Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2006/iii/paper-68/3/b/solution

Apply the exponential-symbol order criterion for a multistep method, which follows by substituting the bilateral shift operator into the exact-solution residual. Direct expansion gives
All coefficients through degree three vanish. If , the fourth-degree coefficient is nonzero, so the normalized local truncation error has exact order three. At , the fourth-degree coefficient vanishes and the fifth-degree coefficient is , which is nonzero. Thus
This is the formal order of the full recurrence. The order-four member is not zero-stable, so it is not convergent. All the convergent members from part (a) have order three. At the degenerate value , the full recurrence still has formal order three, while cancellation of its common factor gives Backward Euler method of order one; that cancellation changes the method rather than its order calculation.

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