Difference of powers 2026-10-31
For and in a commutative ring, multiplying out the displayed polynomial factorization cancels all intermediate terms, leaving . The case is the difference of squares. Unlike division by , this identity also applies when .
For real , every summand lies between one and . Consequently . This turns a one-step discrepancy into a bound after repeated multiplication, for example when estimating the global error of a one-step method on .
Explicit midpoint method 2026-10-31
This explicit numerical method is a two-stage Runge-Kutta method and a one-step method. For a sufficiently smooth ordinary differential equation, the chain rule gives , and Taylor's theorem shows that its local truncation error is . Uniform Lipschitz continuity of in its solution argument gives an increment-function Lipschitz constant at most . The Lipschitz one-step error bound then proves second-order numerical convergence on a fixed time interval. This method uses an intermediate prediction from ; the explicit midpoint linear multistep method instead requires a separate previous value .
Lipschitz one-step error bound 2026-10-31
Suppose the increment function of a one-step method is Lipschitz continuous in its solution argument with constant , uniformly in time and step size. Let be the global error, and let be the exact-start local truncation error. The triangle inequality gives . Iterating and summing a geometric series proves the displayed estimate. Since , uniformly bounded and consistency error give global error on a fixed time interval when . Here denotes Big O notation. This is a constant-step form of the discrete Gronwall inequality.
Write the increment function of the one-step method as . Its consistency error isAs , the first term tends to and the second tends to by continuity. Both limits are uniform along the exact-solution curve, a compact set: its small stage perturbations lie in a fixed compact neighborhood, so uniform continuity applies there. Thus , proving consistency for every .