A quantitative probabilistic investigation into the accumulation of rounding errors in numerical ODE solution

DOI10.1016/j.camwa.2009.01.020zbMath1186.65096arXivmath/0512364OpenAlexW1978062485MaRDI QIDQ971612

Sebastian Mosbach, Amanda G. Turner

Publication date: 16 May 2010

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0512364

zbMATH Keywords

limit theoremMarkov jump processesrounding errorsnumerical ODE solutionsaddle fixed point

Mathematics Subject Classification ID

Roundoff error (65G50) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Error bounds for numerical methods for ordinary differential equations (65L70)

Related Items (2)

Rounded data analysis based on multi-layer ranked set sampling ⋮ Probabilistic integration: a role in statistical computation?

Uses Software

• VODE
• RADAU
• RODAS
• mctoolbox

Cites Work

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• Pathologies generated by round-off in dynamical systems
• Convergence of Markov processes near saddle fixed points
• VODE: A Variable-Coefficient ODE Solver
• Anomalous transport in a model of Hamiltonian round-off
• PSEUDO-RANDOMNESS OF ROUND-OFF ERRORS IN DISCRETIZED LINEAR MAPS ON THE PLANE
• Tests of probabilistic models for propagation of roundoff errors
• Reprint of a Note on Rounding-Off Errors
• Numerical Inverting of Matrices of High Order. II

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