Validated Explicit and Implicit Runge-Kutta Methods
Résumé
A set of validated numerical integration methods based on explicit
and implicit Runge-Kutta schemes is presented to solve, in a
guaranteed way, initial value problems of ordinary differential
equations. Runge-Kutta methods are well-known to have strong
stability properties which make them appealing to be the basis of
validated numerical integration methods. A new approach to bound the
local truncation error of any Runge-Kutta methods is the main
contribution of this article which pushes back the current state of
the art. More precisely, an efficient solution to the challenge of
making validated Runge-Kutta methods is presented based on the
theory of John Butcher. We also present a new interval contractor
approach to solve implicit Runge-Kutta methods. A complete
experimentation based on Vericomp benchmark is described.
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