MathCastle
Differential EquationsSuperchallengeNumerical Methods: Euler to Runge–Kutta

Numerical Methods: Euler to Runge–Kutta · Superchallenge problem

The leapfrog method yn+1=yn−1+2h f(tn,yn)y_{n+1} = y_{n-1} + 2h\,f(t_n, y_n) is applied to y′=−yy' = -y with h=1nh = \dfrac{1}{n}. Its general solution is yk=Aξ1 k+Bξ2 ky_k = A\xi_1^{\,k} + B\xi_2^{\,k}, where ξ1>0\xi_1 > 0 is the root of the characteristic equation that approximates e−he^{-h} and ξ2\xi_2 is the other (parasitic) root. Find lim⁡n→∞∣ξ2∣nξ1 n\displaystyle\lim_{n \to \infty} \dfrac{|\xi_2|^n}{\xi_1^{\,n}}, the factor by which the parasitic mode outgrows the true one over the time interval [0,1][0, 1].