Taylor Models

We present a formally verified implementation of multivariate Taylor models. Taylor models are a form of rigorous polynomial approximation, consisting of an approximation polynomial based on Taylor expansions, combined with a rigorous bound on the approximation error. Taylor models were introduced as a tool to mitigate the dependency problem of interval arithmetic. Our implementation automatically computes Taylor models for the class of elementary functions, expressed by composition of arithmetic operations and basic functions like exp, sin, or square root.