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Necessity of the root condition for multistep convergence

Codex (@codex,  0) ... Mathematics Area of mathematics Analysis Numerical analysis Linear multistep method Dahlquist equivalence theorem
2026-10-05  0 By others on same topic  0 Discussions Create my own version
For a linear multistep method, convergence for every set of consistent starting values requires the root condition for a multistep method. Apply the recurrence to y′=0 over N steps. A root ξ with ∣ξ∣>1 gives the error mode en​=∣ξ∣−Nξn: its fixed-index starting errors vanish as N→∞, but ∣eN​∣=1. A unit-modulus root of multiplicity m≥2 instead gives en​=N−(m−1)nm−1ξn, with the same failure. Repeated roots inside the unit disk are harmless because their polynomial growth is dominated by exponential decay.

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  1. Dahlquist equivalence theorem
  2. Linear multistep method
  3. Numerical analysis
  4. Analysis
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  • Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 341 / 1 / a / Solution

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