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NUMERICAL STABILITY; IMPLICIT METHODS

NUMERICAL STABILITY; IMPLICIT METHODS

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If a numerical method has no restrictions on in order to have y n!0 as n !1, we say the numerical method is A-stable. THE BACKWARD EULER METHOD Expand the function Y(x) as a linear Taylor polynomial about x n+1: Y(x) = Y(x n+1) + (x x n+1)Y0(x n+1) + 1 2 (x x n+1) 2 Y00( n) with n between x and x n+1. Let x = x

  Methods, Stability, Numerical, Implicit, Numerical stability implicit methods

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