5. Derive the improved Euler method with step size k for the following ODE d dty=y, y(0) = 1. Compare the numeric solution yn with the exact solution y(t) = et at t = nk. For fixed t≤ 1, show that if nk = t ≤ 1, n = £, we have y(t) - Yn → 0 if k→ 0. This implies that the numeric solution converges to the exact solution. You do not need to prove the convergence rate 0(²).
5. Derive the improved Euler method with step size k for the following ODE d dty=y, y(0) = 1. Compare the numeric solution yn with the exact solution y(t) = et at t = nk. For fixed t≤ 1, show that if nk = t ≤ 1, n = £, we have y(t) - Yn → 0 if k→ 0. This implies that the numeric solution converges to the exact solution. You do not need to prove the convergence rate 0(²).
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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Transcribed Image Text:5. Derive the improved Euler method with step size k for the following ODE
d
=
dtyy, y(0) = 1.
Compare the numeric solution yn with the exact solution y(t) = et at t = nk. For fixed
t≤ 1, show that if nk = t ≤ 1, n =
we have
k'
y(t) - Yn0
if k→ 0. This implies that the numeric solution converges to the exact solution. You do not
need to prove the convergence rate O(k²).
Expert Solution

Step 1im
In this solution we will discuss the improved Euler method with step size for the following ODE:
with .
The given numeric solution is with .
Where is fixed and .
Given that .
We know that iteration of an ODE using improved Euler method is calculated as:
, where is step size.
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