In mathematics, Lady Windermere's Fan is a telescopic identity employed to relate global and local error of a numerical algorithm. The name is derived from Oscar Wilde's 1892 play Lady Windermere's Fan, A Play About a Good Woman.
Lady Windermere's Fan for a function of one variable
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Let
be the exact solution operator so that:

with
denoting the initial time and
the function to be approximated with a given
.
Further let
,
be the numerical approximation at time
,
.
can be attained by means of the approximation operator
so that:
with 
The approximation operator represents the numerical scheme used. For a simple explicit forward Euler method with step width
this would be:
The local error
is then given by:
![{\displaystyle d_{n}:=D(\ h_{n-1},t_{n-1},y(t_{n-1})\ )\ y_{n-1}:=\left[\Phi (\ h_{n-1},t_{n-1},y(t_{n-1})\ )-E(\ h_{n-1},t_{n-1},y(t_{n-1})\ )\right]\ y_{n-1}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/a95750df0760038dfd29743092dbf6de1154c7e4)
In abbreviation we write:



Then Lady Windermere's Fan for a function of a single variable
writes as:
with a global error of