PHYSICS · Multi-part · Fermi University Physics · Mathematical Methods for Physics · Ordinary differential equations · Numerical and computational mathematics
Error, Chance and the Machine, Ch Ordinary differential equations: order, stability and stiffness
Problem
The nonlinear decay y′=−y3, y(0)=2, is advanced by one backward Euler step of size h=0.1s. This requires solving the implicit equation g(y1)≡y1+hy13−y0=0 for y1 by Newton's method, starting from the initial guess y1(0)=y0=2.
((a)) Write down g′(y1).
((b)) Perform two Newton iterations and give y1 to four significant figures, quoting the residual g(y1) as a check.