|
Truncation errors in numerical integration are of two kinds: * ''local truncation errors'' – the error caused by one iteration, and * ''global truncation errors'' – the cumulative error caused by many iterations. == Definitions == Suppose we have a continuous differential equation : and we wish to compute an approximation of the true solution at discrete time steps . For simplicity, assume the time steps are equally spaced: : Suppose we compute the sequence with a one-step method of the form : The function is called the ''increment function'', and can be interpreted as an estimate of the slope of . 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Truncation error (numerical integration)」の詳細全文を読む スポンサード リンク
|