As a special case in which the error of Euler's method can be analyzed directly, consider Euler's method applied to Y'(t) = Y (t), Y(0) = 1. %3D

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4. As a special case in which the error of Euler's method can be analyzed directly,
consider Euler's method applied to
Y'(t) = Y (t),
Y(0) = 1.
%3D
The true solution is e*.
(a) Show that the solution of Euler's method can be written as
Yn(tn) = (1 + h)tn/h,
n 2 0.
(b) Using L'Hospital's rule from calculus, show that
lim (1+ h)'/h = e.
h-0
This then proves that for fixed t = tn,
lim yA (t) = e'.
h→0°
(c) Let us do a more delicate convergence analysis. Use the property aº
eblog a to write
%3D
Yn(tn)
etn log(1+h)/h
Then use the formula
log(1+ h) = h – h² + O(h³)
and Taylor expansion of the natural exponential function to show that
Y (tn) – Yn(tn) = }ht,e"n + O(h²).
%3D
This shows that for h small, the error is almost proportional to h, a phe-
nomenon already observed from the numerical results given in Tables 2.1
and 2.2.
Transcribed Image Text:4. As a special case in which the error of Euler's method can be analyzed directly, consider Euler's method applied to Y'(t) = Y (t), Y(0) = 1. %3D The true solution is e*. (a) Show that the solution of Euler's method can be written as Yn(tn) = (1 + h)tn/h, n 2 0. (b) Using L'Hospital's rule from calculus, show that lim (1+ h)'/h = e. h-0 This then proves that for fixed t = tn, lim yA (t) = e'. h→0° (c) Let us do a more delicate convergence analysis. Use the property aº eblog a to write %3D Yn(tn) etn log(1+h)/h Then use the formula log(1+ h) = h – h² + O(h³) and Taylor expansion of the natural exponential function to show that Y (tn) – Yn(tn) = }ht,e"n + O(h²). %3D This shows that for h small, the error is almost proportional to h, a phe- nomenon already observed from the numerical results given in Tables 2.1 and 2.2.
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