Processing math: 100%

 

 

 

Differential Equations

Let us then include the second derivative in our Taylor expansion. We have then Δ(ti,yi(ti))=f(ti)+h2df(ti,yi)dt+O(h3). The second derivative can be rewritten as y=f=dfdt=ft+fyyt=ft+fyf and we can rewrite Eq.\ (14) as yi+1=y(t=ti+h)=y(ti)+hf(ti)+h22(ft+fyf)+O(h3), which has a local approximation error O(h3) and a global error O(h2).