Skip to main content

The Flow of ODEs

  • Conference paper
  • First Online:
Interactive Theorem Proving (ITP 2016)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 9807))

Included in the following conference series:

Abstract

Formal analysis of ordinary differential equations (ODEs) and dynamical systems requires a solid formalization of the underlying theory. The formalization needs to be at the correct level of abstraction, in order to avoid drowning in tedious reasoning about technical details. The flow of an ODE, i.e., the solution depending on initial conditions, and a dedicated type of bounded linear functions yield suitable abstractions. The dedicated type integrates well with the type-class based analysis in Isabelle and we prove advanced properties of the flow, most notably, differentiable dependence on initial conditions via the variational equation and a rigorous numerical algorithm to solve it.

F. Immler—Supported by the DFG RTG 1480 (PUMA).

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Notes

  1. 1.

    http://www.isa-afp.org/devel-entries/Ordinary_Differential_Equations.shtml.

  2. 2.

    This means that f does not depend on t. Many of our results are also formalized for non-autonomous ODEs, but the presentation is clearer, and reduction is possible.

  3. 3.

    Here, \(\cdot \) stands for matrix multiplication.

References

  1. Haftmann, F.: Code generation from specifications in higher-order logic. Dissertation, Technische Universitát München, München (2009)

    Google Scholar 

  2. Hirsch, M.W., Smale, S., Devaney, R.L.: Differential Equations, Dynamical Systems, and an Introduction to Chaos. Elsevier Academic Print, Waltham (2013)

    MATH  Google Scholar 

  3. Hölzl, J., Immler, F., Huffman, B.: Type classes and filters for mathematical analysis in Isabelle/HOL. In: Blazy, S., Paulin-Mohring, C., Pichardie, D. (eds.) ITP 2013. LNCS, vol. 7998, pp. 279–294. Springer, Heidelberg (2013). doi:10.1007/978-3-642-39634-2_21

    Chapter  Google Scholar 

  4. Huffman, B., Kunčar, O.: Lifting and transfer: a modular design for quotients in Isabelle/HOL. In: Gonthier, G., Norrish, M. (eds.) CPP 2013. LNCS, vol. 8307, pp. 131–146. Springer, Heidelberg (2013). doi:10.1007/978-3-319-03545-1_9

    Chapter  Google Scholar 

  5. Immler, F.: Formally verified computation of enclosures of solutions of ordinary differential equations. In: Badger, J.M., Rozier, K.Y. (eds.) NFM 2014. LNCS, vol. 8430, pp. 113–127. Springer, Heidelberg (2014)

    Chapter  Google Scholar 

  6. Immler, F., Hölzl, J.: Numerical analysis of ordinary differential equations in Isabelle/HOL. In: Beringer, L., Felty, A. (eds.) ITP 2012. LNCS, vol. 7406, pp. 377–392. Springer, Heidelberg (2012)

    Chapter  Google Scholar 

  7. Lelay, C., Melquiond, G.: Différentiabilité et intégrabilité en Coq. application à la formule de d’Alembert. In: JFLA - Journées Francophone des Langages Applicatifs, Carnac, France (2012). https://hal.inria.fr/hal-00642206

  8. Nipkow, T., Paulson, L.C., Wenzel, M.: Isabelle/HOL: A Proof Assistant for Higher-order Logic. LNCS. Springer, Berlin (2002)

    Book  MATH  Google Scholar 

  9. Tucker, W.: A rigorous ODE solver and Smale’s 14th problem. Found. Comput. Math. 2(1), 53–117 (2002)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Fabian Immler .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2016 Springer International Publishing Switzerland

About this paper

Cite this paper

Immler, F., Traut, C. (2016). The Flow of ODEs. In: Blanchette, J., Merz, S. (eds) Interactive Theorem Proving. ITP 2016. Lecture Notes in Computer Science(), vol 9807. Springer, Cham. https://doi.org/10.1007/978-3-319-43144-4_12

Download citation

  • DOI: https://doi.org/10.1007/978-3-319-43144-4_12

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-43143-7

  • Online ISBN: 978-3-319-43144-4

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics