The Development of Reliable Numerical Software for the Investigation of Systems of Differential Equations

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Mathematical modeling of real world systems is pervasive in all areas of research. In applications in physical sciences, biological sciences, engineering, medicine and finance, the mathematical models that are employed often involve systems of differential equations and the 'exact' solution of these models can, at best, only be approximated. In our research program we assume that the mathematical model being investigated is well posed and the computational (or numerical) task is to approximate the solution and key properties of the solution. In the past I have been involved, with my students and colleagues, in the development of effective numerical methods for approximating the solutions of systems of ordinary differential equations (ODEs) and the development of software tools to visualize important properties of the solution. Some of the properties of the solution, that we have developed effective tools to investigate, include tools to estimate and quantify the conditioning, tools to quantify the stability and tools to quantify the sensitivity of the solution (to changes in the parameters that define the model).