$$ \newcommand{\uex}{{u_{\small\mbox{e}}}} \newcommand{\uexd}[1]{{u_{\small\mbox{e}, #1}}} \newcommand{\vex}{{v_{\small\mbox{e}}}} \newcommand{\vexd}[1]{{v_{\small\mbox{e}, #1}}} \newcommand{\Aex}{{A_{\small\mbox{e}}}} \newcommand{\half}{\frac{1}{2}} \newcommand{\halfi}{{1/2}} \newcommand{\tp}{\thinspace .} \newcommand{\Ddt}[1]{\frac{D #1}{dt}} \newcommand{\E}[1]{\hbox{E}\lbrack #1 \rbrack} \newcommand{\Var}[1]{\hbox{Var}\lbrack #1 \rbrack} \newcommand{\Std}[1]{\hbox{Std}\lbrack #1 \rbrack} \newcommand{\xpoint}{\boldsymbol{x}} \newcommand{\normalvec}{\boldsymbol{n}} \newcommand{\Oof}[1]{\mathcal{O}(#1)} \newcommand{\x}{\boldsymbol{x}} \newcommand{\X}{\boldsymbol{X}} \renewcommand{\u}{\boldsymbol{u}} \renewcommand{\v}{\boldsymbol{v}} \newcommand{\w}{\boldsymbol{w}} \newcommand{\V}{\boldsymbol{V}} \newcommand{\e}{\boldsymbol{e}} \newcommand{\f}{\boldsymbol{f}} \newcommand{\F}{\boldsymbol{F}} \newcommand{\stress}{\boldsymbol{\sigma}} \newcommand{\strain}{\boldsymbol{\varepsilon}} \newcommand{\stressc}{{\sigma}} \newcommand{\strainc}{{\varepsilon}} \newcommand{\I}{\boldsymbol{I}} \newcommand{\T}{\boldsymbol{T}} \newcommand{\dfc}{\alpha} % diffusion coefficient \newcommand{\ii}{\boldsymbol{i}} \newcommand{\jj}{\boldsymbol{j}} \newcommand{\kk}{\boldsymbol{k}} \newcommand{\ir}{\boldsymbol{i}_r} \newcommand{\ith}{\boldsymbol{i}_{\theta}} \newcommand{\iz}{\boldsymbol{i}_z} \newcommand{\Ix}{\mathcal{I}_x} \newcommand{\Iy}{\mathcal{I}_y} \newcommand{\Iz}{\mathcal{I}_z} \newcommand{\It}{\mathcal{I}_t} \newcommand{\If}{\mathcal{I}_s} % for FEM \newcommand{\Ifd}{{I_d}} % for FEM \newcommand{\Ifb}{{I_b}} % for FEM \newcommand{\setb}[1]{#1^0} % set begin \newcommand{\sete}[1]{#1^{-1}} % set end \newcommand{\setl}[1]{#1^-} \newcommand{\setr}[1]{#1^+} \newcommand{\seti}[1]{#1^i} \newcommand{\sequencei}[1]{\left\{ {#1}_i \right\}_{i\in\If}} \newcommand{\basphi}{\varphi} \newcommand{\baspsi}{\psi} \newcommand{\refphi}{\tilde\basphi} \newcommand{\psib}{\boldsymbol{\psi}} \newcommand{\sinL}[1]{\sin\left((#1+1)\pi\frac{x}{L}\right)} \newcommand{\xno}[1]{x_{#1}} \newcommand{\Xno}[1]{X_{(#1)}} \newcommand{\yno}[1]{y_{#1}} \newcommand{\Yno}[1]{Y_{(#1)}} \newcommand{\xdno}[1]{\boldsymbol{x}_{#1}} \newcommand{\dX}{\, \mathrm{d}X} \newcommand{\dx}{\, \mathrm{d}x} \newcommand{\ds}{\, \mathrm{d}s} \newcommand{\Real}{\mathbb{R}} \newcommand{\Integerp}{\mathbb{N}} \newcommand{\Integer}{\mathbb{Z}} $$ previous next

Table of contents

Overview of what truncation errors are
      Abstract problem setting
      Various error measures
Truncation errors in finite difference formulas
      Example: The backward difference for \( u'(t) \)
      Taylor series
      Taylor series inserted in the backward difference approximation
      The forward difference for \( u'(t) \)
      The central difference for \( u'(t) \) (1)
      The central difference for \( u'(t) \) (1)
      Leading-order error terms in finite differences (1)
      Leading-order error terms in finite differences (2)
      Leading-order error terms in mean values (1)
      Leading-order error terms in mean values (2)
      Software for computing truncation errors
      Symbolic computing with difference operators
Truncation errors in exponential decay ODE
      Truncation error of the Forward Euler scheme
      Truncation error of the Crank-Nicolson scheme
      Test the understanding!
      Truncation error of the \( \theta \)-rule
      Using symbolic software
      Empirical verification of the truncation error (1)
      Empirical verification of the truncation error (2)
      Empirical verification of the truncation error in the Forward Euler scheme
      Empirical verification of the truncation error in the Forward Euler scheme
      Increasing the accuracy by adding correction terms
      Lowering the order of the derivative in the correction term
      With a correction term Forward Euler becomes Crank-Nicolson
      Correction terms in the Crank-Nicolson scheme (1)
      Correction terms in the Crank-Nicolson scheme (2)
      Extension to variable coefficients
      Exact solutions of the finite difference equations
      Computing truncation errors in nonlinear problems (1)
      Computing truncation errors in nonlinear problems (2)
Truncation errors in vibration ODEs
      Linear model without damping
      Truncation errors in the initial condition
      Computing correction terms
      Model with damping and nonlinearity
      Carrying out the truncation error analysis
      Extension to quadratic damping
      The truncation error for quadratic damping (1)
      The truncation error for quadratic damping (2)
      The general model formulated as first-order ODEs
      The forward-backward scheme
      Truncation error analysis
      A centered scheme on a staggered mesh
      Truncation error analysis (1)
      Truncation error analysis (2)

previous next