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Order of accuracy : ウィキペディア英語版
Order of accuracy
In numerical analysis, order of accuracy quantifies the rate of convergence of a numerical approximation of a differential equation to the exact solution. A numerical solution to a differential equation is said to be nth-order accurate if the error, E, is proportional to the step-size h to the nth power;
: E(h) = Ch^n
The size of the error of a first-order accurate approximation is directly proportional to h. In big O notation, an nth-order accurate numerical method is notated as O(h^n). Partial differential equations which vary over both time and space are said to be accurate to order n in time and to order m in space.
== References ==


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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