Initial value problem of the logistic equation

In this example, we will prove the existence of a solution of the logistic equation

\[\begin{cases} \displaystyle \frac{d}{dt} u(t) = f(u(t)) \bydef u(t)(1 - u(t)),\\ u(0) = 1/2. \end{cases}\]

Let $\nu > 0$,

\[\ell^1_{\nu, \mathbb{N}} \bydef \left\{ \{ x_\alpha \}_{\alpha \ge 0} \in \mathbb{R}^\mathbb{N} \, : \, \| x \|_{\ell^1_{\nu, \mathbb{N}}} \bydef \sum_{\alpha \ge 0} |x_\alpha| \nu^\alpha < +\infty \right\}\]

and $* : \ell^1_{\nu, \mathbb{N}} \times \ell^1_{\nu, \mathbb{N}} \to \ell^1_{\nu, \mathbb{N}}$ be the Cauchy product given by

\[x * y \bydef \left\{ \sum_{\beta = 0}^\alpha x_{\alpha - \beta} y_\beta \right\}_{\alpha \ge 0}, \qquad \text{for all } x, y \in \ell^1_{\nu, \mathbb{N}}.\]

For any sequence $x \in \ell^1_{\nu, \mathbb{N}}$, the Taylor series $\sum_{\alpha \ge 0} x_\alpha t^\alpha$ defines an analytic function in $C^\omega([-\nu, \nu], \mathbb{R})$; while the Cauchy product $*$ corresponds to the product of Taylor series in sequence space.

The Banach space $\ell^1_{\nu, \mathbb{N}}$ is a suitable space to represent a solution of the logistic equation. Indeed, it is a standard result from ODE theory that analytic vector fields yield analytic solutions.^[1]

It follows that the sequence of coefficients of a Taylor series solving the initial value problem is a zero of the mapping $F : \ell^1_{\nu, \mathbb{N}} \to \ell^1_{\nu, \mathbb{N}}$ given component-wise by

\[( F(x) )_\alpha \bydef \begin{cases} x_0 - 1/2, & \alpha = 0,\\ \alpha x_\alpha - (x*(1 - x))_{\alpha-1}, & \alpha \ge 1. \end{cases}\]

The mapping $F$ and its Fréchet derivative, denoted $DF$, may be implemented as follows:

using RadiiPolynomial

function F!(F, x)
    F[0] = x[0] - 0.5

    v = differentiate(x) - x*(1 - x)
    for α ∈ 1:order(F)
        F[α] = v[α-1]
    end

    return F
end

function DF!(DF, x)
    DF .= 0

    DF[0,0] = 1

    DF[1:end,:] .= Derivative(1) - project(Multiplication(1 - 2x), domain(DF), Taylor(order(codomain(DF))-1))

    return DF
end

Consider the fixed-point operator $T : \ell^1_{\nu, \mathbb{N}} \to \ell^1_{\nu, \mathbb{N}}$ defined by

\[T(x) \bydef x - A F(x),\]

where $A : \ell^1_{\nu, \mathbb{N}} \to \ell^1_{\nu, \mathbb{N}}$ is an injective operator corresponding to an approximation of $DF(\bar{x})^{-1}$ for some numerical zero $\bar{x} \in \ell^1_{\nu, \mathbb{N}}$ of $F$.

Given an initial guess, the numerical zero $\bar{x}$ of $F$ may be obtained by Newton's method:

n = 27

x̄ = Sequence(Taylor(n), zeros(n+1))

x̄, success = newton!((F, DF, x) -> (F!(F, x), DF!(DF, x)), x̄)

Newton's method: Inf-norm, tol = 1.0e-12, maxiter = 15
      iteration        |F(x)|
-------------------------------------
          0          5.0000e-01        |DF(x)\F(x)| = 5.0000e-01
          1          5.0000e-01        |DF(x)\F(x)| = 2.5000e-01
          2          1.2500e-01        |DF(x)\F(x)| = 3.1250e-02
          3          1.7578e-03        |DF(x)\F(x)| = 1.9187e-04
          4          8.1306e-08        |DF(x)\F(x)| = 4.2857e-09
          5          5.2940e-23

