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On the numerical errors in one step algorithms for time dependent problems

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Summary

From the point of view of the generation of rounding errors a comparison is made between: 1 the usual algorithm for one step methods for time dependent problems, working with the total value of the nodal unknowns vector; and 2 a variant of this, which consists in calculating only the increment of the vector for the time interval Δt. The superiority of the second algorithm is concluded on the basis of both theoretical and empirical arguments.

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Comisión Nacional de Energía Atómica

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Pissanetzky, S., Basombrío, F.G. On the numerical errors in one step algorithms for time dependent problems. Numer. Math. 38, 31–37 (1982). https://doi.org/10.1007/BF01395806

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