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We give a survey on packages for multiple precision interval arithmetic, with the main focus on three specific packages. One is within a Maple environment, intpakX, and two are C/C++ libraries, GMP-XSC and MPFI. We discuss their different features, present timing results and show several applications from various fields, where high precision intervals are(More)
We study the intrinsic difficulty of solving linear parabolic initial value problems numerically at a single point. We present a worst case analysis for determin-istic as well as for randomized (or Monte Carlo) algorithms, assuming that the drift coefficients and the potential vary in given function spaces. We use fundamental solutions (parametrix method)(More)