When double rounding is odd

International audienceMany general purpose processors (including Intel's) may not always produce the correctly rounded result of a floating-point operation due to double rounding. Instead of rounding the value to the working precision, the value is first rounded in an intermediate extended precision and then rounded in the working precision; this often means a loss of accuracy. We suggest the use of rounding to odd as the first rounding in order to regain this accuracy: we prove that the double rounding then gives the correct rounding to the nearest value. To increase the trust on this result, as this rounding is unusual and this property is surprising, we formally proved this property using the Coq automatic proof checker

From verified parameter identification to the design of interval observers and cooperativity-preserving controllers : an experimental case study

One of the most important advantages of interval observers and the associated trajectory computation is their capability to provide estimates for a given dynamic system model in terms of guaranteed state bounds which are compatible with measured data subject to bounded uncertainty. However, the inevitable requirement for being able to produce such verified bounds is the knowledge about a dynamic system model in which possible uncertainties and inaccuracies are themselves represented by guaranteed bounds. For that reason, classical point-valued parameter identification schemes are often not sufficient or should, at least, be handled with sufficient care if safety critical applications are of interest. This paper provides an application-oriented description of the major steps leading from a control-oriented system model with an associated interval-valued parameter and disturbance identification to a verified design of interval observers which provide the basis for the development and implementation of cooperativity-preserving feedback controllers. Such combined control and observer structures allow for forecasting guaranteed lower and upper state bounds that can be determined by solving initial value problems for crisp-parameter models. As such, they replace the significantly more demanding task of computing tubes of reachable states by means of general-purpose interval methods. The corresponding computational steps for the cooperativity-preserving control and observer synthesis are described and visualized for the temperature control of a laboratory-scale test rig available at the Chair of Mechatronics at the University of Rostock

Verifying safety and persistence in hybrid systems using flowpipes and continuous invariants

We describe a method for verifying the temporal property of persistence in non-linear hybrid systems. Given some system and an initial set of states, the method establishes that system trajectories always eventually evolve into some specified target subset of the states of one of the discrete modes of the system, and always remain within this target region. The method also computes a time-bound within which the target region is always reached. The approach combines flowpipe computation with deductive reasoning about invariants and is more general than each technique alone. We illustrate the method with a case study showing that potentially destructive stick-slip oscillations of an oil-well drill eventually die away for a certain choice of drill control parameters. The case study demonstrates how just using flowpipes or just reasoning about invariants alone can be insufficient and shows the richness of systems that one can handle with the proposed method, since the systems features modes with non-polynomial ODEs. We also propose an alternative method for proving persistence that relies solely on flowpipe computation

Interval methods for computing strong Nash equilibria of continuous games

The problem of seeking strong Nash equilibria of a continuous game is considered. For some games these points cannot be found analytically, only numerically. Interval methods provide us an approach to rigorously verify the existence of equilibria in certain points. A proper algorithm is presented. We formulate and prove propositions, giving us features that have to be used by the algorithm (to the best knowledge of the authors, these propositions and properties are original). Parallelization of the algorithm is considered, also, and numerical results are presented. As a particular example, we consider the game of "misanthropic individuals", a game (invented by the frst author) that may have several strong Nash equilibria, depending on the number of players. Our algorithm is able to localize and verify these equilibria

Enclosing the behavior of a hybrid automaton up to and beyond a Zeno point

Even simple hybrid automata like the classic bouncing ball can exhibit Zeno behavior. The existence of this type of behavior has so far forced a large class of simulators to either ignore some events or risk looping indefinitely. This in turn forces modelers to either insert ad-hoc restrictions to circumvent Zeno behavior or to abandon hybrid automata. To address this problem, we take a fresh look at event detection and localization. A key insight that emerges from this investigation is that an enclosure for a given time interval can be valid independent of the occurrence of a given event. Such an event can then even occur an unbounded number of times. This insight makes it possible to handle some types of Zeno behavior. If the post-Zeno state is defined explicitly in the given model of the hybrid automaton, the computed enclosure covers the corresponding trajectory that starts from the Zeno point through a restarted evolution

Enhancing numerical constraint propagation using multiple inclusion representations

Building tight and conservative enclosures of the solution set is of crucial importance in the design of efficient complete solvers for numerical constraint satisfaction problems (NCSPs). This paper proposes a novel generic algorithm enabling the cooperative use, during constraint propagation, of multiple enclosure techniques. The new algorithm brings into the constraint propagation framework the strength of techniques coming from different areas such as interval arithmetic, affine arithmetic, and mathematical programming. It is based on the directed acyclic graph (DAG) representation of NCSPs whose flexibility and expressiveness facilitates the design of fine-grained combination strategies for general factorable systems. The paper presents several possible combination strategies for creating practical instances of the generic algorithm. The experiments reported on a particular instance using interval constraint propagation, interval arithmetic, affine arithmetic, and linear programming illustrate the flexibility and efficiency of the approac

Parameterized Uniform Complexity in Numerics: from Smooth to Analytic, from NP-hard to Polytime

The synthesis of classical Computational Complexity Theory with Recursive Analysis provides a quantitative foundation to reliable numerics. Here the operators of maximization, integration, and solving ordinary differential equations are known to map (even high-order differentiable) polynomial-time computable functions to instances which are `hard' for classical complexity classes NP, #P, and CH; but, restricted to analytic functions, map polynomial-time computable ones to polynomial-time computable ones -- non-uniformly! We investigate the uniform parameterized complexity of the above operators in the setting of Weihrauch's TTE and its second-order extension due to Kawamura&Cook (2010). That is, we explore which (both continuous and discrete, first and second order) information and parameters on some given f is sufficient to obtain similar data on Max(f) and int(f); and within what running time, in terms of these parameters and the guaranteed output precision 2^(-n). It turns out that Gevrey's hierarchy of functions climbing from analytic to smooth corresponds to the computational complexity of maximization growing from polytime to NP-hard. Proof techniques involve mainly the Theory of (discrete) Computation, Hard Analysis, and Information-Based Complexity