Numerical Study of Algebraic Solutions to Linear Problems Involving Stochastic Parameters

摘要

We formulate certain numerical problems with stochastic numbers and compare algebraically obtained results with experimental results provided by the CESTAC method. Such comparisons give additional information related to the stochastic behavior of random roundings in the course of numerical computations. The good coincidence between theoretical and experimental results confirms the adequacy of our algebraic model and its possible application in the numerical practice.