
Differential Equations Ordinary and Partial Differential Equations Math Forum 
 LinkBack  Thread Tools  Display Modes 
July 29th, 2015, 11:36 AM  #1 
Newbie Joined: Jul 2015 From: Edinburgh Posts: 1 Thanks: 0  Determine the error constant of a multistep method
I have the following problem but I cannot solve part B in the way suggested by my professor in this past exam paper. I can solve it in a different way, but not in the specific way he's suggesting. Thanks a lot in advance! QUESTION: A family of multistep methods, dependent on a parameter $\displaystyle \theta\in\left[0,1/2\right]$, is given by $\displaystyle y_{n+2}4\theta y_{n+1}(14\theta)y_n=h\left[(1\theta)y_{n+2}'+(13\theta)y_n'\right]$ A) Write out the characteristic polynomials $\rho$ and $\sigma$ for this method. B) Determine the error constant for this method (it will depend on $\displaystyle \theta$) by computing the leading nonzero coefficient in the expansion of $\displaystyle \rho(e^z)z\sigma(e^z)$ in powers of $\displaystyle z$. ANSWERS: A) We have  $\displaystyle \alpha_0=4\theta1$, $\alpha_1=4\theta$, and $\alpha_2=1$  $\displaystyle \beta_0=13\theta$, $\beta_1=0$, and $\beta_2=1\theta$ This gives the characteristic polynomials:  $\displaystyle \rho(\zeta)=\zeta^24\theta\zeta+4\theta1$  $\displaystyle \sigma(\zeta)=(1\theta)\zeta^2+13\theta$ B) So I substitute and get the following: $\displaystyle e^{2z}4\theta e^{z}+4\theta1z e^{2z}+z \theta e^{2z}z+3z\theta=e^{2z}(1+z(\theta1))4\theta e^z+4\theta1z+3z\theta$ But I know I have done something wrong because it makes no sense for the next part of the exercise. I also don't get the same result when I calculate the error constant (it is $\displaystyle 5/12$) of the AdamsBashforth method using the formula given in this exercise (instead of another using another method). The AdamsBashforth is given below. $\displaystyle y_{n+2}y_{n+1}=h\left[\frac{3}{2}y_{n+1}'\frac{1}{2}y_n'\right]$ Another example, for $\displaystyle y_{n+3}+y_{n+2}y_{n+1}y_{n}=h\left(\frac{8}{3}y_{n+2}'+\frac{2}{3}y_{n+1 }'+\frac{2}{3}y_{n}'\right)$ Apparently, the example says that substituting $\displaystyle \rho(\zeta)=\zeta^3+\zeta^2\zeta1$ $\displaystyle \sigma(\zeta)=\frac{8}{3}\zeta^2+\frac{2}{3}\zeta+ \frac{2}{3}$ into $\displaystyle \rho(e^z)z\sigma(e^z)=\mathcal{O}(z^{p+1})$ gives $\displaystyle \rho(e^z)z\sigma(e^z)=\frac{1}{3}z^4+\mathcal{O}(z^{5})$ 

Tags 
constant, determine, differential equation, error, method, multistep, ode 
Thread Tools  
Display Modes  

Similar Threads  
Thread  Thread Starter  Forum  Replies  Last Post 
Determine the constant for a p.m.f.  WWRtelescoping  Algebra  7  March 2nd, 2014 12:00 PM 
FODE, Constant Variation Method  Epsilone  Real Analysis  3  September 1st, 2013 11:35 AM 
linear multistep method  moulion  Applied Math  1  May 13th, 2013 01:13 PM 
Order of a linear multistep method  lu5t  Applied Math  0  June 10th, 2012 12:54 PM 
FODE, Constant Variation Method  Epsilone  Applied Math  1  December 31st, 1969 04:00 PM 