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Question

Math 6610 • Analysis of Numerical Methods I

Fall 1994 • Question 1

a) Derive a multistep method to approximate \(y'=f(t,y)\) of the form \[ y_{n+1}=y_n+h(b_{-1}y'_{n+1}+b_0y'_n+b_1y'_{n-1}) \] with \(y'_j=f(t_j,y_j)\), \(t_j=t_0+jh\) by interpolating \(f(s,y(s))\) at \(t_{n-1}\), \(t_n\), \(t_{n+1}\).

b) Analyze the local truncation error of this method and the consequences regarding convergence. What would be an appropriate predictor for this method?

c) Discuss the region of absolute stability of this method, and the predictor-corrector method described in part b).

Raw LaTeX

\textbf{a)} Derive a multistep method to approximate \(y'=f(t,y)\) of the form
\[
  y_{n+1}=y_n+h(b_{-1}y'_{n+1}+b_0y'_n+b_1y'_{n-1})
\]
with \(y'_j=f(t_j,y_j)\), \(t_j=t_0+jh\) by interpolating \(f(s,y(s))\) at
\(t_{n-1}\), \(t_n\), \(t_{n+1}\).

\textbf{b)} Analyze the local truncation error of this method and the consequences
regarding convergence. What would be an appropriate predictor for this method?

\textbf{c)} Discuss the region of absolute stability of this method, and the
predictor-corrector method described in part \textbf{b)}.