In some cases I have seen that if the local error is:
$Err = O (\Delta t^{p+1})$
where the global error is p. So if local error is 3, global will be 2.
Does somebody know where it comes? For instance in the case of multistep solver you can say that regarding wikipedia, but are there other cases. Is there a simple way to explain such thing?
If the truncation error is:
$Err = \Delta t f(t) + O (\Delta t^{3})$
might I say that my error is:
$Err = f(t) + O (\Delta t^{2})$