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 \textbf{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 \textbf{Taylor Tube} of degree $p\ge 1$. 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.

13 pages