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Received 14 May 2015; received in revised form 12 June 2016; accepted 21 June 2016
Communicated by R. Roussarie
Abstract
In this paper, we introduce a general method for the rigorous verification of saddle–node bifurcations
in ordinary differential equations. The approach is constructive in the sense that we obtain precise and
explicit bounds within which the saddle–node bifurcation occurs. After introducing a set of sufficient
generic conditions, an algorithm to verify rigorously the conditions is introduced. The approach is applied
to prove existence of saddle–node bifurcations in the Hodgkin–Huxley model.
⃝c 2016 Royal Dutch Mathematical Society (KWG). Published by Elsevier B.V. All rights reserved.
Keywords: Saddle–node bifurcation; Rigorously verified numerics; Contraction mapping theorem; Hodgkin–Huxley
model
1. Introduction
Parameter dependent models in the form of nonlinear vector fields are ubiquitous in physics,
biology, finance and chemistry. As one varies the parameters, one can reach a point in parameter
space where the dynamics of the solutions undergo a dramatic change. This phenomenon is called
a bifurcation. For realistic nonlinear models, identifying a set of parameters at which a bifurcation
occurs almost always requires a complicated analysis. In fact, this identification process is not
exact in general and therefore inevitably results in some uncertainties. Taking into account these
uncertainties, verifying rigorously the presence of a bifurcation becomes difficult using standard
http://dx.doi.org/10.1016/j.indag.2016.06.012
0019-3577/⃝ c 2016 Royal Dutch Mathematical Society (KWG). Published by Elsevier B.V. All rights reserved.
1014 J.-P. Lessard / Indagationes Mathematicae 27 (2016) 1013–1026
pen and paper analysis. The goal of the present paper is to propose a general rigorous verification
method for one of the simplest possible bifurcation: the saddle–node bifurcation. The idea is to
introduce a set of sufficient generic conditions and then present an algorithm that can verify
rigorously (possibly with the help of a computer program and interval arithmetic) the conditions.
Before proceeding with the presentation of our method, it is important to realize that the
proposed approach is by no means the first attempt to present a rigorous verification method
for bifurcations in differential equations. Using a Krawczyk-based interval validation method,
a computer-assisted approach is proposed in [6] to study turning points, symmetry breaking
bifurcation points and hysteresis points. Double turning points have being studied in [15,11],
period doubling bifurcations were tackled in [16] and cocoon bifurcations were considered in [8].
Steady states bifurcations in partial differential equations have recently been addressed [2,18].
An approach to prove rigorously a weaker (topological) notion of bifurcations for steady states
of nonlinear partial differential equations is proposed in [10].
While our approach is similar to the work presented in [6], we believe that the verification
method that we propose is different. Indeed, instead of using the Krawczyk-based interval
validation method, we use the radii polynomial approach (first introduced in [5]) which provide,
in the context of differential equations, an efficient means of determining a domain on which the
contraction mapping theorem is applicable.
The paper is organized as follows. In Section 2, we introduce the definition of a saddle–node
bifurcation and the sufficient generic conditions for a saddle–node bifurcation to occur. In Sec-
tion 3, we introduce the radii polynomial approach in finite dimension to solve rigorously nonlin-
ear equations. In particular, we show how to enclose rigorously eigenvalues of interval matrices.
In Section 4, we introduce the rigorous verification method for saddle–node bifurcations. In par-
ticular we introduce Algorithm 5 to verify rigorously the bifurcations. In Section 5, we apply the
method to prove existence of saddle–node bifurcations in the Hodgkin–Huxley equation.
The following result is proved in Theorem 8.12 in [4] and provides sufficient generic
conditions for a saddle–node bifurcation to occur in the n-dimensional setting. The main idea
of the proof is to use a Lyapunov–Schmidt reduction.
Throughout this section we make use of the sup norm on Rm , i.e., given x = (x1 , . . . , xm ) ∈
Rm define
def
∥x∥∞ = max {|xk |} .
k=1,...,m
Proof. The mean value theorem applied to Tk implies that for any x, y ∈ Br (x̄) there exists
z ∈ {t x + (1 − t)y | t ∈ [0, 1]} ⊂ Br (x̄) such that
Tk (x) − Tk (y) = DTk (z)(x − y).
