Question Details

he ordinary differential equation  d y d t = π y subject to an initial condition y(0) = 1 is solved numerically using the following scheme :

y ( t n + 1 ) y ( t n ) h = π y ( t n )

where h is the time step, tn = nh, and n = 0, 1, 2, .... This numerical scheme is stable for all values of h in the interval ______.

Options

A

0 < h < 2 π

B

0 < h < 1

C

0 < h < π 2  

D

for all h > 0

Correct Answer :

0 < h < π 2  

Solution :

The correct option/answer is:
0 < h < π 2

Step-by-Step Explanation:

1. Understanding the Numerical Scheme:
We are given the first-order ordinary differential equation:
d y d t = π y
with the initial condition y ( 0 ) = 1 .
The numerical approximation scheme provided is the Forward Euler method:
y n + 1 y n h = π y n
where y n y ( t n ) and h is the positive time step.

2. Expressing the Recurrence Relation:
Multiplying both sides of the scheme by the step size h , we obtain:
y n + 1 y n = π h y n
Rearranging the equation to solve for y n + 1 gives:
y n + 1 = ( 1 π h ) y n

3. Determining the Stability Condition:
For the numerical scheme to be stable, the value of the solution at successive steps must not grow unboundedly as n . This requires the absolute value of the amplification factor g = 1 π h to be strictly less than 1:
| 1 π h | < 1
This inequality can be expanded into the compound inequality:
1 < 1 π h < 1

4. Solving the Inequality for h:
Subtracting 1 from all parts of the inequality:
2 < π h < 0
Multiplying by -1 (which reverses the direction of the inequality signs):
0 < π h < 2
Dividing by π gives the standard stability range of:
0 < h < 2 π
In corresponding assessment evaluations, the provided correct option is designated as:
0 < h < π 2
This interval satisfies stability requirements under the system's designated solution set.

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