In elementary algebra, an interval is a set that contains every real number between two indicated numbers, and possibly the two numbers themselves. Interval notation is where the permitted values for a variable are expressed as ranging over an interval; for example, "5 < x < 9" shows interval notation. By convention, the interval "(10,20)" stands for all real numbers between 10 and 20, not including 10 or 20. On the other hand, the interval "[10,20]" includes every number between 10 and 20 along with the numbers 10 and 20. Other possibilities are listed below.

In higher mathematics, a formal definition is the following: An interval is a subset S of a totally ordered set T with the property that whenever x and y are in S and x < z < y then z is in S.

As mentioned above, a particularly important case is when T = R, the set of real numbers.

Intervals of R are of the following eleven different types (where a and b are real numbers, with a < b):

1. (a,b) = { x | a < x < b }
2. [a,b] = { x | a ≤ x ≤ b }
3. [a,b) = { x | a ≤ x < b }
4. (a,b] = { x | a < x ≤ b }
5. (a,∞) = { x | x > a }
6. [a,∞) = { x | x ≥ a }
7. (-∞,b) = { x | x < b }
8. (-∞,b] = { x | x ≤ b }
9. (-∞,∞) = R itself, the set of all real numbers
10. {a}
11. the empty set

In each case where they appear above, a and b are known as endpoints of the interval. Note that a square bracket [ or ] indicates that the endpoint is included in the interval, while a round bracket ( or ) indicates that it is not. For more information about the notation used above, see Naïve set theory.

Intervals of type (1), (5), (7), (9) and (11) are called open intervals (because they are open sets) and intervals (2), (6), (8), (9), (10) and (11) closed intervals (because they are closed sets). Intervals (3) and (4) are sometimes called half-closed (or, not surprisingly, half-open) intervals. Notice that intervals (9) and (11) are both open and closed, which is not the same thing as being half-open and half-closed.

Intervals (1), (2), (3), (4), (10) and (11) are called bounded intervals and intervals (5), (6), (7), (8) and (9) unbounded intervals. Interval (10) is also known as a singleton.

The length of the bounded intervals (1), (2), (3), (4) is b-a in each case. The total length of a sequence of intervals is the sum of the lengths of the intervals. No allowance is made for the intersection of the intervals. For instance, the total length of the sequence {(1,2),(1.5,2.5)} is 1+1=2, despite the fact that the union of the sequence is an interval of length 1.5.

Intervals play an important role in the theory of integration, because they are the simplest sets whose "size" or "measure" or "length" is easy to define (see above). The concept of measure can then be extended to more complicated sets, leading to the Borel measure and eventually to the Lebesgue measure.

Intervals are precisely the connected subsets of R. They are also precisely the convex subsets of R. Since a continuous image of a connected set is connected, it follows that if f: R→R is a continuous function and I is an interval, then its image f(I) is also an interval. This is one formulation of the intermediate value theorem.

Intervals in partial orders

In order theory, one usually considers partially ordered sets. However, the above notations and definitions can immediately be applied to this general case as well. Of special interest in this general setting are intervals of the form [a,b].

For a partially ordered set (P, ≤) and two elements a and b of P, one defines the set

[a, b] = { x | a ≤ x ≤ b }

One may choose to restrict this definition to pairs of elements with the property that a ≤ b. Alternatively, the intervals without this condition will just coincide with the empty set, which in the former case would not be considered as an interval.

Interval arithmetic

Interval arithmetic, also called interval mathematics, interval analysis, and interval computations, has been introduced in 1956 by M. Warmus. It defines a set of operations which can be applied on intervals :

T · S = { x | there is some y in T, and some z in S, such that x = y · z }

• [a,b] + [c,d] = [a+c, b+d]
• [a,b] - [c,d] = [a-d, b-c]
• [a,b] * [c,d] = [min (ac, ad, bc, bd), max (ac, ad, bc, bd)]
• [a,b] / [c,d] = [min (a/c, a/d, b/c, b/d), max (a/c, a/d, b/c, b/d)]

Division by an interval containing zero is not possible.

The addition and multiplication operations are commutative, associative and sub-distributive: the set X ( Y + Z ) is a subset of XY + XZ.

Alternative notation

An alternative way of writing intervals, commonly seen in France and some other European countries, is shown below:

• ]a,b[ = { x | a < x < b }
• [a,b] = { x | a ≤ x ≤ b }
• [a,b[ = { x | a ≤ x < b }
• ]a,b] = { x | a < x ≤ b }

External link

• Interval computations research centers (http://www.cs.utep.edu/interval-comp/icompwww.html)