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Numerical Analysis II, Exam End Term Spring 2017
... ∈ [0, T ] x(0) = x0 ∈ R (1.1) with f ∈ C∞ subject to the Lipschitz condition |f(t, x) − f(t, y)| ≤ C|x ... − y| for ∀x, y ∈ R, ∀t ∈ [0, T ]. We use the following numerical scheme for (1.1): xk+ 1 = xk− 1 + 2∆tf ... ∈ [0, T ] x(0) = x0 ∈ R (1.1) with f ∈ C∞ subject to the Lipschitz condition |f(t, x) − f(t, y)| ≤ C|x ... − y| for ∀x, y ∈ R, ∀t ∈ [0, T ]. We use the following numerical scheme for (1.1): xk+ 1 = xk− 1 + 2∆tf ...
