Programming for Mathematical Applications
Global truncation error refers to the cumulative error in the numerical solution of a differential equation that arises from approximating the true solution at each step of the method used. This error accumulates over multiple steps, resulting in a total error that reflects how far the approximate solution is from the actual solution at a given point. Understanding global truncation error is crucial when analyzing the accuracy and stability of multistep methods, as it impacts the overall performance of these numerical techniques.
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