2020-07-27 –, Green Track
We will give a hands-on tutorial introduction to the powerful numerical methods for calculating with sets that become available by using interval arithmetic and associated methods, including for approximating functions, root finding, global optimization and solving ODEs, all with guaranteed error bounds.
Join via Zoom: link in email from Eventbrite. Backup Youtube link: https://youtu.be/LAuRCy9jUU8
We will give a hands-on tutorial introduction to the powerful numerical methods for calculating with sets that become available by using interval arithmetic and associated methods, including for approximating functions, root finding, global optimization and solving ODEs, all with guaranteed error bounds.
We will explore the suite of packages in the JuliaIntervals organization and how they interact with other packages in the Julia ecosystem, in particular LinearAlgebra and ForwardDiff. We will show how they
may be used interactively to calculate ranges of functions, exclude and prove uniqueness of roots. We will also show how to build branch-and-prune algorithms for global optimization and discuss the use of constraint propagation. We will also discuss how to build rigorous approximations of functions as polynomials with interval remainders, and how these may be used for solving ordinary differential equations with guaranteed error bounds (tubes).
Materials are available at https://github.com/dpsanders/IntervalsJuliaCon2020
Full professor in the Faculty of Sciences, Universidad Nacional Autónoma de México (UNAM) and visiting professor at MIT.
Julia user, tutorial developer and package author since 2014. Co-creator of the JuliaIntervals suite of tools for interval arithmetic in Julia.