Francesco Tudisco

Associate Professor (Reader) in Machine Learning

School of Mathematics, The University of Edinburgh
The Maxwell Institute for Mathematical Sciences
School of Mathematics, Gran Sasso Science Institute JCMB, King’s Buildings, Edinburgh EH93FD UK
email: f dot tudisco at ed.ac.uk

Homework

1. Consider the differential equation $y'(x) = y(x)^2$, $y(0)=1$ and let $y_i = 1/(1-x_i)$ the exact values, i.e.\ the values of the solution $y(x)=1/(1-x)$ on the grid points, $i=0,1,2,\dots,k-1$. Apply $k$-step explicit and implicit Adams' methods and compare the local error on the next grid point $y(x_k)-y_k$.

2. Use the identities

$$(1+x)^{\alpha} = \sum_{n = 0}^{\infty} {\alpha \choose n} x^n, \qquad -\ln(1-x)=\sum_{n=0}^\infty \frac{x^n}{n}$$

to show that the coefficients

$$ \gamma_j^{\ast} = (-1)^j \int_0^1 { -\lambda + 1 \choose j} d\lambda $$

of the implicit Adams' method satisfy the recursion

$$ 0 = \gamma_{m}^\ast + \frac 1 2 \gamma_{m-1}^{\ast} + \frac 1 3 \gamma_{m-2}^\ast +\cdots + \frac 1 {m+1}\gamma_0^\ast $$