The Picard algorithm for ordinary differential equations in Coq

Evgeny Makarov, Bas Spitters

Research output: Contribution to book/anthology/report/proceedingArticle in proceedingsResearchpeer-review

24 Citations (Scopus)

Abstract

Ordinary Differential Equations (ODEs) are ubiquitous in physical applications of mathematics. The Picard-Lindelöf theorem is the first fundamental theorem in the theory of ODEs. It allows one to solve differential equations numerically. We provide a constructive development of the Picard-Lindelöf theorem which includes a program together with sufficient conditions for its correctness. The proof/program is written in the Coq proof assistant and uses the implementation of efficient real numbers from the CoRN library and the MathClasses library. Our proof makes heavy use of operators and functionals, functions on spaces of functions. This is faithful to the usual mathematical description, but a novel level of abstraction for certified exact real computation.

Original languageEnglish
Title of host publicationInteractive Theorem Proving - 4th International Conference, ITP 2013, Proceedings
Number of pages6
Publication date28 Aug 2013
Pages463-468
ISBN (Print)9783642396335
DOIs
Publication statusPublished - 28 Aug 2013
Externally publishedYes
Event4th International Conference on Interactive Theorem Proving, ITP 2013 - Rennes, France
Duration: 22 Jul 201326 Jul 2013

Conference

Conference4th International Conference on Interactive Theorem Proving, ITP 2013
Country/TerritoryFrance
CityRennes
Period22/07/201326/07/2013
SponsorInria, Universite de Rennes 1
SeriesLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume7998 LNCS
ISSN0302-9743

Keywords

  • Constructive mathematics
  • Coq
  • Exact real computation
  • Ordinary Differential Equations
  • Type classes

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