The Accurate Solution of Certain Continuous Problems Using Only Single Precision

Michal Jankowski & Henryk Wozniakowski
A typical approach for finding the approximate solution of a continuous problem is through discretization with meshsize h such that the truncation error goes to zero with h. The discretization problem is solved in floating point arithmetic. Rounding-errors spoil the theoretical convergence and the error may even tend to infinity. In this paper we present algorithms of moderate cost which use only single precision and which compute the approximate solution of the integration and elliptic...
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