Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2014/ib/paper-1/6c/i/solution

Insert an exact smooth solution into the linear multistep method and define its unscaled local truncation error by
Its Taylor expansion has coefficients
The method has order at least exactly when , since then for every sufficiently smooth . Necessity can be checked by inserting polynomials of successive degrees. This also corresponds to the usual truncation error .
On the other hand, expansion of the characteristic polynomials of a linear multistep method gives
Thus the exponential-symbol order criterion for a multistep method is
If “order ” is meant to be the exact rather than guaranteed order, one additionally requires . The first two vanishing conditions are the usual consistency of a numerical method relations , .

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