For a fixed-step multiderivative multistep method, the ordinary zero-stability root condition still controls propagation of the starting errors when all derivative evaluation maps are uniformly Lipschitz continuous on the relevant bounded region. A local defect then yields global error over a fixed time interval, provided the starting errors are and the implicit updates use the nearby solution branch.
For example, writing the numerical error equation as , with uniformly Lipschitz continuous, a bounded impulse response for the root condition for a multistep method givesAbsorbing the last current-step term for small and applying the discrete Gronwall inequality gives the stated order. The higher derivatives enter through , whose bound stays uniform as .
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 341 1 a Solution Created 2026-10-03 Updated 2026-10-05
Expand about and use from the chain rule. The residual of the exact solution isThe coefficients through vanish, and the displayed fourth-order coefficient does not. Thus the multiderivative multistep method has order three.
At , its first characteristic polynomial isIts roots are and , with the unit-modulus root simple, so it satisfies the root condition for a multistep method and is zero-stable. Combining this with the defect estimate proves convergence of order three, assuming sufficiently smooth , order-three starting values, and the nearby branch of each implicit update.
More explicitly, the right-hand side is , where has a uniform local Lipschitz continuity bound for small . A bounded zero-stable impulse response and the discrete Gronwall inequality therefore control the accumulated defects by over fixed time intervals. This is convergence of a zero-stable multiderivative method, rather than a direct application of the first-derivative-only Dahlquist equivalence theorem.
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 341 1 b Solution Created 2026-10-03 Updated 2026-10-05
For the Dahlquist test equation, put . The amplification roots satisfyWe show that no root can reach the unit circle for . If , solving the quadratic in givesWrite , , and . Then andSince , this gives . Consequently , so both possible have nonnegative real part. Equality can occur only at , which gives or .
The leading coefficient has zeros , both in the right half-plane. Hence the amplification roots vary continuously as a pair throughout the left half-plane. At they are and ; neither can leave the unit disk without crossing the unit circle, which the preceding calculation excludes. The same conclusion extends to the imaginary axis, with strict inequality away from . At zero the roots satisfy the simplicity requirement.
Thus the method is A-stable. Its third order does not contradict the usual second-order barrier, because it is a multiderivative multistep method.