Radii Polynomial Approach Research Articles

A constructive proof of the Cauchy–Kovalevskaya theorem for ordinary differential equations

We give a constructive proof of the classical Cauchy–Kovalevskaya theorem for ordinary differential equations which provides a sufficient condition for an initial value problem to have a unique, analytic solution. Our proof is inspired by a modern numerical technique for rigorously solving nonlinear problems known as the radii polynomial approach. The main idea is to recast the existence and uniqueness of analytic solutions as a fixed point problem on an appropriately chosen Banach space, and then prove a fixed point exists via a constructive version of the Banach fixed point theorem. A key aspect of this method is the use of an approximate solution which plays a crucial role in the theoretical proof. Our proof is constructive in the sense that we provide an explicit recipe for constructing the fixed point problem, an approximate solution, and the bounds necessary to prove the existence of the fixed point.

Validated Numerics for Continuation and Bifurcation of Connecting Orbits of Maps

The present work develops validated numerical methods for analyzing continuous branches of connecting orbits—as well as their bifurcations—in one parameter families of discrete time dynamical systems. We use the method of projected boundaries to reduce the connecting orbit problem to a finite dimensional zero finding problem for a high dimensional map. We refer to this map as the connecting orbit operator. We study one parameter branches of zeros for the connecting orbit operator using existing methods of computer assisted proof know as the radii-polynomial approach and validated continuation. The local stable/unstable manifolds of the fixed points are analyzed using validated numerical methods based on the parameterization method. The validated branches of zeros found using our argument correspond to continuous families of transverse connecting orbits for the original dynamical system. Validation of a saddle node bifurcations for the connecting orbit operator correspond to a proof of existence for a tangency. We illustrate the implementation of our method for the Henon map.

Polynomial interpolation and a priori bootstrap for computer-assisted proofs in nonlinear ODEs

In this work, we introduce a method based on piecewise polynomial interpolation to enclose rigorously solutions of nonlinear ODEs. Using a technique which we call a priori bootstrap, we transform the problem of solving the ODE into one of looking for a fixed point of a high order smoothing Picard-like operator. We then develop a rigorous computational method based on a Newton-Kantorovich type argument (the radii polynomial approach) to prove existence of a fixed point of the Picard-like operator. We present all necessary estimates in full generality and for any nonlinearities. With our approach, we study two systems of nonlinear equations: the Lorenz system and the ABC flow. For the Lorenz system, we solve Cauchy problems and prove existence of periodic and connecting orbits at the classical parameters, and for ABC flows, we prove existence of ballistic spiral orbits.

Continuation of homoclinic orbits in the suspension bridge equation: A computer-assisted proof

In this paper, we prove existence of symmetric homoclinic orbits for the suspension bridge equation u⁗+βu″+eu−1=0 for all parameter values β∈[0.5,1.9]. For each β, a parameterization of the stable manifold is computed and the symmetric homoclinic orbits are obtained by solving a projected boundary value problem using Chebyshev series. The proof is computer-assisted and combines the uniform contraction theorem and the radii polynomial approach, which provides an efficient means of determining a set, centered at a numerical approximation of a solution, on which a Newton-like operator is a contraction.

Rigorous Numerics for ill-posed PDEs: Periodic Orbits in the Boussinesq Equation

In this paper, we develop computer-assisted techniques for the analysis of periodic orbits of ill-posed partial differential equations. As a case study, our proposed method is applied to the Boussinesq equation, which has been investigated extensively because of its role in the theory of shallow water waves. The idea is to use the symmetry of the solutions and a Newton–Kantorovich type argument (the radii polynomial approach) to obtain rigorous proofs of existence of the periodic orbits in a weighted ℓ1 Banach space of space-time Fourier coefficients with exponential decay. We present several computer-assisted proofs of the existence of periodic orbits at different parameter values.

