Numerical Methods

  1. Error Analysis and Stability
    1. Types of Errors
      1. Round-off Error
        1. Definition and Causes
          1. Finite Precision Arithmetic
            1. Impact of Floating Point Representation
              1. Cumulative Effect in Iterative Calculations
              2. Mitigation Techniques
                1. Use of Extended Precision Arithmetic
                  1. Adaptive Precision Techniques
                2. Truncation Error
                  1. Definition and Distinction from Round-off Error
                    1. Sources
                      1. Series Approximation
                        1. Finite Difference Approximations
                        2. Methods to Reduce Truncation Error
                          1. Higher Order Approximations
                            1. Richardson Extrapolation
                        3. Error Propagation
                          1. Concepts of Stability and Sensitivity
                            1. Definition of Stability
                              1. Relationship between Error Propagation and Stability
                              2. Error Bounds and Estimation
                                1. A Priori Error Estimates
                                  1. A Posteriori Error Estimates
                                  2. Condition Numbers
                                    1. Use in Analyzing Sensitivity
                                      1. Calculating Condition Numbers for Different Problems
                                    2. Stability Criteria
                                      1. Stability in Numerical Methods
                                        1. Concepts of Stability in Time-Stepping Schemes
                                          1. Stability in Space Discretization Schemes
                                          2. Lipschitz Condition
                                            1. Definition and Role in Stability Analysis
                                              1. Application in Fixed Point Iteration Stability
                                              2. Stability Regions in ODE Solvers
                                                1. Definition of Absolute Stability
                                                  1. Analysis of Stability Regions with Stability Plots
                                                    1. Application in Choosing Appropriate Time Steps
                                                    2. Concepts of BIBO (Bounded-Input Bounded-Output) Stability
                                                      1. Definition and Implications in Numerical Solutions
                                                    3. Error Control Techniques
                                                      1. Adaptive Mesh and Time Step Strategies
                                                        1. Dynamic Adjustment of Discretization Parameters
                                                        2. Iterative Refinement
                                                          1. Techniques for Improving Solution Accuracy
                                                            1. Application in Solving Large Sparse Systems
                                                          2. Practical Considerations in Error Analysis
                                                            1. Real-World Implications of Errors in Numerical Simulations
                                                              1. Case Studies Highlighting Stability Challenges
                                                                1. Strategies for Verifying and Validating Numerical Results
                                                                2. Tools and Techniques for Monitoring Error and Stability
                                                                  1. Use of Sensitivity Analysis
                                                                    1. Implementing Error Estimation within Software Packages
                                                                      1. Leveraging Machine Learning for Predicting Error Behaviors