Skip to main content
Log in

On A Posteriori Estimation of the Approximation Error Norm for an Ensemble of Independent Solutions

  • Published:
Numerical Analysis and Applications Aims and scope Submit manuscript

ABSTRACT

An ensemble of independent numerical solutions makes it possible to construct a hypersphere around an 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 spaces of large dimensions. As a result, a nonintrusive postprocessor providing error estimation on an ensemble of solutions can be constructed. Some numerical tests for the two-dimensional compressible Euler equations are given to demonstrate the properties of such postprocessing.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

REFERENCES

  1. Shokin, Yu.I. and Yanenko, N.N., Metod differentsial’nogo priblizheniya (Method of Differential Approximation), Novosibirsk: Nauka, 1985.

  2. Richtmyer, R.D. and Morton, K.W., Difference Methods for Initial Value Problems, N.Y.: Wiley, 1967.

  3. Skeel, R.D., Thirteen Ways to Estimate Global Error,Num. Math., 1986, vol. 48, pp. 1–20.

  4. Roy, Ch.J., Review of Discretization Error Estimators in Scientific Computing, AIAA J., 2010, vol. 126, pp. 1–29.

  5. Babuska, I. and Rheinboldt, W., A-Posteriori Error Estimates for the Finite Element Method, Int. J. Num. Meth. Engin., 1978, vol. 12, pp. 1597–1615.

  6. Repin, S.I., A Posteriori Estimates for Partial Differential Equations, Radon Series on Computational and Applied Mathematics, vol. 4, Walter de Gruyter, 2008.

  7. Marchuk, G.I. and Shaidurov, V.V., Povyshenie tochnosti resheniya raznostnykh skhem (Difference Methods and Their Extrapolations), Springer, 1983.

  8. Kuznetsov, N.N., The Accuracy of Certain Approximate Methods for the Computation of Weak Solutions of a First Order Quasilinear Equation, Zh. Vych. Mat. Mat. Fiz., 1976, vol. 16, no. 6, pp. 1489–1502.

  9. Banks, J.W., Hittinger, J.A.F., and Woodward, C.S., Numerical Error Estimation for Nonlinear Hyperbolic PDEs via Nonlinear Error Transport, CMAME, 2012, vol. 213-216, pp. 1–15.

  10. Carpenter, M.H. and Casper, J.H., Accuracy of Shock Capturing in Two Spatial Dimensions, AIAA J., 1999, vol. 37, no. 9, pp. 1072–1079.

  11. Banks, J.W. and Aslam, T.D., Richardson Extrapolation for Linearly Degenerate Discontinuities, J. Sci. Comput., 2012, vol. 57, no. 1, pp. 1–15.

  12. Roy, Ch.J., Grid Convergence Error Analysis for Mixed-Order Numerical Schemes, AIAA J., 2003, vol. 41, no. 4, pp. 595–604.

  13. Alexeev, A.K. and Bondarev, A.E., On Some Features of Richardson Extrapolation for Compressible Inviscid Flows,Mathematica Montisnigri, 2017, vol. XL, pp. 42–54.

  14. Burago, D., Burago, Yu.D., and Ivanov, S., A Course in Metric Geometry AMS, 2001.

  15. Gorban, A.N. and Tyukin, I.Y., Blessing of Dimensionality: Mathematical Foundations of the Statistical Physics of Data, 2018; DOI: 10.1098/rsta.2017.0237.

  16. Sidiropoulos, P., N-Sphere Chord Length Distribution, 2014 (Cornell Univ.; arXiv:1411.5639v1).

  17. Zorich, V.A., Multidimensional Geometry, Functions of Many Variables and Probability, Th. Probab. Appl., 2015, vol. 59, no. 3, pp. 481–493.

  18. Alekseev, A.K. and Makhnev, I.N., On Using the Lagrange Coefficients for A Posteriori Error Estimation, Num. An. Appl., 2009, vol. 2, no. 4, pp. 302–313.

