In a majority of cases of long-time numerical integration for initial-value problems, roundoff error has received little attention. Using twenty-nine numerical methods, the influence of round-off error on numerical so...In a majority of cases of long-time numerical integration for initial-value problems, roundoff error has received little attention. Using twenty-nine numerical methods, the influence of round-off error on numerical solutions is generally studied through a large number of numerical experiments. Here we find that there exists a strong dependence on machine precision (which is a new kind of dependence different from the sensitive dependence on initial conditions), maximally effective computation time (MECT) and optimal stepsize (OS) in solving nonlinear ordinary differential equations (ODEs) in finite machine precision. And an optimal searching method for evaluating MECT and OS under finite machine precision is presented. The relationships between MECT, OS, the order of numerical method and machine precision are found. Numerical results show that round-off error plays a significant role in the above phenomena. Moreover, we find two universal relations which are independent of the types of ODEs, initial展开更多
文摘In a majority of cases of long-time numerical integration for initial-value problems, roundoff error has received little attention. Using twenty-nine numerical methods, the influence of round-off error on numerical solutions is generally studied through a large number of numerical experiments. Here we find that there exists a strong dependence on machine precision (which is a new kind of dependence different from the sensitive dependence on initial conditions), maximally effective computation time (MECT) and optimal stepsize (OS) in solving nonlinear ordinary differential equations (ODEs) in finite machine precision. And an optimal searching method for evaluating MECT and OS under finite machine precision is presented. The relationships between MECT, OS, the order of numerical method and machine precision are found. Numerical results show that round-off error plays a significant role in the above phenomena. Moreover, we find two universal relations which are independent of the types of ODEs, initial
