Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2010/iii/paper-63/1/2/solution

Yes: this is an A-stable third-order method. Its second derivative is essential; the Second Dahlquist barrier applies to ordinary first-derivative linear multistep methods, not this multiderivative multistep method.
Apply the Dahlquist test equation and put . The amplification polynomial is
We verify the root condition for a multistep method throughout . For a quadratic with , the complex quadratic Schur criterion is
for both roots to be strictly inside the unit disk. Here is a brief justification of the criterion rather than just a root plot. Set . The polynomial is , where and . Its two roots are inside precisely when . On the unit circle , and , so the Rouche theorem equates its interior root count with that of . A boundary zero of would also be a boundary zero of the transformed polynomial, which the strict inequality excludes. This proves the strict criterion; the non-strict form follows by continuity, with any unit root simple because .
For the present polynomial it is enough to show , except at . Write , , and put , . Then
Direct expansion gives the nonnegative factorization
Every term is nonnegative, and the sum is strictly positive unless . Also , so the criterion applies. For every nonzero in the closed left half-plane both amplification roots are strictly inside the unit disk. At they are and , and the unit root is simple. Therefore
This proof establishes stability of both the principal and parasitic modes, including on the imaginary axis.

New to topics? Read the docs here!