Question

he ordinary differential equation  d y d t = π y subject to an initial condition y(0) = 1 is solved numerically using the following scheme :

y ( t n + 1 ) y ( t n ) h = π y ( t n )

where h is the time step, tn = nh, and n = 0, 1, 2, .... This numerical scheme is stable for all values of h in the interval ______.

Options :

  1. 0 < h < 2 π

  2. 0 < h < 1

  3. 0 < h < π 2  

  4. for all h > 0

Show Answer

Answer :

0 < h < π 2  

Solution :

Given scheme is

y ( t n + 1 ) y ( t n ) h = π y ( t n )

d y d t = π y

From the scheme,

⇒ y(tn+1) – y(tn) = - πh y(tn)

⇒ y(tn+1) = y(tn) (1 - πh)

y ( t n + 1 ) y ( t n ) = 1 π h

The scheme will be stable if  | y n + 1 y n | < 1 , as the series will converge

⇒ |1 – πh| < 1

⇒ -1 < 1 – πh < 1

⇒ - 2 < - πh < 0

⇒ 0 < πh < 2;

⇒ 0 < h < 2/π;

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