arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 0806.0421math.NAcs.NA
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有限精度计算与差分格式的非收敛性

The finite precision computation and the nonconvergence of difference scheme

State Key Laboratory of Numerical Modeling for Atmospheric Sciences and Geophysical Fluid Dynamics (LASG), Institute of Atmospheric Physics, Chinese Academy of Sciences(中国科学院大气物理研究所数值模拟大气科学和地球流体力学国家重点实验室)

Wang Pengfei, Li Jianping

AI总结:

本文研究舍入误差破坏差分格式一致性,导致有限精度计算机上差分格式不收敛,并提出相对收敛概念。

摘要:

作者表明,舍入误差会破坏一致性,而一致性是使用差分方程替代原始微分方程的前提。因此,我们提出了一种理论方法来研究这种影响,并发现差分格式不能保证实际计算结果收敛于解析解。在有限精度计算机上,应用守恒格式实验求解满足LAX等价定理的简单线性微分方程。当时间步长趋于零时,该实验的结果不收敛,这证明了即使在有限精度计算机上,稳定的格式也不能保证数值收敛。进一步引入了相对收敛概念。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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