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A Symbolic-Numeric Validation Algorithm for Linear ODEs with Newton-Picard Method

Abstract : A symbolic-numeric validation algorithm is developed to compute rigorous and tight uniform error bounds for polynomial approximate solutions to linear ordinary differential equations, and in particular D-finite functions. It relies on an a posteriori validation scheme, where such an error bound is computed afterwards, independently from how the approximation was built. Contrary to Newton-Galerkin validation methods, widely used in the mathematical community of computer-assisted proofs, our algorithm does not rely on finite-dimensional truncations of differential or integral operators, but on an efficient approximation of the resolvent kernel using a Chebyshev spectral method. The result is a much better complexity of the validation process, carefully investigated throughout this article. Indeed, the approximation degree for the resolvent kernel depends linearly on the magnitude of the input equation, while the truncation order used in Newton-Galerkin may be exponential in the same quantity. Numerical experiments based on an implementation in C corroborate this complexity advantage over other a posteriori validation methods, including Newton-Galerkin.
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https://hal.archives-ouvertes.fr/hal-03161118
Contributor : Florent Bréhard Connect in order to contact the contributor
Submitted on : Friday, March 5, 2021 - 5:01:11 PM
Last modification on : Friday, April 1, 2022 - 3:48:44 AM
Long-term archiving on: : Sunday, June 6, 2021 - 7:20:44 PM

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Florent Bréhard. A Symbolic-Numeric Validation Algorithm for Linear ODEs with Newton-Picard Method. Mathematics in Computer Science, Springer, In press. ⟨hal-03161118⟩

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