An ODE solver must distinguish the error made by one step started from exact data from the error accumulated along the computed trajectory. For an order-$p$ one-step map ${\Phi }_h$, define the exact-start defect $d_n=y(t_{n+1})-{\Phi }_{h_n}(t_n,y(t_n))=O(h_n^{p+1})$. If the step map is Lipschitz with factor $1+L{h}_n$, its global error obeysIteration, using $1+Lh\le e^{Lh}$, proves the variable-step global ODE error boundIt explains the difference between local defect order $p+1$ and global order $p$, and why local tolerance control alone does not certify a prescribed global error. Strong dynamical amplification can magnify many individually small defects.

A practical solver needs an inexpensive local error estimator. In step-doubling error estimation, compare one full step $Y_h$ with two half steps $Y_f$. Smoothness and propagation through the second half step give $Y_h=y_{\mathrm{exact}}+C{h}^{p+1}+O(h^{p+2})$ and $Y_f=y_{\mathrm{exact}}+C{h}^{p+1}/2^p+O(h^{p+2})$. ThereforeThe difference estimates the finer local correction with the correct denominator and sign; adding it cancels the leading error by Richardson extrapolation. The common starting value and the smooth error expansion are essential, and the extra evaluations make this estimator relatively expensive.

An embedded Runge-Kutta pair instead shares the stage computations and uses two output weight vectors. For orders $p$ and $p-1$, their difference is generally $O(h^p)$ and estimates the lower-order local defect, even when the higher-order output is accepted. Its controller exponent is therefore $1/p$, not $1/(p+1)$. For example the explicit Euler and Heun outputs share the first slope; their difference is $h(k_2-k_1)/2=O(h^2)$, while Heun's own defect is $O(h^3)$. Predictor-corrector differences can also estimate a defect when scaled by the appropriate leading error constants; an uncalibrated raw difference need not be the corrected method's error.

For a vector equation, choose positive component scalesThe absolute and relative error tolerances allow meaningful tests both near zero and for large components with different physical scales. The max-norm criterion $E\le 1$ controls every scaled estimated component. A root-mean-square criterion is another common choice but has a weaker individual-component implication.

If the estimate scales like $E\simeq C{h}^q$, an adaptive step-size controller useswith lower and upper bounds on the change factor. A rejected step leaves the old state and time unchanged and recomputes with a smaller step; an accepted step advances with the chosen output and adjusts the next step. A zero estimate receives capped finite growth rather than division by zero. The safety factor allows for variation in the error constant. Step doubling has $q=p+1$, whereas a $p/(p-1)$ embedded pair usually has $q=p$. If a solver instead controls defect per unit time, division by $h$ changes the scaling exponent and must be included in the controller design.

Using previous estimates can smooth the sequence of accepted steps. A proportional-integral controller can take $h_{n+1}/h_n=\eta E_n^{-a}{E}_{n-1}^b$ with $0<b<a$, appropriate scaling by the estimator order and bounded factors. It avoids overreacting to a single noisy estimate, but needs safeguards after rejected steps, changes of order and abrupt coefficient changes. Event locations and discontinuities require locating the event and restarting the error expansion; blindly applying a smooth-step estimator across a jump can be misleading.

For a multistep method, adaptive step sizes change the interpolation history and coefficients. Constant-step coefficients cannot simply be reused with arbitrary step ratios. Variable-step formulas, compatible starting/restarting procedures and bounded ratios preserve the needed stability; local error and sometimes order are selected together to balance evaluation cost against accuracy.

Stiffness imposes an additional requirement. On a rapidly decaying mode $y^{\prime }=-\kappa y$, explicit Euler requires $h\kappa \le 2$ for absolute stability. Once $y$ is small, a local absolute-tolerance test can propose a large step even though roundoff or a small perturbation would then be amplified. A stiff solver therefore also uses a suitable implicit A-stable or L-stable method and solves its algebraic equations accurately enough for the estimator to be meaningful. A-stability alone does not ensure stiff decay, as the Lobatto stability function in question 4 tends to one for large negative arguments.

Finally, over-tightening tolerance eventually encounters roundoff and algebraic-solve error rather than further truncation-error improvement. Inexact Newton or linear solves must have errors below the local budget; a tiny time step with an inaccurate stage solve does not deliver the formal order. Global error assessment can use controlled refinements, defect propagation or adjoint weighting for a chosen output. Sensible error and step-size control therefore combines asymptotic estimators, tolerance scaling, stability, event handling and implementation error, rather than treating the accepted local estimate as a complete guarantee about the trajectory.

For constant-coefficient evolution on an infinite or periodic grid, spatial Fourier stability analysis reduces a multidimensional recurrence to independent modal problems. This gives exact L2 stability results when the coefficients and geometry admit that reduction; it also exposes high-frequency restrictions which a truncation-error calculation alone misses.

Consider a scalar one-step update $(S_{h,k}U{)}_j={\sum }_{\ell }{a}_{\ell }{U}_{j+\ell }$ on ${\mathbb{Z}}^d$. With $\hat{U}(\theta )={\sum }_j{U}_j{e}^{-ij\cdot \theta }$, its symbol is $G(\theta )={\sum }_{\ell }{a}_{\ell }{e}^{i\ell \cdot \theta }$ and ${\hat{U}}^{,n}=G^n{\hat{U}}^0$. Parseval identity givesThe upper bound is immediate by integration. For the reverse inequality choose Fourier data supported in a positive-measure neighborhood where $|G|$ approaches its essential supremum, then normalize them. This uses actual square-summable data, unlike an isolated infinite plane wave. On a periodic finite grid the discrete Fourier transform gives the same equality with a maximum over its resolved frequencies.

