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Horvat Martin - Computational methods for physicists: compendium for students

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Horvat Martin Computational methods for physicists: compendium for students
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Simon Sirca and Martin Horvat Graduate Texts in Physics Computational Methods for Physicists 2013 Compendium for Students 10.1007/978-3-642-32478-9_1 Springer-Verlag Berlin Heidelberg 2012
1. Basics of Numerical Analysis
Simon irca 1 and Martin Horvat 1
(1)
Faculty of Mathematics and Physics, University of Ljubljana, Ljubljana, Slovenia
Abstract
After reviewing the basic properties of floating-point representation, examples of typical use of expressions in finite-precision arithmetic are given, along with illustrations of common programming pitfalls. Selected classes of function approximation are shown next: optimal (minimax) and rational (Pad) approximations, as well as approximations of evolution operators for Hamiltonian systems. Emphasis is given to the efficient calculation of the Pad approximants and preservation of unitarity. Fundamental techniques of power and asymptotic expansions and asymptotic analysis are discussed: Taylor and Laurent series, treatment of divergent asymptotic series, asymptotic analysis of integrals by the Laplace method and the stationary-phase approximation. The treatment of differential equations involving large parameters is elucidated on the example by the WKB method in quantum mechanics. Tests of convergence of series are listed, followed by a presentation of efficient acceleration techniques for their summation. Examples and Problems include the system of interacting electric dipoles, integral of the Gaussian function, computation of Airy and Bessel functions, and calculation of the Coulomb scattering amplitude.
1.1 Introduction
An ever increasing amount of computational work is being relegated to computers, and often we almost blindly assume that the obtained results are correct. At the same time, we wish to accelerate individual computation steps and improve their accuracy. Numerical computations should therefore be approached with a good measure of skepticism. Above all, we should try to understand the meaning of the results and the precision of operations between numerical data.
A prudent choice of appropriate algorithms is essential (see, for example, []). In their implementation, we should be aware that the compiler may have its own will and has no clue about mathematical physics. In order to learn more about the essence of the computation and its natural limitations, we strive to simplify complex operations and restrict the tasks of functions to smaller, well-defined domains. It also makes sense to measure the execution time of programs (see Appendix J): large fluctuations in these well measurable quantities without modifications in running conditions typically point to a poorly designed program or a lack of understanding of the underlying problem.
1.1.1 Finite-Precision Arithmetic
The key models for computation with real numbers in finite precision are the floating-point and fixed-point arithmetic . A real number x in floating-point arithmetic with base is represented by the approximation
where d i 011 is a set of p integers and the exponent e is within e - photo 1
where Picture 2 , d i {0,1,,1}, is a set of p integers and the exponent e is within [ e min, e max]. The expression m = d 0. d 1 d p 1 is called the significand or mantissa , while f =0. d 1 d p 1 is its fractional part . Here we are mostly interested in binary numbers (=2) which can be described by the fractional part f alone if we introduce two classes of numbers. The first class contains normal numbers with d 0=1; these numbers are represented as fl( x )=1. f 2 e , while the number zero is defined separately as Computational methods for physicists compendium for students - image 3 . The second class contains subnormal numbers, for which d 0=0. Subnormal numbers fall in the range between the number zero and the smallest positive normal number Computational methods for physicists compendium for students - image 4 . They can be represented in the form Computational methods for physicists compendium for students - image 5 . Data types with single ( float ) and double ( double ) precision, as well as algorithms for computation of basic operations between them are defined by the IEEE 754 standard; see Table ].
Table 1.1
The smallest and largest exponents and approximate values of some important numbers representable in single- and double-precision floating-point arithmetic in base two, according to the IEEE 754 standard. Only positive values are listed
Precision
Single ( float )
Double ( double )
e max
1023
e min=1 e max
1022
Smallest normal number
1.181038
2.2310308
Largest normal number
3.401038
1.8010308
Smallest representable number
1.401045
4.9410324
Machine precision, M
1.19107
2.221016
Format size
32 bits
64 bits
Computations in fixed-point arithmetic (in which numbers are represented by a fixed value of e ) are faster than those in floating-point arithmetic, and become relevant when working with a restricted range of values. They becomes useful on very specific architectures where large speed and small memory consumption are crucial (for example, in GPS devices or CNC machining tools). In scientific and engineering work, floating-point arithmetic dominates.
The elementary binary operations between floating-point numbers are addition, subtraction, multiplication, and division. We denote these operations by
Since floating-point numbers have finite precision the results of the - photo 6
Since floating-point numbers have finite precision, the results of the operations x + y , x y , x y , and x / y , computed with exact values of x and y , are not identical to the results of the corresponding operations in finite-precision arithmetic, x y , x y , x y , and x y . One of the key properties of finite-precision arithmetic is the non-associativity of addition and multiplication,
Computational methods for physicists compendium for students - image 7
This has important consequences, as demonstrated by the following examples.
Example
By writing a simple program in C or C++ you can convince yourself that in the case Computational methods for physicists compendium for students - image 8Computational methods for physicists compendium for students - image 9Computational methods for physicists compendium for students - image 10 with the GNU compiler c ++ and option Picture 11
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