On the complexity of solving initial value problems

Abstract: In this paper we prove that computing the solution of an initial-value problem

d o t y = p (y)

with initial condition

y (t_{0}) = y_{0} i n R^{d}

at time

t_{0} + T

with precision

e^{- m u}

where

p

is a vector of polynomials can be done in time polynomial in the value of

T

,

m u

and

Y = s u p_{t_{0} l e q s l a n t u l e q s l a n t T} i n f n o r m y (u)

. Contrary to existing results, our algorithm works for any vector of polynomials

p

over any bounded or unbounded domain and has a guaranteed complexity and precision. In particular we do not assume

p

to be fixed, nor the solution to lie in a compact domain, nor we assume that

p

has a Lipschitz constant.

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