2
votes
0answers
40 views

Show that $\displaystyle\sum_{i=0}^{N-1}|\epsilon_i|\to0, N\to\infty$

Let $I_o=[t_0,t_0+T]\subset\mathbb R, T>0$, If $f\in C^0(I_0\times\mathbb R,\mathbb R)$ and satisfies the Lipschitz condition: $\forall t\in I_0, \forall y,y^{*}\in\mathbb ...
0
votes
0answers
12 views

Looking for a motivating example for backward error analysis

For many people, it seems self-evident that backward error is a powerful tool in numerical analysis. But for me, it is hard to imagine a situation in which backward error analysis provides any useful ...
0
votes
0answers
15 views

How to express the quantity using significant figures to imply the stated error?

Express the quantity using significant figures to imply the stated error. $$1.77 \pm 0.06$$ I tried to factor out a $6$ and got $6(.295\pm0.01)$ but then when I try to make $.295$ have an error of ...
0
votes
1answer
47 views

Error bound of the Euler method

I am self studying working through the book "A First Course in the Numerical Analysis of Differential Equations" and have come to a deadend on q 1.2. The linear system $y' = Ay, y(0) = y_0$, where ...
1
vote
2answers
62 views

How does big-O notation relate to the actual error involved in a numerical differentiation?

Suppose I have some position data ${x_1, x_2, ... x_n}$ that was sampled at an interval $h$. If I wanted the velocity data, I could apply a finite difference scheme: $ v_1 = \frac{x_2 - x_1}{h} + ...
2
votes
1answer
42 views

Verlet method global error

I was trying to understand the global error calculation for the verlet method on Wikipedia but it's not so clear to me when it goes from: to Shouldn't be considered the error relative to x'' too? ...
1
vote
0answers
44 views

Finite difference method - implementation and stability

I have a PDE for a function $P(r,t)$ in spherical co-ordinates of the form $P_{t} = D(P_{rr} + (2/r)P_{r}) - a\Omega\left(\frac{P}{P + k} \right) $ where subscripts denote partial derivative with ...
0
votes
0answers
70 views

Numerical Error in Computation - What Are the Students' Expected to Know?

I'm going to conduct an educational research about math undergraduates' conceptions about "numerical error." So I'm making a list of items I think someone with a BSc in mathematics is expected to know ...
1
vote
0answers
60 views

When examining global error bounds for Euler method, can I rescale the domain limits?

I'm looking at provable global error bounds of the Euler method for the first time and I was surprised to find that the bound grows exponentially in the amount of time (the domain size) propagated ...
1
vote
0answers
178 views

Problem Condition and Algorithm Stability

Consider 2 mathematical problems: $$ f_1(x) = a - x \\ f_2(x) = e^x -1 $$ The condition number for a function is defined as follows: $$ k(f) = \left| x \cdot \frac{f'}{f} \right| $$ Lets analyze ...
0
votes
1answer
796 views

Proving the relative error of division.

The problem says to show that the relative error for division on a computer is $$Rel(\frac{x_{A}}{y_{A}})=\frac{Rel(x_{A})-Rel(y_{A})}{1-Rel(y_{A})}$$ $$\approx Rel(x_{A})-Rel(y_{A})$$ provided ...
1
vote
1answer
1k views

Error analysis - Bisection algorithm

I have a brief question related to an example in my textbook. In my book, the following theorem on Bisection Method is presented: If $[a_0,b_0], [a_1,b_1],. . .,[a_n,b_n]. . .$ denote the intervals ...