期刊
MATHEMATICS AND COMPUTERS IN SIMULATION
卷 56, 期 1, 页码 17-34出版社
ELSEVIER SCIENCE BV
DOI: 10.1016/S0378-4754(00)00277-9
关键词
interval analysis; directed interval analysis; stochastic methods for error evaluation; CESTAC method; Monte Carlo methods; functional range evaluation
A software tool using standard and special interval arithmetic operations together with an idea which is developed in the discrete stochastic arithmetic (DSA) approach for round-off error evaluation is proposed in this paper for a statistical computation of functional ranges. The CESTAC method is a Monte Carlo method which uses DSA and provides the accuracy on any computed result with a high probability. On the other hand, interval computation gives a guaranteed interval containing the result but this interval may be in some cases useless because much too wide. Here it is proposed to combine both approaches to obtain a smaller but only highly probable interval containing the range of a rational function for given interval data. Various numerical experiments are given. (C) 2001 IMACS. Published by Elsevier Science B.V. All rights reserved.
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