Sensitivity Analysis Using a Fixed Point Interval Iteration

Abstract : Proving the existence of a solution to a system of real equations is a central issue in numerical analysis. In many situations, the system of equations depend on parameters which are not exactly known. It is then natural to aim proving the existence of a solution for all values of these parameters in some given domains. This is the aim of the parametrization of existence tests. A new parametric existence test based on the Hansen-Sengupta operator is presented and compared to a similar one based on the Krawczyk operator. It is used as a basis of a fixed point iteration dedicated to rigorous sensibility analysis of parametric systems of equations.
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Preprints, Working Papers, ...
2008
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Submitted on : Monday, November 17, 2008 - 5:52:37 PM
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  • HAL Id : hal-00339377, version 1
  • ARXIV : 0811.2984

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Alexandre Goldsztejn. Sensitivity Analysis Using a Fixed Point Interval Iteration. 2008. 〈hal-00339377〉

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