Solving an initial-value-problem with the mid-point-rule

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a): We have the initial-value-problem $y'=-y$, $y(0)=0$ and the interval $[0,1]$. Solve the IVP on the equidistant grid $I_h$, with $h=\frac1N$ with the mid-point-rule and give the difference equation.

b): Calculate a basis $(y^0, y^1)$ of the solution space of the difference equation

c): For the consistend choice of the initial values $y_0=h(y^1)_0$, $y_1=h(y^1)_1$ is the error of approximation of $y(1)$ not processable in a power series.

In the answer I give the solution presented in the tutorials.

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The solution given in the tutorials goes as follows:

a) The midpoint rule is given by $y_{k+2}-y_k=2hf(t_{k+1},y_{k+1})=-2hy_{k+1}$

The difference equation is $y_{k+2}+2hy_{k+1}-y_k=0$

b) The characteristic polynomial is $\rho(\lambda)=\lambda^2+2h\lambda-1$

with the two roots $\lambda_{0,1}=-h\pm\sqrt{h^2+1}$

Obviously one root is negative and one is positive, since $h<\sqrt{h^2+1}$. Let $\lambda_0>0$ and $\lambda_1<0$.

Define $(y^1)_h=\lambda_1^k$ this is oscillating since $\lambda_1<0$.

c) The initial value is $y_0=h(y^1)_0, y_1=h(y^1)_1$. The corresponding solution to the multi-step-process is therefor

$y_k=h(y^1_k)=hy_1^k$

The approximation for $y(1)$ is $y_N=h(y^1)_N=h\lambda_1^N$

$\lambda_1=-h-\sqrt{h^2+1}$

$h(y^1)_N=h(-h-\sqrt{h^2+1})^N$

Take $f(x)=\sqrt{x}$, and write

$$h(-h-\sqrt{h^2+1})=h(-h-f(h^2+1))^N$$

$$\stackrel{Taylor pol.}{=}h(-h[f(1)+f'(1)(h^2+1-1)+\mathcal{O}(h^2)^2])$$

$$=h(-h-1+\mathcal{O}(h^2))^N$$

$$=h(-h(\frac1h+1)+\mathcal{O}(h^2))^N$$

$$=h(-h(\frac1h+1))^N\cdot\mathcal{O}(h^2)^0+h\sum_{k=1}^k(-h(\frac1h+1)^N\cdot\mathcal{O}(h^2)^{N-k}\binom{N}{k}$$

$$=h(-(1+h))^N+\mathcal{O}(h^3)$$

$$=(-1)^Nh(1+\frac1N)^N+\mathcal{O}(h^3)\rightarrow h(-1)^\frac1he+\mathcal{O}(h^3)\stackrel{h\to\infty}{\rightarrow} 0$$

This is not differentiable, so you can not develop this into a taylor expansion. But neverless convergent.