Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 341 / 1

Differentiate the squared Euclidean norm and use the skew-symmetric matrix identity $A^T=-A$:Thus $\Vert \mathbf{y}(t){\Vert }_2^2$ is constant, and continuity of the nonnegative square root gives

Set $\overline{\mathbf{y}}=({\mathbf{y}}_n+{\mathbf{y}}_{n+1})/2$. The implicit midpoint rule readsTaking the inner product with ${\mathbf{y}}_{n+1}+{\mathbf{y}}_n=2\overline{\mathbf{y}}$ givesThe last equality again follows from skew-symmetry. Mathematical induction therefore yields

Write $A_n=A({\mathbf{y}}_n)$. The trapezoidal rule isTaking the inner product with ${\mathbf{y}}_{n+1}+{\mathbf{y}}_n$ givesThe two quadratic terms vanish because each $A_j$ is skew-symmetric. Moreover ${\mathbf{y}}_{n+1}^T{A}_n{\mathbf{y}}_n=-{\mathbf{y}}_n^T{A}_n{\mathbf{y}}_{n+1}$. HenceUnlike the implicit midpoint rule, the trapezoidal rule evaluates $A$ at two different states, so the mixed terms need not cancel.