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Adaptive use of extended systems for the efficient verified solution of nonlinear systems / von Elke Just. 2013
Inhalt
Introduction
Notations and the basics of interval analysis
Algorithms, numerical results and fonts
Notation of algorithms
Numerical results
Conventions
Intervals
Vectors of real numbers and intervals
Matrices of real numbers and intervals
Functions of interval vectors and matrices
Interval arithmetic
Properties of interval arithmetic
Dependency problem
Algebraic rules
Wrapping effect
Cluster effect
Function evaluation and enclosures
Natural function enclosure
Centered forms
Taylor forms
Taylor models
Derivatives and slopes
Contractors
Expression optimization
Interval arithmetic and computers
Nonlinear systems of equations
Basic approach: branch-and-bound
Branching / Subdivision
Subdivision using gaps
Handling of unbounded variables
Determining a direction for subdivision
Bisection
Multisection
Non-equidistant subdivision
Iterated subdivision
Subdivision strategy in SONIC
Numerical studies
Bounding / Contracting
Constraint propagation
Taylor refinement
Contraction by Taylor models
Interval Newton method
Preconditioning
Application scheme for contractors
Application of contractors in SONIC
Operating sequence for the branch-and-bound algorithm
Extended systems
Basics
Introduction of extended systems
Contractors on extended systems
Extended systems in SONIC
Separate analysis phase
A box-intern hierarchy controlling extended systems (BIH)
Studies for selecting extended systems
Skipping extended systems
Predicting contraction success
A new, adaptive strategy (AS)
Implementation details
Comparison of the strategies BIH and AS
Comparison in computation time and box number
Modifications of the adaptive strategy
Restarting
Varying parameter
Use all extended systems on designated recursion levels
Reducing E if system E is not applied
Averaging E depending on the recursion level
Changing the averaging for the gauges E
Volume computation
Using all extended systems
Using other extended systems
Survey of the utilization of the extended systems
Choosing the variables considered by the Newton method
Improvements for preconditioners
Interaction of branching and bounding strategies
Verification
Definitions
Preconditioning
Epsilon-inflation
Facets and subfacets
Verification for non-square systems
Underdetermined systems
Overdetermined systems
Verification for square systems
Newton test
Miranda test
Borsuk test
A test based on the topological degree
Intersecting boxes
Verification scheme
Practical details concerning verification
Lists of facets and subfacets
When to apply verification tests
Segregation of computation and verification
Row-wise verification
Subdividing facets
Subdivision of symmetrical facets
Variations of the degree test
Comparison of the verification tests
Theoretical comparisons
Numerical comparisons using SONIC
SONIC
Features and concept
Install and run SONIC
Interval libraries
Parallelization of the nonlinear solver
Fundamental concepts
OpenMP
MPI
Optimization
General approach
Unconstrained optimization
Constrained optimization
Parallelization of the optimizer
Other nonlinear solvers and optimizers
Conclusion
List of symbols
Test problems