1 | Whenever f satisfies certain smoothness conditions, there is always a sufficiently small step size h such that the difference between the real function value at ti and the approximation Xi+1 is less than some required error magnitude e. [Burden and Faires] |
2 | Euler's method: one computation of the derivative function f at each step. |
3 | Other methods require less computation in order to produce the specified error e. |