Set-Based B-Series

B-series were defined to unify the formalism of solutions for ordinary differential equations defined by series. Runge-Kutta schemes can be seen as truncated B-series, similar to Taylor series. In the prolific domain of reachability analysis, i.e., the process of computing the set of reachable states for a system, many techniques have been proposed without obvious links. In the particular case of uncertain initial conditions and/or parameters in the definition of differential equations, set-based approaches are a natural and elegant method to compute reachable sets. In this paper, an extension to B-series is proposed to merge these techniques in a common formalism-named set-based B-series. We show that the main properties of B-series are preserved. A validated technique, based on Runge-Kutta methods, able to compute such series, is presented. Experiments are provided in order to illustrate the proposed approach.