Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2004/iii/paper-69/5/b/solution

The stability convention matters. The Cambridge numerical analysis notes define a strict linear stability domain through decay . For a multistep recurrence, robust decay requires every amplification root to lie strictly inside the unit disk. With that convention we can prove the stronger result that this method's strict linear stability domain is empty, and therefore bounded. Mere boundedness of oscillatory sequences gives a different answer, described below.
On the Dahlquist test equation, . With , the amplification polynomial of a multistep method is
Exclude , where the intended two-step update cannot be solved. If both polynomial roots have modulus below one, their product requires . But
so necessarily . The complex quadratic Schur criterion also requires
Its left-hand side equals , while for its right-hand side is only . The inequality is impossible. Thus
For comparison, the bounded-root stability set of the symmetric two-derivative formula is unbounded. On , rotate the amplification polynomial into a real reciprocal quadratic. Its two roots are distinct and on the unit circle precisely when
equivalently or . In particular, arbitrarily large imaginary parameters give bounded, undamped numerical oscillations. At the two equality thresholds, repeated unit-circle roots produce unbounded solutions. Hence the question's bounded-domain claim holds for the strict decay convention; it does not hold if the phrase is interpreted using the non-growing root condition for a multistep method.

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