Show that the local truncation error for Ralston's method is $O(h^3)$

1.1k Views Asked by At

Here I have to show that the local truncation error for Ralston's method is $O(h^3)$ using a Taylor expansion of two variables, and then compare this with an appropriate taylor series method.


My attempt:

The taylor series expansion of two variables is:

$f(x+h,y+h)= f(x,y)+(h\frac{\partial}{\partial x}+k\frac{\partial}{\partial y})f(x,y)+\frac{1}{2}(h^2\frac{\partial^2}{\partial x^2}+2hk\frac{\partial^2}{\partial x\partial y}+k^2\frac{\partial^2}{\partial y^2})f(x,y)+O(h^3)\ (?)$

The local truncation error is then the error between the exact solution and the approximation in one step of the method... don't know what to do though

1

There are 1 best solutions below

0
On BEST ANSWER

You need the Taylor expansion of $$y(x+h)=y(x)+f(x,y(x))h+\tfrac12(f_x+f_yf)h^2+...$$

Then compare with the Taylor expansions of \begin{align} k_1&=f(x,y),\\ k_2&=f(x+\tfrac23h,y+\tfrac23hk_1),\\ y_{+1}&=y+h(\tfrac14k_1+\tfrac34k_2). \end{align} Because of the factor $h$ in the last line you only need the linear expansion of the second line (the first does not contain any $h$) $$ k_2=f+f_x\,\tfrac23h+f_y\,\tfrac23hk_1+O(h^2)=f+\tfrac23(f_x+f_yf)h+O(h^2) $$ to confirm the identity up to order $O(h^3)$ with the Taylor expansion of $y(x+h)$, $$ y_{+1}=y+h(\tfrac14k_1+\tfrac34k_2)=y+fh+\tfrac34\tfrac23(f_x+f_yf)h^2+O(h^3). $$ If you want to compute the first coefficient of the error term, you need one degree more in the Taylor expansions.