End Cover for Initial Value Problem: Complete Validated Algorithms with Complexity Analysis

TL;DR

This paper introduces a complete validated algorithm for the End Cover Problem in initial value problems of differential equations, providing complexity analysis and practical experiments.

Contribution

The paper presents a novel validated algorithm for computing end covers of solutions to ODEs with complexity analysis and boundary covering techniques.

Findings

Algorithm successfully computes end covers within specified error bounds.

Complexity analysis demonstrates efficiency of the proposed method.

Experimental results confirm practicality and effectiveness.

Abstract

We consider the first-order autonomous ordinary differential equation \[ \mathbf{x}' = \mathbf{f}(\mathbf{x}), \] where $\mathbf{f} : \mathbb{R}^n \to \mathbb{R}^n$ is locally Lipschitz. For a box $B_0 \subseteq \mathbb{R}^n$ and $h > 0$, we denote by $\mathrm{IVP}_{\mathbf{f}}(B_0,h)$ the set of solutions $\mathbf{x} : [0,h] \to \mathbb{R}^n$ satisfying \[ \mathbf{x}'(t) = \mathbf{f}(\mathbf{x}(t)), \qquad \mathbf{x}(0) \in B_0 . \] We present a complete validated algorithm for the following \emph{End Cover Problem}: given $(\mathbf{f}, B_0, \varepsilon, h)$, compute a finite set $\mathcal{C}$ of boxes such that \[ \mathrm{End}_{\mathbf{f}}(B_0,h) \;\subseteq\; \bigcup_{B \in \mathcal{C}} B \;\subseteq\; \mathrm{End}_{\mathbf{f}}(B_0,h) \oplus [-\varepsilon,\varepsilon]^n , \] where \[ \mathrm{End}_{\mathbf{f}}(B_0,h) = \left\{ \mathbf{x}(h) : \mathbf{x} \in \mathrm{IVP}_{\mathbf{f}}(B_0,h) \right\}. \] Moreover, we provide a complexity analysis of our algorithm and introduce a novel technique for computing the end cover $\mathcal{C}$ based on covering the boundary of $\mathrm{End}_{\mathbf{f}}(B_0,h)$. Finally, we present experimental results demonstrating the practicality of our approach.