Interval automatic differentiation

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Dawood, Hend. InCLosure (Interval enCLosure): A Language and Environment for Reliable Scientific Computing. 1.0 ed. Department of Mathematics, Faculty of Science, Cairo University, 2018. AbstractWebsite

InCLosure (Interval enCLosure) is a Language and Environment for Reliable Scientific Computing. InCLosure, provides rigorous and reliable results in arbitrary precision. From its name, InCLosure (abbreviated as "InCL") focuses on "enclosing the exact real result in an interval". The interval result is reliable and can be as narrow as possible.
InCLosure supports arbitrary precision in both real and interval computations. In real arithmetic, the precision is arbitrary in the sense that it is governed only by the computational power of the machine (default is 20 significant digits). The user can change the default precision according to the requirements of the application under consideration. Since interval arithmetic is defined in terms of real arithmetic, interval computations inherit the arbitrary precision of real arithmetic with an added property that the interval subdivision method is provided with an arbitrary number of subdivisions which is also governed only by the computational power of the machine. The user can get tighter and tighter guaranteed interval enclosures by setting the desired number of subdivisions to cope with the problem at hand.
All the computations defined in terms of real and interval arithmetic (e.g., real and interval automatic differentiation) inherit the same arbitrary precision.
InCLosure is written in Lisp, the most powerful and fast language in scientific computations. InCLosure provides easy user interface, detailed documentation, clear and fast results. Anyone can compute with InCLosure.

Dawood, Hend. "Interval Mathematics as a Potential Weapon against Uncertainty." In Mathematics of Uncertainty Modeling in the Analysis of Engineering and Science Problems. Hershey, PA: IGI Global, 2014. Abstractinterval_mathematics_as_a_potential_weapon_against_uncertainty.pdf

This chapter is devoted to introducing the theories of interval algebra to people who are interested in applying the interval methods to uncertainty analysis in science and engineering. In view of this purpose, we shall introduce the key concepts of the algebraic theories of intervals that form the foundations of the interval techniques as they are now practised, provide a historical and epistemological background of interval mathematics and uncertainty in science and technology, and finally describe some typical applications that clarify the need for interval computations to cope with uncertainty in a wide variety of scientific disciplines.

Keywords: Interval mathematics, Uncertainty, Quantitative Knowledge, Reliability, Complex interval arithmetic, Machine interval arithmetic, Interval automatic differentiation, Computer graphics, Ray tracing, Interval root isolation.

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