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Outward interval and Lipschitz midpoint bounds are sound and consistent under refinement

Statement

Assume a finite arithmetic expression DAG uses +, −, ×, and division only where the exact denominator is bounded away from zero on the box. Each constant is an exact dyadic or has certified enclosures at precision p whose widths tend to zero as p→∞. Assume all operation results are finite. For every precision p, the enclosure returned by Outward-rounded interval enclosures for factorable expression DAGs on boxes contains the exact range f[B]; hence its lower and upper endpoints are valid bounds for every point in B. If Bk is a nested sequence of boxes with diameters tending to zero, their limit point is x, and the precisions pk tend to infinity in one fixed exponent range large enough to avoid overflow, then the interval endpoints tend to f(x). Under the Lipschitz hypothesis in Validated Lipschitz midpoint lower bounds on boxes, its lower bounds are valid on B and tend to f(x) on every such shrinking sequence.

Facts & Assumptions

Given: A finite arithmetic expression DAG, the finite-result conditions in the Statement, a box B, and (for the Lipschitz claim) a nonnegative constant L satisfying the displayed Lipschitz inequality.

[F1]

Every exact node value of a finite expression DAG belongs to its outward-rounded computed node enclosure; a non-finite node gives no finite enclosure claim. Outward-rounded operations are inclusion-isotone and enclose DAG evaluations

[F2]

Directed lower and upper dyadic rounding enclose each exact endpoint, and the endpoint error tends to zero as precision increases on a fixed bounded range. Certified constant intervals also converge to their exact constants by the added hypothesis. Directed dyadic rounding encloses with explicit underflow and overflow bounds, Dyadic floating-point format and directed rounding, Outward-rounded interval enclosures for factorable expression DAGs on boxes

[F3]

The interval endpoints, inclusion order, midpoint and width have the meanings in Real intervals, complex rectangles and ball enclosures; each finite operation applies the displayed exact formula before outward rounding. Outward-rounded interval, rectangle and ball operations

[F4]

If a function is L-Lipschitz in the maximum-coordinate distance on B, then its values at x,m differ by at most Lmax⁡j∣xj−mj∣. Validated Lipschitz midpoint lower bounds on boxes

Proof

1.1givenF1F2F3

By the endpoint-rounding rule and [F2], the dyadic input intervals used by the algorithm contain the original box B. The DAG enclosure statement [F1] therefore implies a−≤f(x)≤a+ for every x∈B. Thus a− and a+ are valid lower and upper bounds on the entire box, not estimates from a sample point.

1.2givenF2F3induction

For a nested shrinking sequence Bk→{x} with precision pk→∞, outward-rounded input endpoints tend to their exact endpoint values by [F2], and each certified constant enclosure tends to its exact constant by the hypothesis. Induct in topological order through the finite DAG. At each addition, subtraction, or multiplication node the exact endpoint formulas are continuous in the input endpoints; at a division node the denominator is bounded away from zero, so the reciprocal endpoint formulas are continuous for all sufficiently large k. The directed-rounding error tends to zero by [F2]. Therefore each node enclosure converges to its exact node value at x, and in particular the root endpoints converge to f(x).

1.3givenF4algebra

For the Lipschitz procedure, every x∈B satisfies max⁡j∣xj−mj∣≤r≤r+. By [F4], f(x)≥f(m)−Lr≥q−−Lr+≥ℓB, so ℓB is valid on B.

2.1step 1.2F2algebra∎

Along a shrinking sequence, mk→x, rk+→0, and the singleton enclosure endpoints qk,−,qk,+ tend to f(x) by step 1.2. Hence qk,−−Lrk+→f(x), and the extra directed-rounding error also tends to zero by [F2]; therefore ℓBk→f(x).

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