Bounded-root stability set of the symmetric two-derivative formula
ID: bounded-root-stability-set-of-the-symmetric-two-derivative-formula
For the symmetric two-step two-derivative formula, the closed-disk root condition for a multistep method fails off the imaginary axis. Positive real part makes the product of root moduli exceed one; negative real part fails the complex quadratic Schur criterion, as in the empty strict decay domain of the symmetric two-derivative formula proof. On , write and set . The amplification polynomial becomes . Its two roots are distinct and on the unit circle exactly when , or . Thus the bounded-root set consists of the imaginary intervals and , including and excluding the double-root endpoints. In particular, the set is unbounded. Unit-modulus oscillations are bounded but do not tend to zero.
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