What calls this error which is related to numerical solution of ODE by Euler method

  • #1
patrick1990
2
0
Hi,
I recently need to do some numerical simulation by Euler method to solve a PDE.
However, I noticed that there are some errors which are obtained with bigger numerical steps, when applying Euler scheme.
Since my major is not mathematics, I do not know what this phenomenon is called. I have read it somewhere else (from Wikipedia ?), but unfortunately I cannot recall it at all.
Anyone knows the name of this ?
Thank you so much !
patrick
 

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Answers and Replies

  • #2
Filip Larsen
Gold Member
1,573
488


It is generally called numerical instabilities or divergence and occurs because the state of discrete system (the solver) does not converge to the solution of the continuous system. The Euler method is a very simple method with a very small region of absolute stability. In general one usually achieves much faster or more precise (or both) solutions by integrating using a more capable method.

For more information you may want to search your references for "Euler region of absolute stability".
 
  • #3
patrick1990
2
0


Thank you so much !
:)
 

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