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What is the difference between the order of the local error and the global error of a numerical method to solve a PDE?

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The order of local error is defined in the literature. But I am not getting the order of global error.
Asked by Ankit Dhara · 1 month ago · 51 views

4 Replies

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Indrajit Jana · 1 month ago
This seems an interesting question. But I need some clarification on the question. Are you looking for the definition of the "order of global error", or are you looking for the "difference between" the orders of local and global error?
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Ankit Dhara · 1 month ago
I need both of these.
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Bankim Chandra Mandal · 1 month ago
Local error at t(n+1) is calculated after running a numerical method for one step starting from the exact solution at the step t(n). Whereas global error is accumulated after running the method for the entire time, often defined as y(n+1)-y(x_{n+1}) In terms of order: If the local error is O(h^p), global error becomes O(h^{p-1}).
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Ankit Dhara · 1 month ago
Can you please suggest any document regarding this theory?

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