The impact of finite precision arithmetic and sensitivity on the numerical solution of partial differential equations
In this paper, we address some fundamental issues concerning "time marching" numerical schemes for computing steady state solutions of boundary value problems for nonlinear partial differential equations. Simple examples are used to illustrate that even theoretically convergent schemes can produce numerical steady state solutions that do not correspond to steady state solutions of the boundary value problem. This phenomenon must be considered in any computational study of nonunique solutions to partial differential equations that govern physical systems such as fluid flows. In particular, numerical calculations have been used to "suggest" that certain Euler equations do not have a unique solution. For Burgers' equation on a finite spatial interval with Neumann boundary conditions the only steady state solutions axe constant (in space) functions. Moreover, according to recent theoretical results, for any initial condition the corresponding solution to Burgers' equation must converge to a constant as t--> infinity. However, we present a convergent finite difference scheme that produces false nonconstant numerical steady state "solutions." These erroneous solutions arise out of the necessary finite floating point arithmetic inherent in every digital computer. We suggest the resulting numerical steady state solution may be viewed as a solution to a "nearby" boundary value problem with high sensitivity to changes in the boundary conditions. Finally, we close with some comments on the relevance of this paper to some recent "numerical based proofs" of the existence of nonunique solutions to Euler equations and to aerodynamic design. (C) 2002 Elsevier Science Ltd. All rights reserved.
finite precision arithmetic sensitivity analysis finite difference method numerical stationary solutions