  19. Wang, L., Zhang, Y., and Feng, J., On the Euclidean Distance of Images, IEEE Trans. Patt. An. Machine Intell., 2005, vol. 27, no. 8, pp. 1334–1339.

  20. Mahalanobis, P.Ch., On the Generalized Distance in Statistics,Proc. of the National Institute of Sciences of Placecountry-Region India, 1936, vol. 2, no. 1, pp. 49–55.

  21. Karchevsky, M.M. and Pavlova, M.F., Uravneniya matematicheskoi fiziki. Dopolnitel’nye glavy (Equations of Mathematical Physics. Additional Chapters), Kazan: Kazan State Univ., 2008.

  22. Bramble, J.H., Lazarov, R.D., and Pasciak, J.E., A Least Squares Approach Based on a Discrete Minus one Inner Product for First Order Systems, Math. Computat., 1997, vol. 66, no. 219, pp. 935–955.

  23. Samarskii, A.A., Teoriya raznostnykh skhem (Theory of Difference Schemes), Moscow: Nauka, 1977.

  24. Edney, B., Effects of Shock Impingement on the Heat Transfer around Blunt Bodies, AIAA J., 1968, vol. 6, no. 1, pp. 15–21.

  25. Courant, R., Isaacson, E., and Rees, M., On the Solution of Nonlinear Hyperbolic Differential Equations by Finite Differences,Comm. Pure Appl. Math., 1952, vol. 5, pp. 243–255.

  26. Kulikovskii, A.G., Pogorelov, N.V., and Semenov, A.Yu.,Matematicheskie voprosy chislennogo resheniya giperbolicheskikh sistem uravnenii (Mathematical Aspects of Numerical Solution of Hyperbolic Systems), Moscow: Fizmatlit, 2001.

  27. Van Leer, B., Towards the Ultimate Conservative Difference Scheme V. A Second-Order Sequel to Godunov’s Method, J. Comput. Phys., 1979, vol. 32, no. 1, pp. 101–136.

  28. Sun, M. and Katayama, K., An Artificially Upstream Flux Vector Splitting for the Euler Equations, JCP, 2003, vol. 189, pp. 305–329.

  29. Osher, S. and Chakravarthy, S., Very High Order Accurate TVD Schemes, in Oscillation Theory, Computation, and Methods of Compensated Compactness, 1984, pp. 229–274.

  30. Lin, C.-T., Yeh, J.-Y., and Chen, J.-Y., High Resolution Finite Volume Scheme for the Quantum Hydrodynamic Equations,JCP, 2009, vol. 228, no. 5, pp. 1713–1732.

  31. Yamamoto, S. and Daiguji, H., Higher-Order-Accurate Upwind Schemes for Solving the Compressible Euler and Navier–Stokes Equations, Comput. Fluids, 1993, vol. 22, pp. 259–270.

  32. Hy Trac and Ue-Li Pen, A Primer on Eulerian Computational Fluid Dynamics for Astrophysics, 2002 (Cornell Univ.; arXiv:astro-ph/0210611v2).

  33. Alekseev, A.K., Bondarev, A.E., and Navon, I.M., On Estimation of Discretization Error Norm via Ensemble of Approximate solutions, 2017 (Cornell Univ.; arXiv:1704.04994).

  34. Alekseev, A.K., Bondarev, A.E., and Navon, I.M., On Triangle Inequality Based Approximation Error Estimation, 2017 (Cornell Univ.; arXiv:1708.04604).

  35. Alexeev, A.K. and Bondarev, A.E., On Exact Solution Enclosure on Ensemble of Numerical Simulations, Mathematica Montisnigri, 2017, vol. XXXVIII, pp. 63–77.

Download references

Author information

Authors and Affiliations

Authors

Corresponding authors

Correspondence to A. K. Alekseev or A. E. Bondarev.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Alekseev, A.K., Bondarev, A.E. On A Posteriori Estimation of the Approximation Error Norm for an Ensemble of Independent Solutions. Numer. Analys. Appl. 13, 195–206 (2020). https://doi.org/10.1134/S1995423920030015

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1134/S1995423920030015

Navigation