Issue No. 07 - July (1977 vol. 26)
R.L. Bivins , Los Alamos Scientific Laboratory, University of California
The methods of significance arithmetic are applied to the numerical solution of a nonlinear partial-differential equation. Our approach permits the use of initial values having imprecision considerably greater than that of rounding error; moreover, the intermediate and final quantities are monitored so that at any stage the precision of such quantities is available. An algorithm is found that represents faithfully the solution to a difference-equation approximation to Burgers' equation.
Error analysis, sensitivity analysis.
N. Metropolis and R. Bivins, "Significance Arithmetic: Application to a Partial Differential Equation," in IEEE Transactions on Computers, vol. 26, no. , pp. 639-642, 1977.