I'm writing a MATLAB function to solve a system of differential equations with the Euler method. I need to estimate the local truncation error of the method but I don't know how to do. I know that the local truncation error of a first order DE y′=f(y(t),t) is given by : LTE_i=−h^2/2y′′(xi_i) where h is the step size and xi_i in [t_(i−1),t_i]. What is the expression for the local truncation error of the system vec y′=f(vec y (t),t)?

basaltico00

basaltico00

Answered question

2022-09-24

I'm writing a MATLAB function to solve a system of differential equations with the Euler method. I need to estimate the local truncation error of the method but I don't know how to do.
I know that the local truncation error of a first order DE y = f ( y ( t ) , t ) is given by :
L T E i = h 2 2 y ( ξ i )
where h is the step size and ξ i [ t i 1 , t i ].
What is the expression for the local truncation error of the system y = f ( y ( t ) , t )?

Answer & Explanation

AKPerqk

AKPerqk

Beginner2022-09-25Added 9 answers

Essentially the error is the same. Only that you can not apply the mean value theorem resp. have to apply it to each component separately.
However, if only the norm of the error is needed and M 2 is a bound on the second derivative, then again M 2 / 2 · h 2 is a bound for the local error.

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