In: Advanced Math
Euler’s method
Consider the initial-value problem y′ = −2y, y(0) = 1. The analytic solution is y(x) = e−2x . (a) Approximate y(0.1) using one step of Euler’s method. (b) Find a bound for the local truncation error in y1 . (c) Compare the error in y1 with your error bound. (d) Approximate y(0.1) using two steps of Euler’s method. (e) Verify that the global truncation error for Euler’s method is O(h) by comparing the errors in parts (a) and (d).