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 errorDefinition (<strong>Convergence</strong>)A numerical method is convergent iflim e n+1 = 0.h→0The global truncation error goes to zero as we increase thenumber of subintervals.The local & global truncation errors are of the same order.() Truncation <strong>Error</strong>, <strong>Consistency</strong>, <strong>and</strong> <strong>Convergence</strong> 8 October 2012 36 / 54
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