Sensitivity Analysis Using a Fixed Point Interval Iteration

Alexandre Goldsztejn (1)

1 LINA - Laboratoire d'Informatique de Nantes Atlantique

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.

Keywords: Interval analysis; Sensitivity analysis

Domains: Numerical Analysis [cs.NA]

Alexandre Goldsztejn. Sensitivity Analysis Using a Fixed Point Interval Iteration. 2008. ⟨hal-00339377⟩