Centered two-step discretization of exponential decay

ID: centered-two-step-discretization-of-exponential-decay

Replacing the derivative in by a central finite difference gives . Its principal root is , while the parasitic amplification root is . On a fixed time interval, converges uniformly to exactly when and . A fixed nonzero parasitic amplitude alternates between two incompatible limits, but a vanishing starting error can converge despite the root's modulus exceeding one. This distinguishes fixed-time numerical convergence from long-time absolute stability.

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