A novel interval method for validating state enclosures of the solution of initial value problems

Andreas Rauh, Ekaterina Auer, Eberhard P. Hofer · OPen Access Repositorium der Universität Ulm (OPARU) (Ulm University) · 2005

In this paper, ValEncIA-IVP, a novel approach for VALidation of state ENClosures using Interval Arithmetic for Initial Value Problems, is presented to determine guaranteed state enclosures. The algorithm is based on the computation of non-validated approximate solutions followed by an interval arithmetic fixed-point iteration for enclosing the approximation error. The performance of ValEncIA-IVP is compared with other validated solvers for dynamical systems with uncertain but bounded initial states.

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