Solution

ID: past-exam-of-the-numerical-linear-algebra-and-numerical-solution-of-differential-equations-course-of-the-university-of-oxford/2020/2/b/solution

Fix the following normalization of the local truncation error, also called the consistency error: insert a smooth exact solution into the linear multistep method and divide the residual by ,
Thus the unscaled defect is . Consistency of a numerical method means that uniformly over mesh points in each fixed interval for every sufficiently smooth exact solution. Write the characteristic polynomials of a linear multistep method as
By Taylor's theorem, consistency of a numerical method is equivalent to
or and .
Second-order accuracy means for smooth solutions, equivalently an unscaled local truncation error . In addition to the two consistency conditions, its order conditions require
An order of a numerical method of exactly two additionally requires that the next order condition fails. These statements concern the local defect; a second-order global error requires stability and suitably accurate starting values as well.

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