Thus,
r (x − y)
∥x − y∥∞ ∥x − y∥∞
|Tk (x) − Tk (y)| = DTk (z) ≤ Z k (r ) .
(3.2)
∥x − y∥ ∞
r r
Setting y = x̄ and noting that ∥x − y∥∞ ≤ r , (3.2) yields
|Tk (x) − Tk (x̄)| ≤ Z k (r ).
By the triangle inequality
|Tk (x) − x̄k | ≤ |Tk (x) − Tk (x̄)| + |Tk (x̄) − x̄k | ≤ Z k (r ) + Yk ≤ ∥Y + Z (r )∥∞ < r.
That proves that T (Br (x̄)) ⊆ Br (x̄).
From (3.2), it follows that
∥x − y∥∞
∥T (x) − T (y)∥∞ ≤ ∥Z (r )∥∞ .
r
By assumption ∥Z (r )∥∞ ≤ ∥Y + Z (r )∥∞ < r . Therefore T is a contraction on Br (x̄) with a
contraction constant κ = ∥Z (rr)∥∞ < 1, and hence, by the contraction mapping theorem there
exists a unique x̃ ∈ Br (x̄) such that T (x̃) = x̃.
Observe that Theorem 2 does not prescribe a specific value of r . In fact, to emphasize the
freedom to choose r we introduce the following concept.
Using the radii polynomials we restate Theorem 2 in the form in which we make primary use
of it.
From Theorem 2 there exists a unique x̃ ∈ Br (x̄) such that T (x̃) = x̃ and therefore by
invertibility of A, such that F(x̃) = 0.
J.-P. Lessard / Indagationes Mathematicae 27 (2016) 1013–1026 1017
The radii polynomial approach consists of constructing the radii polynomials as defined in
(3.3), and then verifying the hypothesis of Corollary 3. In practice, x̄ ∈ U is a numerical
approximation obtained using an iterative numerical scheme (e.g. Newton’s method) and the
matrix A is chosen as an approximate inverse of D F(x̄). The matrix A can even be considered
as the exact inverse if one is willing to spend the computational effort.
3.1. Computation of eigenvalues and eigenvectors
As became clear in Definition 1, verifying that a point (x̃, λ̃) is a saddle–node requires
showing that 0 is an eigenvalue of Dx f (x̃, λ̃) with algebraic multiplicity one and all other
eigenvalues have non-zero real parts. We can achieve such task by computing the sets of all
eigenvalues of Dx f (x̃, λ̃). In this section, we show how to adapt the radii polynomial approach
to do this. We essentially mimic the presentation of [3].
Remark 1. The proposed radii polynomial approach for the computation of eigenvalues and
eigenvectors only works for simple eigenvalues. For case multiple eigenvalues, the methods
introduced in [1,14,13] can be used.
Consider the problem of rigorously determining solutions (µ, v) of the equation
Mv = µv, (3.4)
for a given matrix M ∈ Cn×n under the assumption that an approximate eigenpair (µ̄, v̄) has
been determined numerically. In particular, we show how the radii polynomial approach can be
used to obtain these quantities rigorously. For sake of simplicity we do not present how to verify
generalized eigenvectors.
Recall from Section 3 that radii polynomials provide a domain of existence of a unique zero
of a function. In this case the most obvious function is
def
F̃(µ, v) = Mv − µv
where F̃ : Cn+1 → Cn+1 . However, given a solution (µ̃, ṽ) of (3.4) and any θ ∈ C \ {0},
(µ̃, θ ṽ) is also a solution. This implies that the solution (µ̃, ṽ) is not isolated, i.e. that there is
no neighborhood of (µ̃, ṽ) in Cn+1 on which (µ̃, ṽ) is the unique solution to F̃(µ̃, ṽ) = 0. To
address this issue, we introduce the notion of a phase condition which will ensure that solutions
are isolated. Observe that uniqueness fails along a two dimensional parameter space C \ {0}, thus
one expects to obtain uniqueness by reducing by two the dimension of the space on which the
function F̃ acts. With this in mind we choose a phase condition that involves fixing one of the
components of v to be a given constant.
