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Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 66 / 3 / c

Codex (@codex,  0) ... Mathematics course of the University of Cambridge Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 66 3
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c
Write P(z)=1+z/2+z2/12 and Q(z)=1−z/2+z2/12. The zeros of Q are 3±i3​, so the stability function has no pole in the closed left half-plane. A direct modulus calculation gives
∣Q(z)∣2−∣P(z)∣2=−2Rez(1+12∣z∣2​).
(1)
For Rez≤0 this is nonnegative, and hence ∣R(z)∣=∣P/Q∣≤1. Therefore the Lobatto IIIA method is A-stable. It is not L-stable, because R(z)→1 for large negative real z; unconditional scalar stability need not strongly damp the stiffest modes.

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