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Advances in Numerical
Analysis Emphasizing
Interval Data
Advances in Numerical
Analysis Emphasizing
Interval Data

Tofigh Allahviranloo
Witold Pedrycz
Armin Esfandiari
First edition published 2022
by CRC Press
6000 Broken Sound Parkway NW, Suite 300, Boca Raton, FL 33487-2742

and by CRC Press


4 Park Square, Milton Park, Abingdon, Oxon, OX14 4RN

© 2022 Tofigh Allahviranloo, Witold Pedrycz and Armin Esfandiari

CRC Press is an imprint of Taylor & Francis Group, LLC

Reasonable efforts have been made to publish reliable data and information, but the author and pub-
lisher cannot assume responsibility for the validity of all materials or the consequences of their use.
The authors and publishers have attempted to trace the copyright holders of all material reproduced
in this publication and apologize to copyright holders if permission to publish in this form has not
been obtained. If any copyright material has not been acknowledged please write and let us know so
we may rectify in any future reprint.

Except as permitted under U.S. Copyright Law, no part of this book may be reprinted, reproduced,
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Trademark notice: Product or corporate names may be trademarks or registered trademarks and are
used only for identification and explanation without intent to infringe.

Library of Congress Cataloging‑in‑Publication Data


A catalog record for this title has been requested

ISBN: 978-1-032-11043-1 (hbk)


ISBN: 978-1-032-11045-5 (pbk)
ISBN: 978-1-003-21817-3 (ebk)

DOI: 10.1201/9781003218173

Typeset in Palatino
by codeMantra
Contents

Preface ......................................................................................................................xi
Authors. ................................................................................................................ xiii

1 About the Book ...............................................................................................1

2 Error Analysis..................................................................................................3
2.1 Introduction ...........................................................................................3
2.2 Error Analysis........................................................................................3
2.2.1 Errors in an Algorithm............................................................4
2.2.1.1 Problem ......................................................................6
2.2.1.2 Problem ......................................................................7
2.2.1.3 Definition-Absolute Error ....................................... 7
2.2.1.4 Example .....................................................................8
2.2.1.5 Definition – Relative Error ......................................9
2.2.1.6 Problem ......................................................................9
2.2.1.7 Theorem ................................................................... 10
2.2.1.8 Remark ..................................................................... 10
2.2.1.9 Example ................................................................... 10
2.2.1.10 Different Types of Error Sources.......................... 11
2.2.2 Round of Error and Floating Points Arithmetic................ 11
2.2.2.1 Note .......................................................................... 11
2.2.2.2 Definition ................................................................. 11
2.2.2.3 Definition ................................................................. 12
2.2.2.4 Note .......................................................................... 12
2.2.2.5 Remark ..................................................................... 13
2.2.2.6 Problem .................................................................... 13
2.2.2.7 Problem .................................................................... 14
2.2.2.8 Problem .................................................................... 15
2.2.2.9 Problem .................................................................... 15
2.2.2.10 Problem .................................................................... 16
2.2.2.11 Problem .................................................................... 17
2.2.2.12 Problem .................................................................... 18
2.3 Interval Arithmetic ............................................................................. 19
2.4 Interval Error ....................................................................................... 20
2.5 Interval Floating Point Calculus ....................................................... 21
2.6 Problem .................................................................................................22
2.7 Algorithm Error Propagation ............................................................ 25
2.7.1 Problem ................................................................................... 26
2.7.2 Scientific Representation of Numbers ................................ 31

v
vi Contents

2.7.3 Definition ................................................................................ 31


2.7.4 Example ................................................................................... 31
2.8 Exercises ............................................................................................... 32

3 Interpolation .................................................................................................. 35
3.1 Introduction ......................................................................................... 35
3.2 Lagrange Interpolation....................................................................... 37
3.2.1 Problem ................................................................................... 38
3.2.2 Problem ................................................................................... 38
3.2.3 Problem ................................................................................... 39
3.2.4 Problem ................................................................................... 40
3.2.5 Problem ................................................................................... 40
3.3 Iterative Interpolation ......................................................................... 41
3.3.1 Problem ................................................................................... 41
3.4 Interpolation by Newton’s Divided Differences.............................42
3.4.1 Problem ...................................................................................43
3.4.2 Problem ...................................................................................43
3.4.3 Problem ...................................................................................44
3.4.4 Problem ...................................................................................44
3.4.5 Problem ................................................................................... 45
3.4.6 Point ......................................................................................... 47
3.4.7 Problem ................................................................................... 47
3.4.8 Problem ................................................................................... 48
3.4.9 Point ......................................................................................... 49
3.4.10 Problem ................................................................................... 50
3.4.11 Problem ................................................................................... 50
3.4.12 Problem ................................................................................... 51
3.4.13 Problem ................................................................................... 52
3.4.14 Problem ................................................................................... 53
3.5 Exercise ................................................................................................. 53

