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ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/iii/paper-68/1/a/solution
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 68 1 a Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-06
The characteristic polynomials of a linear multistep method areThe consistency of a numerical method conditions hold for every real :Both roots of a polynomial of , namely and , are simple and have modulus one. The root condition for a multistep method therefore gives zero-stability for every . The Dahlquist equivalence theorem now gives convergence for every fixed . As usual, this means convergence of a numerical method on each fixed finite interval for a sufficiently regular ordinary differential equation with a Lipschitz continuous vector field and starting values tending to the exact starting values. When , the implicit time-stepping method update is locally uniquely solvable for sufficiently small , for example by a contraction mapping if . Zero-stability does not assert that a large fixed step is suitable for a stiff differential equation.
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