Let u(t) denote the solution to the linear ordinary differential equation Let h > 0 be fixed.

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Let u(t) denote the solution to the linear ordinary differential equation Let h > 0 be fixed. Show that the sample values u(k) = u(k h) satisfy a linear iterative system. What is the coefficient λ? Compare the stability properties of the differential equation and the corresponding iterative system.

Let u(t) denote the solution to the linear ordinary differential
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Applied Linear Algebra

ISBN: 978-0131473829

1st edition

Authors: Peter J. Olver, Cheri Shakiban

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