Paper 2, Section II, C

Numerical Analysis | Part IB, 2010

Consider the initial value problem for an autonomous differential equation

y(t)=f(y(t)),y(0)=y0 given y^{\prime}(t)=f(y(t)), \quad y(0)=y_{0} \text { given }

and its approximation on a grid of points tn=nh,n=0,1,2,t_{n}=n h, n=0,1,2, \ldots. Writing yn=y(tn)y_{n}=y\left(t_{n}\right), it is proposed to use one of two Runge-Kutta schemes defined by

yn+1=yn+12(k1+k2)y_{n+1}=y_{n}+\frac{1}{2}\left(k_{1}+k_{2}\right)

where k1=hf(yn)k_{1}=h f\left(y_{n}\right) and

k2={hf(yn+k1) scheme I hf(yn+12(k1+k2)) scheme II k_{2}= \begin{cases}h f\left(y_{n}+k_{1}\right) & \text { scheme I } \\ h f\left(y_{n}+\frac{1}{2}\left(k_{1}+k_{2}\right)\right) & \text { scheme II }\end{cases}

What is the order of each scheme? Determine the AA-stability of each scheme.

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