A relationship between the modified Euler method and e (Q1070754)

For the differential equation \(y'=f(x,y)\) with \(f(x,y)=y\) subject to \(y(x_ 0)=y_ 0\) the generalized modified Euler method gives the sequence of solutions \(y_ n=[1+1/(n-1+p)]^ n\), where \(y_ n=y(x_ n)\), \(x_ n=x_ 0+nh\), p is a parameter, that clearly approaches e. Investigating the rapidity of convergence, the fastest convergence is shown to be if the parameter \(p=\), the case of the standard modified Euler method. The problem is similarly examined for \(f=Ay\) (it corresponds to \(e^ A)\) and \(f=x^ m\), \(m=0,1,2..\).