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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.
The Taylor series of f converges uniformly to the zero function T f (x) = 0, which is analytic with all coefficients equal to zero. The function f is unequal to this Taylor series, and hence non-analytic. For any order k ∈ N and radius r > 0 there exists M k,r > 0 satisfying the remainder bound above.
That is, the Taylor series diverges at x if the distance between x and b is larger than the radius of convergence. The Taylor series can be used to calculate the value of an entire function at every point, if the value of the function, and of all of its derivatives, are known at a single point. Uses of the Taylor series for analytic functions ...
The evaluation of truncation errors of series is important in numerical analysis ... is the Taylor series of at the origin and ...
This formula can be obtained by Taylor series expansion: (+) = + ′ ()! ″ ()! () +. The complex-step derivative formula is only valid for calculating first-order derivatives. A generalization of the above for calculating derivatives of any order employs multicomplex numbers , resulting in multicomplex derivatives.
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 ]
A computation using Taylor series shows that a linear multistep method is consistent if and only if = = = = + =. All the methods mentioned above are consistent (Hairer, Nørsett & Wanner 1993, §III.2).