Reliable Methods for Computer Simulation

Error Control and Posteriori Estimates

Reliable Methods for Computer Simulation on ScienceDirect(Opens new window)
Hardbound, 316 Pages
Published: JUL-2004
ISBN 10: 0-444-51376-0
ISBN 13: 978-0-444-51376-2
Imprint: ELSEVIER


By
Pekka Neittaanmäki, University of Jyväskylä, Finland
Sergey Repin, V.A. Steklov Institute of Mathematics, St. Petersburg, Russian Federation

Description
Recent decades have seen a very rapid success in developing numerical methods based on explicit control over approximation errors. It may be said that nowadays a new direction is forming in numerical analysis, the main goal of which is to develop methods ofreliable computations. In general, a reliable numerical method must solve two basic problems: (a) generate a sequence of approximations that converges to a solution and (b) verify the accuracy of these approximations. A computer code for such a method must consist of two respective blocks: solver and checker. In this book, we are chiefly concerned with the problem (b) and try to present the main approaches developed for a posteriori error estimation in various problems. The authors try to retain a rigorous mathematical style, however, proofs are constructive whenever possible and additional mathematical knowledge is presented when necessary. The book contains a number of new mathematical results and lists a posteriori error estimation methods that have been developed in the very recent time.

Included in series
Studies in Mathematics and its Applications

Audience:
Mathematical modellers, civil engineers, computer scientists, mathematical economists and mathematical biologists.


 
Last update: 12 Apr 2012