MathCastle
Differential EquationsSuperchallengeNumerical Methods: Euler to Runge–Kutta

Numerical Methods: Euler to Runge–Kutta · Superchallenge problem

The eigenvalue problem −y′′=λy-y'' = \lambda y on [0,1][0, 1] with y(0)=y(1)=0y(0) = y(1) = 0 has smallest eigenvalue π2\pi^2. Discretise it on the grid xj=jNx_j = \dfrac{j}{N} (h=1Nh = \dfrac1N) by replacing −y′′(xj)-y''(x_j) with −yj+1+2yj−yj−1h2\dfrac{-y_{j+1} + 2y_j - y_{j-1}}{h^2} for j=1,…,N−1j = 1, \ldots, N - 1, with y0=yN=0y_0 = y_N = 0. This is an (N−1)×(N−1)(N - 1) \times (N - 1) matrix eigenvalue problem; let ΛN\Lambda_N be its smallest eigenvalue. Find lim⁡N→∞N2(π2−ΛN)\displaystyle\lim_{N \to \infty} N^2\left(\pi^2 - \Lambda_N\right).