5. Multistep Methods: Accuracy and Error Constants

Learning Objective

After completing this chapter, you should be able to:

• Determine local truncation errors through integration,

• Calculate error constants and identify the order of accuracy,

• Apply Milne’s Device to estimate local truncation error of predictor-corrector methods.

• 5.1. Derivation of Local Error Terms for Integration Formulae
• 5.2. Order and Error Constants
• 5.3. Estimate of truncation error at each step for Predictor-Corrector methods – Milne’s Device
• 5.4. Chapter 5 Exercises