To be more precise, suppose that an approximate eigenpair of M has been computed, that is
(µ̄, v̄) such that M v̄ ≈ µ̄v̄. Choose k such that
|v̄k | = max |v̄ j | | j = 1, . . . , n
and define F : Cn → Cn by
v v
1 1
.. ..
. .
def
F(x) = M v̄k − µ v̄k (3.5)
. .
. .
. .
vn vn
1018 J.-P. Lessard / Indagationes Mathematicae 27 (2016) 1013–1026
where A is a numerical inverse of D F(x̄). We assume that A is invertible, which can be verified
with interval arithmetic. For the purpose of constructing the necessary bounds for the radii
polynomials we make use of the norm ∥x∥∞ = maxi=1,...,n {|xi |}.
To simplify the expression of D F(x̄) we introduce the following notation. Given a matrix
B ∈ Cn×m , we let (B)k̂ denote the n × (m − 1) matrix obtained by deleting the kth column of
B. At x̄ = (µ̄, v̄1 , v̄2 , . . . , v̄k−1 , v̄k+1 , . . . , v̄n )
−v̄
1
..
.
D F(x̄) = −v̄k (M − µ̄In )k̂ . (3.7)
.
.
.
−v̄n
To apply the radii polynomial result, i.e. Corollary 3, we need to obtain the bounding vectors
Y and Z (r ). Since T (x̄) − x̄ = −AF(x̄), let
def
Y = |AF(x̄)| ∈ Rn+ , (3.8)
where the absolute values are taking component-wise. To obtain a bound Z (r ) satisfying (3.1)
we note that
|DT (x̄ + b)c| ≪ |(I − AD F(x̄))c| + |A[(D F(x̄) − D F(x̄ + b))c]|, (3.9)
Thus,
b
2
..
.
bk
D F(x̄) − D F(x̄ + b) = 0 b1 (In )k̂ .
bk+1
.
.
.
bn
Define
Z (r ) = r Z 0 + r 2 Z 1 , (3.10)
where
def def
Z 0 = |In − A · D F(x̄)|1n , Z 1 = 2|A|(1n − ek ), (3.11)
where 1n ∈ Rn
is the vector whose entries are all equal to 1, and where ek the kth element of the
canonical basis of Rn . Returning to (3.9), it is left to the reader to check that
(i) supc∈B(r ) |(I − AD F(x̄))c| ≪ r Z 0
(ii) supb,c∈B(r ) |A[(D F(x̄) − D F(x̄ + b))c]| ≪ r 2 Z 1 .
This combined with (3.8) guarantees that (3.1) is satisfied. Therefore, by Corollary 3, if there
exists r > 0 such that
def
pk (r ) = Yk + Z k (r ) − r < 0,
then we have proven the existence of an eigenpair (µ̃, ṽ) for M within radius r of the numerical
approximation (µ̄, v̄).
f (x, λ)
def
F(X ) = ∥v∥2 − 1 = 0. (4.1)
Dx f (x, λ)v
Assume that using the radii polynomial approach of Section 3, we found a ball in R2n+1
enclosing a unique solution X̃ = (x̃, λ̃, ṽ) of (4.1). The kernel of Dx f (x̃, λ̃) must be one
dimensional, as otherwise we would not have an isolated solution in R2n+1 . To complete the
1020 J.-P. Lessard / Indagationes Mathematicae 27 (2016) 1013–1026
rigorous verification that (x̃, λ̃) is a saddle–node, we must verify that all non-zero eigenvalues
of Dx f (x̃, λ̃) have non-zero real parts. This can be achieved by using the theory of Section 3.1.
