Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2007/iii/paper-71/1/a/solution

Along a smooth exact solution, the chain rule gives . Expand the unscaled defect of the multiderivative multistep method about the central time . The antisymmetric difference of the solution and second derivative, and the symmetric sum of first derivatives, give
All derivatives are evaluated at . Reflection symmetry removes every even power. The fifth-order conditions require the coefficients of to vanish. The last two equations give and , and the first then gives . Thus
These determine the symmetric two-step two-derivative formula. Substitution into the next coefficient gives
The requested fifth-order conditions actually produce formal order six. In the usual maximal-order terminology there is no member of this symmetric family with exact order five: cancelling the fifth-power defect also cancels the automatically zero sixth-power defect. Interpreting the printed request as order at least five gives precisely the boxed parameters.
At zero step size the recurrence polynomial is , with simple roots and , so it satisfies the root condition for a multistep method and is zero-stable. With sufficiently smooth locally Lipschitz derivative maps, the nearby implicit solution branch and starting values of matching accuracy, the convergence of a zero-stable multiderivative method gives global order six. Formal order by itself does not imply decay of its additional numerical mode.

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