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
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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).
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).
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Step 1im

In this solution we will discuss the improved Euler method with step size k for the following ODE:

dydt=y with y0=1.

The given numeric solution is yt=et with t=nk.

Where t is fixed and t1.

Given that nk=t.

We know that nth iteration of an ODE dydt=ft,y using improved Euler method is calculated as:

yn=yn-1+k2fxn-1,yn-1+fxn-1,yn-1+kfxn-1,yn-1, where k is step size.

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