Verified Simulation of ODEs and DAEs in ValEncIA-IVP

نویسندگان

  • Andreas Rauh
  • Ekaterina Auer
چکیده

ValEncIA-IVP is a verified solver for initial value problems for sets of ordinary differential equations which determines guaranteed enclosures of all reachable states. In this paper, we present its new features which allow for a wider application domain. They also improve the performance of ValEncIA-IVP. Especially for the simulation of asymptotically stable systems, we present a new exponential enclosure technique which describes contracting state enclosures. Besides, computation of differential sensitivities as well as verified solution approaches for sets of differential-algebraic equations are introduced.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Novel Interval Arithmetic Approach for Solving Differential-Algebraic Equations with ValEncIA-IVP

The theoretical background and the implementation of a new interval arithmetic approach for solving sets of differentialalgebraic equations (DAEs) are presented. The proposed approach computes guaranteed enclosures of all reachable states of dynamical systems described by sets of DAEs with uncertainties in both initial conditions and system parameters. The algorithm is based on VALENCIA-IVP,whi...

متن کامل

Detection and Reduction of Overestimation in Guaranteed Simulations of Hamiltonian Systems

In this paper, we introduce a general-purpose approach for the detection and reduction of overestimation in verified interval simulations of the dynamics of mechanical systems. For that purpose, we automatically derive constraints which eliminate physically meaningless parts of the state enclosures of the corresponding ordinary differential equations. The practical applicability of this procedu...

متن کامل

Sensitivity Analysis Using Parallel Ode Solvers and Automatic Diierentiation in C: Senspvode and Adic

PVODE is a high-performance ordinary diierential equation solver for the types of initial value problems (IVPs) that arise in large-scale computational simulations. Often, one wants to compute sensitivities with respect to certain parameters in the IVP. We discuss the use of automatic diierentiation (AD) to compute these sensitivities in the context of PVODE. Results on a simple test problem in...

متن کامل

Validated Simulation of Differential Algebraic Equations with Runge-Kutta Methods∗†

Differential Algebraic Equations (DAEs) are a general and implicit form of differential equations. DAEs are often used to represent physical systems such as dynamics of solids or chemical interactions. These equations are different from Ordinary Differential Equations (ODEs) in the sense that some of the dependent variables occur without their derivatives. Validated simulation of ODEs has recen...

متن کامل

Exponential Enclosure Techniques for the Computation of Guaranteed State Enclosures in ValEncIA-IVP

Verified integration of initial value problems for sets of ordinary differential equations can be performed by numerous approaches. The most important ones are based on either interval or Taylor model arithmetic and enclose with certainty the sets of reachable states at a given point of time. Commonly, such tools are based on a Taylor series expansion of the solution of differential equations i...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Reliable Computing

دوره 15  شماره 

صفحات  -

تاریخ انتشار 2011