Note on the Accumulated Error in the Numerical Integration of a Simple Forecast Model

  • WALTER JAMES KOSS

Abstract

A linearized, two-level forecast model with known analytic solution is numerically integrated to examine the behavior of the accumulated error (truncation and machine word "round-off" error). The results indicate that for linear models numerically integrated with centered differences: 1) the ratio of space increment to disturbance wavelength that yields… (More)

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