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  2. Truncation error (numerical integration) - Wikipedia

    en.wikipedia.org/wiki/Truncation_error...

    For linear multistep methods, an additional concept called zero-stability is needed to explain the relation between local and global truncation errors. Linear multistep methods that satisfy the condition of zero-stability have the same relation between local and global errors as one-step methods.

  3. Truncation error - Wikipedia

    en.wikipedia.org/wiki/Truncation_error

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  4. Euler method - Wikipedia

    en.wikipedia.org/wiki/Euler_method

    The backward Euler method is an implicit method, meaning that the formula for the backward Euler method has + on both sides, so when applying the backward Euler method we have to solve an equation. This makes the implementation more costly.

  5. Richardson extrapolation - Wikipedia

    en.wikipedia.org/wiki/Richardson_extrapolation

    The Richardson extrapolation can be considered as a linear sequence transformation. Additionally, the general formula can be used to estimate (leading order step size behavior of Truncation error) when neither its value nor is known a priori.

  6. Validated numerics - Wikipedia

    en.wikipedia.org/wiki/Validated_numerics

    Breuer–Plum–McKenna used the spectrum method to solve the boundary value problem of the Emden equation, and reported that an asymmetric solution was obtained. [5] This result to the study conflicted to the theoretical study by Gidas–Ni–Nirenberg which claimed that there is no asymmetric solution. [ 6 ]

  7. Numerical stability - Wikipedia

    en.wikipedia.org/wiki/Numerical_stability

    An algorithm for solving a linear evolutionary partial differential equation is stable if the total variation of the numerical solution at a fixed time remains bounded as the step size goes to zero. The Lax equivalence theorem states that an algorithm converges if it is consistent and stable (in this sense).

  8. Godunov's scheme - Wikipedia

    en.wikipedia.org/wiki/Godunov's_scheme

    Exact time integration of the above formula from time = to time = + yields the exact update formula: + = + (((, + /)) ((, /))). Godunov's method replaces the time integral of each ∫ t n t n + 1 f ( q ( t , x i − 1 / 2 ) ) d t {\displaystyle \int _{t^{n}}^{t^{n+1}}f(q(t,x_{i-1/2}))\,dt} with a forward Euler method which yields a fully ...

  9. Heun's method - Wikipedia

    en.wikipedia.org/wiki/Heun's_method

    Assuming that the quantity (,) on the right hand side of the equation can be thought of as the slope of the solution sought at any point (,), this can be combined with the Euler estimate of the next point to give the slope of the tangent line at the right end-point. Next the average of both slopes is used to find the corrected coordinates of ...