Implicit Euler Scheme and stability

In summary: This shows that as $n$ increases, $\epsilon^{n+1}$ will increase, meaning the fixed point $y_n=1$ is unstable. Overall, the stability of the fixed points depends on the step size $h$, with smaller step sizes resulting in more stable fixed points.
  • #1
ra_forever8
129
0
Find the fixed points of the implicit Euler scheme
\begin{equation} y_{n+1}-y_{n}= hf(t_{n+1},y_{n+1})
\end{equation}
when applied to the differential equation $y'=y(1-y)$ and investigate their stability?
=>
implicit Euler scheme
\begin{equation} y_{n+1}-y_{n}= hf(t_{n+1},y_{n+1})
\end{equation}
$y'=y(1-y)$
\begin{equation} y_{n+1}=y_{n}+hy_{n+1}(1-y_{n+1})
\end{equation}
\begin{equation} y_{n+1}=y_{n}+hy_{n+1}-hy^2_{n+1}
\end{equation}
For fixed points
$y_{n+1}=y_{n}$
\begin{equation} y_{n}=y_{n}+hy_{n}-hy^2_{n}
\end{equation}
$y_{n}=0$ or $1$
I got problem with stability but this is what I have done
$y_{n}= \alpha +\epsilon^n$, $y_{n+1}= \alpha +\epsilon^{n+1}$,
\begin{equation} \alpha +\epsilon^{n+1}= \alpha +\epsilon^n + h (\alpha +\epsilon^{n+1})(1-\alpha -\epsilon^{n+1}) \end{equation}
\begin{equation} \epsilon^{n+1}= \epsilon^n + h (\alpha +\epsilon^{n+1})(1-\alpha -\epsilon^{n+1}) \end{equation}
When $y_{n}=0=\alpha$
\begin{equation} \epsilon^{n+1}= \epsilon^n + h \epsilon^{n+1}(1-\epsilon^{n+1}) \end{equation}
I don't what to say or do after that to determine the stability.
When $y_{n}=1=\alpha$
\begin{equation} \epsilon^{n+1}= \epsilon^n - h \epsilon^{n+1}(1+\epsilon^{n+1}) \end{equation}
same again what can say about with my answer to investigate the stability.
 
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  • #2


To determine the stability of the fixed points, we need to look at the behavior of $\epsilon^{n+1}$ as $n$ increases. If $\epsilon^{n+1}$ approaches 0 as $n$ increases, then the fixed point is stable. If $\epsilon^{n+1}$ increases or oscillates as $n$ increases, then the fixed point is unstable.

For the fixed point $y_n=0$, we can rewrite the equation as
\begin{equation}
\epsilon^{n+1}= \epsilon^n + h \epsilon^{n+1}(1-\epsilon^{n+1}) = \epsilon^n + h \epsilon^{n+1} - h \epsilon^{n+1} \epsilon^{n+1}
\end{equation}
Since $h$ is a small step size, we can assume $h\epsilon^{n+1}$ is small. Therefore, the term $h\epsilon^{n+1}\epsilon^{n+1}$ can be neglected. This gives us the equation
\begin{equation}
\epsilon^{n+1}= \epsilon^n + h \epsilon^{n+1}
\end{equation}
which can be rewritten as
\begin{equation}
\epsilon^{n+1}= (1+h)\epsilon^n
\end{equation}
This shows that as $n$ increases, $\epsilon^{n+1}$ will approach 0, meaning the fixed point $y_n=0$ is stable.

For the fixed point $y_n=1$, we can rewrite the equation as
\begin{equation}
\epsilon^{n+1}= \epsilon^n - h \epsilon^{n+1}(1+\epsilon^{n+1}) = \epsilon^n - h \epsilon^{n+1} - h \epsilon^{n+1} \epsilon^{n+1}
\end{equation}
Again, since $h$ is small, we can neglect the term $h\epsilon^{n+1}\epsilon^{n+1}$. This gives us the equation
\begin{equation}
\epsilon^{n+1}= \epsilon^n - h \epsilon^{n+1}
\end{equation}
which can be rewritten as
\begin{equation}
\epsilon^{n+1}= (1-h)\epsilon^n
\end{equation}
 

Related to Implicit Euler Scheme and stability

1. What is the Implicit Euler Scheme and how does it differ from the Explicit Euler Scheme?

The Implicit Euler Scheme is a numerical method used to solve differential equations. It differs from the Explicit Euler Scheme in that it uses backward differencing to calculate the next time step, whereas the Explicit Euler Scheme uses forward differencing. This means that the Implicit Euler Scheme is unconditionally stable, whereas the Explicit Euler Scheme may become unstable for certain values of the time step.

2. How does the Implicit Euler Scheme ensure stability?

The Implicit Euler Scheme uses backward differencing, which means that it takes into account the future value of the function in order to calculate the next time step. This ensures that the solution remains stable, even for larger time steps. Additionally, the Implicit Euler Scheme is unconditionally stable, meaning that it will always produce a stable solution regardless of the time step size.

3. What is the truncation error of the Implicit Euler Scheme?

The truncation error of the Implicit Euler Scheme is of order h^2, where h is the time step size. This means that as the time step size decreases, the truncation error also decreases. This is in contrast to the Explicit Euler Scheme, which has a truncation error of order h, meaning that the error will decrease at a slower rate as the time step size decreases.

4. Are there any limitations to using the Implicit Euler Scheme?

One limitation of the Implicit Euler Scheme is that it requires solving a nonlinear equation at each time step, which can be computationally expensive. Additionally, the Implicit Euler Scheme may not be suitable for solving stiff differential equations, as it may require a very small time step to maintain stability.

5. How does the stability region of the Implicit Euler Scheme compare to that of the Explicit Euler Scheme?

The stability region of the Implicit Euler Scheme is larger than that of the Explicit Euler Scheme. This means that the Implicit Euler Scheme can use larger time steps while still maintaining stability. However, the Implicit Euler Scheme may require more computational resources to solve at each time step.

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