Loading [MathJax]/extensions/TeX/boldsymbol.js
\newcommand{\uex}{{u_{\small\mbox{e}}}}
\newcommand{\Aex}{{A_{\small\mbox{e}}}}
\newcommand{\half}{\frac{1}{2}}
\newcommand{\Oof}[1]{\mathcal{O}(#1)}
Step 2: Fulfilling the equation at discrete time points
- The ODE holds for all t\in (0,T] (infinite no of points)
- Idea: let the ODE be valid at the mesh points only (finite no of points)
\begin{equation}
u'(t_n) = -au(t_n),\quad n=1,\ldots,N_t
\tag{3}
\end{equation}
