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ExampleConstruction: AI-generatedVerification: AI-generatedPipeline-generatedjudge pass (gpt-6-luna)
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Phi functions at zero require no matrix division

Statement

For A=0, g(t,y)=t, y(0)=0, and a step h>0, compute the exponential-Euler and ETD2 steps directly from the series values φ1(0)=1 and φ2(0)=1/2. The ETD2 step is exact, while exponential Euler returns zero.

Facts & Assumptions

Given: The scalar IVP and exact method maps of Exponential Euler and the two-stage ETD2 step maps.

[F1]

The phi-function family by everywhere-convergent series and The scalar and matrix phi series converge absolutely: at zero, φ1(0)=1, φ2(0)=1/2, and e0=1, directly from the convergent series.

[F2]

Exponential Euler and the two-stage ETD2 step maps: the ETD2 predictor is exponential Euler and its correction uses φ1−φ2 and φ2.

Verification

1.1givenF3algebra

By [F3], the exact solution is y(t)=∫0ts ds=t2/2, so y(h)=h2/2.

2.1F1F2step 1.1algebra

Since A=0, ehA=1 and g(0,y(0))=0. The exponential-Euler step is therefore 0+hφ1(0)0=0, and its predictor for ETD2 is also a=0.

3.1F1F2step 1.1step 2.1algebra∎

At the ETD2 endpoint, g(h,a)=h. Its update is 0+h(φ1(0)−φ2(0))0+hφ2(0)h=h2/2, which equals the exact value from step 1.1. This calculation evaluates φk(0) from the series and never divides by A or its eigenvalues.

Depends on

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