Math 2.0

Numerical analysis Definition

Truncation error

Builds on Real sequenceLimit of a sequence

Definition

Let AA be a real number defined as the limit of a real sequence (An)(A_n), or of a family A(h)A(h) as h→0h \to 0. Assume that each AnA_n or A(h)A(h) is computable by finitely many arithmetic operations. The truncation error of the approximation AnA_n is A−AnA - A_n, and that of A(h)A(h) is A−A(h)A - A(h). Here AnA_n and A(h)A(h) are evaluated in exact arithmetic.

Remarks

Example: let ff have a continuous second derivative and take the forward difference A(h)=(f(x+h)−f(x))/hA(h) = (f(x+h) - f(x))/h, with limit A=f′(x)A = f'(x). Taylor's theorem gives A−A(h)=−12f′′(ξ)hA - A(h) = -\tfrac12 f''(\xi) h for some ξ\xi between xx and x+hx + h, so the truncation error is of order hh. Example: for An=∑k=0n1/k!A_n = \sum_{k=0}^{n} 1/k! and A=eA = e, the truncation error is ∑k>n1/k!\sum_{k > n} 1/k!, which lies between 1/(n+1)!1/(n+1)! and 2/(n+1)!2/(n+1)! for n≥1n \ge 1. Non-example: the difference between 1/31/3 and its stored value 0.3330.333 in three-digit decimal arithmetic is a round-off error, since no limit process is cut off.

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  1. Limit of a sequence concept
  2. Sequence definition
  3. Real sequence definition
  4. Truncation error definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Truncation_error
About this page
Tag3KM7HQWKXP
URIm2://3KM7HQWKXP
Kinddefinition
WritingW0 stub
MSC65G99, 65D25, 65L70
DefinesTruncation error
UsesReal sequence, Limit of a sequence

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