Title: Review of accuracy analysis
1Review of accuracy analysis
Euler Local error O(h2) Global error
O(h)
Runge-Kutta Order 4 Local error O(h5)
Global error O(h4)
But theres more to worry about stability
and convergence
2Stability Convergence
Stability Suppose we perturb initial condition
by e. Then 1) effect ? 0, and 2) effect grows
only polynomially fast as a function of step size
h.
Convergence Solution of discrete problem ?
solution of continuous problem as h ? 0.
3Stability Convergence
For Ordinary Differential Equations (ODEs),
Stability ? Convergence
But for Partial Differential Equations (PDEs),
where there are more than one variable--- time
and space, for example--- Stability and
convergence are not equivalent. We require an
additional condition.
4Laxs Theorem
Consistent A finite-difference scheme is
consistent if the local truncation error ? 0 as
the grid size ? 0. (Not always true for PDEs, as
we shall see.)
Laxs Theorem If a finite-difference scheme for
an initial-value PDE is consistent, then
Stability ? Convergence
5PDEs
Partial differential equations are at the very
heart of many sciences, and provide our best
understanding of the way the world works. Some
examples
Quantum mechanics propagation of waves of all
kinds elasticity diffusion of
particles, population, prices, information
spread of heat electrostatic field magnetic
fields, fluid flow etc., etc., etc.
6To see the power
Suppose you work for the government and your job
is to worry about the possibility of terrorist
nuclear weapons. What is the critical mass of
U92235 (25)?
The following material was classified, but is now
public see The Los Alamos Primer The first
lectures on how to build an atomic bomb, R.
Serber, Univ. of Calif. Press, Berkeley, 1992.
QC773 .A1S47
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8Simplest model of neutron diffusion
Laplace operator
In cylindrical coordinates
So for spherically symmetric systems
9Consider a sphere of 25
Let N(t,x,y,z) be the number of neutrons in a
tiny cube and consider the net growth of N at any
given point in space and any particular time
Rate of change of neutron flux
Diffusion influx
fission
10Consider a sphere of 25
where mean time between fissions
avg. no. of neutrons
produced per fission D
diffusion constant
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12Separation of variables an important technique
where effective neutron number
Leads to
13Separation of variables an important technique
For sphere of radius R, can check solution
With the boundary condition
So critical mass is determined by
14Answers
For Uranium
More accurate boundary condition gives 56 kg,
and thick U tamper gives 15 kg
15Little Boy