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Differential EquationsSuperchallengeNumerical Methods: Euler to Runge–Kutta

Numerical Methods: Euler to Runge–Kutta · Superchallenge problem

Euler's method with nn equal steps on y′=yy' = y, y(0)=1y(0) = 1, over [0,1][0, 1] gives En=(1+1n)nE_n = \left(1 + \dfrac{1}{n}\right)^n. Its error has an expansion En=e−e2n+Cn2+O ⁣(1n3)E_n = e - \dfrac{e}{2n} + \dfrac{C}{n^2} + O\!\left(\dfrac{1}{n^3}\right). Find CC, i.e. lim⁡n→∞n2(En−e+e2n)\displaystyle\lim_{n \to \infty} n^2\left(E_n - e + \dfrac{e}{2n}\right).