Explicit A-Priori error bounds and Adaptive error control for approximation of nonlinear initial value differential systems

Abstract

This paper develops and demonstrates a guaranteed a-priori error bound for the Taylor polynomial approximation of any degree to the solution of initial value ordinary differential equations. The error bound is explicit and does not require upper bounds on the potentially complicated and intrinsically unknown right-hand side nor on any of its higher-order derivatives as with existing bounds, and thus it provides a valuable tool for the numerous applications in which initial value ode problems arise and for which approximate solutions must be sought.