We begin with numerical methods for solving a scalar version of (10),
i.e.,
the case for **n=1**:

The methods we develop for solving (17) can easily be
extended to systems
of first order differential equations and to higher order differential
equations. The methods are referred to as discrete variable methods and
generate a sequence of approximate values for ,
at points .
No attempt is made to
approximate the exact solution, , over a continuous range of the
independent variable **t**. In our development, we will assume a
constant spacing **h** between **t** points. In
realistic implementations of these methods, however, **h** is chosen
to satisfy a user-specified accuracy request. The expression
will always be used to denote the solution to (17) at , and
will always be used for an approximation to .

Errors enter into the numerical solution of IVPs from two sources. The
first is * discretization error* and depends on the method
being used. The second is * computational error* which includes such
things
as * roundoff error*, the error in evaluating implicit formulas, etc. In
general, roundoff error can be controlled by carrying enough significant
figures in the computation. The control of other computational errors
again depends on the method being used.