Solution

ID: past-exam-of-the-numerical-solution-of-differential-equations-course-of-the-university-of-oxford/2011/a/2/c/solution

The first characteristic polynomial factors as
The two quadratic roots have product one. Both can lie in the closed unit disk only if both have modulus one, requiring . At the root one is triple and ; at the root minus one is double. Both fail the root condition for a multistep method. In the intervening open interval the two quadratic roots are distinct conjugate unit-modulus roots, different from one. Thus
Using , the supplied expansion gives
Throughout the zero-stable range, , so every such method has order two. There is a unique higher-order choice:
Here and , giving exactly order four, with normalized leading truncation error . But the extra roots are , one of modulus greater than one. By the Dahlquist equivalence theorem this consistent but non-zero-stable method is not convergent for arbitrary consistent starting values.

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