Principles of Parallel Scientific Computing by Tobias Weinzierl

Author:Tobias Weinzierl
Language: eng
Format: epub, pdf
ISBN: 9783030761943
Publisher: Springer International Publishing

When we dump the outcome for smaller and smaller h, we observe interesting things:For there is a significant round-off error in t. As we can not represent 0.001 exactly in floating point precision, the h will be slightly bigger or smaller than our value of choice. The resulting error accumulates and we thus overshoot T: In one step, t is just slightly smaller than T. In the next step, it is bigger.

The smaller we make h, the smaller the final error at . This is not a surprise. Our scheme is consistent and we expect the round-off errors to disappear with smaller hs, too.

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