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Local truncation error
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The local truncation error of a one-step method is the defect after one numerical step started from the exact solution:
τ
n
+
1
=
y
(
t
n
+
1
)
−
y
(
t
n
)
−
h
ϕ
(
t
n
,
y
(
t
n
)
,
h
)
.
(201)
A local error
O
(
h
p
+
1
)
generally leads to global error
O
(
h
p
)
under a uniform stability bound.
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Runge-Kutta method
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