End Cover for Initial Value Problem: Complete Validated Algorithms with Complexity Analysis

We consider the first-order autonomous ordinary differential equation $$\mathbf{x}' = \mathbf{f}(\mathbf{x}),$$ where $\mathbf{f} : \mathbb{R}^n \to \mathbb{R}^n$ is locally Lipschitz. For a box $B_0 \subseteq \mathbb{R}^n$ and $h > 0$, we denote by $\mathrm{IVP}_{\mathbf{f}}(B_0,h)$ the set of solutions $\mathbf{x} : [0,h] \to \mathbb{R}^n$ satisfying $$\mathbf{x}'(t) = \mathbf{f}(\mathbf{x}(t)), \qquad \mathbf{x}(0) \in B_0 .$$ We present a complete validated algorithm for the following \emph{End Cover Problem}: given $(\mathbf{f}, B_0, \varepsilon, h)$, compute a finite set $\mathcal{C}$ of boxes such that $$\mathrm{End}_{\mathbf{f}}(B_0,h) \;\subseteq\; \bigcup_{B \in \mathcal{C}} B \;\subseteq\; \mathrm{End}_{\mathbf{f}}(B_0,h) \oplus [-\varepsilon,\varepsilon]^n ,$$ where $$\mathrm{End}_{\mathbf{f}}(B_0,h) = \left\{ \mathbf{x}(h) : \mathbf{x} \in \mathrm{IVP}_{\mathbf{f}}(B_0,h) \right\}.$$ Moreover, we provide a complexity analysis of our algorithm and introduce a novel technique for computing the end cover $\mathcal{C}$ based on covering the boundary of $\mathrm{End}_{\mathbf{f}}(B_0,h)$. Finally, we present experimental results demonstrating the practicality of our approach.