A Posteriori Verification of Invariant Objects of Evolution Equations: Periodic Orbits in the Kuramoto--Sivashinsky PDE

In this paper, a method for computing periodic orbits of the Kuramoto--Sivashinsky PDE via rigorous numerics is presented. This is an application and an implementation of the theoretical method introduced in [J.-L. Figueras, M. Gameiro, J.-P. Lessard, and R. de la Llave, “A framework for the numerical computation and a posteriori verification of invariant objects of evolution equations,” SIAM J. Appl. Dyn. Syst., to appear]. Using a Newton--Kantorovich-type argument (the radii polynomial approach), existence of solutions is obtained in a weighted $\ell^\infty$ Banach space of Fourier coefficients. Once a proof of a periodic orbit is done, an associated eigenvalue problem is solved and Floquet exponents are rigorously computed, yielding proofs that some periodic orbits are unstable. Finally, a predictor-corrector continuation method is introduced to rigorously compute global smooth branches of periodic orbits. An alternative approach and independent implementation of [J.-L. Figueras, M. Gameiro, J.-P. Less...

Automatic differentiation for Fourier series and the radii polynomial approach

In this work we develop a computer-assisted technique for proving existence of periodic solutions of nonlinear differential equations with non-polynomial nonlinearities. We exploit ideas from the theory of automatic differentiation in order to formulate an augmented polynomial system. We compute a numerical Fourier expansion of the periodic orbit for the augmented system, and prove the existence of a true solution nearby using an a-posteriori validation scheme (the radii polynomial approach). The problems considered here are given in terms of locally analytic vector fields (i.e. the field is analytic in a neighborhood of the periodic orbit) hence the computer-assisted proofs are formulated in a Banach space of sequences satisfying a geometric decay condition. In order to illustrate the use and utility of these ideas we implement a number of computer-assisted existence proofs for periodic orbits of the Planar Circular Restricted Three-Body Problem (PCRTBP).

Rigorous numerics for analytic solutions of differential equations: the radii polynomial approach

Judicious use of interval arithmetic, combined with careful pen and paper estimates, leads to effective strategies for computer assisted analysis of nonlinear operator equations. The method of radii polynomials is an efficient tool for bounding the smallest and largest neighborhoods on which a Newton-like operator associated with a nonlinear equation is a contraction mapping. The method has been used to study solutions of ordinary, partial, and delay differential equations such as equilibria, periodic orbits, solutions of initial value problems, heteroclinic and homoclinic connecting orbits in the $C^{\mathbf {k}}$ category of functions. In the present work we adapt the method of radii polynomials to the analytic category. For ease of exposition we focus on studying periodic solutions in Cartesian products of infinite sequence spaces. We derive the radii polynomials for some specific application problems and give a number of computer assisted proofs in the analytic framework.

Rigorous numerics for piecewise-smooth systems: A functional analytic approach based on Chebyshev series

In this paper, a rigorous computational method to compute solutions of piecewise-smooth systems using a functional analytic approach based on Chebyshev series is introduced. A general theory, based on the radii polynomial approach, is proposed to compute crossing periodic orbits for continuous and discontinuous (Filippov) piecewise-smooth systems. Explicit analytic estimates to carry the computer-assisted proofs are presented. The method is applied to prove existence of crossing periodic orbits in a model nonlinear Filippov system and in the Chua’s circuit system. A general formulation to compute rigorously crossing connecting orbits for piecewise-smooth systems is also introduced.

Stationary Coexistence of Hexagons and Rolls via Rigorous Computations

In this work we introduce a rigorous computational method for finding heteroclinic solutions of a system of two second order differential equations. These solutions correspond to standing waves between rolls and hexagonal patterns of a two-dimensional pattern formation PDE model. After reformulating the problem as a projected boundary value problem (BVP) with boundaries in the stable/unstable manifolds, we compute the local manifolds using the parameterization method and solve the BVP using Chebyshev series and the radii polynomial approach. Our results settle a conjecture by Doelman et al. [European J. Appl. Math., 14 (2003), pp. 85--110] about the coexistence of hexagons and rolls.