Shadowing orbits of ordinary differential equations (Q1342915)

This note describes conditions that ensure that a numerically computed approximate orbit of a \(C^ 2\) vector field \(f\) on \(R^ n\) is shadowed by an actual orbit of the vector field. The details of the numerical method are contained in another paper by the same authors (Numer. Math., to appear). A \(\delta\) pseudo-orbit is a sequence of points \(\{y_ k\}\), \(0 \leq k \leq N\) and associated positive times \(h_ k\) with the property that the solution with initial position \(y_ k\) is located at time \(h_ k\) within \(\delta\) of \(y_{k+1}\). Their result can essentially be described as follows: Suppose that \(U\) is an open convex set in phase space and that \(\{y_ k\}\), \(0 \leq k \leq N\) is a \(\delta\) pseudo-orbit such that any orbit segment of length \(2h_ k\) beginning within some distance \(\varepsilon_ 0\) of \(y_ k\) lies inside \(U\). If \(\delta\) satisfies certain conditions then there is a constant \(\varepsilon < \varepsilon_ 0\), a point \(x \in U\), and times \(t_ k\) within \(\varepsilon\) of \(h_ k\) such that the orbit with initial position \(x\) is at time \(t_ k\) within \(\varepsilon\) of \(y_ k\). The conditions on \(\delta\) are a number of inequalities relating \(\delta\) with several other quantities, including the magnitudes of \(f\) and its first two derivatives on all of \(U\), the lengths \(h_ k\) of the orbit segments, the minimum of the magnitude of \(f\) along the pseudo-orbit, and estimates of the linearization of the flow from \(y_ k\) to \(y_{k+1}\).