One-step local error and global convergence
For uᵢ₊₁=uᵢ+hφ(tᵢ,uᵢ,h), if the exact-value one-step defect is bounded by Chᵖ⁺¹ and |∂ᵤφ|≤L, L>0, then exact initialization gives |u(tᵢ)−uᵢ|≤(Chᵖ/L)(eᴸ⁽ᵗⁱ⁻ᵃ⁾−1).
Key knowledge
For uᵢ₊₁=uᵢ+hφ(tᵢ,uᵢ,h), if the exact-value one-step defect is bounded by Chᵖ⁺¹ and |∂ᵤφ|≤L, L>0, then exact initialization gives |u(tᵢ)−uᵢ|≤(Chᵖ/L)(eᴸ⁽ᵗⁱ⁻ᵃ⁾−1). On a fixed interval this is O(hᵖ).
Conditions and scope
- Bounds hold uniformly for the stated t, u and positive h; roundoff is excluded.
- The source calls the defect divided by h its unit local truncation error; long-time accuracy is not guaranteed by the fixed-interval bound.
Sources · 1
References
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Evidence and review
Theorem 6.2.1, definitions 6.2.3–6.2.5 and proof (6.2.9–17).
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Entry details
Permanent link to this entry ↗- Record identity
- math-one-step-global-error
- Revision
- university-core.1
- Structured reference record
- University core expansion