4 Advanced Interpolation .............................................................................. 55


4.1 Hermit Interpolation .......................................................................... 55
4.1.1 Problem ................................................................................... 56
4.1.2 Problem ................................................................................... 58
4.1.3 Problem ................................................................................... 58
4.1.4 Problem ................................................................................... 60
4.2 Fractional Interpolation...................................................................... 60
4.2.1 Problem ................................................................................... 61
4.2.2 Problem ...................................................................................63
4.2.3 Problem ...................................................................................65
4.3 Inverse Newton’s Divided Difference Interpolation ...................... 66
4.3.1 Problem ................................................................................... 67
4.3.2 Problem ................................................................................... 69
4.3.3 Problem ................................................................................... 72
Contents vii

4.4 Trigonometric Interpolation............................................................... 72


4.4.1 Problem.................................................................................... 73
4.4.2 Problem.................................................................................... 75
4.4.3 Problem....................................................................................77
4.4.4 Problem....................................................................................80
4.4.5 Problem....................................................................................83
4.5 Spline Interpolation............................................................................. 86
4.5.1 Spline Space............................................................................. 88
4.5.2 Definition-Spline Polynomial Function............................... 88
4.5.3 Example.................................................................................... 88
4.5.4 Definition................................................................................. 88
4.5.5 Approximation........................................................................ 89
4.5.6 Example.................................................................................... 89
4.5.7 Example.................................................................................... 89
4.5.8 Definition The Best Approximation.....................................90
4.5.9 Existence of the Best Approximation...................................90
4.5.10 Minimum Sequence...............................................................90
4.5.11 Lemma...................................................................................... 91
4.5.12 Theorem................................................................................... 91
4.5.13 Best Approximation Uniqueness.......................................... 92
4.5.14 Definition Convex Set............................................................. 92
4.5.15 Theorem Uniqueness.............................................................. 92
4.5.16 Theorem-Best Approximation Theory in the Normed
Linear Space............................................................................. 93
4.5.17 Best Approximation in Spline Space.................................... 94
4.5.18 Definition................................................................................. 94
4.5.19 Example.................................................................................... 94
4.5.20 Example.................................................................................... 94
4.5.21 Theorem................................................................................... 94
4.5.22 Lemma...................................................................................... 94
4.5.23 Haar Condition....................................................................... 95
4.5.24 Remark..................................................................................... 95
4.5.25 Haar Space............................................................................... 95
4.5.26 Example.................................................................................... 96
4.5.27 Remark..................................................................................... 96
4.5.28 Types of Splines....................................................................... 96
4.5.29 Remark-Integral Relation....................................................... 97
4.5.30 Remark..................................................................................... 97
4.5.31 Remark..................................................................................... 97
4.5.32 B-Spline.................................................................................... 98
4.5.33 Existence of B-Spline............................................................ 100
4.5.34 Definition............................................................................... 102
4.5.35 B-Spline Positivity................................................................. 102
4.5.36 Theorem (Representation)................................................... 103
4.5.37 Other Properties of B-Splines............................................. 103
viii Contents

4.5.38 Problem ................................................................................. 105


4.5.39 Problem ................................................................................. 105
4.5.40 Problem ................................................................................. 108
4.5.41 Problem ................................................................................. 112
4.5.42 Problem ................................................................................. 113
4.5.43 Problem ................................................................................. 119
4.5.44 Problem ................................................................................. 121
4.5.45 Problem ................................................................................. 124
4.5.46 Problem ................................................................................. 125
4.6 Reciprocal Interpolation ................................................................... 127
4.6.1 Transforming Reciprocal Interpolation to Direct
Interpolation ......................................................................... 127
4.6.2 Example ................................................................................. 128
4.7 Exercise ............................................................................................... 129

5 Interval Interpolation ................................................................................ 131


5.1 Interval Interpolation ....................................................................... 131
5.1.1 Theorem ................................................................................ 136
5.1.2 Corollary ............................................................................... 136
5.1.3 Theorem ................................................................................ 136
5.1.4 Point ....................................................................................... 138
5.1.5 Theorem ................................................................................ 138
5.1.6 Example ................................................................................. 139
5.1.7 Example ................................................................................. 140
5.1.8 Theorem-Interval Interpolating Polynomial Error ......... 142
5.1.9 Interval Lagrange Interpolation ........................................ 144

