An Interval Solver for Initial Value Problems in
Ordinary Differential Equations

Ned Nedialkov

VNODE-LP is a C++ package for computing bounds on solutions in IVPs for ODEs. In contrast to traditional ODE solvers, which compute approximate solutions, this solver tries to prove that a unique solution to a problem exists and then computes bounds that contain this solution. Such bounds can be used to help prove a theoretical result, check if a solution satisfies a condition in a safety-critical calculation, or simply to verify the results produced by a traditional ODE solver.

This package is a successor of the VNODE package of N. Nedialkov. A distinctive feature of the present solver is that it is developed entirely using Literate Programming. As a result, the correctness of VNODE-LP's implementation can be examined easier than the correctness of VNODE: the theory, documentation, and source code are produced from the same CWEB files.