1. Introduction. One of the objections to the use of a one-step method to integrate a system of ordinary differential equations is that an estimate of the accumulated truncation error is difficult to make. If an attempt is made at appraising the truncation error, it is usually confined to an approximate evaluation of the local truncation error. A scheme for estimating the local truncation error...

The pointwise error of a nite-di erence calculation of supersonic ow is discussed. The local truncation error is determined by a Taylor series with the remainder being in a Lagrange form. The contribution of the local truncation error to the total pointwise approximation error is estimated via adjoint parameters. It is demonstrated by numerical tests that the results of the numerical calculatio...

The pointwise error of a finite-difference calculation of supersonic flow is considered. The local truncation error is determined using a Taylor series with the remainder being in a Lagrange form. The contribution of the local truncation error to the total pointwise approximation error is estimated via adjoint parameters. It is demonstrated by numerical tests that the results of numerical calcu...

The pointwise error of a finite-difference calculation of supersonic flow is discussed. The local truncation error is determined by a Taylor series with the remainder being in a Lagrange form. The contribution of the local truncation error to the total pointwise approximation error is estimated via adjoint parameters. It is demonstrated by numerical tests that the results of the numerical calcu...

The a posteriori error evaluation based on differential approximation of a finitedifference scheme and adjoint equations is addressed. The differential approximation is composed of primal equations and a local truncation error determined by a Taylor series in Lagrange form. This approach provides the feasibility of both refining the solution and using the Holder inequality for asymptotic boundi...

This article establishes error bounds for finite difference schemes for fully nonlinear parabolic Partial Differential Equations (PDEs). For classical solutions the global error is bounded by a known constant times the truncation error of the exact solution. As a corollary, this gives a convergence rate of 1 or 2 for first or second order accurate schemes, respectively. Our results also apply f...

Consider the acoustic wave scattering by an impenetrable obstacle in two dimensions. The model is formulated as a boundary value problem for the Helmholtz equation with a transparent boundary condition. Based on a duality argument technique, an a posteriori error estimate is derived for the finite element method with the truncated Dirichlet-to-Neumann boundary operator. The a posteriori error e...

We aim to construct higher order tau-leaping methods for numerically simulating stochastic chemical kinetic systems in this paper. By adding a random correction to the primitive tau-leaping scheme in each time step, we greatly improve the accuracy of the tau-leaping approximations. This gain in accuracy actually comes from the reduction in the local truncation error of the scheme in the order o...

In this paper, a numerical solution of time fractional advection-dispersion equations are presented.The new implicit nite dierence methods for solving these equations are studied. We examinepractical numerical methods to solve a class of initial-boundary value fractional partial dierentialequations with variable coecients on a nite domain. Stability, consistency, and (therefore) convergenceof t...

The pointwise estimation of heat conduction solution as a function of truncation error of a finite difference scheme is addressed. The truncation error is estimated using a Taylor series with the remainder in the Lagrange form. The contribution of the local error to the total pointwise error is estimated via an adjoint temperature. It is demonstrated that the results of numerical calculation of...