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The absolute error is the absolute value of the approximation error, $|x_{\mathrm{approx}}-x|$, measured in the same units as the numerical reference $x$. For example, approximating $1/3$ by $0.33$ gives absolute error $|0.33-1/3|=1/300$.

Consider the nonstiff scalar initial value problem $y^{\prime }=-y$, $y(0)=1$, on $0\le t\le 8$. Its exact solution is the exponential decay $y(t)=e^{-t}$. Use step-doubling error estimation with the explicit Euler method: from the same numerical starting value $y_n$, form one coarse step $C_n$ and two half steps giving $F_n$:Accept $y_{n+1}=F_n$ when the absolute and relative error tolerances test $E_n=|{\hat{e}}_n|/s_n\le 1$ passes, with $s_n=10^{-5}+10^{-3}\max (|y_n|,|F_n|)$. There is no Richardson extrapolation in the accepted value. Both approximations have order of a numerical method one, while this local error estimator has step exponent $r=2$. Consequently the adaptive step-size controller uses a square root, not a cube root:Start with $h_0=1$. A rejected trial retains both $t_n$ and $y_n$, caps $q_n$ at one, and retries. A zero estimate uses $q_n=5$. Before every trial, cap $h_n$ at $8-t_n$. Stop with a failure if floating-point arithmetic gives $t_n+h_n=t_n$, or after 100000 trials. These rules specify the example completely; they are not a prescription for every ordinary differential equation solver.

The first two trials, $h=1$ and $h=0.2$, have $E\approx 247.525$ and $E\approx 9.90099$ and are rejected. The next trial has $h\approx 0.0572049$ and $E\approx 0.81$ and is accepted. For positive decreasing numerical values, $s_n=10^{-5}+10^{-3}{y}_n$, so the local error estimator givesWhen the relative term dominates, this suggests nearly constant accepted steps, approximately $2(0.9)\sqrt{10^{-3}}$. When $y_n$ falls below the crossover size $10^{-5}/10^{-3}=0.01$, the absolute term increasingly permits longer steps. The sharp final decrease in $h$ only lands on $t=8$; it does not indicate a sudden loss of smoothness.

The actual signed local defect from the same numerical input isHere $O$ is Big O notation, obtained from Taylor's theorem for the exponential function. Thus ${\hat{e}}_n$ agrees with the leading term as $h_n\to 0$, but is not identical to ${\ell }_n$. At $h=1$, $y_n=1$, the estimate is $0.25$ while the actual local defect is $e^{-1}-1/4\approx 0.117879$. Their closeness improves for the smaller accepted steps. Had we added ${\hat{e}}_n$ using Richardson extrapolation, the accepted formula would instead be $y_n(1-h_n+h_n^2/2)$, of order of a numerical method two; the same raw difference would still scale as $h_n^2$ and would not estimate that improved value's leading $h_n^3$ defect.

The global error $g_n=y_n-e^{-t_n}$ obeys an exact recurrence relation involving the actual local defects:Each previous global error contracts, yet the local defects keep adding. In the plotted run, 101 steps are accepted and two trials are rejected. Every accepted $E_n$ is at most approximately $0.81$, while the largest $|g_{n+1}|/s_n$ is approximately $38.6927$. At $t=8$, the numerical value is approximately $0.00027184218$, compared with the exact $e^{-8}\approx 0.00033546263$, giving absolute error approximately $6.36204\times 10^{-5}$. The right-hand plot deliberately scales actual global error by the same $s_n$ used for local acceptance; it is not a new global error tolerance test.

Tightening both absolute and relative error tolerances by a factor ten gives 315 accepted steps and endpoint absolute error approximately $2.14922\times 10^{-5}$; tightening both by a factor one hundred gives 991 accepted steps and endpoint absolute error approximately $6.94171\times 10^{-6}$. This is a convergence comparison for this particular initial value problem. The endpoint error decreases by about a factor three per tenfold tightening, rather than by ten: a first-order Euler method accumulates defects across many steps, while its local error estimator varies quadratically with $h$. A variable-step global ODE error bound needs propagation information as well as accepted local tests.

