Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2005/iii/paper-69/2/c/solution

For the Dahlquist test equation, write . The amplification roots solve
A root on would require the boundary-locus value
Its denominator cannot vanish on that circle. Setting and simplifying the real part gives
Thus no amplification root can cross the unit circle while . The leading coefficient is also nonzero throughout that half-plane. At , the roots are , both strictly inside the unit disk. Connect any other left-half-plane point to : continuity of the roots, without a boundary crossing or a root escaping through infinity, keeps both roots inside.
On the imaginary axis a boundary root can occur only at , which gives ; there the roots and satisfy the simple-unit-root condition. Hence , including the usual boundary root convention at zero.

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