Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2021/iii/paper-341/1/b/solution

Apply the method to the Dahlquist test equation and set . Its amplification roots satisfy
At the roots are and . A root can leave the unit disk only through . Substitution gives the boundary equation
Direct separation into real and imaginary parts shows that both branches satisfy ; equality occurs on the branch through . Hence no root crosses the unit circle in . Moreover both roots tend to zero as in the left half-plane. Consequently the method is A-stable, and it also strongly damps the infinitely stiff limit.

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