Taylor Tube Method for Validated IVP

Abstract

We recently introduced a novel architecture for the design of validated IVP algorithms. This architecture forms the basis of our complete validated algorithm for IVP. A key subroutine in our algorithm is the Euler Tube: it gave a technique for refining end- and full-enclosures and is also key to deriving a complexity bound of our IVP solver. In this paper, we generalize it to Taylor Tube of degree p 1. As expected, higher-degree Taylor Tubes improve accuracy. But surprisingly, our experiments show that it can also lead to an overall speedup when combined with bisection.

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