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Question -
Let M ∈ Rmxm be a negative semi-definite matrix, xTMx ≤ 0 for x ∈ Rm. Consider the initial value problem
(i) Show that the Euclidean norm ||y(·)|| is a decreasing function.
(ii) With the usual notation, consider the approximations yn, n ≥ 0, produced by the implicit Euler method with a fixed time-step h > 0. Show that the implicit Euler method mimics the continuous problem, in the sense that ||yn+1|| ≤ ||yn||, n ∈ N.
(iii) Consider the approximations yn, n ≥ 0, produced by the trapezoidal method with a fixed time-step h > 0. Show that the method mimics the continuous problem, in the sense that ||yn+1|| ≤ ||yn||, n ∈ N.
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