Introduction to interval analysis

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Hauptverfasser: Moore, Ramon E. 1929- (VerfasserIn), Kearfott, Ralph Baker (VerfasserIn), Cloud, Michael J. 1960- (VerfasserIn)
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Sprache:English
Veröffentlicht: Philadelphia, PA Society for Industrial and Applied Mathematics 2009
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Datensatz im Suchindex

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adam_text This unique book is an introduction to a subject whose use has steadily increased over the past 40 years. An update of Ramon Moore s previous books on the topic, it provides broad coverage of the subject as well as the historical perspective of one of the originators of modern interval analysis. The authors give a hands-on introduction to INTLAB, a high-quality, comprehensive MATLAB® toolbox for interval computations, making this the first interval analysis book that does with INTLAB what general numerical analysis texts do with MATLAB. Readers will find the following features of interest: • Elementary motivating examples and notes. • Exercises and hands-on MATLAB-based examples woven into the text. • INTLAB-based examples and explanations integrated into the text, a comprehensive set of exercises and solutions, and an appendix with INTLAB commands. • An extensive bibliography and appendices that will continue to be valuable resources once the reader is familiar with the subject. • A Web page with links to computational tools and other resources of interest. Introduction to Interval Analysis will be valuable to engineers and scientists interested in scientific computation, especially in reliability, effects of roundoff error, and automatic verification of results. The introductory material is particulaKy important for experts in global optimization and constraint solution algorithms. This book is suitable for introducing the subject to students in these areas. Raum· E. Moore authored Interval Analysis (Prentice-Hall, 1966), Methods and Applications of Interval Analysis (SIAM, 1979), and numerous related publications. Now retired, he was professor of computer science and/or mathematics from 1965 through 2000 at universities in Ohio, Texas, and Wisconsin as well as visiting professor in Stockholm, Oxford, Karlsruhe, and Freiburg. From 1950 until 1965 he worked in the area of computational mathematics at Aberdeen Proving Grounds, UC Radiation Lab in Livermore, and Lockheed Research Labs in Palo Alto. He received an Alexander von Humboldt Foundation-US Senior Scientist Award in 1975. R. laker Kearfott has authored a monograph on mathematically rigorous numerical methods for nonlinear algebraic systems of equations and nonlinear optimization problems, organized a major international conference on interval computations, edited several conference volumes, and provided several software packages for interval computations. He has been on the faculty of the University of Louisiana at Lafayette since 1977 and has participated in various modeling projects at the University of Louisiana and while at Exxon Research and Engineering. Mkh—t 3. Cloud has been a faculty member in the Department of Electrical and Computer Engineering at Lawrence Technological University since 1987 and currently holds the rank of Associate Professor. He has coauthored seven other books. For more information about SIAM books, journals, conferences, memberships, or activities, contact: Society for Industrial and Applied Mathematics 3600 Market Street, 6th Floor Philadelphia, PA 19104-2688 USA +1-215-382-9800 · Fax +1-215-386-7999 siam@siam.org · www.siam.org Titel: Introduction to interval analysis Autor: Moore, Ramon E. Jahr: 2009 Contents Preface ix 1 Introduction 1 1.1 Enclosing a Solution........................... 1 1.2 Bounding Roundoff Error........................ 3 1.3 Number Pair Extensions......................... 5 2 The Interval Number System 7 2.1 Basic Terms and Concepts........................ 7 2.2 Order Relations for Intervals ...................... 9 2.3 Operations of Interval Arithmetic.................... 10 2.4 Interval Vectors and Matrices...................... 14 2.5 Some Historical References....................... 16 3 First Applications of Interval Arithmetic 19 3.1 Examples................................. 19 3.2 Outwardly Rounded Interval Arithmetic................ 22 3.3 INTLAB................................. 22 3.4 Other Systems and Considerations................... 28 4 Further Properties of Interval Arithmetic 31 4.1 Algebraic Properties........................... 31 4.2 Symmetric Intervals........................... 33 4.3 Inclusion Isotonicity of Interval Arithmetic............... 34 5 Introduction to Interval Functions 37 5.1 Set Images and United Extension.................... 37 5.2 Elementary Functions of Interval Arguments.............. 38 5.3 Interval-Valued Extensions of Real Functions............. 42 5.4 The Fundamental Theorem and Its Applications............ 45 5.5 Remarks on Numerical Computation.................. 49 6 Interval Sequences 51 6.1 A Metric for the Set of Intervals..................... 51 6.2 Refinement................................ 