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Multigrid methods can solve some classes of elliptic and parabolic equations to accuracy below the truncation error with a work-cost equivalent to a few residual calculations – so-called "textbook" multigrid efficiency.
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Adaptive integration schemes for ODE systems typically function by adjusting the time step size so as to keep the truncation error below some desired value.
One is the truncation error.
The series is approximated by truncation and upper bound on the truncation error is calculated.
We now analyze the truncation error of the integrator (8).
We define the truncation error as follows: (225).
The next lemma gives us the truncation error estimates.
We estimate the truncation error in (2.17) on the interval.
and the truncation error is estimated using Lemma 2.4: (2.42.4
The truncation error of Algorithm 1 is approximately (O tau^{2}+h^{2})).
The truncation error of sampling is also analyzed.
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