I'm doing some numerical lin.alg work that requires me to work by hand. I'm having trouble with the following question:-
Consider the IVP
*U is some constant
We wish to nd the solution at a given, xed value of x > 0 using a forward-Euler method. To this end we divide the interval [0; x] into n equally spaced intervals of length h = x=n and use the forward-Euler scheme
The question I'm struggling with is the following:
Show that the forward Euler scheme implies that = and hence,
Anyone got any tips, a start or something so that I can get through this question? I'm just completely lost with it.