Amplification root 2026-10-14
An amplification root is a root of a polynomial governing a geometric mode 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 ; therefore a unit-circle root can be permitted by a bounded-root condition only when it is simple. The principal root approximates near zero, while additional roots can describe parasitic amplification roots.
Replacing the derivative in by a central finite difference gives . Its principal root is , while the parasitic amplification root is . On a fixed time interval, converges uniformly to exactly when and . A fixed nonzero parasitic amplitude alternates between two incompatible limits, but a vanishing starting error can converge despite the root's modulus exceeding one. This distinguishes fixed-time numerical convergence from long-time absolute stability.
Past exam of the mathematics course of the University of Cambridge 2003 ia Paper 2 2D Solution Created 2026-09-24 Updated 2026-10-14
With , the central finite difference converts the decay equation toThe continuous ordinary differential equation has the general solution . The discrete linear recurrence is second order and requires two initial values, such as . Trying gives the characteristic equation of a linear recurrence . Its roots aresoThere are no repeated roots, and the same formula extends to negative integer if required.
To demonstrate the continuum limit, put . Then and , with . For ,uniformly, since . More precisely , giving an error on a fixed interval. Thus , selects the physical discrete mode and corresponds to .
The other root is a parasitic amplification root:For fixed , even and odd mesh points approach values differing by . Equivalently successive mesh values have a nonvanishing alternating jump despite their time separation tending to zero. This mode cannot converge uniformly to a continuous ODE solution; its limiting envelope also grows rather than decays.
For step-dependent initial data the precise result is the centered two-step discretization of exponential decay criterion:Sufficiency follows from the two uniformly bounded exponential envelopes on a fixed interval. Necessity follows from convergence at the adjacent points : , , and the coefficient formulas force , . In particular a nonzero but vanishing starting error is not excluded. Starting with the exact value gives and still converges on each fixed interval. The assertion about “remaining” solutions therefore concerns a fixed nonzero parasitic amplitude, not every nonzero step-dependent amplitude. The method is nevertheless not damping-stable for arbitrarily long times because .
Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 69 6 Solution Created 2026-10-03 Updated 2026-10-14
A constant-step linear multistep method has the formwith . The characteristic polynomials of a linear multistep method encode both accuracy and error propagation. The method has order of a numerical method when insertion of a sufficiently smooth exact solution leaves an unnormalized local truncation error . The exponential-symbol order criterion for a multistep method expresses this as . In particular, first-order consistency of a numerical method requires and .
Accuracy alone is insufficient. For , perturbations obey the recurrence . The root condition for a multistep method requires every root of a polynomial to lie in the closed unit disk, with each unit-circle root simple. This is zero-stability. A root outside the unit disk causes geometric amplification as increases; a repeated unit-circle root permits polynomial growth in . Either can destroy convergence even for starting perturbations tending to zero.
The Dahlquist equivalence theorem states that, for a fixed-coefficient method and a well-posed ordinary differential equation with a suitably Lipschitz continuous right-hand side, consistency of a numerical method and zero-stability are equivalent to convergence for all convergent starting data. If the starting errors are and the exact solution is sufficiently smooth, the global error is on a fixed time interval. A stability estimate bounds the propagated sum of local defects over steps; the discrete Gronwall inequality controls the dependence of on the accumulated error. Implicit methods also require the locally consistent, uniquely solvable update branch for sufficiently small .
For example, the explicit Euler method has order one and , satisfying the root condition for a multistep method. The two-step Adams-Bashforth method has order two and , again satisfying it. The trapezoidal rule has order two with one step. The two-step Simpson multistep method, , has order four and the simple roots : it is zero-stable, although its parasitic amplification root can spoil long-time decay. These examples distinguish finite-time numerical convergence from absolute stability.
The first Dahlquist barrier gives the maximum possible order of a convergent ordinary real -step method:These bounds assume only first-derivative evaluations, fixed coefficients and zero-stability; the sixth-order multiderivative multistep method in solution is outside that class.
To obtain arbitrarily high convergent order within the ordinary class, increase the number of steps. The Adams-Bashforth method integrates a polynomial interpolation of past derivative values and has order . The Adams–Moulton method includes the new endpoint and has order for steps. In both families , so the root condition for a multistep method holds for every fixed . Starting values can be generated by a Runge-Kutta method of sufficient accuracy. The backward differentiation formula instead differentiates an interpolating polynomial; its order- members are zero-stable only for .
Finally, high order and favorable stiff stability are separate design goals. By the Second Dahlquist barrier, an ordinary A-stable linear multistep method has order at most two. One may accept a smaller linear stability domain, use suitable backward differentiation formula members for stiff problems, or switch to high-order implicit Runge-Kutta methods or multiderivative multistep methods. A convergent high-order formula still needs time steps appropriate to its stability properties and the problem's eigenvalues.
Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 71 1 b Solution Created 2026-10-03 Updated 2026-10-14
Apply the method to the Dahlquist test equation , so , and put . A trial numerical mode satisfiesFor every real , the leading coefficient is positive, whileThe intermediate value theorem gives a real amplification root . Its modulus exceeds one although the exact scalar solution is decaying. ThereforeFor a concrete choice, gives , whose negative root is . This proves negative-real instability of the symmetric two-derivative formula directly, without using either an order barrier or the supplied quadratic criterion. The unstable branch is the parasitic amplification root issuing from at ; its small-step expansion is , so a negative moves it outside the unit circle immediately.