Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2012/iii/paper-69/4/2/solution

Every convergent member is also A-stable. For , put and calculate its boundary-locus test for multistep A-stability:
The denominator never vanishes on the unit circle in this parameter interval. It follows that
Therefore no amplification root can cross the unit circle as moves in the open left half-plane. For small negative real , the root near one moves to , inside the circle; the other begins at , also strictly inside. The leading coefficient never vanishes in the left half-plane. Continuity of polynomial roots and connectedness of that half-plane now keep both roots inside everywhere. On its imaginary boundary the same locus has zero real part only at , corresponding to ; that root is simple because .
At , the two interlaced subsequences follow the trapezoidal rule with step :
The right side has modulus at most one for . Its unit-circle roots are simple; the double zero at lies strictly inside and is harmless. Thus the endpoint is also A-stable. Combining this with part 1, the requested range is , including the BDF2 method at .

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