Numerically integrating a non-linear DE
Given a DE
for a function
with IC
. We have the numerical integration method
))
Here
is the numerical approximation of
after
equidistantial time steps
.
For this integration method I found that
yields the maximum local truncation error and that the multiplication factor
. A stable integration is possible for
and
. Now I'm given the non-linear DE
with IC:
. We can write this as a system of two first order DEs
 \\<br />
x_2' =& -\tan^{-1}x_1 &= f_2(t,x_1,x_2)<br />
\end{array})
Now I have to give a boundary for the time step
in which the method is stable in the neighbourhood of the ICs and to give the value of
for which a stable integration is impossible. I started finding the eigenvalues
, but I'm stuck there really.