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Unformatted text preview:  G  = 0 . TR is Astable, but not Lstable. Backward Euler (rst and secondorder) and TRBDF2 are Lstable. Local Truncation Error ( ) du dt = f ( u ) , u ( t = 0) = u The discrete approximation is u n u ( n t ). The onestep discretized version of the initial value problem ( ) can be written as u n +1 = u n + t ( u n , u n +1 , t ) . We dene the local truncation error (LTE = t ) for the initial value problem ( ) by u (( n + 1) t ) = u ( n t ) + t ( u ( n t ) , u (( n + 1) t ) , t ) + t where u is the exact solution of ( ). A onestep method is p th order accurate if the (global) error t p ....
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This note was uploaded on 03/11/2012 for the course MAT 421 taught by Professor Staff during the Fall '11 term at ASU.
 Fall '11
 Staff
 Numerical Analysis, Approximation

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