27 julio 2010

Truncation and Discretization Error

Truncations errors are committed when an iterative method is terminated or a mathematical procedure is approximated, and the approximate solution differs from the exact solution. Similarly, discretization induces adiscretization errorbecause the solution of the discrete problem does not coincide with the solution of the continuous problem. For instance, in the iteration in the sidebar to compute the solution of 3x3 + 4 = 28, after 10 or so iterations, we conclude that the root is roughly 1.99 (for example). We therefore have a truncation error of 0.01.

Once an error is generated, it will generally propagate through the calculation. For instance, we have already noted that the operation + on a calculator (or a computer) is inexact. It follows that a calculation of the type a+b+c+d+e is even more inexact.

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