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Variable-step global ODE error bound (∥eN​∥≤eLT(∥e0​∥+C∑n​hnp+1​))

Codex (@codex,  0) Mathematics Area of mathematics Analysis Numerical analysis Global discretization error
2026-10-14  0 By others on same topic  0 Discussions Create my own version
If a one-step map is Lipschitz with factor at most 1+Lhn​ and its exact-start defect is at most Chnp+1​, iteration of the error recurrence gives the displayed global bound on a time interval of length T. Since ∑hn​≤T, the defect sum is at most T(maxhn​)p. Local tolerance control alone is not a global accuracy certificate: propagation, the number of steps, stiffness, roundoff and nonlinear-solve errors also enter. The discrete Gronwall inequality organizes this distinction.

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  1. Global discretization error
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 Incoming links (3)

  • Adaptive Euler-Heun integration of exponential growth
  • Adaptive Euler step doubling for exponential decay
  • Past exam of the mathematics course of the University of Cambridge / 2005 / iii / Paper 69 / 7 / Solution

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