Key Differences
Degree of Accuracy
Used for quadrature formulas - the maximum degree of polynomials that are integrated exactly.
Order of Consistency
Used for ODE methods - The order of consistency tells us how quickly the local error of a numerical method decreases as we make the step size smaller. It is the power of in the local truncation error: .
Convergence Order
The power of in the global error bound (multiple steps)- often equals consistency order for stable methods.
Summary Table
Term | Context | Definition | Example |
---|---|---|---|
Degree of Accuracy | Numerical Integration | Max polynomial degree integrated exactly | Trapezoid rule: |
Consistency Order | ODE Methods | Power in local error: | Euler method: |
Convergence Order | ODE Methods | Power in global error: | Euler method: order |
Quick Examples
- Simpson’s rule: Degree of accuracy K = 3 (integrates cubics exactly)
- Euler method: Consistency order q = 1 (local error ~ h²)
- RK4: Consistency order q = 4 (local error ~ h⁵)