Numerical methods for ordinary differential equations: Difference between revisions

Revision as of 06:55, 15 March 2007

Revision as of 12:40, 16 March 2007

Line 86:

The ''local error'' of the method is defined as

:<math> \delta^h_{n+k} = \Psi \left( t_{n+k}; y(t_n), y(t_{n+1}), \dots, y(t_{n+k-1}); h \right) - y\Psi(t_{n+k}). </math>

The method is said to be ''consistent'' if