Validated Computation of the Local Truncation Error of Runge-Kutta Methods with Automatic Differentiation
Résumé
A novel approach to bound the local truncation error of explicit and implicit Runge-Kutta methods is presented. This approach takes its roots in the modern theory of Runge-Kutta methods, namely the order condition theorem, defined by John Butcher in the 60's. More precisely, our work is an instance, for Runge-Kutta methods, of the generic algorithm defined by Ferenc Bartha and Hans Munthe-Kaas in 2014 which computes B-series with automatic differentiation techniques. In particular, this specialised algorithm is combined with interval analysis tools to define validated numerical integration methods based on Runge-Kutta methods.
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