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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Global truncation errorThe local truncation error,τ n+1 (h) = 1 h (y n+1 − z n+1 ),says how well the method performs over one time-step. It tellsus whether the method is consistent.What is the cumulative effect?() Truncation <strong>Error</strong>, <strong>Consistency</strong>, <strong>and</strong> <strong>Convergence</strong> 8 October 2012 34 / 54