53 6.3 Finite Convergence and Stopping Criteria................57 6.4 More Efficient Refinements.......................64 6.5 Summary.................................83 7 Interval Matrices 85 7.1 Definitions................................ 85 7.2 Interval Matrices and Dependency ................... 86 7.3 INTLAB Support for Matrix Operations................ 87 7.4 Systems of Linear Equations ...................... 88 7.5 Linear Systems with Inexact Data.................... 92 7.6 More on Gaussian Elimination..................... 100 7.7 Sparse Linear Systems Within INTLAB ................ 101 7.8 Final Notes................................ 103 8 Interval Newton Methods 105 8.1 Newton s Method in One Dimension..................105 8.2 The Krawczyk Method .........................116 8.3 Safe Starting Intervals..........................121 8.4 Multivariate Interval Newton Methods.................123 8.5 Concluding Remarks ..........................127 9 Integration of Interval Functions 129 9.1 Definition and Properties of the Integral................ 129 9.2 Integration of Polynomials .......................133 9.3 Polynomial Enclosure, Automatic Differentiation ...........135 9.4 Computing Enclosures for Integrals...................141 9.5 Further Remarks on Interval Integration ................145 9.6 Software and Further References....................147 10 Integral and Differential Equations 149 10.1 Integral Equations............................149 10.2 ODEs and Initial Value Problems....................151 10.3 ODEs and Boundary Value Problems..................156 10.4 Partial Differential Equations......................156 11 Applications 157 11.1 Computer-Assisted Proofs........................ 157 11.2 Global Optimization and Constraint Satisfaction............ 159 11.2.1 A Prototypical Algorithm................. 159 11.2.2 Parameter Estimation................... 161 11.2.3 Robotics Applications................... 162 11.2.4 Chemical Engineering Applications............ 163 11.2.5 Water Distribution Network Design............ 164 11.2.6 Pitfalls and Clarifications................. 164 11.2.7 Additional Centers of Study................ 167 11.2.8 Summary of Links for Further Study........... 168 11.3 Structural Engineering Applications................... 168 11.4 Computer Graphics........................... 169 11.5 Computation of Physical Constants................... 169 11.6 Other Applications............................ 170 11.7 For Further Study............................ 170 A Sets and Functions 171 B Formulary 177 C Hints for Selected Exercises 185 D Internet Resources 195 E INTLAB Commands and Functions 197 References 201 Index 219
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spelling Moore, Ramon E. 1929- Verfasser (DE-588)108802817 aut
Introduction to interval analysis Ramon E. Moore, R. Baker Kearfott, Michael J. Cloud
Philadelphia, PA Society for Industrial and Applied Mathematics 2009
XI, 223 S. graph. Darst.
txt rdacontent
n rdamedia
nc rdacarrier
Includes bibliographical references (p. 201-218) and index
Analyse numérique ram
Calcul d'erreur ram
Calcul sur des intervalles ram
Interval analysis (Mathematics)
Intervallmathematik (DE-588)4130580-2 gnd rswk-swf
Intervallanalyse (DE-588)4162150-5 gnd rswk-swf
Numerische Mathematik (DE-588)4042805-9 gnd rswk-swf
Intervallanalyse (DE-588)4162150-5 s
DE-604
Intervallmathematik (DE-588)4130580-2 s
Numerische Mathematik (DE-588)4042805-9 s
1\p DE-604
Kearfott, Ralph Baker Verfasser (DE-588)138320861 aut
Cloud, Michael J. 1960- Verfasser (DE-588)120264242 aut
Digitalisierung UB Bayreuth application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017727052&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Klappentext
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spellingShingle Moore, Ramon E. 1929-
Kearfott, Ralph Baker
Cloud, Michael J. 1960-
Introduction to interval analysis
Analyse numérique ram
Calcul d'erreur ram
Calcul sur des intervalles ram
Interval analysis (Mathematics)
Intervallmathematik (DE-588)4130580-2 gnd
Intervallanalyse (DE-588)4162150-5 gnd
Numerische Mathematik (DE-588)4042805-9 gnd
subject_GND (DE-588)4130580-2
(DE-588)4162150-5
(DE-588)4042805-9
title Introduction to interval analysis
title_auth Introduction to interval analysis
title_exact_search Introduction to interval analysis
title_full Introduction to interval analysis Ramon E. Moore, R. Baker Kearfott, Michael J. Cloud
title_fullStr Introduction to interval analysis Ramon E. Moore, R. Baker Kearfott, Michael J. Cloud
title_full_unstemmed Introduction to interval analysis Ramon E. Moore, R. Baker Kearfott, Michael J. Cloud
title_short Introduction to interval analysis
title_sort introduction to interval analysis
topic Analyse numérique ram
Calcul d'erreur ram
Calcul sur des intervalles ram
Interval analysis (Mathematics)
Intervallmathematik (DE-588)4130580-2 gnd
Intervallanalyse (DE-588)4162150-5 gnd
Numerische Mathematik (DE-588)4042805-9 gnd
topic_facet Analyse numérique
Calcul d'erreur
Calcul sur des intervalles
Interval analysis (Mathematics)
Intervallmathematik
Intervallanalyse
Numerische Mathematik
url http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017727052&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
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