A study of rigorous ODE integrators for multi-scale set-oriented computations

We study the usefulness of two most prominent publicly available rigorous ODE integrators: one provided by the CAPD group (capd.ii.uj.edu.pl), the other based on the COSY Infinity project (cosyinfinity.org). Both integrators are capable of handling entire sets of initial conditions and provide tight rigorous outer enclosures of the images under a time-T map. We conduct extensive benchmark computations using the well-known Lorenz system, and compare the computation time against the final accuracy achieved. We also discuss the effect of a few technical parameters, such as the order of the numerical integration method, the value of T, and the phase space resolution. We conclude that COSY may provide more precise results due to its ability of avoiding the variable dependency problem. However, the overall cost of computations conducted using CAPD is typically lower, especially when intervals of parameters are involved. Moreover, access to COSY is limited (registration required) and the rigorous ODE integrators are not publicly available, while CAPD is an open source free software project. Therefore, we recommend the latter integrator for this kind of computations. Nevertheless, proper choice of the various integration parameters turns out to be of even greater importance than the choice of the integrator itself.