The finite precision computation and the nonconvergence of difference scheme

arXiv0806.0421MaRDI QIDQ6209766FDOQ6209766

Authors: Wang Pengfei, Jianping Li 

Publication date: 2 June 2008

Abstract: The authors show that the round-off error can break the consistency which is the premise of using the difference equation to replace the original differential equations. We therefore proposed a theoretical approach to investigate this effect, and found that the difference scheme can not guarantee the convergence of the actual compute result to the analytical one. A conservation scheme experiment is applied to solve a simple linear differential equation satisfing the LAX equivalence theorem in a finite precision computer. The result of this experiment is not convergent when time step-size decreases trend to zero, which proves that even the stable scheme can't guarantee the numerical convergence in finite precision computer. Further the relative convergence concept is introduced.

This page was built for publication: The finite precision computation and the nonconvergence of difference scheme

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6209766)