Solving linear systems whose elements are nonlinear functions of intervals

DOI10.1023/B:NUMA.0000049467.43979.94MaRDI QIDQ2387763zbMATH OpenOpenAlexFDO

Authors Lubomir Kolev

Publication date 5 September 2005

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:numa.0000049467.43979.94

zbMATH Keywords

inner solutioninterval methodsinterval parameterslinear systemsnumerical examplesouter solution

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Interval and finite arithmetic (65G30)

Review text

First, a direct method for computing a tight and cheap outer solution is presented. It is based on a general approach to bounding the solution set of perturbed systems of nonlinear equations. Then a method for an interval solution is given for the case where certain monotonicity conditions regarding the derivatives of the variables with respect to parameters are satisfied. This is an extension of the author's approach [Reliab. Comput. 8, 493--501 (2002; Zbl 1024.65027)] and is based on the outer solution given earlier. A simple iterative method for finding a tight inner solution is presented. In the last section an illustrative example is given.

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Cited in

(14)

• Optimal value range in interval linear programming
• Algebraic approach in the ``outer problem for interval linear equations
• Solving a nonhomogeneous linear system of interval differential equations
• Outer solution of linear systems whose elements are affine functions of interval parameters
• An improved interval linearization for solving nonlinear problems
• Improvement of a direct method for outer solution of linear parametric systems
• Solution set characterization of linear interval systems with a specific dependence structure
• Parameterized solution of linear interval parametric systems
• Extremal results for algebraic linear interval systems
• On the possibilistic approach to linear regression models involving uncertain, indeterminate or interval data
• Solving Linear Systems Whose Input Data Are Rational Functions of Interval Parameters
• Computing interval parameter bounds from fallible measurements using overdetermined (tall) systems of nonlinear equations
• Cheap and tight bounds on the solution set of perturbed systems of nonlinear equations
• Methods for the computation of the interval hull to solutions of interval and fuzzy interval linear systems

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