A posteriori error bounds for two point boundary value problems: a Green's function approach

DOI10.3934/JCD.2015001zbMATH Open1366.37050arXiv1410.0785OpenAlexW2964229568MaRDI QIDQ317173FDOQ317173

Jeremiah Birrell

Publication date: 30 September 2016

Published in: Journal of Computational Dynamics (Search for Journal in Brave)

Abstract: We present a computer assisted method for generating existence proofs and a posteriori error bounds for solutions to two point boundary value problems (BVPs). All truncation errors are accounted for and, if combined with interval arithmetic to bound the rounding errors, the computer generated results are mathematically rigorous. The method is formulated for $n$-dimensional systems and does not require any special form for the vector field of the differential equation. It utilizes a numerically generated approximation to the BVP fundamental solution and Green's function and thus can be applied to stable BVPs whose initial value problem is unstable. The utility of the method is demonstrated on a pair of singularly perturbed model BVPs and by using it to rigorously show the existence of a periodic orbit in the Lorenz system.

Full work available at URL: https://arxiv.org/abs/1410.0785

zbMATH Keywords

periodic orbitsingular perturbationa posteriori error analysistwo-point boundary value problemscomputer assisted proof

Mathematics Subject Classification ID

Nonlinear boundary value problems for ordinary differential equations (34B15) Green's functions for ordinary differential equations (34B27) Periodic orbits of vector fields and flows (37C27) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical solution of singularly perturbed problems involving ordinary differential equations (65L11) Algorithms with automatic result verification (65G20)

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Cited In (1)

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Uses Software

• INTLAB

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