Translation of Bernstein Coefficients Under an Affine Mapping of the Unit Interval

We derive an expression connecting the coefficients of a polynomial expanded in the Bernstein basis to the coefficients of an equivalent expansion of the polynomial under an affine mapping of the domain. The expression may be useful in the calculation of bounds for multi-variate polynomials

TMsim : an algorithmic tool for the parametric and worst-case simulation of systems with uncertainties

This paper presents a general purpose, algebraic tool—named TMsim—for the combined parametric and worst-case analysis of systems with bounded uncertain parameters.The tool is based on the theory of Taylor models and represents uncertain variables on a bounded domain in terms of a Taylor polynomial plus an interval remainder accounting for truncation and round-off errors.This representation is propagated from inputs to outputs by means of a suitable redefinition of the involved calculations, in both scalar and matrix form. The polynomial provides a parametric approximation of the variable, while the remainder gives a conservative bound of the associated error. The combination between the bound of the polynomial and the interval remainder provides an estimation of the overall (worst-case) bound of the variable. After a preliminary theoretical background, the tool (freely available online) is introduced step by step along with the necessary theoretical notions. As a validation, it is applied to illustrative examples as well as to real-life problems of relevance in electrical engineering applications, specifically a quarter-car model and a continuous time linear equalizer

Bifurcation Analysis Using Rigorous Branch and Bound Methods

For the study of nonlinear dynamic systems, it is important to locate the equilibria and bifurcations occurring within a specified computational domain. This paper proposes a new approach for solving these problems and compares it to the numerical continuation method. The new approach is based upon branch and bound and utilizes rigorous enclosure techniques to yield outer bounding sets of both the equilibrium and local bifurcation manifolds. These sets, which comprise the union of hyper-rectangles, can be made to be as tight as desired. Sufficient conditions for the existence of equilibrium and bifurcation points taking the form of algebraic inequality constraints in the state-parameter space are used to calculate their enclosures directly. The enclosures for the bifurcation sets can be computed independently of the equilibrium manifold, and are guaranteed to contain all solutions within the computational domain. A further advantage of this method is the ability to compute a near-maximally sized hyper-rectangle of high dimension centered at a fixed parameter-state point whose elements are guaranteed to exclude all bifurcation points. This hyper-rectangle, which requires a global description of the bifurcation manifold within the computational domain, cannot be obtained otherwise. A test case, based on the dynamics of a UAV subject to uncertain center of gravity location, is used to illustrate the efficacy of the method by comparing it with numerical continuation and to evaluate its computational complexity

Edge Detection by Adaptive Splitting II. The Three-Dimensional Case

In Llanas and Lantarón, J. Sci. Comput. 46, 485–518 (2011) we proposed an algorithm (EDAS-d) to approximate the jump discontinuity set of functions defined on subsets of ℝ d . This procedure is based on adaptive splitting of the domain of the function guided by the value of an average integral. The above study was limited to the 1D and 2D versions of the algorithm. In this paper we address the three-dimensional problem. We prove an integral inequality (in the case d=3) which constitutes the basis of EDAS-3. We have performed detailed computational experiments demonstrating effective edge detection in 3D function models with different interface topologies. EDAS-1 and EDAS-2 appealing properties are extensible to the 3D cas

Kodiak: An Implementation Framework for Branch and Bound Algorithms

Recursive branch and bound algorithms are often used to refine and isolate solutions to several classes of global optimization problems. A rigorous computation framework for the solution of systems of equations and inequalities involving nonlinear real arithmetic over hyper-rectangular variable and parameter domains is presented. It is derived from a generic branch and bound algorithm that has been formally verified, and utilizes self-validating enclosure methods, namely interval arithmetic and, for polynomials and rational functions, Bernstein expansion. Since bounds computed by these enclosure methods are sound, this approach may be used reliably in software verification tools. Advantage is taken of the partial derivatives of the constraint functions involved in the system, firstly to reduce the branching factor by the use of bisection heuristics and secondly to permit the computation of bifurcation sets for systems of ordinary differential equations. The associated software development, Kodiak, is presented, along with examples of three different branch and bound problem types it implements

Uncertainty Quantification for Polynomial Systems via Bernstein Expansions

This paper presents a unifying framework to uncertainty quantification for systems having polynomial response metrics that depend on both aleatory and epistemic uncertainties. The approach proposed, which is based on the Bernstein expansions of polynomials, enables bounding the range of moments and failure probabilities of response metrics as well as finding supersets of the extreme epistemic realizations where the limits of such ranges occur. These bounds and supersets, whose analytical structure renders them free of approximation error, can be made arbitrarily tight with additional computational effort. Furthermore, this framework enables determining the importance of particular uncertain parameters according to the extent to which they affect the first two moments of response metrics and failure probabilities. This analysis enables determining the parameters that should be considered uncertain as well as those that can be assumed to be constants without incurring significant error. The analytical nature of the approach eliminates the numerical error that characterizes the sampling-based techniques commonly used to propagate aleatory uncertainties as well as the possibility of under predicting the range of the statistic of interest that may result from searching for the best- and worstcase epistemic values via nonlinear optimization or sampling

Combined parametric and worst case circuit analysis via Taylor models

This paper proposes a novel paradigm to generate a parameterized model of the response of linear circuits with the inclusion of worst case bounds. The methodology leverages the so-called Taylor models and represents parameter-dependent responses in terms of a multivariate Taylor polynomial, in conjunction with an interval remainder accounting for the approximation error. The Taylor model representation is propagated from input parameters to circuit responses through a suitable redefinition of the basic operations, such as addition, multiplication or matrix inversion, that are involved in the circuit solution. Specifically, the remainder is propagated in a conservative way based on the theory of interval analysis. While the polynomial part provides an accurate, analytical and parametric representation of the response as a function of the selected design parameters, the complementary information on the remainder error yields a conservative, yet tight, estimation of the worst case bounds. Specific and novel solutions are proposed to implement complex-valued matrix operations and to overcome well-known issues in the state-of-the-art Taylor model theory, like the determination of the upper and lower bound of the multivariate polynomial part. The proposed framework is applied to the frequency-domain analysis of linear circuits. An in-depth discussion of the fundamental theory is complemented by a selection of relevant examples aimed at illustrating the technique and demonstrating its feasibility and strength