uniform after restricting to a common sufficiently small neighborhood. If additionally ∣b0∣ has a uniform positive lower bound, the same is true of ∣g(t)∣, and the recurrence and quotient estimate are uniform. Without that lower bound the argument gives only fixed-parameter control. Cancellation or extension at a zero denominator must be established separately before invoking the nonzero-denominator result.

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Used by · 12

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