Propagation of Errors in Euler Methods

By Akanbi M A

Abstract

The error bound of a numerical algorithm is very crucial to it’s selection for use in computatio of numerical values of Initial Value Problems. In this work, we investigate and compute the error bounds for the new Euler scheme proposed by Abraham in [1]. We compare and contrast this same parameter for the existing Euler Methods and the new proposed method.
AMS MSC 2010 Classification: 65L05, 65L06

Key Words : Error estimation, Error bound, Numerical Approximation, Principal Error Function, One Step Method.

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