Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2005/ii/paper-3/38a/b/solution

For the linear test equation put . The second stage solves , and substitution into the update gives the stability function
A-stability requires no poles and throughout the closed left half-plane. If , the quadratic numerator gives unbounded magnitude as ; when the denominator is constant and the same conclusion holds. Thus is necessary. At this value , whose only pole is at positive . Moreover
on the left half-plane. Hence the method is A-stable exactly for . Its limit at negative infinity is , so it is not L-stable.

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