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Undergraduate · Advanced · 16 minute lesson

Check whether a numerical decay method actually decays

Derive the step-size stability condition for forward Euler.

Lesson 88 of 100 in Undergraduate. Take the time you need; the lesson estimate is a guide.

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01 · Read and understand

What you will learn

  • Derive the step-size stability condition for forward Euler.
  • Justify the conclusion "0<h<0.4 gives decay; 0<h≤0.2 avoids sign alternation" using the stated assumptions.

Before you start

Euler's method and geometric sequences.

Keep paper nearby. Read the question once for the context, then again to identify what is known and what you need to find.

Start with a question

Apply forward Euler to y′=−5y and determine when errors decay.

Why this math matters

Derive the step-size stability condition for forward Euler. This worked micro-lesson connects a precise mathematical condition to a conclusion you can check. The transfer task asks you to change the setting and decide which parts of the reasoning still apply.

An advanced mathematics workspace with geometric models and research notes
Make a representation of your own.Sketch the quantities or relationships in this question before working through the solution. The cover image sets the learning scene; it does not show this problem’s exact values.

Set up the model

A useful answer starts with clear assumptions:

  • The timestep h is positive and constant.
  • The test equation is solved without roundoff for this analysis.

02 · Work through the example

Follow the reasoning, one step at a time.

Try to predict the next step before reading it. After each calculation, explain why the operation makes sense and how it helps answer the original question.

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See this example unfold.

The complete worked example, one idea at a time.

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Check whether a numerical decay method actually decays

Paused

Question: Start with the question. Paused.

Question

Start with the question

Apply forward Euler to y′=−5y and determine when errors decay.

Before you calculate

Read what is known and what you need to find. Make a prediction before moving to the first calculation.

Starts paused. Play advances through the full text at a reading pace; pause whenever you need more time. Previous, Next, and the phase buttons let you set your own pace. Playback pauses when this walkthrough leaves the screen or you switch tabs.

Your device’s reduced-motion setting keeps each phase still. Manual controls remain available. The full written solution stays below.

  1. Build the model

    yₙ₊₁=yₙ+h(−5yₙ)=(1−5h)yₙ

    Each step multiplies the state and its linear perturbation by one factor.

  2. Work through the mathematics

    |1−5h|<1

    Decay requires the amplification factor to lie strictly inside the unit circle.

  3. Check the conclusion

    0<h<0.4 gives decay; 0<h≤0.2 avoids sign alternation

    A stable method can still produce oscillating approximations when the factor is negative.

The result

0<h<0.4 gives decay; 0<h≤0.2 avoids sign alternation

A stable method can still produce oscillating approximations when the factor is negative.

Common mistakes to catch

  • A method's consistency does not guarantee stability for a chosen step.
  • Qualitative decay can fail even when the differential equation is simple.

03 · Practice independently

Try it before revealing the answer.

Use paper or a calculator as needed. Write your units and reasoning, then open the hint or explanation to check your approach.

Practice 1

What happens at h=0.5?

Show a hint

Compute the amplification factor.

Reveal answer and explanation

Magnitudes grow by factor 1.5 per step with alternating sign

The factor is −1.5, although the true solution decays.

Practice 2

What happens at h=0.4?

Show a hint

The factor equals −1.

Reveal answer and explanation

No decay; values alternate

This is the stability boundary, not strict decay.

Take the idea with you

Select a timestep based on the fastest decay scale in a model.

04 · Reflect and continue

Can you explain it in your own words?

Before moving on, explain the main idea without looking at the worked example. Try both practice questions, check your reasoning, and name one mistake you now know how to avoid. Return to a step if you still need support.

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Up next: Use a midpoint slope to improve one numerical step

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