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A simple rigorous integrator for semilinear parabolic PDEs
arXiv:2601.05146v1 Announce Type: new
Abstract: Simulations of the dynamics generated by partial differential equations (PDEs) provide approximate, numerical solutions to initial value problems. Such simulations are ubiquitous in scientific computing, but the correctness of the results is usually not guaranteed. We propose a new method for the rigorous integration of parabolic PDEs, i.e., the derivation of rigorous and explicit error bounds between the numerically obtained approximate solution and the exact one, which is then proven to exist over the entire time interval considered. These guaranteed error bounds are obtained a posteriori, using a fixed point reformulation based on a piece-wise in time constant approximation of the linearization around the numerical solution. Our setup leads to relatively simple-to-understand estimates, which has several advantages. Most critically, it allows us to optimize various aspects of the proof, and in particular to provide an adaptive time-stepping strategy. In case the solution converges to a stable hyperbolic equilibrium, we are also able to prove this convergence, applying our rigorous integrator with a final, infinitely long timestep. We showcase the ability of our method to rigorously integrate over relatively long time intervals, and to capture non-trivial dynamics, via examples on the Swift--Hohenberg equation, the Ohta--Kawasaki equation and the Kuramoto--Sivashinsky equation. We expect that the simplicity and efficiency of the approach will enable generalization to a wide variety of other parabolic PDEs, as well as applications to boundary value problems.
Abstract: Simulations of the dynamics generated by partial differential equations (PDEs) provide approximate, numerical solutions to initial value problems. Such simulations are ubiquitous in scientific computing, but the correctness of the results is usually not guaranteed. We propose a new method for the rigorous integration of parabolic PDEs, i.e., the derivation of rigorous and explicit error bounds between the numerically obtained approximate solution and the exact one, which is then proven to exist over the entire time interval considered. These guaranteed error bounds are obtained a posteriori, using a fixed point reformulation based on a piece-wise in time constant approximation of the linearization around the numerical solution. Our setup leads to relatively simple-to-understand estimates, which has several advantages. Most critically, it allows us to optimize various aspects of the proof, and in particular to provide an adaptive time-stepping strategy. In case the solution converges to a stable hyperbolic equilibrium, we are also able to prove this convergence, applying our rigorous integrator with a final, infinitely long timestep. We showcase the ability of our method to rigorously integrate over relatively long time intervals, and to capture non-trivial dynamics, via examples on the Swift--Hohenberg equation, the Ohta--Kawasaki equation and the Kuramoto--Sivashinsky equation. We expect that the simplicity and efficiency of the approach will enable generalization to a wide variety of other parabolic PDEs, as well as applications to boundary value problems.
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