Iterative convergence of the method, Applied Statistics

Assignment Help:

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.


Related Discussions:- Iterative convergence of the method

BMI, Identify the (time, censor) pair for each of the following analyses:

Identify the (time, censor) pair for each of the following analyses:

Kolmogorov-smirnov - normal probability plot, The Null Hypothesis - H0:  Th...

The Null Hypothesis - H0:  The random errors will be normally distributed The Alternative Hypothesis - H1:  The random errors are not normally distributed Reject H0: when P-v

Descriptive statistics for every stock, Simple Linear Regression One ca...

Simple Linear Regression One calculate of the risk or volatility of an individual stock is the standard deviation of the total return (capital appreciation plus dividends) over

Statistical definition of probability, Statistical Definition of probabilit...

Statistical Definition of probability: Ques: (a) (i)  Distinguish Statistical Definition of probability from the Classical Definition.                  (ii) State the A

Hypothesis, What is a null hypothesis? ..

What is a null hypothesis? ..

Determine the closed loop speed transfer function, In the case of permanent...

In the case of permanent magnet DC motor whose stator consists of a permanent magnet we can take the field current to be constant (i.e. a constant magnetic field) and it can be sho

Applications of standard error, Applications of Standard Error   ...

Applications of Standard Error   Standard Error is used to test whether the difference between the sample statistic and the population parameter is significant or is d

Standard deviation for grouped data, Grouped data  For ...

Grouped data  For grouped data, the formula applied is  σ = Where f = frequency of the variable, μ= population mea

Advantages of mode, Advantages By definition, mode is the most typic...

Advantages By definition, mode is the most typical or representative value of a distribution. Hence, when we talk of modal wage, modal size of shoe or modal size of family i

Find the backward induction equilibrium, A rightist incumbent (player I) an...

A rightist incumbent (player I) and a leftist challenger (player C) run for senate. Each candidate chooses among two possible political platforms: Left or Right. The rules of the g

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd