Search results
Results From The WOW.Com Content Network
The relation between local and global truncation errors is slightly different from in the simpler setting of one-step methods. For linear multistep methods, an additional concept called zero-stability is needed to explain the relation between local and global truncation errors.
For example, consider the ordinary differential equation ′ = + The Euler method for solving this equation uses the finite difference quotient (+) ′ to approximate the differential equation by first substituting it for u'(x) then applying a little algebra (multiplying both sides by h, and then adding u(x) to both sides) to get (+) + (() +).
For example, = = =. The result 1 × 10 − 3 {\displaystyle 1\times 10^{-3}} is clearly representable, but there is not much faith in it. This is closely related to the phenomenon of catastrophic cancellation , in which the two numbers are known to be approximations.
Example A: Find the truncation in calculating the first derivative of () = at = using a step size of = Solution: The first derivative of () = is ′ =, and at = ...
This page was last edited on 28 February 2012, at 15:06 (UTC).; Text is available under the Creative Commons Attribution-ShareAlike 4.0 License; additional terms may apply.
In general, a method with (+) LTE (local truncation error) is said to be of kth order. The region of absolute stability for the backward Euler method is the complement in the complex plane of the disk with radius 1 centered at 1, depicted in the figure. [ 4 ]
Example problem initial condition Lax-Friedrichs solution. This method is explicit and first order accurate in time and first order accurate in space (() + (/)) provided (), (), are sufficiently-smooth functions.
Suppose that we want to solve the differential equation ′ = (,). The trapezoidal rule is given by the formula + = + ((,) + (+, +)), where = + is the step size. [1]This is an implicit method: the value + appears on both sides of the equation, and to actually calculate it, we have to solve an equation which will usually be nonlinear.