diff --git a/content/GA_1_5/Analysis_solution.ipynb b/content/GA_1_5/Analysis_solution.ipynb index 399b52b8a010d1ac256dc8a4a05cdeae957c8220..29ac086181f1df98e865e4d0d5630b96be18bf2f 100644 --- a/content/GA_1_5/Analysis_solution.ipynb +++ b/content/GA_1_5/Analysis_solution.ipynb @@ -491,14 +491,29 @@ "<p>\n", "<b>Solution:</b> \n", "\n", - "For backward euler we need to evaluate at $x_{i-1}$ around $x_{i}$. This yields the following Taylor approximation: \n", + "For backward euler we need to evaluate at $x_{i-1}$ around $x_{i}$ and $x_{i-2}$ around $x_{i}$. This yields the following Taylor approximation: \n", "\n", "$$\n", - "f(x_{i-1})\\approx f(x_{i})+(x_{i-1}-x_i)\\frac{\\partial f(x_{i})}{\\partial x} + \\mathcal{O}(x_{i-1}-x_i)^2\n", + "f(x_{i-1})\\approx f(x_{i})+(x_{i-1}-x_i)\\frac{\\partial f(x_{i})}{\\partial x} +\\frac{(x_{i-1}-x_i)^2}{2}\\frac{\\partial^2 f(x_i)}{\\partial x^2}+\\mathcal{O}(x_{i-1}-x_i)^3\n", "\\newline\\newline\n", - "\\frac{\\partial f(x_{i})}{\\partial x}\\approx \\frac{f(x_{i-1})-f(x_{i})}{x_{i-1}-x_i} + \\mathcal{O}(x_{i-1}-x_i)^2\n", + "f(x_{i-2})\\approx f(x_{i})+(x_{i-2}-x_i)\\frac{\\partial f(x_{i})}{\\partial x} +\\frac{(x_{i-2}-x_i)^2}{2}\\frac{\\partial^2 f(x_i)}{\\partial x^2}+\\mathcal{O}(x_{i-2}-x_i)^3\n", "\\newline\\newline\n", - "\\frac{\\partial f(x_{i})}{\\partial x}\\approx \\frac{f(x_{i})-f(x_{i-1})}{x_i-x_{i-1}} + \\mathcal{O}(x_{i-1}-x_i)^2\n", + "$$\n", + "we set $\\Delta x = x_i - x_{i-1}$, which also means: $2\\Delta x = x_i - x_{i-2}$\n", + "$$\n", + "f(x_{i-1})\\approx f(x_{i})-\\Delta x\\frac{\\partial f(x_{i})}{\\partial x} +\\frac{\\Delta x^2}{2}\\frac{\\partial^2 f(x_i)}{\\partial x^2}+\\mathcal{O}(\\Delta x)^3\n", + "\\newline\\newline\n", + "f(x_{i-2})\\approx f(x_{i})-2\\Delta x\\frac{\\partial f(x_{i})}{\\partial x} +\\frac{4\\Delta x^2}{2}\\frac{\\partial^2 f(x_i)}{\\partial x^2}+\\mathcal{O}(\\Delta x)^3\n", + "\\newline\\newline\n", + "$$\n", + "We multiply the first expression by 4 and subtract the second expression:\n", + "\n", + "$$\n", + "4f(x_{i-1})-f(x_{i-2})\\approx (4-2)f(x_{i})-(4-2)\\Delta x\\frac{\\partial f(x_{i})}{\\partial x} +(4-4)\\frac{\\Delta x^2}{2}\\frac{\\partial^2 f(x_i)}{\\partial x^2}+\\mathcal{O}(\\Delta x)^3\n", + "\\newline\\newline\n", + "3f(x_i)-4f(x_{i-1})+f(x_{i-2}) \\approx \\frac{\\partial f(x_{i})}{\\partial x} \n", + "\\newline\n", + "\\frac{3f(x_i)-4f(x_{i-1})+f(x_{i-2})}{2\\Delta x} \\approx \\frac{\\partial f(x_{i})}{\\partial x}+\\mathcal{O}(\\Delta x)^2\n", "$$\n", "\n", "</p>\n",