SKEDSOFT

Numerical Methods

Trunction error : Truncation error occured in numerical analysis when we used the approximate result or by replacing an infinite process by a finite one.

Truncation error of the Schmidt method:

We know that,

Expanding in Taylor’s series, we obtain the left hand and right hand sides as

where all the terms on the right hand sides are evaluated at (xi , tj). The truncation error is given by

Now, using the differential equation

we obtain

The order of the method is given by