Truncation Error (Numerical Integration)
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High Quality Content by WIKIPEDIA articles! Trunction errors in numerical integration are of two kinds: local truncation errors the truncation error caused by one iteration; global truncation errors the absolute difference between our approximation and the actual solution. Truncation error or local truncation error is error made by numerical algorithms that arises from taking finite number of steps in computation. It is present even with infinite-precision arithmetic, because it is caused by truncation of the infinite Taylor series to form the algorithm. Use of arbitrarily small steps in…mehr

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High Quality Content by WIKIPEDIA articles! Trunction errors in numerical integration are of two kinds: local truncation errors the truncation error caused by one iteration; global truncation errors the absolute difference between our approximation and the actual solution. Truncation error or local truncation error is error made by numerical algorithms that arises from taking finite number of steps in computation. It is present even with infinite-precision arithmetic, because it is caused by truncation of the infinite Taylor series to form the algorithm. Use of arbitrarily small steps in numerical computation is prevented by round-off error, which are the consequence of using finite precision floating point numbers on computers. Local Truncation error for a single step method: i+1(h)= ( yi+1 - yi ) / h (ti,yi)