Past exam of the mathematics course of the University of Cambridge / 2014 / ib / Paper 1 / 6C / i

Insert an exact smooth solution into the linear multistep method and define its unscaled local truncation error byIts Taylor expansion has coefficientsThe method has order at least $p$ exactly when $c_0=\cdots =c_p=0$, since then ${\mathcal{R}}_h[y]=O(h^{p+1})$ for every sufficiently smooth $y$. Necessity can be checked by inserting polynomials of successive degrees. This also corresponds to the usual truncation error ${\mathcal{R}}_h/h=O(h^p)$.

On the other hand, expansion of the characteristic polynomials of a linear multistep method givesThus the exponential-symbol order criterion for a multistep method isIf “order $p$” is meant to be the exact rather than guaranteed order, one additionally requires $c_{p+1}\ne 0$. The first two vanishing conditions are the usual consistency of a numerical method relations $\rho (1)=0$, ${\rho }^{\prime }(1)=\sigma (1)$.