Interval expansion method for nonlinear equation in several variables

componentwise form global convergence interval arithmetic interval expansion method interval extension modified Krawsczyk operator nonlinear equation numerical examples optimum center form

Mathematics Subject Classification ID

Algorithms with automatic result verification (65G20) Interval and finite arithmetic (65G30) Numerical computation of solutions to single equations (65H05)

Review text

The authors present a new algorithm for verifying and enclosing zeros of a nonlinear continuously differentiable function \(f: D\subseteq\mathbb{R}^n\to \mathbb{R}\). To this end they use interval arithmetic and two new operators: The first one is called optimum center form and is defined by means of the mean value form \(F_M(X, c)= f(c)+ F'(X)(X- c)\) as \[ F_0(X,\overline c,\underline c)= [\text{inf\,}F_M(X,\underline c),\,\sup F_M(X,\overline c)]. \] Here, \(X= [\underline X,\overline X]= ([\underline X_i,\overline X_i])\) is an interval vector in \(D\), and \(\underline c= (\underline c_i)\), \(\overline c= (\overline c_i)\) are real vectors with \[ \underline c_i= \begin{cases} \overline X_i,\quad & \overline l_i\leq 0,\\ \underline X_i,\quad & \underline l_i\geq 0,\\ {\overline l_i\underline X_i-\underline l_i\overline X_i\over \overline l_i-\underline l_i},\quad &\text{otherwise},\end{cases}\quad \overline c_i= \begin{cases} \underline i,\quad & \overline l_i\leq 0,\\ \overline X_i,\quad & \underline l_i\geq 0,\\ {\underline l_i\underline X_i-\overline l_i\overline X_i\over \underline l_i-\overline l_i},\quad & \text{otherwise},\end{cases} \] for \(i= 1,2,\dots, n\), where \(F'(X)= [\underline l_i,\overline l_i])\) is an interval extension of \((\text{grad\,}f(x))^T\) on \(X\). The second operator is defined as \[ {\mathcal K}(X,\overline c,\underline c)= X-\Gamma\cdot(F_N(X)\cap F_0(X,\overline c,\underline c)), \] where \(F_N(X)= f(X)\) is the natural interval extension of \(f\) on \(X\) and \(\Gamma\) is a vector in \(\mathbb{R}^n\) with non-zero components. Existence and nonexistence results for zeros \(x^*\in X\) of \(f\) are proved. Numerical examples illustrate the theory.

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