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Sibirskii Zhurnal Industrial'noi Matematiki, 2011, Volume 14, Number 3, Pages 37–49
(Mi sjim681)
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The error of Euler's method for floating-point arithmetic computations
E. A. Kalinina, O. N. Samarina Saint-Petersburg State University, Saint-Petersburg, RUSSIA
Abstract:
We present an algorithm that enables us to find the optimal number of steps in Euler's method, in the sense of computational precision, while solving a Cauchy problem for a system of linear differential equations with constant coefficients. We include numerical examples of applications of this method for evaluating a solution to the Cauchy problem at a point and constructing solutions to systems of nonlinear ordinary differential equations.
Keywords:
Euler's method, Cauchy problem, system of ordinary differential equations, floating-point arithmetic, computational error.
Received: 30.11.2009 Revised: 12.04.2011
Citation:
E. A. Kalinina, O. N. Samarina, “The error of Euler's method for floating-point arithmetic computations”, Sib. Zh. Ind. Mat., 14:3 (2011), 37–49
Linking options:
https://www.mathnet.ru/eng/sjim681 https://www.mathnet.ru/eng/sjim/v14/i3/p37
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Abstract page: | 688 | Full-text PDF : | 600 | References: | 65 | First page: | 5 |
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