At this point, the matrix Dx f (x̃, λ̃) contains the errors inherited from the computation of (x̃, λ̃)
only known to exist within a ball of small radius r . In this case, the bounds defined (3.11) will
be computed with the interval matrix M = Dx f (x̃, λ̃) in (3.7). Using the theory of Section 3.1
as stated, assuming that the kth eigenvalue of Dx f (x̃, λ̃) is contained in the ball Bk ∈ C, if there
exists a unique j ∈ {1, . . . , n} such that 0 ∈ B j and if Bk ∩ iR = ∅ for all k ̸= j, then we can
conclude that (x̃, λ̃) is a saddle–node point.
Now, define
def def
u 1 = Dλ f (x̃, λ̃) and u 2 = Dx2 f (x̃, λ̃)(ṽ, ṽ). (4.2)
From Theorem 1, to show that there is a saddle–node bifurcation at (x̃, λ̃), it remains to verify
that u 1 , u 2 ̸= 0 and that u 1 and u 2 are not in the range of Dx f (x̃, λ̃). The following results
provide an elegant way of verifying these assumptions.
def
Proof. By the rank-nullity theorem, rank(D) = dim(image(D)) = n − dim(ker(D)) = n − 1.
Since rank(D) = rank(D T ) the rank-nullity theorem implies that dim(ker(D T )) = 1. Hence,
there is a non-zero vector w ∈ Rn such that ker D T = ⟨w⟩.
Now, if u ∈ Rn is in the range of D, there exists y ∈ Rn such that u = Dy, and then
u · w = w T u = w T (Dy) = (w T D)y = (D T w)T y = 0. This implies that
def
image(D) ⊂ (ker(D T ))⊥ = (⟨w⟩)⊥ = {u ∈ Rn | u · w = 0}. (4.3)
Conversely, assume u ·w = 0, that is u ∈ (⟨w⟩)⊥ = (ker(D T ))⊥ . Since (ker(D T ))⊥ is an (n −1)-
dimensional subspace and dim(image(D)) = n−1, we use (4.3) to get image(D) = (ker(D T ))⊥ .
Hence, u ∈ (ker(D T ))⊥ = image(D), that is u is in the range of D.
def
Let D = Dx f (x̃, λ̃). From the previous lemma, two last explicit steps remain to verify the last
hypotheses of Theorem 1: (iv) compute rigorously a non-zero vector w such that ker D T = ⟨w⟩
(possibly using the radii polynomial approach); (v) verify that u 1 , u 2 as defined by (4.2) satisfy
u 1 · w ̸= 0 and u 2 · w ̸= 0 (possibly with interval arithmetic).
Let us now introduce how to use the radii polynomial approach to compute rigorously a non-
zero vector w such that ker D T = ⟨w⟩. At this point, it is known rigorously that dim ker(D) = 1,
which implies that rank(D) = rank(D T ) = n − 1. Therefore, when looking for a non-zero w
satisfying D T w = 0, we can get rid of one row of D T without changing the solution space. Now
the question is which equation to get rid of?
At this point, we know the existence of ṽ ̸= 0 (in fact ∥ṽ∥2 = 1) such that D ṽ =
Dx f (x̃, λ̃)ṽ = 0, with |ṽi − v̄i | ≤ r for i = 1, . . . , n (r being the error radius bound from
the radii polynomials). Let k the component of ṽ with the largest magnitude, that is
Remark 2. Let X̃ = (x̃, λ̃, ṽ) ∈ Br ( X̄ ) ⊂ R2n+1 such that F( X̃ ) = 0 with F given in (4.1) for
some small r > 0. We know that
√ √
1 = ∥ṽ∥ ≤ n max |ṽi | = n|ṽk |
i=1,...,n
and then |ṽk | ≥ Moreover, since |ṽk − v̄k | ≤ r , where r should be much smaller than √1n ,
√1 .
n
then in practice (as long as n is not too large), the identification of the component k such that ṽk
satisfies (4.4) can be done using the numerical approximation v̄ as follows: let k the component
of v̄ with the largest magnitude, that is
|v̄k | = max {|v̄i |} ̸= 0.
i=1,...,n
def T
Denote M = Dk̂ , with Dk̂ the n × (n − 1) matrix defined by D without its kth column
Ck . A non-zero unit vector w such that ker D T = ⟨w⟩ is an isolated solution of
2
def ∥w∥ − 1
g(w) = = 0, (4.5)
Mw
which we solve using the radii polynomial approach as introduced in Section 3. Finally, using
Lemma 4, we can show that the vectors u 1 and u 2 defined in (4.2) are not in the range of
D = Dx f (x̃, λ̃) by verifying (with interval arithmetic) that
u 1 · w ̸= 0 and u 2 · w ̸= 0. (4.6)
Condition (4.6) immediately implies that u 1 , u 2 ̸= 0.
