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Centered Taylor models with derivative intervals enclose the function range

Statement

Under the hypotheses in Centered Taylor model with derivative-interval remainder, every x∈X satisfies ∣f(x)−Pn(x)∣≤MRn+1/(n+1)!. Whenever all operations and endpoint conversions in the displayed outward-rounded Taylor-model evaluation return finite intervals, f(X)⊆Tn(f,X,c,(Cj)j=0n,D). For n=0, the exact set sum always satisfies f(X)⊆C0+[−MR,MR], and its finite outward evaluation encloses this sum. A non-finite evaluation status asserts no finite Taylor-model certificate.

Facts & Assumptions

[L1]

Centered Taylor model with derivative-interval remainder: each Cj contains f(j)(c)/j!, D contains f(n+1)(X), M bounds the absolute values of D, and R bounds ∣x−c∣ for every x∈X.

[L2]

Taylor's theorem with an integral remainder: each Taylor remainder is an integral and has absolute value at most M∣x−c∣n+1/(n+1)! when ∣f(n+1)∣≤M on the segment.

[L3]

Outward-rounded operations are inclusion-isotone and enclose DAG evaluations: the computed polynomial range and interval sum enclose their exact counterparts provided every operation node returns a finite enclosure; a non-finite status asserts no finite DAG enclosure.

Proof

1.1givenL1L2

Fix x∈X. If x=c, the polynomial already equals f(c) and the remainder is zero. Otherwise the segment from c to x lies in X, so [L1] places f(n+1) there in D and gives ∣f(n+1)∣≤M; also ∣x−c∣≤R. The Taylor integral remainder bound [L2] is therefore at most MRn+1/(n+1)!.

2.1step 1.1L1L3algebra∎

Step 1.1 proves the stated analytic bound independently of storage. Suppose now that every operation and endpoint conversion in the Taylor-model evaluation returns a finite interval. For every x∈X, [L1] puts each exact coefficient of Pn(x) inside the corresponding Cj, so the polynomial interval evaluation contains Pn(x) by [L3]. The remainder from step 1.1 lies in the exact symmetric interval, whose outward endpoint conversion contains it. Thus f(x) lies in the exact sum, and outward evaluation preserves that inclusion by [L3]. Since x was arbitrary, the whole range f(X) is enclosed. For n=0, P0(x)=f(c)∈C0, so the exact set-sum inclusion follows from step 1.1 even if its machine evaluation fails. On a non-finite status [L3] supplies no finite enclosure.

Depends on

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Cited to discharge well-definedness by Centered Taylor model with derivative-interval remainder.

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Sources