Error Estimation

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Error Estimation

• Taking the difference the local truncation error is
  • Q2 u (x, t) - Q 2h u (x, t) = (2q+2 - 2) [t + O (hq+2)]
• We take one "giant" step with mesh widths 2h and 2k and compare it with the solution obtained by taking two regular integration steps.
• This method is independent of the PDE and the difference method.

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