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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StabilityLax Equivalence Theorem: For a linear scheme,Stability + <strong>Consistency</strong> = <strong>Convergence</strong>Stability is how much small perturbations affect the solution.For this we have to look atStability of the initial value problem (IVP)Stability of the numerical method() Truncation <strong>Error</strong>, <strong>Consistency</strong>, <strong>and</strong> <strong>Convergence</strong> 8 October 2012 4 / 54
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