The order of error of a numerical method

In summary, the order of error of a numerical method is a measure of the rate at which the error decreases as the step size is decreased. It is determined by analyzing the Taylor series expansion of the method and provides important information about its accuracy and efficiency. The order of error can vary for different problems and affects the convergence of the method, with a higher order indicating faster convergence but not guaranteeing it.
  • #1
asmani
105
0

Homework Statement



Find the order of error of this numerical method:

[tex]f''(x_i+\frac{h}{2})\simeq \frac{\Delta ^2f_i}{h^2}[/tex]

Homework Equations



Taylor's theorem, Newton's interpolation polynomial and its error.

The Attempt at a Solution



I started from Taylor's expansion at x_i and x_i+1 but didn't get anywhere.
 
Last edited:
Physics news on Phys.org
  • #2
Solved!
 

FAQ: The order of error of a numerical method

What is the order of error of a numerical method?

The order of error of a numerical method is a measure of the rate at which the error in the computed solution of a problem decreases as the step size or grid size is decreased. It is typically denoted as O(h^n), where h is the step size and n is a positive integer.

How is the order of error determined?

The order of error is determined by analyzing the Taylor series expansion of the numerical method and identifying the highest power of h that appears in the error term. This power corresponds to the order of error.

What is the significance of the order of error?

The order of error provides important information about the accuracy and efficiency of a numerical method. A higher order of error indicates that the method is more accurate and requires fewer computations to achieve a desired level of accuracy.

Can the order of error change for different problems?

Yes, the order of error can vary for different problems and numerical methods. It depends on the complexity of the problem and the behavior of the numerical method for that particular problem. Some methods may have a higher order of error for certain problems and a lower order of error for others.

How does the order of error affect the convergence of a numerical method?

The order of error is directly related to the convergence of a numerical method. A higher order of error indicates faster convergence, meaning that the computed solution will approach the true solution at a faster rate as the step size is decreased. However, a higher order of error does not guarantee convergence, as other factors such as stability and consistency also play a role in the convergence of a numerical method.

Similar threads

Replies
1
Views
2K
Replies
6
Views
1K
Replies
3
Views
920
Replies
12
Views
1K
Replies
2
Views
1K
Replies
14
Views
2K
Replies
2
Views
1K
Replies
1
Views
2K
Back
Top