Equivalence Theorems in Numerical Analysis : Integration, Differentiation and Interpolation

arXiv0709.4046MaRDI QIDQ6206917FDOQ6206917

Publication date: 26 September 2007

Abstract: We show that if a numerical method is posed as a sequence of operators acting on data and depending on a parameter, typically a measure of the size of discretization, then consistency, convergence and stability can be related by a Lax-Richtmyer type equivalence theorem -- a consistent method is convergent if and only if it is stable. We define consistency as convergence on a dense subspace and stability as discrete well-posedness. In some applications convergence is harder to prove than consistency or stability since convergence requires knowledge of the solution. An equivalence theorem can be useful in such settings. We give concrete instances of equivalence theorems for polynomial interpolation, numerical differentiation, numerical integration using quadrature rules and Monte Carlo integration.

Mathematics Subject Classification ID

General theory of numerical analysis in abstract spaces (65J05) Numerical solutions to equations with nonlinear operators (65J15) Numerical solutions to equations with linear operators (65J10)

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