11.07.2015 Views

Lecture 6: =1=Truncation Error, Consistency, and Convergence

Lecture 6: =1=Truncation Error, Consistency, and Convergence

Lecture 6: =1=Truncation Error, Consistency, and Convergence

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Local truncation errorConsider again the test equation:y ′ = λy,y(0) = y 0which has solution y(t) = y 0 e λt .The solution at t n+1 isy n+1 = y(t n+1 ) = y 0 e λt n+1= e λ(n+1)h y 0 = e λh y n = y n+1 .() Truncation <strong>Error</strong>, <strong>Consistency</strong>, <strong>and</strong> <strong>Convergence</strong> 8 October 2012 14 / 54

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