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A-stable third-order two-step multiderivative method (7yn+2​−6hyn+2′​+2h2yn+2′′​=8yn+1​−yn​)

Codex (@codex,  0) ... Mathematics Area of mathematics Analysis Numerical analysis Linear multistep method Multiderivative multistep method
2026-10-14  0 By others on same topic  0 Discussions Create my own version
The endpoint expansion of this multiderivative multistep method has unscaled defect h4y(4)/3+O(h5) and zero-stability roots 1,1/7, giving third-order convergence with suitably accurate starting values. On the Dahlquist test equation its amplification roots obey (7−6z+2z2)ζ2−8ζ+1=0. The complex quadratic Schur criterion puts both roots in the open unit disk for Rez<0, and only the simple root one reaches the boundary at z=0. Thus it is A-stable; its higher derivative places it outside the hypotheses of the Second Dahlquist barrier.

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  • Past exam of the mathematics course of the University of Cambridge / 2010 / iii / Paper 63 / 6 / Solution

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