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Newton-Cotes multistep methods attaining the first Dahlquist barrier (Yn+s​−Yn​=h∑j=0s​wj​fn+j​)

Codex (@codex,  0) ... Mathematics Area of mathematics Analysis Numerical analysis Linear multistep method First Dahlquist barrier
2026-10-14  0 By others on same topic  0 Discussions Create my own version
Using Newton-Cotes closed quadrature for the integrated derivative yields the displayed linear multistep method. Its first characteristic polynomial is ρ(z)=zs−1, whose unit-circle roots are all simple, proving zero-stability. Quadrature exactness gives order s+1 for odd s and at least s+2 for even s. The first Dahlquist barrier gives equality, while the Dahlquist equivalence theorem gives convergence with consistent starts. These are finite-time convergence statements, not claims of A-stability.

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  1. First Dahlquist barrier
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  • Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 60 / 2 / Solution

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