We summarize the work we have done in an algorithm.
Algorithm 5. The following steps are sufficient to verify the existence of a saddle–node
bifurcation at a point (x̃, λ̃).
(a) Compute (x̃, λ̃) such that f (x̃, λ̃) = 0 and dim ker Dx f (x̃, λ̃) = 1. This can be achieved by
finding a ball in R2n+1 enclosing a unique solution X̃ = (x̃, λ̃, ṽ) of (4.1). This can be done
using the radii polynomial approach as introduced in Section 3.
def
Let D = Dx f (x̃, λ̃).
(b) Show that all non-zero eigenvalues of D have non-zero real parts. This can be achieved as
follows: using the radii polynomial approach, as introduced in Section 3.1, show that the set
of D, denoted by σ (D), satisfies
of eigenvalues
• σ (D) ⊂ nj=1 B j , for some small balls B j ∈ C,
• 0 ∈ Bk for a unique k ∈ {1, . . . , n},
• B j ∩ iR = ∅, for all j ∈ {1, . . . , n} such that j ̸= k.
1022 J.-P. Lessard / Indagationes Mathematicae 27 (2016) 1013–1026
(c) Compute a non-zero vector w such that ker D T = ⟨w⟩. This can be done by computing an
isolated solution of (4.5) using the radii polynomial approach of Section 3.
(d) Defining the vectors u 1 and u 2 as in (4.2), verify that u 1 · w ̸= 0 and that u 2 · w ̸= 0. This
step can be achieved using interval arithmetic.
As already mentioned in Remark 1, if the matrix D has multiple eigenvalues, then the methods
introduced in [1,14,13] can be used to performpart (b) of Algorithm 5, that is to compute the
small balls B1 , . . . , Bn ∈ C such that σ (D) ⊂ nj=1 B j .
The Hodgkin–Huxley model for the action potential of a space-clamped squid axon is defined
by the four dimensional vector field
λ
23
−20 − 120x23 x3 x1 − 25.1 ln (550 − λ) − 36x44 x1 − 25.1 ln
− 0.3(x1 + 24.3)
1350 400
x1 − ∆(λ) + 35 x1 − ∆(λ) + 60
9 72
(1 )
− x 2 − x 2 exp −
(λ)+35
ẋ1
25 x
1 − exp − 1 10− ∆ 5 18
ẋ2
=
x1 − ∆(λ) + 60
63 18 1
ẋ3
(1 − x3 ) exp −
− x3
(λ)+30
ẋ4
250 20 5 x
exp − 1 10−∆
+1
x1 − ∆(λ) + 50 x1 − ∆(λ) + 60
9 9
(1 − x4 ) − x4 exp −
x1 −∆(λ)+50
250 1 − exp − 20 80
10
(5.1)
where
λ
def 11
∆(λ) = 9.32 ln − .
10 500
The variable x1 is the membrane potential, x2 is the activation of a sodium current, x3 is the
activation of a potassium current, x4 is the inactivation of the sodium current and the parameter
λ is the external potassium concentration.
Using a standard pseudo-arclength continuation technique [7], we obtain the bifurcation
diagram of Fig. 1. From this numerical simulation, we can conjecture the existence of two
saddle–node bifurcations at λ ≈ 426.42 and at λ ≈ 53.61.
