<s>
In	O
mathematics	O
,	O
Lady	B-Algorithm
Windermere	I-Algorithm
's	I-Algorithm
Fan	I-Algorithm
is	O
a	O
telescopic	O
identity	O
employed	O
to	O
relate	O
global	O
and	O
local	O
error	O
of	O
a	O
numerical	B-General_Concept
algorithm	I-General_Concept
.	O
</s>
<s>
The	O
name	O
is	O
derived	O
from	O
Oscar	O
Wilde	O
's	O
1892	O
play	O
Lady	B-Algorithm
Windermere	I-Algorithm
's	I-Algorithm
Fan	I-Algorithm
,	I-Algorithm
A	I-Algorithm
Play	I-Algorithm
About	I-Algorithm
a	I-Algorithm
Good	I-Algorithm
Woman	I-Algorithm
.	O
</s>
<s>
Further	O
let	O
,	O
be	O
the	O
numerical	B-General_Concept
approximation	I-General_Concept
at	O
time	O
,	O
.	O
</s>
<s>
For	O
a	O
simple	O
explicit	O
forward	B-Algorithm
Euler	I-Algorithm
method	I-Algorithm
with	O
step	O
width	O
this	O
would	O
be	O
:	O
</s>
<s>
Then	O
Lady	B-Algorithm
Windermere	I-Algorithm
's	I-Algorithm
Fan	I-Algorithm
for	O
a	O
function	O
of	O
a	O
single	O
variable	O
writes	O
as	O
:	O
</s>
