Questions tagged [stability]

The study of the propagation of errors in a numerical algorithm.

Numerical algorithms often make a sequence of approximations that should converge to the "correct solution" in the limit sense. However, due to issues such as finite precision or algorithmic implementation, small initial errors can be magnified quickly to produce an answer that does not satisfy our expected tolerance. This is of particular interest to numerical solutions of differential and partial differential equations, but is not limited to these fields. Subtraction of nearly equal quantities tends to be a common cause of numerical instability, but may not be the only source of instability.

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Heuristic check of numerical stability

Assume I have a real valued function $f(x_1,\ldots ,x_N)$ of some variables $x_i$ which I want to evaluate numerically. In general the formula for $f$ can contain products, rationals, trancendental functions etc. and will be to long to investigate…
highsciguy
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How to derive an Implicit Runge-Kutta method from Pade approximation

I was reading some work by Butcher and I came across Pade approximations and the correlation between them and stability functions for some Implicit Runge-Kutta methods. For example, in this Pade table for the exponential function, we see that the…
Matthew Cassell
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1+x not backwards stable?

If you compute 1+x for x less than the machine precision, the answer will be 1 which is the exact result for x = 0. But this would then imply that the relative backward error is |0 - x| / |x| = 1, i.e. this method is not backwards stable and no…
gTcV
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What is the meaning of stability in numerical analysis? How to deterimne the stability of a numerical method?

My question may be so general and simple but I'm really confused about the meaning of the "stability". I look that up in the Internet but there was no general answer to this question. Can anyone help me to understand its meaning or definition and…
MohammadSh
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Stability analysis of coupled ordinary differential equations

Given a forward-in-time approximation I have the coupled equations: $$ \frac{T^{(n+1)} - T^{(n)}}{\Delta t} = x T^{(n)} - y h^{(n)} \\ \frac{h^{(n+1)} - h^{(n)}}{\Delta t} = -z h^{(n)} - \alpha T^{(n)} $$ where $x, y, z$ and $\alpha$ are constants,…
hertzsprung
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Lax-Richtmyer stability analysis

I would like to get to know more in details about Lax-Richtmyer stability analysis (esp in examples), but I didn't manage to find anything except a definition. Could you advice any sources for this subject?
cool
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Positive feedback instability

I have two black boxes (representing some multi-physics but that does not matter), where box #1 takes some quantity T as input and produces some quantity P as output; and box #2 takes P as input and produces T as output. Suppose there is a…
Maxim Umansky
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Compute the sum of probabilities when they are given as logits

Say I have a set of numerous probabilities given by their logarithm : $\{\ln p_i, 1 \leq i \leq N\}$. I want to compute $\sum p_i$, if possible without exponentiating $\ln p_i$, since some of those probabilities are really small and I would suffer a…
Alex
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