Consider the two-step difference scheme w;-1 = -4w, + 5u,-1 + 4hf(t;, w) + 2hf(t,-1, ;-1) for solving the initial value problem yf = f(t, 2), a

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
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(5) Consider the two-step difference scheme
wi-1 = -4w, + 5u-1 + 4hf (t,, w) + 2hf(t,-1, w,-1)
for solving the initial value problem y = f(t, y), a <t <b, y(a) = a.
%3D
(a) Give the local truncation error at the (i+ 1)st step. Eliminate any reference to f in your
answer.
(b) The local truncation error in part (a) is of order O(hP) for a certain p. By expanding the
terms in the numerator in suitable Taylor polynomials (or some other way) simplify the local
truntion error and determine p.
Transcribed Image Text:(5) Consider the two-step difference scheme wi-1 = -4w, + 5u-1 + 4hf (t,, w) + 2hf(t,-1, w,-1) for solving the initial value problem y = f(t, y), a <t <b, y(a) = a. %3D (a) Give the local truncation error at the (i+ 1)st step. Eliminate any reference to f in your answer. (b) The local truncation error in part (a) is of order O(hP) for a certain p. By expanding the terms in the numerator in suitable Taylor polynomials (or some other way) simplify the local truntion error and determine p.
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