The work done by a varying force over discrete displacement segments is computed as…

PHYSICS · Subjective · Fermi University Physics · Mathematical Methods for Physics · Numerical and computational mathematics · Numerical and computational mathematics

Error, Chance and the Machine, Ch Rounding, backward error and the sensitivity of a computation

Problem

The work done by a varying force over n=300n = 300 discrete displacement segments is computed as the dot product W=∑i=1nFi ΔxiW = \sum_{i=1}^{n} F_i\,\Delta x_i, evaluated in binary64 by forming each product FiΔxiF_i\Delta x_i and then summing left to right. Each product satisfies fl(FiΔxi)=FiΔxi(1+δi)\mathrm{fl}(F_i\Delta x_i) = F_i\Delta x_i(1+\delta_i), ∣δi∣≤u|\delta_i|\le u, and the subsequent summation of the nn products carries the recursive summation backward error (n−1)u(n-1)u derived for a sum of nn terms. Combining these two roundings to first order in uu, estimate the backward error bound on the computed WW: the largest relative perturbation that would need to be applied to each FiΔxiF_i\Delta x_i for the computed total to be exact.

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