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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Rigorous defect control and the numerical solution of ordinary differential equations

Ernsthausen, John+ 10 1900 (has links)
Modern numerical ordinary differential equation initial-value problem (ODE-IVP) solvers compute a piecewise polynomial approximate solution to the mathematical problem. Evaluating the mathematical problem at this approximate solution defines the defect. Corless and Corliss proposed rigorous defect control of numerical ODE-IVP. This thesis automates rigorous defect control for explicit, first-order, nonlinear ODE-IVP. Defect control is residual-based backward error analysis for ODE, a special case of Wilkinson's backward error analysis. This thesis describes a complete software implementation of the Corless and Corliss algorithm and extensive numerical studies. Basic time-stepping software is adapted to defect control and implemented. Advances in software developed for validated computing applications and advances in programming languages supporting operator overloading enable the computation of a tight rigorous enclosure of the defect evaluated at the approximate solution with Taylor models. Rigorously bounding a norm of the defect, the Corless and Corliss algorithm controls to mathematical certainty the norm of the defect to be less than a user specified tolerance over the integration interval. The validated computing software used in this thesis happens to compute a rigorous supremum norm. The defect of an approximate solution to the mathematical problem is associated with a new problem, the perturbed reference problem. This approximate solution is often the product of a numerical procedure. Nonetheless, it solves exactly the new problem including all errors. Defect control accepts the approximate solution whenever the sup-norm of the defect is less than a user specified tolerance. A user must be satisfied that the new problem is an acceptable model. / Thesis / Master of Science (MSc) / Many processes in our daily lives evolve in time, even the weather. Scientists want to predict the future makeup of the process. To do so they build models to model physical reality. Scientists design algorithms to solve these models, and the algorithm implemented in this project was designed over 25 years ago. Recent advances in mathematics and software enabled this algorithm to be implemented. Scientific software implements mathematical algorithms, and sometimes there is more than one software solution to apply to the model. The software tools developed in this project enable scientists to objectively compare solution techniques. There are two forces at play; models and software solutions. This project build software to automate the construction of the exact solution of a nearby model. That's cool.

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