Exercise · ZW-LOCAL-AND-GLOBAL-ERROR-003 · ★★☆ Intermediate

If a method's local error is \(O(h^2)\), what order does the global error typically have?

Choose one option.

Show answer
  • C. \(O(h)\)

Explanation

The local error accumulates over about \(1/h\) steps, so the global error loses one power of \(h\).

Study Numerical methods in ZWMath →

Review the concept: Local and global error

The local error is the difference between the exact ODE solution over one step and the method's approximation starting from the exact value.

\[e_{n+1}=y(t_{n+1})-y_{n+1}\]

More practice problems: local and global error

← ZW-LOCAL-AND-GLOBAL-ERROR-002 ZW-LOCAL-AND-GLOBAL-ERROR-004 →