The finite precision computation and the nonconvergence of difference scheme
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.
Cite
@article{arxiv.0806.0421,
title = {The finite precision computation and the nonconvergence of difference scheme},
author = {Wang Pengfei and Li Jianping},
journal= {arXiv preprint arXiv:0806.0421},
year = {2010}
}
Comments
20 pages, 3 figures