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

Step 4 of 8: Interval arithmetic: computing with guaranteed bounds instead of single numbers
In plain words

Ordinary computer arithmetic stores a real number as an approximation and simply hopes rounding errors don't cause trouble; over the millions of steps needed to track a chaotic flow, such hope is unfounded. Interval arithmetic instead represents every quantity not as a single approximate number but as a guaranteed range [x‾,x‾][\underline{x},\overline{x}] that is certain to contain the true value, and every arithmetic operation (addition, multiplication, evaluating a function) is redefined to output a new, still-guaranteed range covering every possible outcome.

The price is that ranges tend to grow wider with each operation unless one is careful; the payoff is that whatever final answer comes out is not a guess but a mathematically certified fact — exactly the ingredient needed to turn a numerical simulation into a rigorous proof.

x∈[x‾,x‾]  ⟹  f(x)∈[f‾,f‾] with f‾≤f(x)≤f‾ guaranteedx \in [\underline{x}, \overline{x}] \implies f(x) \in [\underline{f}, \overline{f}] \text{ with } \underline{f} \le f(x) \le \overline{f} \text{ guaranteed}
Detailed analysis

Interval arithmetic replaces each real number xx in a computation with a compact interval [x‾,x‾][\underline{x},\overline{x}] guaranteed to contain it, and redefines the arithmetic operations so that, for example, [a‾,a‾]+[b‾,b‾]=[a‾+b‾,a‾+b‾][\underline a,\overline a] + [\underline b,\overline b] = [\underline a+\underline b, \overline a + \overline b] and similarly (with appropriate case-splitting on signs) for multiplication and other operations; applying an interval-extended version of a function to an interval argument is guaranteed to produce an interval containing the function's true range over that argument. Composing such operations, an entire numerical algorithm (here, a high-order Taylor-series integrator for solving the Lorenz ODEs) can be run on interval-valued inputs to produce interval-valued, mathematically certified outputs, at the cost of the intervals growing somewhat wider than the true floating-point error at each step (the well-known "wrapping effect", controlled in practice using techniques such as Lohner's method).

This technique, developed from the 1960s onward (Ramon Moore) and refined for rigorous ODE integration by authors including Lohner and Neumaier, is precisely what lets a finite, floating-point computer program produce a mathematically airtight conclusion: rather than tracking a single trajectory approximately, Tucker's implementation tracks entire small boxes (products of intervals) of initial conditions and their guaranteed images under the flow, so that any statement proved about where a box of points can end up is a certified theorem, not a numerical observation.

With this tool available, the rest of Tucker's proof (outside the small cube U0U_0 handled analytically in the previous steps) proceeds by rigorous interval computation rather than heuristic simulation.

Terms in this step
Wrapping effect
A known source of over-estimation in interval computation: representing the true (often curved, rotated) image of a region by an axis-aligned box tends to enclose extra, spurious points, and this excess can compound over many steps unless specifically controlled.
Knowledge used in this step