Confidence-based contractor, propagation and potential clouds for differential equations

A novel interval contractor based on the confidence assigned to a random variable is proposed in this paper. It makes it possible to consider at the same time an interval in which the quantity is guaranteed to be, and a confidence level to reduce the pessimism induced by interval approach. This contractor consists in computing a confidence region. Using different confidence levels, a particular case of potential cloud can be computed. As application, we propose to compute the reachable set of an ordinary differential equation under the form of a set of confidence regions, with respect to confidence levels on initial value.