Consider the differential equation y' = 5y with initial condition y(0) : The actual solution is y(1) = 207.78 help (numbers) = 1.4. We wish to analyze what happens to the error when estimating y(1) via Euler's method. Start with step size h = 1 (1 step). Compute y(1) Error 8.4 help (numbers) 199.38 help (numbers) Note: Remember that the error is the absolute value! Let us half the step size to h = 0.5 (2 steps). Compute y(1) ≈ 17.15 help (numbers) Error = 190.63 help (numbers) The error went down by the factor: Error Previous error Let us half the step size to h = 0.25 (4 steps). Compute y(1) 35.88046875 help (numbers) Error = 171.90 help (numbers) help (numbers) The error went down by the factor: Error Previous error help (numbers) Euler's method is a first order method so we expect the error to go down by a factor of 0.5 each halving. Of course, that's only very approximate, so the numbers you get above are not exactly 0.5. Book: Section 1.7 of Notes on Diffy Qs