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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.
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 = ...
For example, when modeling the motion of a satellite about the earth as a standard Kepler orbit, a fixed time-stepping method such as the Euler method may be sufficient. However things are more difficult if one wishes to model the motion of a spacecraft taking into account both the Earth and the Moon as in the Three-body problem .
For example, the shooting method (and its variants) or global methods like finite differences, [3] Galerkin methods, [4] or collocation methods are appropriate for that class of problems. The Picard–Lindelöf theorem states that there is a unique solution, provided f is Lipschitz-continuous .
In the IEEE standard the base is binary, i.e. =, and normalization is used.The IEEE standard stores the sign, exponent, and significand in separate fields of a floating point word, each of which has a fixed width (number of bits).
Illustration of numerical integration for the equation ′ =, = Blue: the Euler method, green: the midpoint method, red: the exact solution, =. The step size is = The same illustration for =
The above definitions are particularly relevant in situations where truncation errors are not important. In other contexts, for instance when solving differential equations, a different definition of numerical stability is used. In numerical ordinary differential equations, various concepts of numerical stability exist, for instance A-stability.
Examples of Galerkin methods are: the Galerkin method of weighted residuals, the most common method of calculating the global stiffness matrix in the finite element method, [3] [4] the boundary element method for solving integral equations, Krylov subspace methods. [5]