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Well-posed problem

A well-posed problem is, roughly speaking, a numerical problem whose solution changes by only a small amount if its data are changed by a small amount. A measure of well-posedness is the condition.

If a problem is well-posed, then it stands a good chance of solution on a computer using a stable algorithm[?]. If it's not well-posed, it needs to be re-formulated for numerical treatment.

The concept of well-posedness is related to that of continuity. In fact, if the problem can be thought of as a function mapping its data, which is an <math>m</math>-tuple of real numbers, into its solution, an <math>n</math>-tuple of real numbers, then well-posedness of the problem is the continuity of the function.

See also Numerical analysis



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