An implicit algorithm for validated enclosures of the solutions to variational equations for ODEs

We propose a new algorithm for computing validated bounds for the solutions to the first order variational equations associated to ODEs. These validated solutions are the kernel of numerics computer-assisted proofs in dynamical systems literature. The method uses a high-order Taylor method as a predictor step and an implicit method based on the Hermite-Obreshkov interpolation as a corrector step. The proposed algorithm is an improvement of the $C^1$-Lohner algorithm proposed by Zgliczy\'nski and it provides sharper bounds. As an application of the algorithm, we give a computer-assisted proof of the existence of an attractor set in the R\"ossler system, and we show that the attractor contains an invariant and uniformly hyperbolic subset on which the dynamics is chaotic, that is, conjugated to subshift of finite type with positive topological entropy.Comment: 33 pages, 11 figure

On turning waves for the inhomogeneous Muskat problem: a computer-assisted proof

We exhibit a family of graphs that develop turning singularities (i.e. their Lipschitz seminorm blows up and they cease to be a graph, passing from the stable to the unstable regime) for the inhomogeneous, two-phase Muskat problem where the permeability is given by a nonnegative step function. We study the influence of different choices of the permeability and different boundary conditions (both at infinity and considering finite/infinite depth) in the development or prevention of singularities for short time. In the general case (inhomogeneous, confined) we prove a bifurcation diagram concerning the appearance or not of singularities when the depth of the medium and the permeabilities change. The proofs are carried out using a combination of classical analysis techniques and computer-assisted verification.Comment: 30 pages, 6 figure

Status of the differential transformation method

Further to a recent controversy on whether the differential transformation method (DTM) for solving a differential equation is purely and solely the traditional Taylor series method, it is emphasized that the DTM is currently used, often only, as a technique for (analytically) calculating the power series of the solution (in terms of the initial value parameters). Sometimes, a piecewise analytic continuation process is implemented either in a numerical routine (e.g., within a shooting method) or in a semi-analytical procedure (e.g., to solve a boundary value problem). Emphasized also is the fact that, at the time of its invention, the currently-used basic ingredients of the DTM (that transform a differential equation into a difference equation of same order that is iteratively solvable) were already known for a long time by the "traditional"-Taylor-method users (notably in the elaboration of software packages --numerical routines-- for automatically solving ordinary differential equations). At now, the defenders of the DTM still ignore the, though much better developed, studies of the "traditional"-Taylor-method users who, in turn, seem to ignore similarly the existence of the DTM. The DTM has been given an apparent strong formalization (set on the same footing as the Fourier, Laplace or Mellin transformations). Though often used trivially, it is easily attainable and easily adaptable to different kinds of differentiation procedures. That has made it very attractive. Hence applications to various problems of the Taylor method, and more generally of the power series method (including noninteger powers) has been sketched. It seems that its potential has not been exploited as it could be. After a discussion on the reasons of the "misunderstandings" which have caused the controversy, the preceding topics are concretely illustrated.Comment: To appear in Applied Mathematics and Computation, 29 pages, references and further considerations adde

Chebyshev Interpolation Polynomial-based Tools for Rigorous Computing

17 pagesInternational audiencePerforming numerical computations, yet being able to provide rigorous mathematical statements about the obtained result, is required in many domains like global optimization, ODE solving or integration. Taylor models, which associate to a function a pair made of a Taylor approximation polynomial and a rigorous remainder bound, are a widely used rigorous computation tool. This approach benefits from the advantages of numerical methods, but also gives the ability to make reliable statements about the approximated function. Despite the fact that approximation polynomials based on interpolation at Chebyshev nodes offer a quasi-optimal approximation to a function, together with several other useful features, an analogous to Taylor models, based on such polynomials, has not been yet well-established in the field of validated numerics. This paper presents a preliminary work for obtaining such interpolation polynomials together with validated interval bounds for approximating univariate functions. We propose two methods that make practical the use of this: one is based on a representation in Newton basis and the other uses Chebyshev polynomial basis. We compare the quality of the obtained remainders and the performance of the approaches to the ones provided by Taylor models

Recent advances in rigorous computation of Poincar\'e maps

In this article we present recent advances on interval methods for rigorous computation of Poincar\'e maps. We also discuss the impact of choice of Poincar\'e section and coordinate system on obtained bounds for computing Poincar\'e map nearby fixed points.Comment: 26 pages, 6 tables, 6 figure

CAPD::DynSys: a flexible C++ toolbox for rigorous numerical analysis of dynamical systems

We present the CAPD::DynSys library for rigorous numerical analysis of dynamical systems. The basic interface is described together with several interesting case studies illustrating how it can be used for computer-assisted proofs in dynamics of ODEs.Comment: 25 pages, 4 figures, 11 full C++ example

C^{r}-Lohner algorithm

We present a Lohner type algorithm for the computation of rigorous bounds for the solutions of ordinary differential equations and its derivatives with respect to the initial conditions up to an arbitrary order