This proves the scalar Fourier power criterion. Contractivity is equivalent to $|G|\le 1$ at every frequency. For mesh-uniform stability on $nk\le T$, a sufficient condition is instead $\sup |G|\le 1+Ck$, because $(1+Ck{)}^n\le e^{CT}$. Conversely, if the powers at $n=\lfloor T/k\rfloor$ are bounded by a common $M_T\ge 1$, then $\sup |G|\le M_T^{1/n}=1+O(k)$ as $k\to 0$. Thus finite-time stability may allow mild modal growth; demanding strict contraction is stronger than necessary.

Stability connects numerical consistency to numerical convergence. Let $R_{h}u(t_n)$ be the exact solution restricted by a suitable projection and let its one-step defect be ${\tau }_n=R_{h}u(t_{n+1})-S_{h,k}{R}_{h}u(t_n)$. If $\Vert {\tau }_n\Vert \le Ck(h^p+k^q)$ and $\Vert S^n\Vert \le M_T$, the error recurrence givesThis proves numerical convergence for smooth solutions and convergent initial approximations. Density plus stability extends numerical convergence to the natural data space when stable projections and well-posed continuous evolution are available.

For completeness, the converse in the Lax equivalence theorem can be understood with faithful grid transfers. Let $J_h$ be a bounded reconstruction into the continuous data space and $R_h$ a bounded projection with $R_h{J}_h=I$, and suppose the grid and reconstructed norms are uniformly equivalent. numerical convergence for every datum, uniformly on the fixed time interval, makes the operators $J_h{S}_{h,k}^n{R}_h$ pointwise bounded. The Uniform boundedness principle makes their operator norms uniformly bounded. Apply this bound to $J_{h}V$, use $R_h{J}_{h}V=V$ and the norm equivalence, and obtain the uniform grid-power bound. With the numerical consistency estimate above, this proves the stability/numerical convergence equivalence under these standard linear assumptions.

Several examples illustrate the test. For forward time and centered space on the one-dimensional heat equation,Its minimum is $1-4\mu$, so $0\le \mu \le 1/2$ is the exact contraction range. In $d$ dimensions with mesh widths $h_a$, the symbol is $1-4{\sum }_a{\mu }_a{\sin }^2({\theta }_a/2)$, where ${\mu }_a=k/h_a^2$. Therefore ${\sum }_a{\mu }_a\le 1/2$, or $\mu \le 1/(2d)$ on an equal mesh. This follows by independently maximizing every sine factor, not by applying a one-dimensional bound separately to each direction.

For advection $u_t+a{u}_x=0$, forward time and centered space give $G=1-i\nu \sin \theta$, $\nu =ak/h$. At fixed nonzero advective Courant number its modulus exceeds one, so its powers grow without a mesh-uniform bound. Under the much smaller choice $k=O(h^2)$, however, $\log |G|\le a^2{k}^2/(2h^2)=O(k)$, allowing finite-time stability. This illustrates why the specified refinement path matters. For $a>0$, the upwind update instead hasand is contractive exactly for $0\le \nu \le 1$. Its numerical diffusion explains the stable damping as well as its first-order spatial accuracy.

For the heat equation with the Crank-Nicolson method, the symbol is $(1-2\mu {\sin }^2(\theta /2))/(1+2\mu {\sin }^2(\theta /2))$. It has modulus at most one for every nonnegative $\mu$, so there is no diffusion time-step restriction. Very stiff modes nevertheless have amplification near minus one, causing weakly damped oscillation; stability alone does not guarantee good stiff smoothing or small error.

For systems the symbol is a matrix, and the exact criterion is the uniform power bound for matrix Fourier symbols, not just a bound on eigenvalue moduli. For example $G=\left(\begin{array}{cc}1& 1\\ 0& 1\end{array}\right)$ has both eigenvalues one but $G^n=\left(\begin{array}{cc}1& n\\ 0& 1\end{array}\right)$ is unbounded as the number of steps increases. If $G=X\Lambda X^{-1}$ with uniformly bounded condition numbers, then $\Vert G^n\Vert \le \Vert X\Vert \Vert X^{-1}\Vert \max |\lambda {|}^n$, so a scalar-type condition does suffice. Multilevel schemes are treated by stacking their time levels into a companion matrix and checking its uniform powers. Simple unit-modulus roots and interior roots are the fixed-mode root condition, but uniformity near colliding roots still needs attention.

The technique is inexpensive, identifies the dangerous wavelengths, gives sharp constant-coefficient restrictions and generalizes directly to several space variables and Fourier-diagonalizable vector problems. Its limitations are equally concrete: boundaries can add unstable modes invisible to an infinite-grid calculation; variable coefficients couple frequencies; nonlinearities invalidate the fixed multiplier; nonuniform grids need another transform or energy estimate; and L2 stability does not by itself imply a maximum principle or positivity. Frozen-coefficient analysis is often useful evidence, while an energy or boundary estimate is needed to turn it into a global conclusion in those settings.