Characteristic polynomials of a linear multistep method ($\rho ,\sigma$)

For ${\sum }_{j=0}^s{\alpha }_j{y}_{n+j}=h{\sum }_{j=0}^s{\beta }_j{f}_{n+j}$, the characteristic polynomials are $\rho (\zeta )={\sum }_j{\alpha }_j{\zeta }^j$ and $\sigma (\zeta )={\sum }_j{\beta }_j{\zeta }^j$. Applied to $y^{\prime }=\lambda y$, the amplification roots solve $\rho (\zeta )-h\lambda \sigma (\zeta )=0$.

Applying a linear multistep method to the Dahlquist test equation with $z=h\lambda$ produces a constant-coefficient recurrence whose modes satisfy $P_z(w)=0$. Absolute stability requires the resulting roots of a polynomial to lie in the unit disk, with unit-modulus roots simple. Thus multistep stability depends on every recurrence mode, rather than a single one-step stability function.

An amplification root is a root of a polynomial governing a geometric mode $y_n={\xi }^n$ of a numerical recurrence on the Dahlquist test equation. Its modulus measures damping or growth per step. A repeated root produces additional modes such as $n{\xi }^n$; therefore a unit-circle root can be permitted by a bounded-root condition only when it is simple. The principal root approximates $e^z$ near zero, while additional roots can describe parasitic amplification roots.

If the derivative characteristic polynomial $\sigma$ of a linear multistep method has a simple root outside the unit disk and keeps its degree in the limit, then its absolute stability region is bounded. Otherwise a stable sequence with $|z|\to \infty$ would give amplification polynomials $\sigma -\rho /z$ tending coefficientwise to $\sigma$. A root near the exterior root would persist by continuity, contradicting the root condition for a multistep method. This argument excludes stability at every sufficiently large complex $z$, not only along the negative real axis.

A linear multistep method has order $p$ exactly whenfor $0\le q\le p$, with the right side interpreted as zero for $q=0$, and the identity first fails at $q=p+1$.

The Taylor expansion of the exact-solution residual for a linear multistep method has the same coefficient sequence asVanishing through degree $p$ is therefore equivalent to order at least $p$. Exact order $p$ additionally requires a nonzero coefficient at degree $p+1$. This symbol conveniently collects all polynomial consistency and order conditions.