6 Interpolation from the Linear Algebra Point of View ........................ 147


6.1 Introduction ....................................................................................... 147
6.1.1 Remark .................................................................................. 147
6.1.2 Remark .................................................................................. 147
6.1.3 Remark .................................................................................. 148
6.1.4 Corollary ............................................................................... 148
6.2 Lagrange Interpolation..................................................................... 148
6.3 Taylor’s Interpolation ........................................................................ 148
6.4 Abelian Interpolation ....................................................................... 148
6.5 Lidestone’s Interpolation .................................................................. 149
6.6 Simple Hermite Interpolation ......................................................... 149
6.7 Complete Hermite Interpolation..................................................... 149
6.8 Fourier Interpolation ........................................................................ 149
6.8.1 Problem ................................................................................. 150
6.8.2 Problem ................................................................................. 150
6.8.3 Problem ................................................................................. 151
6.8.4 Problem ................................................................................. 152
Contents ix

6.8.5 Problem.................................................................................. 153


6.8.6 Problem.................................................................................. 154
6.8.7 Problem.................................................................................. 154

7 Newton-Cotes Quadrature........................................................................ 157


7.1 Newton-Cotes Quadrature............................................................... 157
7.1.1 Problem.................................................................................. 158
7.1.2 Problem.................................................................................. 159
7.1.3 Problem.................................................................................. 161
7.2 The Peano’s Kernel Error Representation....................................... 162
7.2.1 Problem.................................................................................. 162
7.3 Romberg’s Quadrature Rule............................................................. 163
7.3.1 Problem.................................................................................. 163
7.3.2 Problem.................................................................................. 165
7.3.3 Problem.................................................................................. 166
7.3.4 Problem.................................................................................. 167

8 Interval Newton-Cotes Quadrature......................................................... 169


8.1 Introduction........................................................................................ 169
8.2 Some Definitions................................................................................ 169
8.2.1 Lemma.................................................................................... 169
8.2.2 Definition-Distance between Two Intervals..................... 170
8.2.3 Definition-Continuity of an Interval Function................. 170
8.2.4 Definition............................................................................... 170
8.3 Newtons-Cotes Method.................................................................... 171
8.3.1 Peano’s Error Representation.............................................. 172
8.3.2 Theorem................................................................................. 172
8.4 Trapezoidal Integration Rule............................................................ 174
8.5 Simpson Integration Rule................................................................. 174
8.6 Example............................................................................................... 175
8.7 Example............................................................................................... 176

9 Gauss Integration........................................................................................ 177


9.1 Gaussian Integration......................................................................... 177
9.1.1 Gauss Legendre..................................................................... 178
9.1.2 Problem.................................................................................. 178
9.1.3 Problem.................................................................................. 180
9.1.4 Problem.................................................................................. 180
9.1.5 Problem.................................................................................. 181
9.1.6 Gauss Laguerre..................................................................... 185
9.1.7 Gauss Hermite....................................................................... 186
9.2 Gauss-Kronrod Quadrature Rule.................................................... 186
9.3 Gaussian Quadrature for Approximate of Interval Integrals..... 187
9.4 Gauss-Legendre Integration Rules for Interval
Valued Functions............................................................................... 189
x Contents

9.4.1 One-Point Gauss-Legendre Integration Rule.................... 189


9.4.2 Two-Point Gauss-Legendre Integration Rule.................... 190
9.4.3 Three-Point Gauss-Legendre Integration Rule................. 190
9.5 Gauss-Chebyshev Integration Rules for Interval
Valued Functions............................................................................... 191
9.5.1 One-Point Gauss-Chebyshev Integration Rule................. 191
9.5.2 Two-Point Gauss-Chebyshev Integration Rule................. 192
9.6 Gauss-Laguerre Integration Rules for Interval
Valued Functions............................................................................... 192
9.6.1 One-Point Gauss-Laguerre Integration Rule.................... 193
9.6.2 Two-Point Gauss-Laguerre Integration Rule.................... 193
9.7 Gaussian Multiple Integrals Method.............................................. 194
9.8 Gauss-Legendre Multiple Integrals Rules for Interval
Valued Functions............................................................................... 195
9.8.1 Composite One-Point Gauss-Legendre
Integration Rule..................................................................... 196
9.8.2 Composite Two-Point Gauss-Legendre
Integration Rule..................................................................... 196
9.8.3 Composite One- and Three-Point Gauss-Legendre
Integration Rule..................................................................... 197
9.9 Gauss-Chebyshev Multiple Integrals Rules for Interval
Valued Functions............................................................................... 198
9.9.1 Composite One-Point Gauss-Chebyshev
Integration Rule..................................................................... 199
9.9.2 Composite One- and Two-Point Gauss-Chebyshev
Integration Rule..................................................................... 199
9.10 Composite Gauss-Legendre and Gauss-Chebyshev
Integration Rule.................................................................................. 199
9.10.1 Composite One-Point Gauss-Legendre and
One-Point Gauss-Chebyshev Multiple Integral Rule...... 200
9.11 Adaptive Quadrature Rule............................................................... 201
9.11.1 Introduction of Adaptive Quadrature Based on
Simpson’s Method................................................................. 201

