Monday, April 30, 2012

Uncertain parameters

Initial value problems (IVPs) are usually given in terms of a differential equation, which yields a family of solutions, and initial conditions that pick a particular solution. In the case of uncertain initial value problems (UIVPs), i.e. IVPs with uncertain initial conditions, the problem statement does not specify a single solution, but rather a family of solutions. The family consists of all solutions obtained from IVPs with initial conditions obtained from the UIVP. Jan has implemented two Picard-based solvers handing UIVPs that use BigDecimal-bounded intervals to represent the computed solutions. Future work will build on these solvers to implement event detection, aiming for an algorithm that computes interval approximations of hybrid systems.