7,089 research outputs found
Convergence and round-off errors in a two-dimensional eigenvalue problem using spectral methods and Arnoldi-Chebyshev algorithm
An efficient way of solving 2D stability problems in fluid mechanics is to
use, after discretization of the equations that cast the problem in the form of
a generalized eigenvalue problem, the incomplete Arnoldi-Chebyshev method. This
method preserves the banded structure sparsity of matrices of the algebraic
eigenvalue problem and thus decreases memory use and CPU-time consumption.
The errors that affect computed eigenvalues and eigenvectors are due to the
truncation in the discretization and to finite precision in the computation of
the discretized problem. In this paper we analyze those two errors and the
interplay between them. We use as a test case the two-dimensional eigenvalue
problem yielded by the computation of inertial modes in a spherical shell. This
problem contains many difficulties that make it a very good test case. It turns
out that that single modes (especially most-damped modes i.e. with high spatial
frequency) can be very sensitive to round-off errors, even when apparently good
spectral convergence is achieved. The influence of round-off errors is analyzed
using the spectral portrait technique and by comparison of double precision and
extended precision computations. Through the analysis we give practical recipes
to control the truncation and round-off errors on eigenvalues and eigenvectors.Comment: 15 pages, 9 figure
Analysis of Round Off Errors with Reversibility Test as a Dynamical Indicator
We compare the divergence of orbits and the reversibility error for discrete
time dynamical systems. These two quantities are used to explore the behavior
of the global error induced by round off in the computation of orbits. The
similarity of results found for any system we have analysed suggests the use of
the reversibility error, whose computation is straightforward since it does not
require the knowledge of the exact orbit, as a dynamical indicator. The
statistics of fluctuations induced by round off for an ensemble of initial
conditions has been compared with the results obtained in the case of random
perturbations. Significant differences are observed in the case of regular
orbits due to the correlations of round off error, whereas the results obtained
for the chaotic case are nearly the same. Both the reversibility error and the
orbit divergence computed for the same number of iterations on the whole phase
space provide an insight on the local dynamical properties with a detail
comparable with other dynamical indicators based on variational methods such as
the finite time maximum Lyapunov characteristic exponent, the mean exponential
growth factor of nearby orbits and the smaller alignment index. For 2D
symplectic maps the differentiation between regular and chaotic regions is well
full-filled. For 4D symplectic maps the structure of the resonance web as well
as the nearby weakly chaotic regions are accurately described.Comment: International Journal of Bifurcation and Chaos, 201
Accurate and efficient evaluation of the a posteriori error estimator in the reduced basis method
The reduced basis method is a model reduction technique yielding substantial
savings of computational time when a solution to a parametrized equation has to
be computed for many values of the parameter. Certification of the
approximation is possible by means of an a posteriori error bound. Under
appropriate assumptions, this error bound is computed with an algorithm of
complexity independent of the size of the full problem. In practice, the
evaluation of the error bound can become very sensitive to round-off errors. We
propose herein an explanation of this fact. A first remedy has been proposed in
[F. Casenave, Accurate \textit{a posteriori} error evaluation in the reduced
basis method. \textit{C. R. Math. Acad. Sci. Paris} \textbf{350} (2012)
539--542.]. Herein, we improve this remedy by proposing a new approximation of
the error bound using the Empirical Interpolation Method (EIM). This method
achieves higher levels of accuracy and requires potentially less
precomputations than the usual formula. A version of the EIM stabilized with
respect to round-off errors is also derived. The method is illustrated on a
simple one-dimensional diffusion problem and a three-dimensional acoustic
scattering problem solved by a boundary element method.Comment: 26 pages, 10 figures. ESAIM: Mathematical Modelling and Numerical
Analysis, 201
Generating formally certified bounds on values and round-off errors
International audienceWe present a new tool that generates bounds on the values and the round-off errors of programs using floating point operations. The tool is based on forward error analysis and interval arithmetic. The novelty of our tool is that it produces a formal proof of the bounds that can be checked independently using an automatic proof checker such as Coq and a complete model of floating point arithmetic. For the first time ever, we can easily certify that simple numerical programs such as the ones usually found in real time applications do not overflow and that round-off errors are below acceptable thresholds. Such level of quality should be compulsory on safety critical applications. As our tool is easy to handle, it could also be used for many pieces of software
Stochastically Resilient Observer Design for a Class of Continuous-Time Nonlinear Systems
This work addresses the design of stochastically resilient or non-fragile continuous-time Luenberger observers for systems with incrementally conic nonlinearities. Such designs maintain the convergence and/or performance when the observer gain is erroneously implemented due possibly to computational errors i.e. round off errors in computing the observer gain or changes in the observer parameters during operation. The error in the observer gain is modeled as a random process and a common linear matrix inequality formulation is presented to address the stochastically resilient observer design problem for a variety of performance criteria. Numerical examples are given to illustrate the theoretical results
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