For , imposing order two givesThe method is therefore the trapezoidal ruleIts first characteristic polynomial is , so it satisfies the root condition for a multistep method.
For , the four conditions through order three giveand henceHereso the root condition for a multistep method again holds. Both methods are consistent and zero-stable, and the Dahlquist equivalence theorem therefore proves that both are convergent.
Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 341 2 a Solution 2026-09-28
The characteristic polynomials of a linear multistep method areandFor the order conditions for a linear multistep method, put and . The defectsvanish for , whileThereforeIndeed, at one has but .
Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 341 6 Solution 2026-09-28
A linear multistep method for has the formIts characteristic polynomials of a linear multistep method are and . Substitution of the exact solution, or equivalently expansion of at , gives the order conditions for a linear multistep method. The method has order whenwith a nonzero coefficient at the next power. Its one-step defect is then , while its global error is when stability prevents accumulation from being amplified.
Order alone does not ensure convergence because the recurrence may contain growing parasitic modes. Zero-stability is the root condition for a multistep method: every root of lies in , and every root on the unit circle is simple. Consistency is the first-order conditionThe Dahlquist equivalence theorem states that a consistent linear multistep method is convergent if and only if it is zero-stable. For example, the leapfrog method has ; its roots are simple, so this second-order method is convergent, although its parasitic mode can oscillate.
To study stiff decay, apply the method to and put . The amplification factors are the roots ofThe linear stability domain consists of the for which these roots satisfy the strict interior condition appropriate away from the boundary, with simple unit roots where boundary stability is admitted. The method is A-stable when this domain contains the left half-plane, so every mode with remains bounded for every positive step size. The Second Dahlquist barrier says that an A-stable multistep method has order at most two.
The main families illustrate the tradeoffs. The explicit Adams-Bashforth methods interpolate past derivative values and are inexpensive, but their stability domains are bounded. The implicit Adams-Moulton methods include the new derivative value; the one-step second-order member is the trapezoidal rule, which is A-stable. The backward differentiation formulas interpolate past solution values and differentiate the interpolant; the first two are A-stable, while higher orders retain useful sectors of the left half-plane. Implicit methods require a nonlinear solve at each step, commonly initialized by an explicit predictor to form a predictor-corrector pair. Thus order controls consistency error, the root condition controls convergence as , and the amplification polynomial controls whether a convergent method remains useful on stiff equations.