Analysis and application of multiple-precision computation and round-off error for nonlinear dynamical systems

被引:1
作者
Pengfei Wang
Gang Huang
Zaizhi Wang
机构
[1] Chinese Academy of Sciences,State Key Laboratory of Numerical Modeling for Atmospheric Sciences and Geophysical Fluid Dynamics (LASG), Institute of Atmospheric Physics
[2] National Climate Center,undefined
来源
Advances in Atmospheric Sciences | 2006年 / 23卷
关键词
multiple-precision numerical calculation; round-off error; nonlinear dynamical system;
D O I
暂无
中图分类号
学科分类号
摘要
This research reveals the dependency of floating point computation in nonlinear dynamical systems on machine precision and step-size by applying a multiple-precision approach in the Lorenz nonlinear equations. The paper also demonstrates the procedures for obtaining a real numerical solution in the Lorenz system with long-time integration and a new multiple-precision-based approach used to identify the maximum effective computation time (MECT) and optimal step-size (OS). In addition, the authors introduce how to analyze round-off error in a long-time integration in some typical cases of nonlinear systems and present its approximate estimate expression.
引用
收藏
页码:758 / 766
页数:8
相关论文
共 16 条
[1]  
Berger A.(1999)Rigorous error bounds for RK methods in the proof of chaotic behavior Journal of Computational and Applied Mathematics 111 13-24
[2]  
Faye J. P.(1985)Stochastic approach of the permutation-perturbation method for round-off error analysis Applied Numerical Mathematics 1 349-362
[3]  
Vignes J.(2000)Computational uncertainty principle in nonlinear ordinary differential equations—I Numerical Results Science in China 43 449-461
[4]  
Jianping L.(2001)Computational uncertainty principle in nonlinear ordinary differential equations—II Theoretical analysis Science in China 44 55-74
[5]  
Qingcun Z.(1963)Deterministic nonperiodic flow J. Atmos. Sci. 20 130-141
[6]  
Jifan C.(1996)Rigorous error analysis of numerical algorithms via symbolic computations Journal of Symbolic Computation 22 435-458
[7]  
Jianping L.(1990)A stochastic approach to global error estimation in ODE multistep numerical integration Journal of Computational and Applied Mathematics 30 257-281
[8]  
Quingcun Z.(1990)MP-A multiple precision package Computer Physics Communications 59 345-358
[9]  
Jifan C.(1988)Review on stochastic approach to round-off error analysis and its applications Mathematics and Computers in Simulation 30 481-491
[10]  
Lorenz E. N.(1993)A stochastic arithmetic for reliable scientific computation Mathematics and Computers in Simulation 35 233-261