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Journal of Automated Reasoning 50, 4 (2013) 423-456
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Wave Equation Numerical Resolution: a Comprehensive Mechanized Proof of a C Program
Sylvie Boldo 1, 2, Francois Clement 3, Jean-Christophe Filliâtre 1, 2, Micaela Mayero 4, 5, Guillaume Melquiond 1, 2, Pierre Weis 3
(04/2013)

We formally prove correct a C program that implements a numerical scheme for the resolution of the one-dimensional acoustic wave equation. Such an implementation introduces errors at several levels: the numerical scheme introduces method errors, and floating-point computations lead to round-off errors. We annotate this C program to specify both method error and round-off error. We use Frama-C to generate theorems that guarantee the soundness of the code. We discharge these theorems using SMT solvers, Gappa, and Coq. This involves a large Coq development to prove the adequacy of the C program to the numerical scheme and to bound errors. To our knowledge, this is the first time such a numerical analysis program is fully machine-checked.
1 :  PROVAL (INRIA Saclay - Ile de France)
INRIA – Université Paris XI - Paris Sud – CNRS : UMR
2 :  Laboratoire de Recherche en Informatique (LRI)
CNRS : UMR8623 – Université Paris XI - Paris Sud
3 :  ESTIME (INRIA Paris-Rocquencourt)
INRIA
4 :  Laboratoire d'informatique de Paris-nord (LIPN)
CNRS : UMR7030 – Université Paris XIII - Paris Nord
5 :  ARENAIRE (Inria Grenoble Rhône-Alpes / LIP Laboratoire de l'Informatique du Parallélisme)
INRIA – CNRS : UMR5668 – Université Claude Bernard - Lyon I – École Normale Supérieure - Lyon
Informatique/Logique en informatique

Mathématiques/Analyse numérique

Informatique/Arithmétique des ordinateurs
Formal proof of numerical program – Convergence of numerical scheme – Proof of C program – Coq formal proof – Acoustic wave equation – Partial differential equation – Rounding error analysis
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