Accession Number : AD0709877

Title :   COMPUTING ERROR BOUNDS WHEN THE TRUNCATION ERROR AND PROPAGATED ERROR ARE OF THE SAME ORDER.

Descriptive Note : Final rept.,

Corporate Author : AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OHIO

Personal Author(s) : Keller,Charles L. ; Reeves,Thomas E.

Report Date : APR 1970

Pagination or Media Count : 220

Abstract : In a previous report, a program for computing bounds for the error in a numerical solution of a system of linear differential equations is given. Experimenting with this program led to two observations: (1) In some cases a much smaller integration step size than expected would be required for several steps at the start. (2) The bound was unduly large relative to the actual error for the integration steps at the start of the program. These features, while undesirable, are not critical, in general. The reason for this behavior is discussed in this report. A program is given which can overcome these undesirable features of the program. Also given is a complete account of the equations on which this program is based. Included in this report are instructions for the use of this program and the results of a number of sample problems. These results illustrate the reasons for this program and they enable the user to check his interpretation of the instructions for the use of the program. (Author)

Descriptors :   (*DIFFERENTIAL EQUATIONS, *NUMERICAL INTEGRATION), (*NUMERICAL ANALYSIS, *COMPUTER PROGRAMMING), MATRICES(MATHEMATICS), COMPUTER PROGRAMS, POLYNOMIALS, ERRORS, THEOREMS

Subject Categories : Theoretical Mathematics
      Computer Programming and Software

Distribution Statement : APPROVED FOR PUBLIC RELEASE