Basic HTML version of Foils prepared 22 February 1998

Foil 11 Errors in numerical approximations

From Fox Presentation Fall 1995 CPS615 Basic Simulation Track for Computational Science -- 1998 Enhancements. by Geoffrey C. Fox
Two sources of error:
Computational error includes such things as roundoff error, etc. and is generally controlled by having enough significant digits in the computer arithmetic
Discretization error is the accuracy of the numerical method and has two measures:
  • Global error - difference between solution and numerical approximation at any point. Difficult or expensive to estimate.
  • Local error - difference between solution and numerical approximation over only one time step. Easier to calculate and indicates global error indirectly.

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