QIII.2
Differential equations
Convergence and Approximation of DE Solutions
View
We consider that the function $F$ is continuous and $y_{\text{init}} \in \Omega$. With $r > 0$, $T > 0$, $\Delta t = \frac{T}{N}$ and the sequence $(y_n)_{0 \leqslant n \leqslant N}$ as defined in question III.1, show that we can construct a unique function $\phi_N$ continuous on $[0, T]$, affine on each interval $[n\Delta t, (n+1)\Delta t]$ for all $n \in \{0, \cdots, N-1\}$ and such that $\phi_N(n\Delta t) = y_n$ for all $n \in \{0, \cdots, N\}$.