Iterative convergence of the method, Applied Statistics

You are given the differential equation dy/dx = y' = f(x, y) with initial condition y(0 ) 1 = . The following numerical method is also given:

588_Iterative convergence of the method.png

where  fn = f( xn , yn) =  f(nh, yn) x , y f nh, y = =  and  h is the integration step.

(a)  Is this an explicit or implicit method? Explain you answer.

(b) Find an expression for local error of this method.

(c)  If one takes  f = - σy (where σ > 0 and constant) is this method stable? Prove your answer mathematically.  

(d) What is the condition for the iterative convergence of the method (when f = - σy )? Show that fulfillment of the condition for stability of the method assures iterative convergence.

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