Article ID Journal Published Year Pages File Type
1141252 Mathematics and Computers in Simulation 2008 10 Pages PDF
Abstract
Finite precision computations may affect the stability of algorithms and the accuracy of computed solutions. In this paper we first obtain a relation for computing the number of common significant digits between the exact solution and a computed solution of a one-dimensional initial-value problem obtained by using a single-step or multi-step method. In fact, by using the approximate solutions obtained with stepsizes h and h /2, the number of common significant digits between approximate solution with stepsize h and exact solution is estimated. Then by using the stochastic arithmetic, the CESTAC method, and the CADNA library we propose an algorithm to control the round-off error effect on the computed solution. This method can easily apply to a system of n one-dimensional initial-value problems. Finally some numerical examples are given to show the efficiency of the method.
Related Topics
Physical Sciences and Engineering Engineering Control and Systems Engineering
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