Imperial College London
Alternate

ProfessorBenoitChachuat

Faculty of Engineering, Department of Chemical Engineering

Professor of Process Systems Engineering
 
 
 
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Contact

 

b.chachuat Website

 
 
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Location

 

609Roderic Hill BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Rajyaguru:2016:10.1007/s10898-016-0474-9,
author = {Rajyaguru, J and Villanueva, ME and Houska, B and Chachuat, B},
doi = {10.1007/s10898-016-0474-9},
journal = {Journal of Global Optimization},
pages = {413--438},
title = {Chebyshev model arithmetic for factorable functions},
url = {http://dx.doi.org/10.1007/s10898-016-0474-9},
volume = {68},
year = {2016}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AB  - This article presents an arithmetic for the computation of Chebyshev models for factorable functions and an analysis of their convergence properties. Similar to Taylor models, Chebyshev models consist of a pair of a multivariate polynomial approximating the factorable function and an interval remainder term bounding the actual gap with this polynomial approximant. Propagation rules and local convergence bounds are established for the addition, multiplication and composition operations with Chebyshev models. The global convergence of this arithmetic as the polynomial expansion order increases is also discussed. A generic implementation of Chebyshev model arithmetic is available in the library MC++. It is shown through several numerical case studies that Chebyshev models provide tighter bounds than their Taylor model counterparts, but this comes at the price of extra computational burden.
AU  - Rajyaguru,J
AU  - Villanueva,ME
AU  - Houska,B
AU  - Chachuat,B
DO  - 10.1007/s10898-016-0474-9
EP  - 438
PY  - 2016///
SN  - 1573-2916
SP  - 413
TI  - Chebyshev model arithmetic for factorable functions
T2  - Journal of Global Optimization
UR  - http://dx.doi.org/10.1007/s10898-016-0474-9
UR  - http://hdl.handle.net/10044/1/41957
VL  - 68
ER  -
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