Numerical Integration

Errors:

Truncation Error:

$$\text{Trunc Error}\propto ({\text{step size}}^{\text{m}+1})$$

Where $m$ is the order of the system (i.e first order $m=1$ ).

Round Off Error

Each machine has a $ϵ:\text{Epsilon}$ which is the smallest difference between numbers that they can process, therefore, any accuracy smaller than epsilon wont be rendered and is lost as a “Round Off Error”.