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U. Saravanan
Error
Local or Truncation error
Global error
Y Y
x x
h = 0.5 h = 0.05
Stability – Euler method
Let y1 = y0 + hf0 and y’ = 4y
Y Y
x
x
h = 0.01 h = 0.1
Stability
Y Y
x x
h = 0.5 h = 0.05
Stiff ODE
An ODE in which there is a rapidly decaying
transient solution causing difficulties for numerical
solution, requiring an extremely small step size in
order to obtain an accurate solution is called a stiff
ODE.