Solution (source code)

= Solution

A one-step or <linear multistep method> has order $p$ if, when the exact sufficiently smooth solution is substituted for the numerical values, its unscaled <local truncation error> is $O(h^{p+1})$, and this estimate is not generally $O(h^{p+2})$. For a stable method this corresponds to a global error of order $O(h^p)$ on a fixed time interval.