Index...................................................................................................................... 203
Preface

Numerical analysis is the cornerstone of computations in numerical meth-


ods, especially recently, interval numerical calculations play an important
role in all topics of engineering and physical sciences and even in life sci-
ences, social sciences, medicine, business, and art. The recent growth in com-
putational potency has made it possible to use more sophisticated numerical
analysis and to provide accurate and realistic mathematical models in the
sciences. Researchers’ interest in computing uncertain data, that is, inter-
val data, opens up new avenues for tackling real-world problems and offers
innovative and efficient solutions.
This book provides the basic theoretical foundations of numerical meth-
ods, discusses classes of key techniques, explains their advances, and pro-
vides insights into recent developments and challenges. The theoretical parts
of numerical methods, including the concept of interval approximation the-
ory, are introduced and explained in detail. In general, the first feature of
the book is an up-to-date and focused dissertation on computational error
analysis, in particular a comprehensive and systematic treatment of error
propagation mechanisms. The second one is considerations on the quality
of data related to numerical calculations with a full discussion of distance
approximation theory. The third feature focuses on the theory of approxima-
tion and its development from the perspective of linear algebra. Finally, the
new and regular view of numerical integration and their solutions enhanced
by error analysis is presented as the last feature of the book.
The book will be of interest to the broad spectrum of readers exploring
interval computing in numerical analysis. It could be also of particular inter-
est to graduate students in engineering and applied mathematics.

xi
Authors

Tofigh Allahviranloo is a full professor of applied mathematics at Istinye


University, Turkey, with more than 250 publications on topics of numerical
analysis, 11 books in Farsi, three books published by Elsevier and Springer,
and 20 contributions to conference proceedings, accumulating close to 8200
Google Scholar citations (h-index 46) uncertainties and soft computing. Prof.
Allahviranloo is the associate editor in charge for the Journal of Information
Science, Fuzzy Sets and Systems, the Journal of Intelligent and Fuzzy Systems, the
Iranian Journal of Fuzzy Systems, and the Journal of Mathematical Sciences. He is
also editor-in-chief of the International Journal of Industrial Mathematics. Tofigh
has developed a passion for multi- and interdisciplinary research. He not
only pursues fundamental research in fuzzy applied mathematics, especially
fuzzy differential equations, but also develops innovative applications in the
applied biological sciences.

Witold Pedrycz (IEEE Fellow, 1998) is professor and Canada Research Chair
(CRC) in Computational Intelligence in the Department of Electrical and
Computer Engineering, University of Alberta, Edmonton, Canada. He is
also a member of the Systems Research Institute of the Polish Academy of
Sciences, Warsaw, Poland. In 2009, Dr. Pedrycz was elected as a foreign mem-
ber of the Polish Academy of Sciences. In 2012, he was elected as a fellow
of the Royal Society of Canada. In 2007, he received a prestigious Norbert
Wiener award from the IEEE Systems, Man, and Cybernetics Society. He is a
recipient of the IEEE Canada Computer Engineering Medal, a Cajastur Prize
for Soft Computing from the European Centre for Soft Computing, a Killam
Prize, a Fuzzy Pioneer Award from the IEEE Computational Intelligence
Society, and 2019 Meritorious Service Award from the IEEE Systems Man
and Cybernetics Society.
His main research directions involve computational intelligence, fuzzy
modeling and granular computing, knowledge discovery and data science,
pattern recognition, data science, knowledge-based neural networks, and con-
trol engineering. He has published papers in these areas. He is also an author
of 21 research monographs and edited volumes covering various aspects of
computational intelligence, data mining, and software engineering.

xiii
xiv Authors

Dr. Pedrycz is vigorously involved in editorial activities. He is an


editor-in-chief of Information Sciences, editor-in-chief of WIREs Data Mining
and Knowledge Discovery (Wiley), and co-editor-in-chief of Int. J. of Granular
Computing (Springer) and J. of Data Information and Management (Springer). He
serves on an Advisory Board of IEEE Transactions on Fuzzy Systems and is a
member of a number of editorial boards of international journals.

Armin Esfandiari is a PhD candidate and researcher at Istinye University.


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