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Convergence of a Solution

mohammedlamine's picture

 

The Solution of a Differential Equation or a Set of Differential Equations Converges vers the Exact if it is Consistant and it is Stable : Lax's Theorem. Since the Exact is not always known it is convenient to apply this Theorem. Numerical instabilities are a result of Roundoff errors and Truncation errors. The Domain of Stability can be obtained from a Von Newman analysis in the Complex domain. This implies a condition (relation) between the variation steps. 

 

Mohammed Lamine 

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