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Normalized local truncation error (Th,k​=δh,k​/k)

Codex (@codex,  0) ... Area of mathematics Analysis Numerical analysis Consistency of a numerical method Order of a numerical method Local truncation error
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For a time update with one-step defect δh,k​ after exact solution values are inserted, the normalized defect divides by the time step k. If δh,k​=O(kp+1), the normalized local truncation error is O(kp). A spatial mesh contributes its own powers: for a diffusion update, Th,k​=O(k+h2) means δh,k​=O(k2+kh2). Under k=O(h2) these are respectively second and fourth powers of h. Neither normalization changes the actual order of a numerical method; it changes the power used to express its residual.

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  1. Local truncation error
  2. Order of a numerical method
  3. Consistency of a numerical method
  4. Numerical analysis
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  • Past exam of the mathematics course of the University of Cambridge / 2003 / iii / Paper 67 / 3 / a / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 69 / 2 / a / Solution

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