Brèves communications. Deux théorèmes sur la stabilité des schémas de Runge-Kutta simplement implicités
Stochastic arithmetic has been developed as a model for exact computing with imprecise data. Stochastic arithmetic provides confidence intervals for the numerical results and can be implemented in any existing numerical software by redefining types of the variables and overloading the operators on them. Here some properties of stochastic arithmetic are further investigated and applied to the computation of inner products and the solution to linear systems. Several numerical experiments are performed showing...
Stochastic arithmetic has been developed as a model for computing with imprecise numbers. In this model, numbers are represented by independent Gaussian variables with known mean value and standard deviation and are called stochastic numbers. The algebraic properties of stochastic numbers have already been studied by several authors. Anyhow, in most life problems the variables are not independent and a direct application of the model to estimate the standard deviation on the result of a numerical...
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