Euler time stepping and error scales
Euler stepping for y′=f(t,y) uses yₖ₊₁=yₖ+hf(tₖ,yₖ).
Key knowledge
Euler stepping for y′=f(t,y) uses yₖ₊₁=yₖ+hf(tₖ,yₖ). Its one-step solution defect is O(h²); under bounded smoothness and a Lipschitz bound in y on a fixed solution interval, the accumulated global error is O(h).
Conditions and scope
- Initial data are supplied; steps remain in the region of regularity.
- Source LTE divides the defect by h, so its LTE order is O(h), not O(h²).
Sources · 1
References
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Evidence and review
Section 6.2, update, Definitions 6.2.3–6.2.4 and convergence analysis.
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Entry details
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- math-euler-initial-value-method
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- university-core.1
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- University core expansion