consistency,stability,convergence,identifiability的关系（一致性，稳定性与收敛性,识别性）

1. Consistency

A numerical scheme is consistent if its discrete operator (with finite differences) converges towards the continuous operator (with derivatives) of the PDE for $\Delta t,\Delta x\to 0$ (vanishing truncation error).

2. Stability

“Noise” (from initial conditions, round-off errors,…) does not grow.

3. Convergence

The solution of the numerical scheme converges towards the real solution of the PDE for $\Delta t,\Delta x\to 0$.

4. Relationships: Lax’s equivalence theorem

Lax’s equivalence theorem: Given a properly posed initial value problem and a finite-difference approximation to it that satisfies the consistency condition, stability is the necessary and sufficient condition for convergence.’’

一句话，也就是说，consistency和stability是 convergence的充分必要条件，即
consistency + stability $\iff$ convergence。

这里再补充一下，识别性与一致性的关系：
识别性是一致性的必要条件。也就是，consistency $\to$ identifiability.。

对于某一些特定的方法，一致性与识别性可能是等价的。

Reference: 【1】https://www.astro.uu.se/~bf/course/numhd_course/2_3_15Consistency_stability.html
【2】http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.515.3910&rep=rep1&type=pdf