On a class of enclosure methods for initial value problems

DOI10.1007/BF02307387MaRDI QIDQ1340885zbMATH OpenFDO

Publication date 20 December 1994

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02307387

autonomous systems direct method enclosure methods initial value problems interval methods mean-value method Taylor series method

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Nonlinear ordinary differential equations and systems (34A34) Interval and finite arithmetic (65G30) Numerical methods for initial value problems involving ordinary differential equations (65L05) Error bounds for numerical methods for ordinary differential equations (65L70)

Review text

The author presents a class of methods for enclosing solutions of initial value problems with autonomous systems of ordinary differential equations (ODE's). This class is based on the well-known Taylor series method combined with an interval evaluation of the underlying Taylor polynomial and an enclosure of the remainder term. Depending on the way of introducing intervals in this expansion the author distinguishes three variants: the direct method, the mean-value method and the extended mean- value method. The latter one depends on additional matrices which can be chosen according to properties of the given system of ODE's. Three suggestions are made. For systems of linear ODE's expressions for the width of the enclosure of the solution are derived. It is shown that in this case the inclusions obtained by the direct method are never tighter than those of the mean-value method.

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