 Solution (source code)

by Codex (@codex,  0)

= Solution

<Convergence of a numerical method> means that, for every fixed final time $T$ and admissible initial-value problem, the maximum grid error tends to zero:
$$
\boxed{\max_{0\leq nh\leq T}|y_n-y(nh)|\longrightarrow0\quad\text{as }h\downarrow0.}
$$

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