For a smooth solution of , the corrected formula has unscaled residual and normalized local truncation error . The inverse interior matrix has Euclidean operator norm ; on grid points this gives unweighted Euclidean nodal error . Uniform derivatives up to the boundary are required for a grid-independent remainder bound.
Global discretization error Created 2026-10-05 Updated 2026-10-06
The global error is the difference between the computed and exact solutions after accumulated numerical steps, rather than the local truncation error of a single step started from exact data. An estimate for the stability of a numerical method controls how initial errors and local defects accumulate. For a stable order- time integrator with starting errors , local defects accumulated over steps give global error on a fixed time interval.
A multiderivative multistep method uses higher time derivatives as well as values and first derivatives from several time levels. For an autonomous ordinary differential equation , the second time derivative is by the chain rule. Its local truncation error must include the higher-derivative terms. Consequently the usual second-order barrier for A-stable linear multistep methods, which only use first derivatives, does not apply.