Question
he ordinary differential equation subject to an initial condition y(0) = 1 is solved numerically using the following scheme :
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 :
0 < h < 1
for all h > 0
Answer :
Solution :
Given scheme is
From the scheme,
⇒ y(tn+1) – y(tn) = - πh y(tn)
⇒ y(tn+1) = y(tn) (1 - πh)
The scheme will be stable if , as the series will converge
⇒ |1 – πh| < 1
⇒ -1 < 1 – πh < 1
⇒ - 2 < - πh < 0
⇒ 0 < πh < 2;
⇒ 0 < h < 2/π;
Copyright © 2025 Test Academy All Rights Reserved