Trusting Computations: a Mechanized Proof from Partial Differential Equations to Actual Program

Computer programs may go wrong due to exceptional behaviors, out-of-bound array accesses, or simply coding errors. Thus, they cannot be blindly trusted. Scientific computing programs make no exception in that respect, and even bring specific accuracy issues due to their massive use of floating-point computations. Yet, it is uncommon to guarantee their correctness. Indeed, we had to extend existing methods and tools for proving the correct behavior of programs to verify an existing numerical analysis program. This C program implements the second-order centered finite difference explicit scheme for solving the 1D wave equation. In fact, we have gone much further as we have mechanically verified the convergence of the numerical scheme in order to get a complete formal proof covering all aspects from partial differential equations to actual numerical results. To the best of our knowledge, this is the first time such a comprehensive proof is achieved.Comment: N° RR-8197 (2012). arXiv admin note: text overlap with arXiv:1112.179

A new approach to the parameterization method for Lagrangian tori of hamiltonian systems

We compute invariant Lagrangian tori of analytic Hamiltonian systems by the parameterization method. Under Kolmogorov’s non-degeneracy condition, we look for an invariant torus of the system carrying quasi-periodic motion with fixed frequencies. Our approach consists in replacing the invariance equation of the parameterization of the torus by three conditions which are altogether equivalent to invariance. We construct a quasi-Newton method by solving, approximately, the linearization of the functional equations defined by these three conditions around an approximate solution. Instead of dealing with the invariance error as a single source of error, we consider three different errors that take account of the Lagrangian character of the torus and the preservation of both energy and frequency. The condition of convergence reflects at which level contributes each of these errors to the total error of the parameterization. We do not require the system to be nearly integrable or to be written in action-angle variables. For nearly integrable Hamiltonians, the Lebesgue measure of the holes between invariant tori predicted by this parameterization result is of O(e1/2)O(e1/2) , where ee is the size of the perturbation. This estimate coincides with the one provided by the KAM theorem.Peer ReviewedPostprint (author's final draft

Rejoinder: Bayesian Checking of the Second Levels of Hierarchical Models

Rejoinder: Bayesian Checking of the Second Levels of Hierarchical Models [arXiv:0802.0743]Comment: Published in at http://dx.doi.org/10.1214/07-STS235REJ the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org