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COMP 205 Homework 6 Mar 30, 1998, Due: Apr 08, 1998

Problems

  1. (25 points) It can be shown that under suitable conditions on f the numerical solution generated by the Euler method for the initial value problem , converges to the exact solution as the step size h decreases. This is illustrated by the following example. Consider the initial value problem

    1. Show that the exact solution is .
    2. Using the Euler formula show that

    3. Noting that , show that

    4. Consider a fixed point , and for a given n choose . Then for any n. Note also that as . Show that substituting for h in the preceding formula and letting gives the desired result.

  2. (10 points) The modified Euler formula for the initial value problem is given by

    Show that local truncation error in the modified Euler formula is proportional to .

  3. (25 points) Consider the initial value problem . The corresponding 3-term Taylor formula is:

     

    To derive other formulas of similar accuracy consider the expression

     

    where and are arbitrary.

    1. By expanding the right side of Eq. (2) about the point , show that the difference between formulas (1) and (2) is proportional to if a + b = 1, , and .
    2. Show that the equations for a, b, and have the infinity of solutions , , and for any .

    3. For show that Eq. (2) reduces to the improved Euler formula (as given in class notes).

    4. For , show that Eq. (2) reduces to the modified Euler formula given in Problem 2 (above).




Dinesh Manocha
Sun Mar 29 03:09:53 EST 1998