Skip to main content

A New Perspective on the Wrapping Effect in Interval Methods for Initial Value Problems for Ordinary Differential Equations

  • Chapter
Perspectives on Enclosure Methods

Abstract

The problem of reducing the wrapping effeet in interval methods for initial value problems for ordinary differential equations has usually been studied from a geometrie point of view. We develop a new perspeetive on this problem by linking the wrapping effeet to the stability of the interval method. Thus, redueing the wrapping effect is related to finding a more stable seheme for advaneing the solution. This allows us to exploit eigenvalue teehniques and to avoid the eomplieated geometrie arguments used previously.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Similar content being viewed by others

References

  1. G. Alefeld and J. Herzberger. Introduction to Interval Computations. Academic Press, New York, 1983.

    MATH  Google Scholar 

  2. U. M. Ascher and L. R. Petzold. Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations. SIAM, Philadelphia, 1998.

    Book  MATH  Google Scholar 

  3. C. Barbăroşie. Reducing the wrapping effect. Computing, 54(4):347–357, 1995.

    Article  MathSciNet  MATH  Google Scholar 

  4. M. Berz and K. Makino. Verified integration of ODEs and ßows using differential algebraic methods on high-order Taylor models. Reliable Computing, 4:361–369, 1998.

    Article  MathSciNet  MATH  Google Scholar 

  5. P. Eijgenraam. The Solution of Initial Value Problems Using Interval Arithmetic. Mathematical Centre Tracts No. 144. Stichting Mathematisch Centrum, Amsterdam, 1981.

    Google Scholar 

  6. J. G. F. Francis. The QR transformation: A unitary analogue to the LR transformation-part 1. The Computer Journal, 4:265–271, 1961/1962.

    Article  MathSciNet  Google Scholar 

  7. T. Gambill and R. Skeel. Logarithmic reduction of the wrapping effect with application to ordinary differential equations. SIAM J. Numer. Anal., 25(1):153–162, 1988.

    Article  MathSciNet  MATH  Google Scholar 

  8. E. Hairer, S. P. Nørsett, and G. Wanner. Solving Ordinary Differential Equations 1. N onstiff Problems. Springer-Verlag, 2nd revised edition, 1991.

    Google Scholar 

  9. L. W. Jackson. A comparison of ellipsoidal and interval arithIIietic error bounds. In Studies in Numerical Analysis, vol. 2, Proc. Fall Meeting of the Society for Industrial and Applied Mathematics, Philadelphia, 1968. SIAM.

    Google Scholar 

  10. L. W. Jackson. Automatie error analysis for the solution of ordinary differential equations. Technical Report 28, Dept. of Computer Science, University of Toronto, 1971.

    Google Scholar 

  11. L. W. Jackson. Interval arithmetic error-bounding algorithms. SIAM J. Numer. Anal., 12(2):223–238, 1975.

    Article  MathSciNet  MATH  Google Scholar 

  12. W. Kahan. A computable error bound for systems of ordinary differential equations. Abstract in SIAM Review, 8:568–569, 1966.

    Google Scholar 

  13. F. Krückeberg. Ordinary differential equations. In E. Hansen, editor, Topics in Interval Analysis, pages 91–97. Clarendon Press, Oxford, 1969.

    Google Scholar 

  14. W. Kühn. Rigorously computed orbits of dynamical systems without the wrapping effect. Computing, 61(1):47–67, 1998.

    Article  MathSciNet  MATH  Google Scholar 

  15. R. J. Lohner. Einschlieftung der Lösung gewöhnlicher Anfangs- und Randwertaufgaben und Anwendungen. PhD thesis, Universität Karlsruhe, 1988.

    Google Scholar 

  16. R. E. Moore. Interval Analysis. Prentice-Hall, Englewood Cliffs, N.J., 1966.

    MATH  Google Scholar 

  17. N. S. Nedialkov. Computing Rigorous Bounds on the Solution of an Initial Value Problem for an Ordinary Differential Equation. PhD thesis, Department of Computer Science, University ofToronto, Toronto, Canada, M5S 3G4, February 1999.

    Google Scholar 

  18. N. S. Nedialkov and K. R. Jackson. atAn interval Hermite-Obreschkoff method for computing rigorous bounds on the solution of an initial value problem for an ordinary differential equation. Reliable Computing, 5(3):289-310, 1999. Also in T. Csendes, editor, Developments in Reliable Computing, pp. 289-310, Kluwer, Dordrecht, Netherlands, 1999.

    Google Scholar 

  19. N. S. Nedialkov, K. R. Jackson, and G. F. Corliss. Validated solutions ofinitial value problems for ordinary differential equations. Applied Mathematics and Computation, 105(1):21–68, 1999.

    Article  MathSciNet  MATH  Google Scholar 

  20. N. S. Nedialkov, K. R. Jackson, and J. D. Pryce. An effective high-order interval method for validating existence and uniqueness of the solution of an IVP for an ODE, 2000. Accepted for publication in Reliable Computing, 17 pages.

    Google Scholar 

  21. A. Neumaier. Global, rigorous and realistic bounds for the solution of dissipative differential equations. Part I: Theory. Computing, 52(4):315–336, 1994.

    Article  MathSciNet  MATH  Google Scholar 

  22. K. Nickel. How to fight the wrapping effect. In K. Nickel, editor, Interval Analysis 1985, Lecture Notes in Computer Science No. 212, pages 121-132. Springer, Berlin, 1985.

    Google Scholar 

  23. R. Rihm. Interval methods for initial value problems in ODEs. In J. Herzberger, editor, Topics in Validated Computations: Proceedings of the IMACS-GAMM International Workshop on Validated Computations, University of Oldenburg, Elsevier Studies in Computational Mathematics, pages 173–207. Elsevier, Amsterdam, New York, 1994.

    Google Scholar 

  24. N. Stewart. A heuristic to reduce the wrapping effect in the numerical solution of x’ = f(t, x). BIT, 11:328–337, 1971.

    Article  MATH  Google Scholar 

  25. D. S. Watkins. Understanding the QR algorithm. SIAM Review, 24(4):427–440, October 1982.

    Article  MathSciNet  MATH  Google Scholar 

  26. J. H. Wilkinson. The Algebraic Eigenvalue Problem. Oxford Science Publications, Oxford, England, 1965

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2001 Springer-Verlag Wien

About this chapter

Cite this chapter

Nedialkov, N.S., Jackson, K.R. (2001). A New Perspective on the Wrapping Effect in Interval Methods for Initial Value Problems for Ordinary Differential Equations. In: Kulisch, U., Lohner, R., Facius, A. (eds) Perspectives on Enclosure Methods. Springer, Vienna. https://doi.org/10.1007/978-3-7091-6282-8_13

Download citation

  • DOI: https://doi.org/10.1007/978-3-7091-6282-8_13

  • Publisher Name: Springer, Vienna

  • Print ISBN: 978-3-211-83590-6

  • Online ISBN: 978-3-7091-6282-8

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics