Past exam of the mathematics course of the University of Cambridge / 2016 / ia / Paper 2 / 1A / c

Divide the second-order difference equation by $h^2$ and set $x=nh$. The first quotient is a central finite difference approximation to $y^{\prime \prime }(x)$; the quotient $(y_{n+1}-y_{n-1})/(2h)$ approximates $y^{\prime }(x)$. Their Taylor series errors are $O(h^2)$ for a sufficiently smooth function. This is therefore a finite difference method for the second-order linear differential equation in part (a).

At a fixed $x\ge 0$, take $h\to 0$ with $n=x/h$ integral. Since $\log r_{-}=-2h+O(h^3)$, the exact bounded discrete solution satisfiesLikewise $(1-2h{)}^{x/h}\to e^{-2x}$. The decay selected by boundedness in the linear recurrence relation becomes exactly the decay selected by boundedness in the ordinary differential equation.