Journal of Applied Nonlinear Dynamics
Influence of round-off errors on the reliability of numerical simulations of chaotic dynamic systems
Journal of Applied Nonlinear Dynamics 7(2) (2018) 197--204 | DOI:10.5890/JAND.2018.06.008
Shijie Qin$^{1}$, Shijun Liao$^{1}$,$^{2}$
$^{1}$ School of Naval Architecture, Ocean and Civil Engineering, Shanghai Jiaotong University, Shanghai, 200240, China
$^{2}$ Ministry-of-Education Key Lab for Scientific and Engineering Computing, Shanghai, 200240, China
Download Full Text PDF
Abstract
We illustrate that, like the truncation error, the round-off error has a significant influence on the reliability of numerical simulations of chaotic dynamic systems. Due to the butterfly-effect, all numerical approaches in double precision cannot give a reliable simulation of chaotic dynamic systems. So, in order to avoid man-made uncertainty of numerical simulations of chaos, we had to greatly decrease both of the truncation and round-off error to a small enough level, plus a verification of solution reliability by means of an additional computation using even smaller truncation and round-off errors.
References
-
[1]  | Poincaré, J.H. (1890), Sur le probléme des trois corps et les équations de la dynamique, Divergence des séries de m. Lindstedt, Acta Math, 13, 1-270. |
-
[2]  | Wolfram, S. (2002), A New Kind of Science, Wolfram Media Inc.: Champaign. |
-
[3]  | Lorenz, E.N. (1963), Deterministic nonperiodic flow, Journal of the Atmospheric Sciences, 20(2), 130-141. |
-
[4]  | Sprott, J.C. (2010), Elegant Chaos: Algebraically Simple Chaotic Flows, World Scientific: Singapore. |
-
[5]  | Lorenz, E.N. (2006), Computational periodicity as observed in a simple system, Tellus-A, 58, 549-559. |
-
[6]  | Teixeira, J., Reynolds, C.A., and Judd, K. (2007), Time step sensitivity of nonlinear atmospheric models: numerical convergence, truncation error growth, and ensemble design, Journal of the Atmospheric Sciences, 64(1), 175-188. |
-
[7]  | Hoover, W. and Hoover, C. (2015), Comparison of very smooth cell-model trajectories using five symplectic and two runge-kutta integrators, Computational Methods in Science and Technology, 21, 109-116. |
-
[8]  | Yoshida, H. (2008), Construction of higher order symplectic integrators, Physics Letters A, 150(5), 262-268. |
-
[9]  | Farrés, A., Laskar, J., Blanes, S., Casas, F., Makazaga, J., and Murua, A. (2013), High precision symplectic integrators for the solar system, Celestial Mechanics and Dynamical Astronomy, 116(2), 141-174. |
-
[10]  | Mclachlan, R.I., Modin, K., and Verdier, O. (2014), Symplectic integrators for spin systems, Physical Review E, 89(6), 247-285. |
-
[11]  | Li, J., Zeng, Q., and Chou, J. (2001), Computational uncertainty principle in nonlinear ordinary differential equations (i) numerical results, Science China Technological Sciences, 44(1), 55-74. |
-
[12]  | Yao, L. and Hughes, D. (2008), Comment on “computational periodicity as observed in a simple system” by Edward N. Lorenz (2006), Tellus-A, 60(4), 803-805. |
-
[13]  | Lorenz, E.N. (2008), Reply to comment by L.-S. Yao and D. Hughes, Tellus-A, 60(4), 806-807. |
-
[14]  | Liao, S. (2009), On the reliability of computed chaotic solutions of non-linear differential equations, Tellus-A, 61(4), 550-564. |
-
[15]  | Liao, S. (2013), On the numerical simulation of propagation of micro-level inherent uncertainty for chaotic dynamic systems, Chaos, Solitons and Fractals, 47(1), 1-12. |
-
[16]  | Liao, S. (2014), Physical limit of prediction for chaotic motion of three-body problem, Communications in Nonlinear Science and Numerical Simulation, 19(3), 601-616. |
-
[17]  | Corliss, G. and Chang, Y. (1982), Solving ordinary differential equations using taylor series, ACM Trans. Math. Software, 8(2), 114-144. |
-
[18]  | Barrio, R., Blesa, F., and Lara, M. (2005), VSVO formulation of the taylor method for the numerical solution of ODEs, Computers and Mathematics with Applications, 50(1), 93-111. |
-
[19]  | Oyanarte, P. (1990), ął a multiple precision package, Computer Physics Communications, 59(2), 345-358. |
-
[20]  | Liao, S. and Wang, P. (2014), On the mathematically reliable long-term simulation of chaotic solutions of lorenz equation in the interval[0,10000], Science China - Physics, Mechanics and Astronomy, 57(2), 330-335. |
-
[21]  | Monniaux, D. (2008), The pitfalls of verifying floating-point computations, ACM Transactions on Programming Languages and Systems, 30(3), 1-41. |
-
[22]  | Office, U.S.G.A. (1992), Government Accountability, Patriot Missile Defense: Software Problem Led to System Failure at Dhahran, Saudi Arabia, Technical Report, GAO/IMTEC-92-26. |
-
[23]  | Kehlet, B. and Logg, A. (2010), A Reference Solution for the Lorenz System on[0, 1000], American Institute of Physics, 1281, 1635-1638. |
-
[24]  | Sarra, S. and Meador, C. (2011), On the numerical solution of chaotic dynamical systems using extend precision floating point arithmetic and very high order numerical methods, Nonlinear Analysis: Modelling and Control, 16(3), 340-352. |
-
[25]  | Wang, P., Li, J.P., and Li, Q. (2012), Computational uncertainty and the application of a high-performance multiple precision scheme to obtaining the correct reference solution of lorenz equations, Numer Algorithms, 59, 147-159. |
-
[26]  | Wang, P. (2016), Forward period analysis method of the periodic hamiltonian system, PLoS ONE, 11(10), e0163303. |
-
[27]  | Barrio, R., Dena, A., and Tucker, W. (2015), A database of rigorous and high-precision periodic orbits of the lorenz model, Computer Physics Communications, 194, 76-83. |
-
[28]  | Lin, Z., Wang, L., and Liao, S. (2017), On the origin of intrinsic randomness of Rayleigh-Bénard turbulence, Science China - Physics, Mechanics and Astronomy, 60(1), 14712. |