Uncertainty Modeling

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