The absolute stability boundary remains a separate constraint. On the Dahlquist test equation $y^{\prime }=-\lambda y$ with $\lambda >0$, the accepted two-half-step formula has stability function $R(-\lambda h)=(1-\lambda h/2{)}^2$. It strictly damps perturbations only for $0<\lambda h<4$. Its local error estimator is ${\lambda }^2{h}^2{y}_n/4$, which can pass an absolute-tolerance test at tiny $y_n$ even outside this damping interval. In a stiff two-mode linear system, a fast mode can therefore constrain the step long after its visible amplitude has become small. An adaptive step-size controller does not turn an explicit Euler method into an A-stable method. Official solver documentation likewise distinguishes explicit Runge-Kutta methods for nonstiff problems from implicit Runge-Kutta methods and backward differentiation formulas for stiff equations.^[ref]

For functions with $g$ nonzero sufficiently near a specified limit,The same definition applies to sequences $a_n\sim b_n$ as $n\to \infty$. Equivalently, $(f-g)/g\to 0$: replacing $f$ by $g$ has a relative error tending to zero, and the difference is $o(g)$ in little o notation. The limit and reference scale are essential parts of the statement.

For example, $n^2+n\sim n^2$ because $(n^2+n)/n^2=1+1/n\to 1$. Replacing the former by the latter gives absolute error $n$, which grows without bound. Thus asymptotic equivalence controls a ratio, rather than requiring the absolute error to vanish. This distinction is crucial when approximating a rapidly growing factorial with Stirling's formula.

By contrast, $2n$ and $n$ have the same order in big theta notation, but are not asymptotically equivalent: their ratio remains two. For positive functions, asymptotic equivalence gives both-sided constant bounds eventually, whereas constant bounds alone do not recover the leading coefficient.

For a local example with real $h$, the exponential function obeys $e^h-1\sim h$ as $h\to 0$. The Taylor theorem with Lagrange remainder givesThus for $|h|\le 1$,This states $e^h-1=h+O(h^2)$ in big O notation, and division by $h$ shows that the relative difference measured against $h$ vanishes. The diagram uses positive $h$; the bound is valid on both sides of zero. At $h=0.1$, the absolute error is approximately $0.00517092$ and the relative difference against $h$ is approximately $0.0517092$.

A real increasing sequence bounded above converges to its supremum; a decreasing sequence bounded below converges to its infimum. For the increasing case, the definition of supremum provides a term above $L-\epsilon$, and every later term remains between that term and $L$. Negation reduces the decreasing case to the increasing case. This elementary result is distinct from the measure-theoretic monotone convergence theorem for integrals.

Apply the midpoint quadrature rule on each of $n$ equal panels of a partition of an interval, with $h=(b-a)/n$:Each quadrature node is a panel midpoint and each quadrature weight is $h$. For $f\in C^2[a,b]$, put $K={\max }_{x\in [a,b]}|f^{\prime \prime }(x)|$. Summing the panel quadrature errors givesfor some $\xi \in (a,b)$. Each panel contributes at most $K{h}^3/24$; there are $n=(b-a)/h$ panels, explaining the composite midpoint rule error of order $O(h^2)$ in big O notation. On a nonuniform partition of an interval with panel widths $h_j$ and largest width $H$, the corresponding bound is $K{\sum }_j{h}_j^3/24\le K(b-a)H^2/24$.

For $f(x)=x^2$ on $[0,1]$, summing the sampled polynomial exactly yieldsDoubling $n$ divides the absolute error by exactly four. For a general $C^2$ function, halving $h$ divides the displayed error bound by four, but the actual absolute error need not follow that ratio: cancellation can make it smaller or zero. Continuous functions still give convergence as the largest panel width tends to zero, by uniform continuity; without the bounded second derivative, the second-order rate is not guaranteed. Noise sensitivity of a quadrature rule explains a separate limitation when samples are inexact.

An error bound is an established upper bound on a specified approximation error, on a stated domain and under stated assumptions. A numerical comparison at selected points can test an approximation but does not by itself establish a bound throughout that domain. An absolute error bound controls $|\tilde{f}-f|$; a relative error bound additionally specifies the reference scale.

For any finite set of quadrature nodes $x_1,\dots ,x_m$ in $[a,b]$, $a<b$, consider the polynomialEvery sample is zero, so every quadrature rule at these quadrature nodes gives $Q(p)=0$. Yet $p$ is nonnegative and strictly positive away from its finitely many polynomial roots; its continuity makes the integral positive. Consequently the smooth functions $0$ and $g(x)=p(x)/A$ have identical samples but definite integrals $0$ and $1$. Multiplying $g$ by any positive constant makes the difference arbitrarily large. This is an information limit, even with exact arithmetic; merely assuming smoothness without quantitative bounds does not remove it. The related degree ceiling for quadrature exactness uses the same squared nodal polynomial to limit polynomial exactness.

