Order of accuracy

Order of accuracy refers to a measure of how the numerical approximation of a mathematical problem converges to the exact solution as the computational parameters are refined, typically in numerical methods and algorithms. It's typically associated with numerical methods for solving differential equations, integration, or other approximation techniques. In more formal terms, the order of accuracy \( p \) describes how the error \( E \) in the approximation decreases as the step size \( h \) (or some other relevant parameter) is reduced.