On the Global Error on Discretization Methods for Ordinary Differential Equations

This document was uploaded by one of our users. The uploader already confirmed that they had the permission to publish it. If you are author/publisher or own the copyright of this documents, please report to us by using this DMCA report form.

Simply click on the Download Book button.

Yes, Book downloads on Ebookily are 100% Free.

Sometimes the book is free on Amazon As well, so go ahead and hit "Search on Amazon"

University of Cambridge, 2004. - 118 pages.
Discretization methods for ordinary differential equations are usually not exact; they commit an error at every step of the algorithm. All these errors combine to form the global error, which is the error in the final result. The global error is the subject of this thesis. In the first half of the thesis, accurate a priori estimates of the global error are derived. Three different approaches are followed: to combine the effects of the errors committed at every step, to expand the global error in an asymptotic series in the step size, and to use the theory of modified equations. The last approach, which is often the most useful one, yields an estimate which is correct up to a
term of order h, where h denotes the step size and p the order of the numerical
method. This result is then applied to estimate the global error for the Airyequation (and related oscillators that obey the Liouville–Green approximation) and the Emden–Fowlerequation.

Author(s): Niesen J., Hall T.

Language: English
Commentary: 374248
Tags: Математика;Вычислительная математика