Riemann and Edalat integration on domains

The main result of this paper is that the domain-theoretic approach to the generalized Riemann integral first introduced by Edalat extends to a large class of spaces that can be realized as the set of maximal points of domains. The approach is based on the theory of a Riemann-Stieltjes type integral on a topological space with respect to a finitely additive measure. We develop the theory of this integral for a bounded function f defined on the maximal points of a continuous domain and show that it gives an alternate approach to the Edalat integral. © 2002 Elsevier B.V. All rights reserved

A derivative for complex Lipschitz maps with generalised Cauchy–Riemann equations

AbstractWe introduce the Lipschitz derivative or the L-derivative of a locally Lipschitz complex map: it is a Scott continuous, compact and convex set-valued map that extends the classical derivative to the bigger class of locally Lipschitz maps and allows an extension of the fundamental theorem of calculus and a new generalisation of Cauchy–Riemann equations to these maps, which form a continuous Scott domain. We show that a complex Lipschitz map is analytic in an open set if and only if its L-derivative is a singleton at all points in the open set. The calculus of the L-derivative for sum, product and composition of maps is derived. The notion of contour integration is extended to Scott continuous, non-empty compact, convex valued functions on the complex plane, and by using the L-derivative, the fundamental theorem of contour integration is extended to these functions

DOMAIN THEORY AND INTEGRATION

We present a domain-theoretic framework for measure theory and integration of bounded real-valued functions with respect to bounded Borel measures on compact metric spaces. The set of normalised Borel measures of the metric space can be embedded into the maximal elements of the normalised probabilistic power domain of its upper space. Any bounded Borel measure on the compact metric space can then be obtained as the least upper bound of an !-chain of linear combinations of point valuations (simple valuations) on the upper space, thus providing a constructive setup for these measures. We use this setting to define a new notion of integral of a bounded real-valued function with respect to a bounded Borel measure on a compact metric space. By using an !-chain of simple valuations, whose lub is the given Borel measure, we can then obtain increasingly better approximations to the value of the integral, similar to the way the Riemann integral is obtained in calculus by using step functions. ..

Computation on metric spaces via domain theory

The purpose of this paper is to survey recent approaches to realizing (or embedding) a Polish space as the set of maximal points of a continuous domain. Such realizations provide a convenient framework in which to model certain computational algorithms on the space and a useful alternate approach via the probabilistic power domain to measure theory and integraion on the space. © 1998 Elsevier Science B.V

PCF extended with real numbers: a domain-theoretic approach to higher-order exact real number computation

We develop a theory of higher-order exact real number computation based on Scott domain theory. Our main object of investigation is a higher-order functional programming language, Real PCF, which is an extension of PCF with a data type for real numbers and constants for primitive real functions. Real PCF has both operational and denotational semantics, related by a computational adequacy property. In the standard interpretation of Real PCF, types are interpreted as continuous Scott domains. We refer to the domains in the universe of discourse of Real PCF induced by the standard interpretation of types as the real numbers type hierarchy. Sequences are functions defined on natural numbers, and predicates are truth-valued functions. Thus, in the real numbers types hierarchy we have real numbers, functions between real numbers, predicates defined on real numbers, sequences of real numbers, sequences of sequences of real numbers, sequences of functions, functionals mapping sequences to numbers (such as limiting operators), functionals mapping functions to numbers (such as integration and supremum operators), functionals mapping predicates to truth-values (such as existential and universal quantification operators), and so on. As it is well-known, the notion of computability on a domain depends on the choice of an effective presentation. We say that an effective presentation of the real numbers type hierarchy is sound if all Real PCF definable elements and functions are computable with respect to it. The idea is that Real PCF has an effective operational semantics, and therefore the definable elements and functions should be regarded as concretely computable. We then show that there is a unique sound effective presentation of the real numbers type hierarchy, up to equivalence with respect to the induced notion of computability. We can thus say that there is an absolute notion of computability for the real numbers type hierarchy. All computable elements and all computable first-order functions in the real numbers type hierarchy are Real PCF definable. However, as it is the case for PCF, some higher-order computable functions, including an existential quantifier, fail to be definable. If a constant for the existential quantifier (or, equivalently, a computable supremum operator) is added, the computational adequacy property remains true, and Real PCF becomes a computationally complete programming language, in the sense that all computable functions of all orders become definable. We introduce induction principles and recursion schemes for the real numbers domain, which are formally similar to the so-called Peano axioms for natural numbers. These principles and schemes abstractly characterize the real numbers domain up to isomorphism, in the same way as the so-called Peano axioms for natural numbers characterize the natural numbers. On the practical side, they allow us to derive recursive definitions of real functions, which immediately give rise to correct Real PCF programs (by an application of computational adequacy). Also, these principles form the core of the proof of absoluteness of the standard effective presentation of the real numbers type hierarchy, and of the proof of computational completeness of Real PCF. Finally, results on integration in Real PCF consisting of joint work with Abbas Edalat are included

General Riemann Integrals and Their Computation via Domain.

In this work we extend the domain-theoretic approach of the generalized Riemann integral introduced by A. Edalat in 1995. We begin by laying down a related theory of general Riemann integration for bounded real-valued functions on an arbitrary set X with a finitely additive measure on an algebra of subsets of X. Based on the theory developed we obtain a formula to calculate integral of a bounded function in terms of the regular Riemann integral. By classical extension theorems on set functions we can further extend this generalized Riemann integral to more general set functions such as valuations on lattices of subsets. For the setting of bounded functions defined on a continuous domain D with a Borel measure for the Scott topology, we can compute the Riemann integral of a function effectively and so the value of the integral can be obtained up to a given accuracy. By invoking the results of J. Lawson we can extend this type of Riemann integral to maximal point spaces, as a special case of the Polish spaces. Furthermore we show that when X is a compact metric space, our approach of Riemann integration is equivalent to the generalized Riemann integration introduced by A. Edalat in the sense that the two integrals yield the same value. Finally we prove that the approach of integration taken by R. Heckmann is equivalent to our approach, and the values of the integrals are the same

Smooth approximation of Lipschitz maps and their subgradients

We derive new representations for the generalised Jacobian of a locally Lipschitz map between finite dimensional real Euclidean spaces as the lower limit (i.e., limit inferior) of the classical derivative of the map where it exists. The new representations lead to significantly shorter proofs for the basic properties of the subgradient and the generalised Jacobian including the chain rule. We establish that a sequence of locally Lipschitz maps between finite dimensional Euclidean spaces converges to a given locally Lipschitz map in the L-topology—that is, the weakest refinement of the sup norm topology on the space of locally Lipschitz maps that makes the generalised Jacobian a continuous functional—if and only if the limit superior of the sequence of directional derivatives of the maps in a given vector direction coincides with the generalised directional derivative of the given map in that direction, with the convergence to the limit superior being uniform for all unit vectors. We then prove our main result that the subspace of Lipschitz C∞ maps between finite dimensional Euclidean spaces is dense in the space of Lipschitz maps equipped with the L-topology, and, for a given Lipschitz map, we explicitly construct a sequence of Lipschitz C∞ maps converging to it in the L-topology, allowing global smooth approximation of a Lipschitz map and its differential properties. As an application, we obtain a short proof of the extension of Green’s theorem to interval-valued vector fields. For infinite dimensions, we show that the subgradient of a Lipschitz map on a Banach space is upper continuous, and, for a given real-valued Lipschitz map on a separable Banach space, we construct a sequence of Gateaux differentiable functions that converges to the map in the sup norm topology such that the limit superior of the directional derivatives in any direction coincides with the generalised directional derivative of the Lipschitz map in that direction