Scripted HTML version of 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
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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