Denote by f (x, λ) the right-hand side of (5.1). Let X = (x, λ, v) ∈ R9 , and define
F : R9 → R9 as in (4.1). Applying Newton’s method to problem (4.1), we compute two ap-
proximate solutions
−87.2515605439908 −49.270516282150226
0.0089034888748 0.170894916154782
0.9231857631959 0.241946685250340
0.1363687823857 0.487852905937695
def def
X̄ 1 = 426.4159725555050 and X̄ 2 = 53.607108413683697 (5.2)
0.9998982043007 0.999427022035232
0.0011653907919 0.016569867126847
−0.0105518817291 −0.025152384230317
0.0095331365494 0.015441006985167
corresponding to the two possible saddle–node points.
J.-P. Lessard / Indagationes Mathematicae 27 (2016) 1013–1026 1023
Using INTLAB in MATLAB [12], compute the exact inverse A = D X F( X̄ )−1 . Note that in
practice, the so obtained A will have interval entries. Define T : R9 → R9 by
T (X ) = X − AF(X ).
Using interval arithmetic, compute the upper bound Y such that AF( X̄ ) ≪ Y .
Remark 3. For some finite dimensional problems like the one considered in the present paper, it
is possible to consider A as the exact inverse of D X F( X̄ ), since there exists software to do such
computation (e.g. INTLAB does that). This choice of Asimplifies the computation of the Z bound
as in this case, we have that D X T ( X̄ + b)c = −A D X F( X̄ + b) − D X F( X̄ ) c. Otherwise,
D X T ( X̄ + b)c = (I − A · D X F( X̄ ))c − A D X F( X̄ + b) − D X F( X̄ ) c, and we have to bound
Now, let b̃, c̃ ∈ B1 (0) such that b, c ∈ Br (0) are given by b = b̃r and c = c̃r . In this case,
D X Fk ( X̄ + b) − D X Fk ( X̄ ) c = D 2X Fk ( X̄ + sk b)(b̃, c̃)r 2 .
Set r ∗ = 10−4 an a-priori upper bound for the left point of the existence interval of the radii
polynomials. We will have to show a-posteriori that r ≤ r ∗ .
Remark 4. The reason of introducing the r ∗ allows us to use interval arithmetic (instead of pen
and paper analysis) to rigorous enclose the components of D 2X Fk ( X̄ + sk b)(b̃, c̃) ∈ R9 for all
b, b̃, c̃ ∈ Br ∗ (0). If r ∗ is too large, then each enclosure of the second derivative becomes too large
(after all the map F is highly nonlinear) leading to bounds so large that the proof is impossible to
perform. If r ∗ is smaller than the radius r obtained from the radii polynomial, it means that the
bound on the second derivative were in fact not valid on the ball Br (0) since Br ∗ (0) ⊂ Br (0),
and the proof does not go through. Choosing the value of r ∗ must therefore be carefully done,
and we must say that it is often based on a trial and error approach.
Denote by b∗ = [−r ∗ , r ∗ ]9 a vector in R9 whose entries are given by the interval [−r ∗ , r ∗ ].
Denote by X∗ = X̄ + b∗ a vector in R9 with its kth entry given by the interval [ X̄ k −r ∗ , X̄ k +r ∗ ].
Denote by δ = [−1, 1]9 a vector in R9 whose entries are given by the interval [−1, 1]. Then, for
each b, c ∈ Br (0), it is left to the reader to verify that
A D X F( X̄ + b) − D X F( X̄ ) c ∈ AD 2 F(X∗ )(δ, δ) .
X
(2)
Using the previous bounds, define the radii polynomials pk (r ) = Z k r 2 −r + Yk . For each of the
point X̄ 1 and X̄ 2 given in (5.2), we computed the radii polynomials and obtained the existence
intervals
I1 = 1.715 × 10−12 , 8.052 × 10−6 and I2 = 2.034 × 10−12 , 1.974 × 10−5 ,
respectively. Since 8.052 × 10−6 , 1.974 × 10−5 < r ∗ = 10−4 , then the existence intervals are
def def
valid. Let r1 = 1.715 × 10−12 and r2 = 2.034 × 10−12 . Recall (5.2), then by Corollary 3, there
exists a unique X̃ 1 = (x̃1 , λ̃1 , ṽ1 ) ∈ Br1 X̄ 1 such that F( X̃ 1 ) = 0 and there exists a unique
X̃ 2 = (x̃2 , λ̃2 , ṽ2 ) ∈ Br2 X̄ 2 such that F( X̃ 2 ) = 0. Hence, for j = 1, 2, f (x̃ j , λ̃ j ) = 0 and
J.-P. Lessard / Indagationes Mathematicae 27 (2016) 1013–1026 1025
the kernel of Dx f (x̃ j , λ̃ j ) must be one dimensional, as otherwise we would not have that X̃ j
isolated solution in R9 .