For example, the endpoint quadrature nodes $0,1$ give $p(x)=x^2(1-x{)}^2$, $A=1/30$, and $g(x)=30x^2(1-x{)}^2$. Both the zero function and $g$ produce zero under the one-panel trapezoidal rule, although $I(g)=1$. More generally, any estimate based only on their shared samples has absolute error at least $1/2$ for one of these two integrands, by the triangle inequality.

The obstruction also applies to a deterministic adaptive procedure that terminates after finitely many evaluations on the zero function: form $p$ using every quadrature node it visited. On $g$, the same zero responses lead to the same choices and answer. Certified quadrature error control therefore needs additional information, such as a known bound on relevant derivatives, rather than agreement among sampled approximations alone.

Interval bisection solves a target equation $f(x)=t$ by repeatedly halving a closed interval known to contain a solution. It is the bisection method applied to $g(x)=f(x)-t$, so the target becomes a zero of a function. This reduction from an equation to root finding is described in Demanet's notes.^[ref] Here the emphasis is on a continuous strictly increasing function: the target identifies one input, making interval bisection a way to evaluate its inverse function without an explicit inverse formula.

Let $f:[a_0,b_0]\to \mathbb{R}$ be a continuous function, with $a_0<b_0$ and $f(a_0)\le t\le f(b_0)$. The intermediate value theorem guarantees existence; a strictly increasing function also guarantees uniqueness. Check endpoint equality first. Otherwise, for the current root bracket $[a_k,b_k]$, evaluate its midpoint $m_k=(a_k+b_k)/2$. If $f(m_k)<t$, retain $[m_k,b_k]$; if $f(m_k)>t$, retain $[a_k,m_k]$; if $f(m_k)=t$, return that exact solution. These comparisons preserve the target bracket. General bisection method needs continuity and opposite signs of $g$ at the endpoints, without requiring monotonicity or a unique zero of a function; see limitations of bisection.

An original dimensionless polynomial example isHere $f(0)=0<10<30=f(3)$ and the derivative $f^{\prime }(x)=3x^2+1>0$, so there is exactly one solution. In fact $x_{\ast }=2$; knowing this lets us check the computed absolute error independently of the guarantee. The first four halvings give the following exact rational numbers:

The beauty of interval bisection is that the enclosure itself supplies the certificate: one comparison removes half the possible inputs, regardless of the steepness of the function graph. In exact arithmetic, after $k$ completed halvings without exact termination, the width and the bisection error bound for the new midpoint areThe reported midpoint after update four is $m_4=63/32$, rather than the last tested point $m_3=33/16$. Its certified absolute error is at most $3/32$, and its actual absolute error is $1/32$. For a requested position tolerance $10^{-3}$, the bisection stopping criterion requires eleven halvings: ten give $3/2048>10^{-3}$, while eleven giveThe actual absolute error is $1/4096$. The new midpoint need not be evaluated to obtain this certificate.

The signed output residual is $r=f(m)-t$; the position approximation error is $m-x_{\ast }$. They answer different questions: how close is the output to the target, and how close is the input to the solution? Driscoll and Braun explain why a small residual needs information about the derivative to imply small position error.^[ref] For this particular polynomial, direct factorization givesThus at $m_4=63/32$ the residual is $-13121/32768\approx -0.400421$, despite position absolute error $1/32=0.03125$. If a differentiable function satisfies $0<\ell \le f^{\prime }(x)\le L$ throughout the bracket, the mean value theorem gives the rigorous conversionOur example permits $\ell =1$ and $L=28$ on $[0,3]$. Strict increase alone supplies no positive lower derivative bound: $f(x)=x^3$ is strictly increasing but $f^{\prime }(0)=0$. A small residual alone is therefore not a universal position certificate; even the target equation $10^{-6}(x-2)=0$ has residual $10^{-6}$ at $x=3$, a full unit from its solution.

The guarantees require continuity and correct evaluations, not just narrowing endpoints. For the strictly increasing function $h(x)=x$ when $x<0$ and $h(x)=x+1$ when $x\ge 0$, the target $1/2$ lies between $h(-1)$ and $h(1)$ but is never attained: a jump discontinuity defeats the existence argument. With floating-point arithmetic or an approximate evaluation, an incorrect comparison can discard the true solution. A certified interval enclosure of $f(m)$ wholly below or above $t$ certifies the corresponding decision; an enclosure containing $t$ is inconclusive, rather than proof of equality. If rounding makes the midpoint equal an endpoint, report the precision limit; see bisection stopping criterion for the rounded position bound. Both figures are exact mathematical examples, not measured data.