Problem 3
Convert the higher-order ordinary differential equation to a first-order system of equations. (a) \(y^{\prime \prime}-t y=0\) (Airy's equation) (b) \(y^{\prime \prime}-2 t y^{\prime}+2 y=0\) (Hermite's equation) (c) \(y^{\prime \prime}-t y^{\prime}-y=0\)
Problem 5
Show that the Implicit Trapezoid Method (6.89) is a second-order method.
Problem 11
Find a second-order, two-step implicit method that is weakly stable.
Problem 12
The Milne-Simpson Method is a weakly stable fourth-order, two-step implicit method. Are there any weakly stable third-order, two-step implicit methods?
Problem 15
(a) Use the matrix formulation to find the conditions on \(a_{i}, b_{i}\) required for a fourth-order, three-step implicit method. (b) Use the conditions to derive the Adams-Moulton Three-Step Method. (c) Show that the Adams-Moulton Three-Step Method is strongly stable.