I am having trouble finding the region of absolute stability for modified Euler method: w^*_(i+1)=w_i+hf(t_i,w_i) w_(i+1)=w_i+h/2[f(t_i,w_i)+f(t_(i+1),w^*_(i+1))].

Josiah Owens

Josiah Owens

Answered question

2022-10-16

I am having trouble finding the region of absolute stability for modified Euler method:
w i + 1 = w i + h f ( t i , w i ) w i + 1 = w i + h 2 [ f ( t i , w i ) + f ( t i + 1 , w i + 1 ) ] .
DEFINITION: We define a region R of absolute stability for a one-step method as the region in the complex plane satisfying:
R = { h κ C : | Q ( h κ ) | < 1 } .
I don't fully understand the above definition of region of absolute stability and how to apply it. Clear and step by step help would be much appreciated. Thank you

Answer & Explanation

cdtortosadn

cdtortosadn

Beginner2022-10-17Added 19 answers

The function Q, which more often than not will be a polynomial or rational function, is the factor that approximates the exponential e h κ in the numerical solution of w ( t ) = κ w ( t ). In the exact solution w ( t i + 1 ) = e h κ w ( t i ), in the numerical solution w i + 1 = Q ( h κ ) w i . In your scheme
w i + 1 = w i + h · ( κ w i ) = ( 1 + h κ ) w i w i + 1 = w i + h 2 ( ( κ w i ) + κ ( 1 + h κ ) w i ) = ( 1 + h κ + 1 2 ( h κ ) 2 ) w i

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