HTML version of Scripted Foils prepared 28 December 1996

Foil 10 Errors in numerical approximations

From CPS615-Discussion of Ordinary Differential Equations and Start of Parallel N-Body Algorithm Delivered Lectures of CPS615 Basic Simulation Track for Computational Science -- 10 October 96. by Geoffrey C. Fox *
Secs 300.9
1 Two sources of error:
2 Computational error includes such things as roundoff error, etc. and is generally controlled by having enough significant digits in the computer arithmetic
3 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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