Euler’s Method — Question 9

PDF ↗

Question 9

Consider y′=−0.1yy'=-0.1y, y(0)=1y(0)=1, with Euler step h=1h=1. Let ZnZ_n be the exact-arithmetic Euler sequence. A second implementation rounds each new value to the nearest tenth immediately after each step, calling the result YnY_n. Use decimal rounding with ties away from zero; in particular, 0.450.45 rounds to 0.50.5. Assume the stated decimal rule is applied exactly, rather than relying on binary floating-point tie behavior.

Tasks

  1. Derive the exact-arithmetic and rounded recurrences. Tabulate YnY_n for n=0,1,…,8n=0,1,\ldots,8 and compare its eventual behavior with ZnZ_n and the exact solution.

  2. Find every nonnegative multiple of 0.10.1 that is a fixed point of the rounded update.

  3. Writing each rounding error as ρn\rho_n, derive an error recurrence for Dn=Yn−ZnD_n=Y_n-Z_n and prove |Dn|≤0.5(1−0.9n)|D_n|\le 0.5(1-0.9^n).

  4. Explain why a stable Euler amplification factor does not force a repeatedly rounded computation to converge to the true equilibrium. Distinguish rounding at every step from rounding only the reported final answer.

Original worksheet page 1: question and worked solution for 2-9-009
Show solutionHide solution

Question 9 – Solution

Strategy. Treat rounding as a new perturbation at each step; it can create fixed points absent from the exact-arithmetic recurrence.

Step 1: Compute both updates. Exact Euler gives Zn+1=0.9ZnZ_{n+1}=0.9Z_n, so Zn=0.9nZ_n=0.9^n. The rounded implementation uses Yn+1=round⁡0.1(0.9Yn)Y_{n+1}=\operatorname{round}_{0.1}(0.9Y_n) and yields n012345678Yn1.00.90.80.70.60.50.50.50.5\begin{array}{c|rrrrrrrrr} n&0&1&2&3&4&5&6&7&8\\\hline Y_n&1.0&0.9&0.8&0.7&0.6&0.5&0.5&0.5&0.5 \end{array} Once it reaches 0.50.5, its unrounded next value is 0.450.45, which rounds back to 0.50.5. Both ZnZ_n and the exact solution e−0.1te^{-0.1t} tend to zero, whereas this implementation stays at 0.50.5.

Step 2: Identify all spurious fixed points. Write a nonnegative grid value as Y=k/10Y=k/10, with integer k≥0k\ge 0. In units of one tenth, the unrounded update is 0.9k0.9k. For k>0k>0, rounding back to kk occurs exactly when k−12≤0.9k<k+12,k-\tfrac 12\le 0.9k<k+\tfrac 12, which reduces to k≤5k\le 5. Zero is also fixed. Thus the complete set is 0,0.1,0.2,0.3,0.4,0.5.\boxed{0,\ 0.1,\ 0.2,\ 0.3,\ 0.4,\ 0.5}.

Step 3: Bound accumulated rounding. Writing Yn+1=0.9Yn+ρnY_{n+1}=0.9Y_n+\rho_n gives |ρn|≤0.05|\rho_n|\le 0.05. Therefore Dn+1=0.9Dn+ρn,D0=0,D_{n+1}=0.9D_n+\rho_n,\qquad D_0=0, so |Dn|≤0.05∑j=0n−10.9j=0.5(1−0.9n).\boxed{|D_n|\le 0.05\sum_{j=0}^{n-1}0.9^j =0.5(1-0.9^n)}. This bound approaches a nonzero limit, consistent with the observed plateau.

Step 4: Interpret the stable but biased computation. A factor 0.90.9 damps old perturbations, but fresh rounding occurs at every step and can balance the intended decrease. Stability does not remove continually injected errors. Rounding only the final reported answer would leave the preceding exact-arithmetic Euler trajectory unchanged and would introduce only one final reporting error, rather than altering subsequent slopes.

Original worksheet page 2: question and worked solution for 2-9-009

Original worksheet layout. Use Enlarge or open the PDF for a closer view.