Order of accuracy

In numerical analysis, order of accuracy quantifies the rate of convergence of a numerical approximation of a differential equation to the exact solution. ^[1]

5 relations: Big O notation, Differential equation, Numerical analysis, Partial differential equation, Rate of convergence.

Big O notation

Big O notation is a mathematical notation that describes the limiting behaviour of a function when the argument tends towards a particular value or infinity.

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Differential equation

A differential equation is a mathematical equation that relates some function with its derivatives.

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Numerical analysis is the study of algorithms that use numerical approximation (as opposed to general symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics).

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Partial differential equation

In mathematics, a partial differential equation (PDE) is a differential equation that contains unknown multivariable functions and their partial derivatives.

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Rate of convergence

In numerical analysis, the speed at which a convergent sequence approaches its limit is called the rate of convergence.

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First-order accurate, Nth-order accurate.

References

[1] https://en.wikipedia.org/wiki/Order_of_accuracy

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