Let $R > 0$. Since $T \in C^2(\ell^1_{\nu, \mathbb{N}}, \ell^1_{\nu, \mathbb{N}})$ we may use the second-order Radii Polynomial Theorem such that we need to estimate $\|T(\bar{x}) - \bar{x}\|_{\ell^1_{\nu, \mathbb{N}}}$, $\|DT(\bar{x})\|_{\mathscr{B}(\ell^1_{\nu, \mathbb{N}}, \ell^1_{\nu, \mathbb{N}})}$ and $\sup_{x \in \text{cl}( B_R(\bar{x}) )} \|D^2T(x)\|_{\mathscr{B}(\ell^1_{\nu, \mathbb{N}}, \mathscr{B}(\ell^1_{\nu, \mathbb{N}}, \ell^1_{\nu, \mathbb{N}}))}$.

To this end, consider the truncation operator

\[(\Pi_n x)_\alpha \bydef \begin{cases} x_\alpha, & \alpha \le n,\\ 0, & \alpha > n, \end{cases} \qquad \text{for all } x \in \ell^1_{\nu, \mathbb{N}},\]

as well as the complementary operator $\Pi_{\infty(n)} \bydef I - \Pi_n$.

Thus, we have

\[\begin{aligned} \|T(\bar{x}) - \bar{x}\|_{\ell^1_{\nu, \mathbb{N}}} &\le \|\Pi_n A \Pi_n F(\bar{x})\|_{\ell^1_{\nu, \mathbb{N}}} + \frac{1}{n+1} \|\Pi_{\infty(n)} F(\bar{x})\|_{\ell^1_{\nu, \mathbb{N}}},\\ \|DT(\bar{x})\|_{\mathscr{B}(\ell^1_{\nu, \mathbb{N}}, \ell^1_{\nu, \mathbb{N}})} &\le \max\left(\|\Pi_n A \Pi_n DF(\bar{x}) \Pi_n - \Pi_n\|_{\mathscr{B}(\ell^1_{\nu, \mathbb{N}}, \ell^1_{\nu, \mathbb{N}})}, \frac{\nu}{n+1} \|2\bar{x} - 1\|_{\ell^1_{\nu, \mathbb{N}}}\right),\\ \sup_{x \in \text{cl}( B_R(\bar{x}) )} \|D^2T(x)\|_{\mathscr{B}(\ell^1_{\nu, \mathbb{N}}, \mathscr{B}(\ell^1_{\nu, \mathbb{N}}, \ell^1_{\nu, \mathbb{N}}))} &\le 2 \nu \left( \|\Pi_n A \Pi_n\|_{\mathscr{B}(\ell^1_{\nu, \mathbb{N}}, \ell^1_{\nu, \mathbb{N}})} + \frac{1}{n+1} \right). \end{aligned}\]

In particular, from the latter estimate, we may freely choose $R = \infty$.

The computer-assisted proof may be implemented as follows:

ν = interval(2)
X = ℓ¹(GeometricWeight(ν))
R = Inf

x̄_interval = interval.(x̄)

F_interval = zeros(eltype(x̄_interval), Taylor(2n+1))
F!(F_interval, x̄_interval)

tail_F_interval = copy(F_interval)
tail_F_interval[0:n] .= interval(0)

DF_interval = zeros(eltype(x̄_interval), Taylor(n), Taylor(n))
DF!(DF_interval, x̄_interval)

A = interval.(inv(mid.(DF_interval)))
bound_tail_A = inv(interval(n+1))

# computation of the bounds

Y = norm(A * F_interval, X) + bound_tail_A * norm(tail_F_interval, X)

Z₁ = max(opnorm(A * DF_interval - UniformScaling(interval(1)), X), bound_tail_A * ν * norm(interval(2) * x̄_interval - interval(1), X))

Z₂ = (opnorm(A, X) + bound_tail_A) * ν * interval(2)

setdisplay(:full)

interval_of_existence(Y, Z₁, Z₂, R)

Interval{Float64}(2.407124940192978e-6, 0.06419613744065546, com, NG)

The following figure^[2] shows the numerical approximation of the proven solution in the interval $[-2, 2]$ along with the theoretical solution $t \mapsto (1 + e^{-t})^{-1}$.