Kyoko Makino

Verified Integration of ODEs and Flows Using Differential Algebraic Methods on High-Order Taylor Models

A method is developed that allows the verified integration of ODEs based on local modeling with high-order Taylor polynomials with remainder bound. The use of such Taylor models of order n allows convenient automated verified inclusion of functional dependencies with an accuracy that scales with the (n + 1)-st order of the domain and substantially reduces blow-up.Utilizing Schauders fixed point theorem on certain suitable compact and convex sets of functions, we show how explicit nth order integrators can be developed that provide verified nth order inclusions of a solution of the ODE. The method can be used not only for the computation of solutions through a single initial condition, but also to establish the functional dependency between initial and final conditions, the so-called flow of the ODE. The latter can be used efficiently for a substantial reduction of the wrapping effect.Examples of the application of the method to conventional initial value problems as well as flows are given. The orders of the integration range up to twelve, and the verified inclusions of up to thirteen digits of accuracy have been demanded and obtained.

Efficient Control of the Dependency Problem Based on Taylor Model Methods

It is shown how the Taylor Model approach allows the rigorous description of functional dependencies with far-reaching control of the dependency problem. The amount of overestimation decreases with a high power of the interval over which the information is required, at a computational expense that increases rather moderately with the dimensionality of the problem. This leads to the possibility of treating even cases with a very significant dependency problem that are intractable using conventional methods.

New Methods for High-Dimensional Verified Quadrature

Conventional verified methods for integration often rely on the verified bounding of analytically derived remainder formulas for popular integration rules. We show that using the approach of Taylor models, it is possible to devise new methods for verified integration of high order and in many variables. Different from conventional schemes, they do not require an a-priori derivation of analytical error bounds, but the rigorous bounds are calculated automatically in parallel to the computation of the integral.The performance of various schemes are compared for examples of up to order ten in up to eight variables. Computational expenses and tightness of the resulting bounds are compared with conventional methods.

A storage ring experiment to detect a proton electric dipole moment

A new experiment is described to detect a permanent electric dipole moment of the proton with a sensitivity of 10-29 e ⋅ cm by using polarized magic momentum 0.7 GeV/c protons in an all-electric storage ring. Systematic errors relevant to the experiment are discussed and techniques to address them are presented. The measurement is sensitive to new physics beyond the standard model at the scale of 3000 TeV.

Performance of taylor model methods for validated integration of ODEs

The performance of various Taylor model (TM)-based methods for the validated integration of ODEs is studied for some representative computational problems. For nonlinear problems, the advantage of the method lies in the ability to retain dependencies of final conditions on initial conditions to high order, leading to the ability to treat large boxes of initial conditions for extended periods of time. For linear problems, the asymptotic behavior of the error of the methods is seen to be similar to that of non-validated integrators.

New method for a continuous determination of the spin tune in storage rings and implications for precision experiments

A new method to determine the spin tune is described and tested. In an ideal planar magnetic ring, the spin tune-defined as the number of spin precessions per turn-is given by ν(s)=γG (γ is the Lorentz factor, G the gyromagnetic anomaly). At 970u2009u2009MeV/c, the deuteron spins coherently precess at a frequency of ≈120u2009u2009kHz in the Cooler Synchrotron COSY. The spin tune is deduced from the up-down asymmetry of deuteron-carbon scattering. In a time interval of 2.6 s, the spin tune was determined with a precision of the order 10^{-8}, and to 1×10^{-10} for a continuous 100 s accelerator cycle. This renders the presented method a new precision tool for accelerator physics; controlling the spin motion of particles to high precision is mandatory, in particular, for the measurement of electric dipole moments of charged particles in a storage ring.

Rigorous integration of flows and ODEs using taylor models

Taylor models combine the advantages of numerical methods and algebraic approaches of efficiency, tightly controlled recourses, and the ability to handle very complex problems with the advantages of symbolic approaches, in particularly the ability to be rigorous and to allow the treatment of functional dependencies instead of merely points. The resulting differential algebraic calculus involving an algebra with differentiation and integration is particularly amenable for the study of ODEs and PDEs based on fixed point problems from functional analysis. We describe the development of rigorous tools to determine enclosures of flows of general nonlinear differential equations based on Picard iterations. Particular emphasis is placed on the development of methods that have favorable long term stability, which is achieved using suitable preconditioning and other methods. Applications of the methods are presented, including determinations of rigorous enclosures of flows of ODEs in the theory of chaotic dynamical systems.

Rigorous global search using taylor models

A Taylor model of a smooth function f over a sufficiently small domain D is a pair (P,I) where P is the Taylor polynomial of f at a point d in D, and I is an interval such that f differs from P by not more than I over D. As such, they represent a hybrid between numerical techniques for the interval and the coefficients of P and algebraic techniques for the manipulation of polynomials. A calculus including addition, multiplication and differentiation/integration is developed to compute Taylor models for code lists, resulting in a method to compute rigorous enclosures of arbitrary computer functions in terms of Taylor models. The methods combine the advantages of numeric methods, namely finite size of representation, speed, and no limitations on the objects on which operations can be carried out with those of symbolic methods, namely the ability to treat functions instead of points and making rigorous statements.n We show how the methods can be used for the problem of rigorous global search based on a branch and bound approach, where Taylor models are used to prune the search space and resolve constraints to high order. Compared to other rigorous global optimizers based on intervals and linearizations, the methods allow the treatment of complicated functions with long code lists and with large amounts of dependency. Furthermore, the underlying polynomial form allows the use of other efficient bounding and pruning techniques, including the linear dominated bounder (LDB) and the quadratic fast bounder (QFB).

Rigorous and accurate enclosure of invariant manifolds on surfaces

Knowledge about stable and unstable manifolds of hyperbolic fixed points of certain maps is desirable in many fields of research, both in pure mathematics as well as in applications, ranging from forced oscillations to celestial mechanics and space mission design. We present a technique to find highly accurate polynomial approximations of local invariant manifolds for sufficiently smooth planar maps and rigorously enclose them with sharp interval remainder bounds using Taylor model techniques. Iteratively, significant portions of the global manifold tangle can be enclosed with high accuracy. Numerical examples are provided.

Verified High-Order Integration of DAEs and Higher-Order ODEs

Within the framework of Taylor models, no fundamental difference exists between the antiderivation and the more standard elementary operations. Indeed, a Taylor model for the antiderivative of another Taylor model is straightforward to compute and trivially satisfies inclusion monotonicity.