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01-04-2014 | Issue 1/2014 Open Access

Journal of Scientific Computing 1/2014

Efficient and Generic Algorithm for Rigorous Integration Forward in Time of dPDEs: Part I

Journal:
Journal of Scientific Computing > Issue 1/2014
Author:
Jacek Cyranka

Abstract

We propose an efficient and generic algorithm for rigorous integration forward in time of partial differential equations written in the Fourier basis. By rigorous integration we mean a procedure which operates on sets and return sets which are guaranteed to contain the exact solution. The presented algorithm generates, in an efficient way, normalized derivatives which are used by the Lohner algorithm to produce a rigorous bound. The algorithm has been successfully tested on several partial differential equations (PDEs) including the Burgers equation, the Kuramoto-Sivashinsky equation, and the Swift-Hohenberg equation. The problem of rigorous integration in time of partial differential equations is a problem of large computational complexity and efficient algorithms are required to deal with PDEs on higher dimensional domains, like the Navier-Stokes equation. Technicalities regarding the various optimization techniques implemented in the software used in this paper will be reported elsewhere.

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