Solution

ID: past-exam-of-the-numerical-analysis-course-of-the-university-of-oxford/2021/3/b/iii/solution

With , write and . The Backward Euler method requires
or the monic quintic polynomial equation
Construct its companion matrix
Its characteristic polynomial is . Thus the polynomial roots needed for this update are exactly the eigenvalues of .
At each step, assemble , compute its eigenvalues, for example with the QR algorithm, and choose its unique positive real eigenvalue as . To justify this selection, let
If , then , , and
The intermediate value theorem and strict monotonicity prove there is exactly one positive polynomial root, located in . Starting at therefore makes every update well defined, positive and decreasing. In numerical arithmetic, select the nearly real eigenvalue in this interval and check the polynomial residual ; a final Newton root-finding iteration can refine it. This reduces each update to the requested eigenvalue problem.

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