Scalar absolute stability and Euler steps
On y′=λy with fixed h>0, a one-step method y_(k+1)=R(hλ)y_k is absolutely stable for a nonzero start exactly when |R(hλ)|≤1; strict inequality yields decay.
Key knowledge
On y′=λy with fixed h>0, a one-step method y_(k+1)=R(hλ)y_k is absolutely stable for a nonzero start exactly when |R(hλ)|≤1; strict inequality yields decay. Forward Euler has R(z)=1+z and region |1+z|≤1, so real λ<0 requires h≤2/|λ|.
Conditions and scope
- This uses bounded-step growth on the scalar constant-coefficient test problem.
- Long-time fixed-step stability differs from convergence as h→0 on a fixed finite interval.
Sources · 1
References
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Evidence and review
Definitions11.3.1–2, Example11.3.1 equations11.3.5–7 and Example11.3.4; boundedness versus decay checked by geometric powers.
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