Module 2: Single Step Methods
  Lecture 6: Improvement of the error bound
 

 

Remark: It is difficult to improve the bound given in (2.9) for the error, but we can instead look for an estimate of the error:

Error Estimate

Suppose that has a second derivative which is continuous and bounded in the region R. Under this hypothesis, the third derivative of exists, and we may write

(2.10)

where . Subtracting this from the corresponding relation satisfied by the approximate values,

we obtain

(2.11)