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Inspired by computer assisted proofs in analysis, we present an interval approach to real-number computations.

Logic in Computer Science · Computer Science 2018-04-16 Małgorzata Moczurad , Piotr Zgliczyński

The correct computation of orbits of discrete dynamical systems on the interval is considered. Therefore, an arbitrary-precision floating-point approach based on automatic error analysis is chosen and a general algorithm is presented. The…

Numerical Analysis · Computer Science 2015-03-13 Christoph Spandl

We address a specific but recurring problem related to sampled linear systems. In particular, we provide a numerical method for the rigorous verification of constraint satisfaction for linear continuous-time systems between sampling…

Optimization and Control · Mathematics 2016-03-30 Moritz Schulze Darup

Proximal operations are among the most common primitives appearing in both practical and theoretical (or high-level) optimization methods. This basic operation typically consists in solving an intermediary (hopefully simpler) optimization…

Optimization and Control · Mathematics 2021-06-30 Mathieu Barré , Adrien Taylor , Francis Bach

Gappa uses interval arithmetic to certify bounds on mathematical expressions that involve rounded as well as exact operators. Gappa generates a theorem with its proof for each bound treated. The proof can be checked with a higher order…

Mathematical Software · Computer Science 2007-06-13 Marc Daumas , Guillaume Melquiond

We describe an approximate rational arithmetic with round-off errors (both absolute and relative) controlled by the user. The rounding procedure is based on the continued fraction expansion of real numbers. Results of computer experiments…

Numerical Analysis · Mathematics 2025-10-20 Grigori Litvinov , Anatoli Rodionov , Andrei Chourkin

We apply set-valued numerical methods to compute an accurate enclosure of the rotation number. The described algorithm is supplemented with a method of proving the existence of periodic points, which is used to check the rationality of the…

Dynamical Systems · Mathematics 2015-09-25 Anna Belova

We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define a notion of computable randomness associated with interval, rather than precise,…

Probability · Mathematics 2017-05-05 Gert de Cooman , Jasper De Bock

We find that with uniform mesh, the numerical schemes derived from finite element method can keep a preserved symplectic structure in one-dimensional case and a preserved multisymplectic structure in two-dimentional case in certain discrete…

High Energy Physics - Theory · Physics 2018-01-17 Han-Ying Guo , Xiao-mei Ji , Yu-Qi Li , Ke Wu

Iterative numerical algorithms are typically equipped with a stopping criterion, where the iteration process is terminated when some error or misfit measure is deemed to be below a given tolerance. This is a useful setting for comparing…

Numerical Analysis · Computer Science 2014-12-04 Uri Ascher , Farbod Roosta-Khorasani

Given a straight-line program whose output is a polynomial function of the inputs, we present a new algorithm to compute a concise representation of that unknown function. Our algorithm can handle any case where the unknown function is a…

Symbolic Computation · Computer Science 2014-12-16 Andrew Arnold , Mark Giesbrecht , Daniel S. Roche

We prove an elementary yet useful inequality bounding the maximal value of certain linear programs. This leads directly to a bound on the martingale difference for arbitrarily dependent random variables, providing a generalization of some…

Functional Analysis · Mathematics 2007-05-23 Leonid Kontorovich

Integer octagonal constraints (a.k.a. ``Unit Two Variables Per Inequality'' or ``UTVPI integer constraints'') constitute an interesting class of constraints for the representation and solution of integer problems in the fields of constraint…

Data Structures and Algorithms · Computer Science 2007-06-01 Roberto Bagnara , Patricia M. Hill , Enea Zaffanella

Verification of temporal logic properties plays a crucial role in proving the desired behaviors of continuous systems. In this paper, we propose an interval method that verifies the properties described by a bounded signal temporal logic.…

Logic in Computer Science · Computer Science 2016-02-09 Daisuke Ishii , Naoki Yonezaki , Alexandre Goldsztejn

We reexamine Smale's alpha theory as a way to certify a numerical solution to an analytic system. For a given point and a system, Smale's alpha theory determines whether Newton's method applied to this point shows the quadratic convergence…

Symbolic Computation · Computer Science 2024-05-09 Kisun Lee

A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear program at each iteration of the algorithm. Although…

Optimization and Control · Mathematics 2020-04-21 James P. L. Tan

We empirically evaluate the finite-time performance of several simulation-optimization algorithms on a testbed of problems with the goal of motivating further development of algorithms with strong finite-time performance. We investigate if…

Optimization and Control · Mathematics 2017-05-23 Naijia Dong , David J. Eckman , Matthias Poloczek , Xueqi Zhao , Shane G. Henderson

The aim of this paper is to study a whole class of first order differential inclusions, which fit into the framework of perturbed sweeping process by uniformly prox-regular sets. After obtaining well-posedness results, we propose a…

Numerical Analysis · Mathematics 2009-10-14 Juliette Venel

The lower and upper bound of any given algorithm is one of the most crucial pieces of information needed when evaluating the computational effectiveness for said algorithm. Here a novel method of Boolean Algebraic Programming for symbolic…

Data Structures and Algorithms · Computer Science 2014-07-14 Daniel McCormack

We present a novel class of methods to compute functions of matrices or their action on vectors that are suitable for parallel programming. Solving appropriate simple linear systems of equations in parallel (or computing the inverse of…

Numerical Analysis · Mathematics 2022-10-10 Sergio Blanes