Implicit Modified Euler

Calculus Level 3

Consider the implicit modified Euler numerical integration technique. The difference between this and its explicit counterpart is that the "dot" and "double-dot" terms have the "k" subscript instead of the "k-1" subscript.

x k = x k 1 + x ˙ k Δ t + x ¨ k ( Δ t ) 2 \large{x_k = x_{k-1} + \dot{x}_k \, \Delta t + \ddot{x}_k \, (\Delta t)^2 }

Suppose we use this to discretely approximate the following continuous-time signal:

x ( t ) = e α t \large{x(t) = e^{\alpha t}}

In the above equation, α \alpha is a complex number. Define "stability" as the following being true for all processing steps:

x k x k 1 < 1 \large{\Big| \frac{x_k}{x_{k-1}} \Big| < 1}

For Δ t = 1 \Delta t = 1 , how much area in the complex α \alpha plane is NOT included in the stability region?

Note: Even if the numerical results are "stable" (non-divergent), that doesn't necessarily mean that they are correct
Bonus: What do you notice about the stability properties of the implicit method, relative to the explicit method?


The answer is 1.395.

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