MathCastle
Differential EquationsChallengeNumerical Methods: Euler to Runge–Kutta

Numerical Methods: Euler to Runge–Kutta · Challenge problem

Euler's method is applied to the linear system x′=Ax\mathbf{x}' = A\mathbf{x} where AA has eigenvalues −1±2i-1 \pm 2i. The iterates stay bounded for every initial vector exactly when ∣1+hλ∣≤1|1 + h\lambda| \le 1 for both eigenvalues λ\lambda. What is the largest step size hh for which this holds? Express your answer as a common fraction.