One of the most efficient methods for determining the equilibria of a continuous parameterized family of differential equations is to use predictor-corrector continuation techniques. In the case of partial differential equations this procedure must be applied to some finite dimensional approximation which of course raises the question of the validity of the output. We introduce a new technique that combines the information obtained from the predictor-corrector steps with ideas from rigorous computations and verifies that the numerically produced equilibrium for the finite dimensional system can be used to explicitly define a set which contains a unique equilibrium for the infinite dimensional partial differential equation. Using the Cahn-Hilliard and Swift-Hohenberg equations as models we demonstrate that the cost of this new validated continuation is less than twice the cost of the standard continuation method alone.
In this paper we extend the ideas of the so-called validated continuation technique to the context of rigorously proving the existence of equilibria for partial differential equations defined on higherdimensional spatial domains. For that effect we present a new set of general analytic estimates. These estimates are valid for any dimension and are used, together with rigorous computations, to construct a finite number of radii polynomials. These polynomials provide a computationally efficient method to prove, via a contraction argument, the existence and local uniqueness of solutions for a rather large class of nonlinear problems. We apply this technique to prove existence and local uniqueness of equilibrium solutions for the Cahn-Hilliard and the Swift-Hohenberg equations defined on two-and three-dimensional spatial domains.
In this paper, we use rigorous numerics to compute several global smooth branches of steady states for a system of three reaction-diffusion PDEs introduced by Iida et al. [J. Math. Biol., 53, 617-641 (2006)] to study the effect of cross-diffusion in competitive interactions. An explicit and mathematically rigorous construction of a global bifurcation diagram is done, except in small neighborhoods of the bifurcations. The proposed method, even though influenced by the work of van den Berg et al. [Math. Comp., 79, 1565-1584], introduces new analytic estimates, a new gluing-free approach for the construction of global smooth branches and provides a detailed analysis of the choice of the parameters to be made in order to maximize the chances of performing successfully the computational proofs.
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 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.
In this work we develop some automatic procedures for computing high order polynomial expansions of local (un)stable manifolds for equilibria of differential equations. Our method incorporates validated truncation error bounds, and maximizes the size of the image of the polynomial approximation relative to some specified constraints. More precisely we use that the manifold computations depend heavily on the scalings of the eigenvectors: indeed we study the precise effects of these scalings on the estimates which determine the validated error bounds. This relationship between the eigenvector scalings and the error estimates plays a central role in our automatic procedures. In order to illustrate the utility of these methods we present several applications, including visualization of invariant manifolds in the Lorenz and FitzHugh-Nagumo systems and an automatic continuation scheme for (un)stable manifolds in a suspension bridge problem. In the present work we treat explicitly the case where the eigenvalues satisfy a certain non-resonance condition. Remark 1.2. We fix the domain of our approximate parameterization to be the unit ball in C m (where m is the number of (un)stable eigenvalues, i.e. the dimension of the manifold) and vary the scalings of the eigenvectors in order to optimize with respect to the constraints. Another (theoretically equivalent approach) would be to fix the scalings of the eigenvectors and vary the size of the domain. However the scalings of the eigenvectors determine the decay rates of the power series coefficients, and working with analytic functions of fast decay seems to stabilize the problem numerically. Remark 1.3. In many previous applications of the parameterization method the free constants were selected by some "numerical experimentation." See for example the introduction and discussion in Section 5 of [8], Remark 3.6 of [9], Remark 2.18 and 2.20 of [10], the discussion of Example 5.2 in [11], Remark 2.4 of [12], and the discussion in Sections 4.2 and 6 of [12]. This motivates the need for systematic procedures developed here.
An old conjecture in delay equations states that Wright's equationhas a unique slowly oscillating periodic solution (SOPS) for every parameter value α > π /2. We reformulate this conjecture and we use a method called validated continuation to rigorously compute a global continuous branch of SOPS of Wright's equation. Using this method, we show that a part of this branch does not have any fold point, partially answering the new reformulated conjecture.
In this paper we propose a rigorous numerical technique for the computation of symmetric connecting orbits for ordinary differential equations. The idea is to solve a projected boundary value problem (BVP) in a function space via a fixed point argument. The formulation of the projected BVP involves a high order parameterization of the invariant manifolds at the steady states. Using this parameterization, one can obtain explicit exponential asymptotic bounds for the coefficients of the expansion of the manifolds. Combining these bounds with piecewise linear approximations, one can construct a contraction in a function space whose unique fixed point corresponds to the wanted connecting orbit. We have implemented the method to demonstrate its effectiveness, and we have used it to prove the existence of a family of even homoclinic orbits for the Gray-Scott equation.1. Introduction. Equilibria, periodic orbits, connecting orbits, and, more generally, invariant manifolds are the fundamental components through which much of the structure of the dynamics of nonlinear differential equations is explained. Thus it is not surprising that there is a vast literature on numerical techniques for approximating these objects. In particular, the last 30 years have witnessed a strong interest in developing computational methods for connecting orbits [5,10,12,14,15,23]. As mentioned in [13], most algorithms for computing heteroclinic or homoclinic orbits reduce the question to solving a boundary value problem (BVP) on a finite interval where the boundary conditions are given in terms of linear or higher order approximations of invariant manifolds near the steady states. We adopt the same philosophy in this paper. The novelty of our approach is that our computational techniques provide existence results and bounds on approximations that are mathematically rigorous. We hasten to add that a variety of authors have already developed methods that involve a combination of interval arithmetic with analytical and topological tools and provide proofs for the existence of homoclinic and heteroclinic solutions to differential equations [28,22,31,6,32]. However, the combination of techniques we propose appears to be unique, perhaps because our approach is being developed with additional goals in mind. We return to this point later.
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