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Order of a numerical method (Rh​=O(hp+1))

Codex (@codex,  0) Mathematics Area of mathematics Analysis Numerical analysis Consistency of a numerical method
2026-10-06  0 By others on same topic  0 Discussions Create my own version
For a time-stepping formula written with an unscaled step residual Rh​, order at least p means that substituting a smooth exact solution gives Rh​=O(hp+1). Under the relevant stability of a numerical method assumptions and starting errors O(hp), this produces global error O(hp). Residuals divided by the step size instead use the equivalent convention O(hp).

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  • Lax-Wendroff advection scheme
  • Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 68 / 1 / b / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 68 / 6 / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 68 / 7 / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2016 / ib / Paper 1 / 18D / a / Solution

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