Uncertainty Analysis

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Dawood, Hend, and Yasser Dawood. "Universal Intervals: Towards a Dependency-Aware Interval Algebra." In Mathematical Methods in Interdisciplinary Sciences. Hoboken, New Jersey: John Wiley and Sons, 2020. Abstractuniversal_intervals_abstract_dawood_wiley_2020.pdf

Interval computations are most fundamental in addressing uncertainty and imprecision. The intended status of this chapter is to be both an introduction and a treatise on some theoretical and practical aspects of interval mathematics. In the body of the work, there is room for novelties which may not be devoid of interest to researchers and specialists. The theories of classical intervals and parametric intervals are formally constructed and their mathematical structures are uncovered. By means of the logical concepts of Skolemization and quantification dependence, the notion of interval dependency is formalized by putting on a systematic basis its meaning, and thus gaining the advantage of indicating formally the criteria by which it is to be characterized and, accordingly, deducing its fundamental properties in a merely logical manner. Moreover, with a view to treating some problems of the present interval theories, a new alternate theory of intervals, namely the "theory of universal intervals", is presented and proved to have a nice S-field algebra, which extends the ordinary field of the reals. Our approach is formal by the pursuit of formulating the mathematical concepts in a strictly accurate manner, our perspective is systematic by taking the passage from the informal treatments to the formal technicalities of mathematical logic, and our concern is to take one small step towards paving the way for developing dependency-aware interval methods.

Keywords: Interval mathematics, Classical interval arithmetic, Parametric interval arithmetic, Universal interval arithmetic, Interval dependency, Functional dependence, Guaranteed enclosures, S-Semiring, S-Field, Skolemization.

Dawood, Hend. "On Some Algebraic and Order-Theoretic Aspects of Machine Interval Arithmetic." Online Mathematics Journal 1, no. 2 (2019): 1-13. Abstractomj_01-02_p1-13_dawood.pdfWebsite

Interval arithmetic is a fundamental and reliable mathematical machinery for scientific computing and for addressing uncertainty in general. In order to apply interval mathematics to real life uncertainty problems, one needs a computerized (machine) version thereof, and so, this article is devoted to some mathematical notions concerning the algebraic system of machine interval arithmetic. After formalizing some purely mathematical ingredients of particular importance for the purpose at hand, we give formal characterizations of the algebras of real intervals and machine intervals along with describing the need for interval computations to cope with uncertainty problems. Thereupon, we prove some algebraic and order-theoretic results concerning the structure of machine intervals.

keywords: Interval mathematics, Machine interval arithmetic, Outward rounding, Floating-point arithmetic, Machine monotonicity, Dense orders, Orderability of intervals, Symmetricity, Singletonicity, Subdistributive semiring, S-semiring.

Dawood, Hend, and Yasser Dawood. "A Logical Formalization of the Notion of Interval Dependency: Towards Reliable Intervalizations of Quantifiable Uncertainties." Online Mathematics Journal 1, no. 3 (2019): 15-36. Abstractomj_01-03_p15-36_dawood.pdfWebsite

Progress in scientific knowledge discloses an increasingly paramount use of quantifiable properties in the description of states and processes of the real-world physical systems. Through our encounters with the physical world, it reveals itself to us as systems of uncertain quantifiable properties. One approach proved to be most fundamental and reliable in coping with quantifiable uncertainties is interval mathematics. A main drawback of interval mathematics, though, is the persisting problem known as the "interval dependency problem". This, naturally, confronts us with the question: Formally, what is interval dependency? Is it a meta-concept or an object-ingredient of interval and fuzzy computations? In other words, what is the fundamental defining properties that characterize the notion of interval dependency as a formal mathematical object? Since the early works on interval mathematics by John Charles Burkill and Rosalind Cecily Young in the dawning of the twentieth century, this question has never been touched upon and remained a question still today unanswered. Although the notion of interval dependency is widely used in the interval and fuzzy literature, it is only illustrated by example, without explicit formalization, and no attempt has been made to put on a systematic basis its meaning, that is, to indicate formally the criteria by which it is to be characterized. Here, we attempt to answer this long-standing question. This article, therefore, is devoted to presenting a complete systematic formalization of the notion of interval dependency, by means of the notions of Skolemization and quantification dependence. A novelty of this formalization is the expression of interval dependency as a logical predicate (or relation) and thereby gaining the advantage of deducing its fundamental properties in a merely logical manner. Moreover, on the strength of the generality of the logical apparatus we adopt, the results of this article are not only about classical intervals, but they are meant to apply also to any possible theory of interval arithmetic. That being so, our concern is to shed new light on some fundamental problems of interval mathematics and to take one small step towards paving the way for developing alternate dependency-aware interval theories and computational methods.

Keywords: Interval mathematics; Interval dependency; Functional dependence; Skolemization; Guaranteed bounds; Interval enclosures; Interval functions; Quantifiable uncertainty; Scientific knowledge; Reliability; Fuzzy mathematics; InCLosure.

Dawood, Hend, and Yasser Dawood. "Parametric Intervals: More Reliable or Foundationally Problematic?" Online Mathematics Journal 1, no. 3 (2019): 37-54. Abstractomj_01-03_p37-54_dawood.pdfWebsite

Interval arithmetic has been proved to be very subtle, reliable, and most fundamental in addressing uncertainty and imprecision. However, the theory of classical interval arithmetic and all its alternates suffer from algebraic anomalies, and all have difficulties with interval dependency. A theory of interval arithmetic that seems promising is the theory of parametric intervals. The theory of parametric intervals is presented in the literature with the zealous claim that it provides a radical solution to the long-standing dependency problem in the classical interval theory, along with the claim that parametric interval arithmetic, unlike Moore's classical interval arithmetic, has additive and multiplicative inverse elements, and satisfies the distributive law. So, does the theory of parametric intervals accomplish these very desirable objectives? Here it is argued that it does not.

Keywords: Interval mathematics, Classical interval arithmetic, Parametric interval arithmetic, Constrained interval arithmetic, Overestimation-free interval arithmetic, Interval dependency, Functional dependence, Dependency predicate, Interval enclosures, S-semiring, Uncertainty, Reliability.

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, and Yasser Dawood. The Form of the Uncertain: On the Mathematical Structures of Uncertainty. Giza: Department of Mathematics, Faculty of Science, Cairo University, 2016. Abstract

In this report, we investigate into the algebraic structures underlying the mathematics of uncertainty.