def def
(b) Choose j ∈ {1, 2} and let I = I j the existence interval associated to X̄ = X̄ j . Let r the
smallest radius of the existence interval I . Define B = Br (x̄, λ̄) ⊂ R5 , that is
4
[x̄k − r, x̄k + r ] × λ̄ − r, λ̄ + r .
B=
k=1
def def
Let D = Dx f (x̃, λ̃) and D = Dx f (B) a 4 × 4 interval matrix computed with interval
arithmetic. Note that D ⊂ D.Using the radii polynomial approach as introduced in Section 3.1,
we now show that σ (D) ⊂ nj=1 B j , for some small balls B j ∈ C. The only modification from
the theory of Section 3.1 is that we now have a matrix whose entries are intervals. Hence, the
bounds Y in (3.8) and the bounds Z 0 , Z 1 in (3.11) have to bound all possible error coming from
D. Interval arithmetic can be used to do this. Using the above procedure and INTLAB, we proved
that the eigenvalues of Dx f (x̃1 , λ̃1 ) are enclosed in ∪4j=1 B j , where
B1 = z ∈ C : |z + 32.02633660454969| ≤ 3.394274197807681 × 10−11
B2 = z ∈ C : |z − 9.305978062941147 × 10−16 | ≤ 1.069542699059249 × 10−11
B3 = z ∈ C : |z + 0.9317141708275124| ≤ 9.975910428070430 × 10−12
B4 = z ∈ C : |z + 0.5558951614569074| ≤ 1.774408327300926 × 10−12 .
Therefore, we obtain that 0 ∈ Bk for the unique k = 2 ∈ {1, 2, 3, 4}, and that B j ∩ iR = ∅, for
all j ∈ {1, 3, 4}. This shows that (x̃1 , λ̃1 ) is a saddle–node. We repeated the same procedure to
show that (x̃2 , λ̃2 ) is also a saddle–node.
(c) Let
0.019179161523012 −0.009242057198078
def 0.001671623761223 −0.253654297666144
def
w̄1 = 0.000309560202397 and w̄2 = −0.937890513625427 ,
(5.4)
0.999814617621566 0.236506799280007
numerical approximations satisfying Dx f (x̄1 , λ¯1 )T w̄1 ≈ 0 and Dx f (x̄2 , λ¯2 )T w̄2 ≈ 0.
Choose j ∈ {1, 2}, let D = Dx f (x̃ j , λ˜j ) and w̄ = w̄ j . Based on D, construct the 3 × 4 matrix
M as above in order to define the problem g(w) = 0 as in (4.5). Using the radii polynomial
approach of Section 3 applied on (4.5), we showed the existence of (i) w̃1 ∈ B7.246×10−13 (w̄1 )
such that Dx f (x̃1 , λ˜1 )w̃1 = 0 and (ii) w̃2 ∈ B1.595×10−11 (w̄2 ) such that Dx f (x̃2 , λ˜2 )w̃2 = 0.
(d) For j = 1, 2, define
( j) ( j)
u 1 = Dγ f (x̃ j , λ̃ j ) and u 2 = Dx2 f (x̃ j , λ̃ j )(ṽ, j ṽ j ).
( j) ( j)
With interval arithmetic, we showed that for both j = 1, 2, u 1 · w̃ j ̸= 0 and u 2 · w̃ j ̸= 0. All
steps are performed in the MATLAB code proofs.m available at [9]. This concludes the proofs
of Theorems 6 and 7.
Acknowledgment
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