Advanced Engineering Mathematics
10th Edition
ISBN: 9780470458365
Author: Erwin Kreyszig
Publisher: Wiley, John & Sons, Incorporated
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If the numerical method used has a second-order global error, we know that the error decreases quadratically with the step size, h. Therefore, if we halve the step size, the error should decrease by a factor of 4.
Let E(h) be the error associated with a step size h. If using a step size h results in an error not exceeding 0.25, then we have E(h) ≤ 0.25.
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