More Numerical Integration Stability

Calculus Level 5

Consider the following implicit numerical integration method. The ( n ) (n) superscript (with parentheses) in the sum denotes the n n th time derivative of the function x x , and the n n superscript (without parentheses) denotes raising Δ t \Delta t to the power of n n .

x k = x k 1 + Σ n = 1 n = 5 x k ( n ) ( Δ t ) n \large{x_k = x_{k-1} + \Sigma_{n=1}^{n=5} \, x_k^{(n)} (\Delta t)^n}

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?

Bonus: Plot the "divergence region" associated with the requested area


The answer is 0.6633.

This section requires Javascript.
You are seeing this because something didn't load right. We suggest you, (a) try refreshing the page, (b) enabling javascript if it is disabled on your browser and, finally, (c) loading the non-javascript version of this page . We're sorry about the hassle.

0 solutions

No explanations have been posted yet. Check back later!

0 pending reports

×

Problem Loading...

Note Loading...

Set Loading...