An effective high-order interval method for validating existence and uniqueness of the solution of an IVP for an ODE

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Publication:1597634





The initial value problem (IVP) \(y'(t)= f(y)\), \(y(t_0)\in Y_0\) is considered where \(Y_0\) is an interval vector over \(\mathbb{R}^n\) and \([t_0, T]\) is the domain for solutions. Given a grid \(t_0< t_1<\cdots< t_m= T\) with a step-size \(h_j= t_{j+1}- t_j\) \((j= 0,\dots, m-1)\) an algorithm is proposed with the following statement which is to be applied recursively: If an enclosure \(Y_j\) of the problem at \(t_j\) is given, a step-size \(h_j\) and an interval vector \(\widetilde Y_j\) is determined such that the problem \(y'(t)= f(y)\), \(y(t_j)= y_j\) has a unique solution \(y(t)\) with \(y(t)\in\widetilde Y_j\) for \(t_j< t< t_{j+1}\) and all \(y_j\in Y_j\). The algorithm uses higher-order enclosures of the differential equation and aims to produce as large step-sizes as possibles.




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