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Suppression of the wrapping effect by Taylor model-based verified integrators: long-term stabilization by preconditioning. (English) Zbl 1133.65045

Summary: The verified integration of ranges of initial conditions through ordinary differential equations faces two major challenges, namely, the precise representation of the flow over the short term, and the avoidance of unfavorable buildup of errors in the long term. The Taylor model approach is very well suited to overcome the problems of short term flow representation.
In this paper we discuss a method based on preconditioning that stabilizes the long-term evolution of the flow. Examples of the performance of the method and comparisons to other approaches are given.

MSC:

65L05 Numerical methods for initial value problems involving ordinary differential equations
65G40 General methods in interval analysis
65G20 Algorithms with automatic result verification
34A30 Linear ordinary differential equations and systems
34A34 Nonlinear ordinary differential equations and systems

Software:

Cosy