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JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive

Sib. Zh. Vychisl. Mat., 2020 Volume 23, Number 3, Pages 233–248 (Mi sjvm745)

This article is cited in 5 papers

On a posteriori estimation of the approximation error norm for an ensemble of independent solutions

A. K. Alekseev, A. E. Bondarev

Keldysh Institute of Applied Mathematics, Russian Academy of Sciences, Miusskaya pl. 4, Moscow, 125047 Russia

Abstract: An ensemble of independent numerical solutions enables one to construct a hypersphere around the approximate solution that contains the true solution. The analysis is based on some geometry considerations, such as the triangle inequality and the measure concentration in the spaces of large dimensions. As a result, there appears the feasibility for non-intrusive postprocessing that provides the error estimation on the ensemble of solutions. The numerical tests for two-dimensional compressible Euler equations are provided that demonstrates properties of such postprocessing.

Key words: discretization error, ensemble of numerical solutions, measure concentration, Euler equations.

UDC: 519.6

Received: 06.09.2018
Revised: 07.05.2019
Accepted: 16.04.2020

DOI: 10.15372/SJNM20200301


 English version:
Numerical Analysis and Applications, 2020, 13:3, 195–206

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© Steklov Math. Inst. of RAS, 2024