Higher Order Ordinary Differential Equations: Example: Heun's Method: Part 3 of 3

[perfuzz]

Question about error estimation.

Is it possible to use the difference between y let say when h=0.25 and 0.125 to make a guess what h to use to determine what error the solution will get.

e(0.25)-e(0.125) = 8^x * tolerance ; given that the error is O(h^3)

x = how many times h need to be halved

In a computer algorithm this would speed up a search for a satisfactory solution. I just have to test two new y's to see if I'm within my tolerance, tolerance regarding the error estimation.

[xoloitzimen]

thank you a lot prof!

[wiibert]

clicking the link to this video on the bottom of part 2 doesn't work. Great video.

[numericalmethodsguy]

@wiibert Thank you for your feedback.  The link has been corrected.