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Worked solution: Tucker's rigorous computer-assisted proof via interval arithmetic (1999)

Step 1 of 8: Smale's 14th problem: is Lorenz's butterfly a real, robust attractor?
In plain words

In 1963, meteorologist Edward Lorenz simulated a drastically simplified model of atmospheric convection on an early computer and found something startling: the trajectory never settled into a fixed point or a repeating cycle, tracing out instead an infinite, never-closing double-spiral shape resembling a butterfly's wings, and tiny changes in the starting point led to wildly different long-term paths. This is the origin of the popular idea of the "butterfly effect".

But a computer simulation, however striking the picture, is not a proof: floating-point round-off errors accumulate in a chaotic system, so the picture on the screen might just be numerical noise dressed up to look like genuine chaos, rather than a real mathematical object. In 1998, Steve Smale listed this as problem 1414 on his list of mathematical challenges for the 21st century: prove, rigorously, that Lorenz's picture is real.

x˙=σ(y−x),y˙=x(ρ−z)−y,z˙=xy−βz,(σ,ρ,β)=(10,28,8/3)\dot{x} = \sigma(y - x), \quad \dot{y} = x(\rho - z) - y, \quad \dot{z} = xy - \beta z, \quad (\sigma, \rho, \beta) = (10, 28, 8/3)
Detailed analysis

The Lorenz system x˙=σ(y−x)\dot{x} = \sigma(y - x), y˙=x(ρ−z)−y\dot{y} = x(\rho - z) - y, z˙=xy−βz\dot{z} = xy - \beta z is a drastic (and physically unrealistic, but mathematically rich) truncation of the equations for Rayleigh–Bénard convection, published by Edward Lorenz in 1963. For the classical parameter values (σ,ρ,β)=(10,28,8/3)(\sigma,\rho,\beta)=(10,28,8/3), numerical simulation strongly suggests trajectories settle onto a bounded, intricately folded, two-lobed "strange attractor" with sensitive dependence on initial conditions — the mathematical signature of chaos.

However, as recorded in Smale's 1998 list "Mathematical Problems for the Next Century" (problem 1414), no rigorous proof existed that this numerically observed object was a genuine mathematical attractor, as opposed to, say, an extremely long-period stable periodic orbit that only looks chaotic within the limits of floating-point precision, or an artifact of accumulated rounding error. The difficulty is structural: the origin (0,0,0)(0,0,0) is a saddle-type equilibrium of the system, and trajectories on the attractor pass arbitrarily close to it infinitely often; near a saddle, the time to return to a fixed cross-section blows up without bound, so naive fixed-precision numerical integration cannot certify what happens as a trajectory threads this bottleneck — a tiny numerical error there can be amplified into a completely different itinerary thereafter.

Warwick Tucker's 1999 proof, described in the coming steps, resolves problem 1414 by combining exact analytic estimates exactly where numerical methods fail (near the origin) with a rigorous, error-controlled computer verification everywhere else.

Terms in this step
Strange attractor
A bounded region in phase space that nearby trajectories are drawn into and never leave, but on which motion is chaotic (sensitive to initial conditions) rather than periodic; its cross-section typically has a fractal, non-integer-dimensional structure.
Saddle equilibrium
A fixed point of a dynamical system where trajectories are attracted along some directions but repelled along others, like a ball balanced on a horse saddle: stable if nudged forward-backward, unstable if nudged left-right.
Knowledge used in this step