J.-M. Chesneaux, N.C. Albertsen, S. Christiansen et A. Wirgin
Evaluation of round-off error by interval and stochastic arithmetic methods in a numerical application of the Rayleigh theory to the study of scattering from an uneven boundary
Math. and Num. Aspects of Wave Propagation. (proc. 3rd Intl. Conf.), G. Cohen Ed., SIAM Proceedings, Philadelphia, 1995, pp. 338-346.
A numerical study of scattering from an impenetrable sinusoidal boundary is carried out by means of the Rayleigh theory, implemented by a collocation technique. This leads to highly ill-conditioned linear systems of equations the solutions of which are of dubious significance. It is shown, by employing either an interval or stochastic arithmetic method, that: 1) when the maximal surface slope $\sigma$ is small (large) the boundary condition error $\varepsilon$ decreases (increases) and the number of significant digits of $\varepsilon$ decreases as the order of the linear system increases and/or $\sigma$ increases so that a point is reached beyond which the computations have no meaning, this being at the outset for large $\sigma$; 2) the values of $\varepsilon$ computed by the two methods are identical over the significant digits shared by them for all orders of the linear system; 3) the interval method is more pessimistic than the stochastic arithmetic method as concerns the accuracy of $\varepsilon$.