Paper 1, Section I, D

Numerical Analysis | Part IB, 2018

The Trapezoidal Rule for solving the differential equation

y(t)=f(t,y),t[0,T],y(0)=y0y^{\prime}(t)=f(t, y), \quad t \in[0, T], \quad y(0)=y_{0}

is defined by

yn+1=yn+12h[f(tn,yn)+f(tn+1,yn+1)]y_{n+1}=y_{n}+\frac{1}{2} h\left[f\left(t_{n}, y_{n}\right)+f\left(t_{n+1}, y_{n+1}\right)\right]

where h=tn+1tnh=t_{n+1}-t_{n}.

Determine the minimum order of convergence kk of this rule for general functions ff that are sufficiently differentiable. Show with an explicit example that there is a function ff for which the local truncation error is Ahk+1A h^{k+1} for some constant AA.

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