2013
DOI: 10.1007/978-3-642-39634-2_34
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The Picard Algorithm for Ordinary Differential Equations in Coq

Abstract: 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 t… Show more

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Cited by 31 publications
(27 citation statements)
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“…We could also have tried a much more general method, that is, solving a differential equation built from the integrand, as we did when using VNODE-LP. Again, there has been some work done for Coq in the setting of exact real arithmetic [10], but the performances are not good enough in practice. Much closer to actual numerical methods is Immler's work in Isabelle/HOL [8], which uses an arithmetic on affine forms.…”
Section: Resultsmentioning
confidence: 99%
“…We could also have tried a much more general method, that is, solving a differential equation built from the integrand, as we did when using VNODE-LP. Again, there has been some work done for Coq in the setting of exact real arithmetic [10], but the performances are not good enough in practice. Much closer to actual numerical methods is Immler's work in Isabelle/HOL [8], which uses an arithmetic on affine forms.…”
Section: Resultsmentioning
confidence: 99%
“…The primary task is to define a constructive semantics for differential equations and to give constructive interpretations to the differential equation rules of dGL. Previous work on formalizations of differential equations [34] suggests differential equations can be treated constructively. In principle, existing proofs in dGL might happen to be constructive, but this does not obviate the present work.…”
Section: Discussionmentioning
confidence: 99%
“…First, we admit the existence and uniqueness of solutions of (2) and the continuity of solutions relative to initial conditions on K. A way to prove these properties is to use the Cauchy-Lipschitz Theorem (also known as the Picard-Lindelöf Theorem). However, the only formalization of this theorem in the Coq proof-assistant [39] we are aware of is the one by Makarov and Spitters [27]. It is based on the CoRN library of constructive real numbers [9], while our formalization of the inverted pendulum is based on the Coqelicot library [5], which extends Coq's standard library on classically axiomatized real numbers [29].…”
Section: Verification Of the Hypotheses Of Lasalle'smentioning
confidence: 99%