Numerical methods for systems of differential equations

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mkerikss
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Homework Statement


Consider the implicit (not actually sure wether that's the correct english word, my material is in Finnish and I'm Swedish-speaking :smile:) method
xj+1=xj+h/2(f(tj,xj)+f(tj+h,xj+1))

a)Write an appropriate Runge-Kutta scheme
b) What is the methods rank when we use the equation x'=ax ? I have absolutely no clue if rank is the correct word but it is a number that describes some kind of order. Unfortunately I can't describe it better than that because I don't really know what it is and that is one of my questions.
c)What is the methods stability area?

The Attempt at a Solution



In a), I'm not sure if the different numerical methods have different schemes, but one I've used in an earlier exercise is

__t____________t1_____t2_______tn
x1
x2
:
:
xn

Is this correct?

In b), I'm really lost. I've figured out that x'=f(x)=ax. The one previous time I've done an exercise about "rank" the solution was to use Taylor expansions, and then all x, x', x'' eventually disappeared, which if I recall correctly implies that the rank is 2. But I have no idea how to do that in this particular exercise.

I've also seen one example of calculating stability areas. Just to check that I have understood correctly, does this mean that I can write an equation where xj+1=Anx0, solve A:s eigenvalues and their absolute values have to be <1. Then I can solve h. Or is this a different situation?

Thanks for your help!
 
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Anyone? I'm preparing for a test tomorrow and would appreciate your help :smile: