MACIS 2015: Mathematical Aspects of Computer and Information Sciences pp 520-532 | Cite as
Certifying Trajectories of Dynamical Systems
Conference paper
First Online:
Abstract
This paper concerns the reliable integration of dynamical systems with a focus on the computation of one specific trajectory for a given initial condition at high precision. We describe several algorithmic tricks which allow for faster parallel computations and better error estimates. We also introduce “Lagrange models”. These serve a similar purpose as the more classical Taylor models, but we will show that they allow for larger step sizes, especially when the truncation orders get large.
Keywords
Reliable computation Dynamical systems Certified integration Ball arithmetic Taylor models Multiple precision computationsReferences
- 1.Alefeld, G., Herzberger, J.: Introduction to Interval Analysis. Academic Press, New York (1983)MATHGoogle Scholar
- 2.Brent, R.P., Kung, H.T.: Fast algorithms for manipulating formal power series. J. ACM 25, 581–595 (1978)MathSciNetCrossRefMATHGoogle Scholar
- 3.Gambill, T.N., Skeel, R.D.: Logarithmic reduction of the wrapping effect with application to ordinary differential equations. SIAM J. Numer. Anal. 25(1), 153–162 (1988)MathSciNetCrossRefMATHGoogle Scholar
- 4.van der Hoeven, J.: Relax, but don’t be too lazy. JSC 34, 479–542 (2002)MathSciNetMATHGoogle Scholar
- 5.van der Hoeven, J.: Ball arithmetic. In: Beckmann, A., Gaßner, C., Löwe, B. (eds.) International Workshop on Logical approaches to Barriers in Computing and Complexity, no. 6 in Preprint-Reihe Mathematik, pp. 179–208. Ernst-Moritz-Arndt-Universität Greifswald, February 2010Google Scholar
- 6.van der Hoeven, J.: Newton’s method and FFT trading. JSC 45(8), 857–878 (2010)MATHGoogle Scholar
- 7.van der Hoeven, J.: Calcul analytique. In: Journées Nationales de Calcul Formel (2011), vol. 2. Les cours du CIRM. CEDRAM 2011. Exp. No. 4, p. 85 (2011). http://ccirm.cedram.org/ccirm-bin/fitem?id=CCIRM_2011__2_1_A4_0
- 8.van der Hoeven, J.: Faster relaxed multiplication. In: Proceedings of the ISSAC 2014, pp. 405–412, Kobe, Japan, July 2014Google Scholar
- 9.Jaulin, L., Kieffer, M., Didrit, O., Walter, E.: Applied Interval Analysis. Springer, London (2001)CrossRefMATHGoogle Scholar
- 10.Kühn, W.: Rigourously computed orbits of dynamical systems without the wrapping effect. Computing 61, 47–67 (1998)MathSciNetCrossRefMATHGoogle Scholar
- 11.Kulisch, U.W.: Computer Arithmetic and Validity. Theory, Implementation, and Applications. Studies in Mathematics, vol. 33. de Gruyter, Berlin (2008)MATHGoogle Scholar
- 12.Lohner, R.: Einschließung der Lösung gewöhnlicher Anfangs- und Randwertaufgaben und Anwendugen. Ph.D. thesis, Universität Karlsruhe (1988)Google Scholar
- 13.Lohner, R.: On the ubiquity of the wrapping effect in the computation of error bounds. In: Kulisch, U., Lohner, R., Facius, A. (eds.) Perspectives on Enclosure Methods, pp. 201–217. Springer, New York (2001)CrossRefGoogle Scholar
- 14.Makino, K., Berz, M.: Remainder differential algebras and their applications. In: Berz, M., Bischof, C., Corliss, G., Griewank, A. (eds.) Computational Differentiation: Techniques, Applications and Tools, pp. 63–74. SIAM, Philadelphia (1996)Google Scholar
- 15.Makino, K., Berz, M.: Suppression of the wrapping effect by Taylor model-based validated integrators. Technical report MSU report MSUHEP 40910, Michigan State University (2004)Google Scholar
- 16.Moore, R.E.: Automatic local coordinate transformations to reduce the growth of error bounds in interval computation of solutions to ordinary differential equation. In: Rall, L.B. (ed.) Error in Digital Computation, vol. 2, pp. 103–140. Wiley, Hoboken (1965)Google Scholar
- 17.Moore, R.E.: Interval Analysis. Prentice Hall, Englewood Cliffs (1966)MATHGoogle Scholar
- 18.Moore, R.E., Kearfott, R.B., Cloud, M.J.: Introduction to Interval Analysis. SIAM Press, Philadelphia (2009)CrossRefMATHGoogle Scholar
- 19.Neumaier, A.: Interval Methods for Systems of Equations. Cambridge University Press, Cambridge (1990)MATHGoogle Scholar
- 20.Neumaier, A.: The wrapping effect, ellipsoid arithmetic, stability and confedence regions. In: Albrecht, R., Alefeld, G., Stetter, H.J. (eds.) Validation Numerics. Computing Supplementum, vol. 9, pp. 175–190. Springer, Heidelberg (1993)CrossRefGoogle Scholar
- 21.Neumaier, A.: Taylor forms - use and limits. Reliable Comput. 9, 43–79 (2002)MathSciNetCrossRefMATHGoogle Scholar
- 22.Nickel, K.: How to fight the wrapping effect. In: Nickel, K. (ed.) Interval Mathematics 1985. LNCS, vol. 212, pp. 121–132. Springer, Heidelberg (1985)CrossRefGoogle Scholar
- 23.Press, W.H., Teukolsky, S.A., Vetterling, W.T., Flannery, B.P.: Numerical recipes, the art of scientific computing, 3rd edn. Cambridge University Press, Cambridge (2007)MATHGoogle Scholar
- 24.Rump, S.M.: Verification methods: rigorous results using floating-point arithmetic. Acta Numerica 19, 287–449 (2010)MathSciNetCrossRefMATHGoogle Scholar
- 25.Sedoglavic, A.: Méthodes seminumériques en algèbre différentielle; applications à l’étude des propriétés structurelles de systèmes différentiels algébriques en automatique. Ph.D. thesis, École polytechnique (2001)Google Scholar
- 26.Turing, A.: On computable numbers, with an application to the Entscheidungsproblem. Proc. London Maths. Soc. 2(42), 230–265 (1936)MathSciNetMATHGoogle Scholar
- 27.Weihrauch, K.: Computable Analysis. Springer, Heidelberg (2000)CrossRefMATHGoogle Scholar
Copyright information
© Springer International Publishing Switzerland 2016