SOHAM

UNDER THE GUI DANCE OF

PROF. DR. ANDREAS KAMPMANN
BASICS & APPLICATIONS OF
INTERVAL MATHEMATICS
Basics
Interval Notation in Mathematics:
The interval of numbers between a and b, including a and b, is denoted by [a,b]




Interval Arithmetic: a general numerical computing technique that
automatically provides guaranteed enclosures for arbitrary formulas,
in the presence of uncertainties, mathematical approximations,
and arithmetic round-off.
When i/p has Specific Ranges or Uncertainties instead of definite
known values.

General Syntax of Interval Computations
Interval Operation where
We can get interval for the result c,



Where
Examples
Simulation\AreaPerimeterAndDiagonalOfARectangleWithUncertainSi
des.cdf
c a b =
[ , ]; [ , ] a a a b b b


e e
{ | [ , ], [ , ]&
[min( , , , ), max( , , , )]
c a b a a a b b b
c a b a b a b a b a b a b a b a b





= e e

`

e
)
& a a a a a a

= A = + A
Challenges Faced
Integral Arithmetic generally overestimates the actual bounds of the
range, to overcome this we use the extension of Integral Arithmetic
Conversion between IA and Affine Arithmetic.





An affine form is created from an interval as follows:
x
0
= (x
H
+ x
L
)/2;
x
1
= (x
H
- x
L
)/2;
x
i
= 0; i > 1
Pattern recognition & computational Geometry
(a) Surface intersection using AA. (b) IA (top) versus AA (bottom).
Applications
Space-Applications: In Spacecraft design for taking photos of
distant planets.
constraints between weight & cost.
several possible solutions.
Select a possible range of most applicable solutions and
Formulate for satisfying given constraints.
Numerical Computing:
General methods yield approximate solutions. E.g. Solution of
Optimization problems.
Have Iterative Methods => The more the iterations, the more
accurate solution. But never exact.
Repeatedly compute estimates for the same quantities. Use
previously achieved result x
(k)
, to compute the next estimate
x
(k+1)
Applications
By Interval Operations, we can compute intervals for these
two successive steps. Hence for the next step x
(k+2)
, we take
smaller of the two intervals for the first two step.
i.e. Interval of
Hence Converge faster & Avoid Overestimates.
( ) ( 2) k k
x x
+
Applications
Truncation Errors:
Taylor series of the exponential function:
e
x
= 1 +x+ (x
2
/2!)e
t

where t [0,x]. For x < 0, e
x
1+x+ (x
2
/2!) [0,1].
In particular, with,
x =-0.531, we get e
(-0:531)
1-0.531+ ((-0:531)
2
/2!) [0,1]
= 0:469+[0:140,0:141][0,1]
= [0:469;0:610].

Advantages & Drawbacks
Advantages:
Very useful when the working data is subjected to
measurement errors or uncertainties.
An alternative error estimation approach; i.e. we get errors
estimations simultaneous to the iterations. Whereas in normal
methods we get errors only after iteration process. Hence,
Savings in Computation time.
A very powerful technique for controlling errors in
computations.
Any contiguous set of real numbers (a continuum) can be
represented by containing interval.
Drawbacks:
Interval arithmetic can be slow, and often gives overly
pessimistic results for real-world computations

References
Weisstein, Eric W. "Interval Arithmetic." From MathWorld--A
Wolfram Web Resource.
http://mathworld.wolfram.com/IntervalArithmetic.html
http://www.cs.utep.edu/interval-comp/
Mainstream Contributions of Interval Computations in Engineering
and Scientific Computing -R. Baker Kearfott,Department of
Mathematics,University of Louisiana at Lafayette
Introduction to Numerical Analysis by J.Stoer and R.Bulirsch

Applications of interval computations by R. Baker Kearfott, Vladik

Kreinovich
Thank You!