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Question

Math 6620 • Analysis of Numerical Methods II

Fall 2024 • Question 2

(20 pts) Consider the multi-step method, \[ u_{n+1}+\alpha _1u_n+\alpha _2u_{n-1}=k\beta _1 f_n+k\beta _2 f_{n-1}, \] where \(u_n \approx u(t_n)\), \(f_n = f(t_n,u_n)\), \(k = t_{n+1}-t_n\), and \(u' = f(t,u)\).

  1. (10 pts) Identify the coefficients \(\alpha , \beta \) that yield a scheme of optimal \(k\)-order of accuracy, and identify this order of accuracy.
  2. (10 pts) Determine whether or not this scheme is 0-stable and/or A-stable. Is the scheme convergent?

Raw LaTeX

(20 pts) Consider the multi-step method,
\[
u_{n+1}+\alpha_1u_n+\alpha_2u_{n-1}=k\beta_1 f_n+k\beta_2 f_{n-1},
\]
where \(u_n \approx u(t_n)\), \(f_n = f(t_n,u_n)\), \(k = t_{n+1}-t_n\), and \(u' = f(t,u)\).
\begin{enumerate}

\item
(10 pts) Identify the coefficients \(\alpha, \beta\) that yield a scheme of optimal \(k\)-order of accuracy,
and identify this order of accuracy.


\item
(10 pts) Determine whether or not this scheme is 0-stable and/or A-stable. Is the scheme
convergent?

\end{enumerate}