Examples
- Suppose that you are using Euler's method and you estimate that your solution at a certain time point f(t29) is .
How much would you have to reduce the time step h in the solution algorithm to reduce the error at this point to ?
You would reduce it by 100x because Euler's method is a first order method.
- Suppose that you are using a second order method and you wish to reduce the error in your solution from 10-3 to 10-5.
How much would you have to reduce the time step h?
You would reduce h by 10x because a second order method reduces error such that .