104 H. Koçak - K. Palmer - B. Coomesassumption of no floating point errors, we obtain(2)u k+1 − A k u k = S ∗ k+1 g k for k = 0,..., N − 1u 0 − A N z N = S ∗ 0 g Nands k = −‖ f (y k+1 )‖ −2 f (y k+1 ) ∗ {Dφ h k(y k )S k u k + g k } for k = 0,..., N − 1s N = −‖ f (y 0 )‖ −2 f (y 0 ) ∗ {Dφ h N(y N )S N u N + g N },where A k = Sk+1 ∗ Dφh k(y k )S k for k = 0,..., N − 1 and A N = S0 ∗ Dφh N(y N )S N . Sothe main problem is to solve Eq. (2). This is solved by exploiting the local hyperbolicityalong the pseudo orbit which implies the existence of contracting and expanding directions.We use a triangularization procedure which enables us to solve forward firstalong the contracting directions and then backwards along the expanding directions.Note that it is numerically impossible to solve the whole system forwards because ofthe expanding directions.Once the new pseudo periodic orbit {y k + z k }k=0 N with associated times {h k +s k }k=0 N is found, we check if its delta is small enough. If it is not, we repeat the procedurefor further refinement. For complete details see [19]. A similar method to refine acrude pseudo homoclinic orbit is given in [22].(ii) Verifying the invertibility of the operator (or finding a suitable right inverse)and calculating an upper bound on the norm of the inverse: Again we just look atthe periodic case. A similar procedure is used in the finite-time and homoclinic casesbut in the homoclinic case it is rather more complicated since the sequence spaces areinfinite-dimensional; however, we can handle it due to the periodicity at both ends.First we outline the procedure which would be used in the case of exact computations.To construct L −1y , we need to find the unique solution z k ∈ Y k ofz k+1 = P k+1 Dφ h k(y k )z k + g k , for k = 0,..., N − 1z 0 = P N Dφ h k(y k )z N + g N .whenever g k is in Y k+1 for k = 0,..., N−1 and in Y 0 for k = N. We use the n×(n−1)matrices S k as defined in (i) and make the transformationz k = S k u k ,where u k is in IR n−1 . Making this transformation, our equations becomeu k+1 − A k u k = S ∗ k+1 g k, for k = 0,..., N − 1u 0 − A N u N = S ∗ 0 g N,where A k is the (n − 1)×(n − 1) matrix A k = S ∗ k+1 Dφh k(y k )S k for k = 0,..., N − 1and A N = S ∗ 0 Dφh N(y N )S N .As in (i), these equations are solved by exploiting the hyperbolicity which impliesthe existence of contracting and expanding directions.
Shadowing in ordinary differential equations 105We use a triangularization procedure which enables us to solve forward firstalong the contracting directions and then backwards along the expanding directions.Thus we are able to obtain a computable criterion for invertibility and a formula for theinverse from which an upper bound for the inverse can be obtained.Of course, we have to take into account round-off and discretization error. Forexample, we have to work with a computed approximation to Dφ h k(y k ). However,this only induces a small perturbation in the operator. Another problem is that thecolumns of S k , as computed, are not exactly orthonormal. Next A k cannot be computedprecisely. Finally the difference equation cannot be solved exactly but we are still ableto obtain rigorous upper bounds, using standard perturbation theory of linear operatorsand the techniques in [65] to obtain rigorous upper bounds on the error due to floatingpoint operations. The necessary interval arithmetic can be implemented by using IEEE-754 compliant hardware with a compiler that supports rounding mode control. Formore details of these and other issues see [19] and for the finite-time and homocliniccases see [17] and [22], respectively.3020100-10-20-30-20 -15 -10 -5 0 5 10 15 20Figure 1: A pseudo orbit, with δ ≤ 1.978 × 10 −12 , of the Lorenz Equations for theclassical parameter values σ = 10, β = 8/3, ρ = 28 and initial data (0, 1, 0) projectedonto the (x, y)-plane. There exists a true orbit within ε ≤ 2.562×10 −9 of this pseudoorbit. For clarity, we have plotted only the first 120 time units of the pseudo orbit.Shadowing of this pseudo orbit for much longer time is possible.