Does improved Euler method fail when we increase step size?meaning does it give worse answer than standard Euler method when our step size is big?

beefypy

beefypy

Answered question

2022-10-15

Does improved Euler method fail when we increase step size?meaning does it give worse answer than standard Euler method when our step size is big?

Answer & Explanation

ohhappyday890b

ohhappyday890b

Beginner2022-10-16Added 12 answers

Let's do the first step. For the ODE y = y, for which the solution is monotically decreasing towards 0, the transition from y 0 to y 1 with step size h is
Euler forward
y y 1 = y 0 + h f ( y 0 ) = ( 1 h ) y 0 which becomes unstable for h 2.
Improved Euler
y 1 = y 0 + h · f ( y 0 + h / 2 · f ( y 0 ) ) = y 0 h · ( y 0 h / 2 · y 0 ) = ( 1 h + h 2 / 2 ) · y 0
Now explore when | 1 h + h 2 / 2 | 1

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