Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/iii/paper-68/1/c/solution

Apply the Dahlquist test equation and put . Every recurrence mode must satisfy
The amplification polynomial of a multistep method, rather than just its root near one, determines absolute stability. Put and use the Cayley transform between the half-plane and disk
For , the characteristic equation becomes
If , the denominator cannot vanish at a root of the characteristic equation: would force , a contradiction. Hence forces , so all amplification roots have modulus less than one. On the imaginary axis the roots have modulus one and are simple: the transformed quadratic has discriminant for imaginary . At they are the two simple roots . Also cannot be a root when and , and the leading coefficient cannot vanish in the closed left half-plane.
If , the root near is
For small negative real it lies below , violating absolute stability. The endpoint deserves separate treatment:
One root is always ; the other is the trapezoidal rule multiplier . They are distinct for every finite in the left half-plane. Consequently, with absolute stability understood as the bounded root condition for a multistep method,
There is a convention at this reducible endpoint: if A-stability is defined to require every unreduced recurrence mode to decay for , the answer is , since the mode persists at . Canceling the common factor gives the A-stable trapezoidal rule, but cancellation removes an actual starting-error mode of the original two-step recurrence. The fourth-order member is outside either A-stability range.

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