Taylor models and floating-point arithmetic: proof that arithmetic operations are validated in COSY

Abstract

The goal of this paper is to prove that the implementation of Taylor models in COSY, based on floating-point arithmetic, computes results satisfying the “containment property”, i.e. guaranteed results. First, Taylor models are defined and their implementation in the COSY software by Makino and Berz is detailed. Afterwards IEEE-754 floating-point arithmetic is introduced. Then the core of this paper is given: the algorithms implemented in COSY for multiplying a Taylor model by a scalar, for adding or multiplying two Taylor models are given and are proven to return Taylor models satisfying the containment property.