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Question

Math 6610 • Analysis of Numerical Methods I

Fall 2001 • Question 6

Numerical Methods for ODEs Consider the Linear Multistep Method \[ y_{n+2}-\frac {4}{3}y_{n+1}+\frac {1}{3}y_n=\frac {2}{3}hf_{n+2} \] for solving an initial value problem \(y'=f(y,x)\), \(y(0)=\eta \). You may assume that \(f\) is Lipschitz continuous with respect to \(y\) for all \(x\).

a) Analyze the consistency, stability, accuracy, and convergence properties of this method.

b) Would it be more reasonable to use this method or Euler’s method for the initial value problem: \[ y'=-10^8[y-\cos (x)]-\sin (x),\qquad y(0)=1? \] Justify your answer.

Raw LaTeX

{Numerical Methods for ODEs}
Consider the Linear Multistep Method
\[
  y_{n+2}-\frac{4}{3}y_{n+1}+\frac{1}{3}y_n=\frac{2}{3}hf_{n+2}
\]
for solving an initial value problem \(y'=f(y,x)\), \(y(0)=\eta\). You may assume that
\(f\) is Lipschitz continuous with respect to \(y\) for all \(x\).

\textbf{a)} Analyze the consistency, stability, accuracy, and convergence
properties of this method.

\textbf{b)} Would it be more reasonable to use this method or Euler's method for
the initial value problem:
\[
  y'=-10^8[y-\cos(x)]-\sin(x),\qquad y(0)=1?
\]
Justify your answer.