A Rigorous ODE Solver and Smale's 14th Problem
نویسنده
چکیده
We present an algorithm for computing rigorous solutions to a large class of ordinary differential equations. The main algorithm is based on a partitioning process and the use of interval arithmetic with directed rounding. As an application, we prove that the Lorenz equations support a strange attractor, as conjectured by Edward Lorenz in 1963. This conjecture was recently listed by Steven Smale as one of several challenging problems for the twenty-first century. We also prove that the attractor is robust, i.e., it persists under small perturbations of the coefficients in the underlying differential equations. Furthermore, the flow of the equations admits a unique SRB measure, whose support coincides with the attractor. The proof is based on a combination of normal form theory and rigorous computations.
منابع مشابه
Implementing a Rigorous ODE Solver through Literate Programming
Interval numerical methods produce results that can have the power of a mathematical proof. Although there is a substantial amount of theoretical work on these methods, little has been done to ensure that an implementation of an interval method can be readily verified. However, when claiming rigorous numerical results, it is crucial to ensure that there are no errors in their computation. Furth...
متن کاملExploiting the Multilevel Parallelism and the Problem Structure in the Numerical Solution of Stiff ODEs
A component-based methodology to derive parallel stiff Ordinary Differential Equation (ODE) solvers for multicomputers is presented. The methodology allows the exploitation of the multilevel parallelism of this kind of numerical algorithms and the particular structure of ODE systems by using parallel linear algebra modules. The approach furthers the reusability of the design specifications and ...
متن کاملThe development of Runge-Kutta methods for partial differential equations
A widely-used approach in the time integration of initial-value problems for time-dependent partial differential equations (PDEs) is the method of lines. This method transforms the PDE into a system of ordinary differential equations (ODEs) by discretization of the space variables and uses an ODE solver for the time integration. Since ODEs originating from spaee-discretized PDEs have a special ...
متن کاملOde Software That Computes Guaranteed Bounds on the Solution
1 ABSTRACT Validated methods for initial value problems (IVPs) for ordinary diierential equations (ODEs) produce bounds that are guaranteed to enclose the true solution of a problem. In this chapter, we brieey survey validated methods for IVPs for ODEs, discuss software issues related to the implementation of a validated ODE solver, and describe the structure of a package for computing rigorous...
متن کاملDirect handling of ordinary differential equations in constraint-solving-based analysis of hybrid systems
We encode the behavior of hybrid discrete-continuous systems, their initial conditions, and the target states in whose reachability we are interested in a bounded model checking (BMC) formula comprising boolean connectives, arithmetic constraints, and ordinary differential equations (ODEs). These Satisfiability (SAT) modulo ODE formulae are the input to our solver, which combines reasoning for ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Foundations of Computational Mathematics
دوره 2 شماره
صفحات -
تاریخ انتشار 2002