Truncation error

Error introduced by cutting off an expansion or replacing a continuous object with a discrete one.

Definition

Truncation error appears when a Taylor series, interpolation or quadrature is stopped after finitely many terms. It is the main source of the powers hph^p in differentiation, integration and ODEs.

How it is used

Reducing hh lowers truncation error, but can increase rounding error; this is why finite-difference formulas have a practical optimal step.