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Differential EquationsChallengeNumerical Methods: Euler to Runge–Kutta

Numerical Methods: Euler to Runge–Kutta · Challenge problem

When Euler's method is run in floating-point arithmetic, the total error at a fixed time is modelled by E(h)=Mh2+δhE(h) = \dfrac{Mh}{2} + \dfrac{\delta}{h}: truncation error grows with hh, accumulated round-off grows with the number of steps. With M=2M = 2 and δ=10−8\delta = 10^{-8}, what is the smallest possible value of E(h)E(h) over h>0h > 0? Express your answer as a decimal.