Past exam of the mathematics course of the University of Cambridge / 2016 / ib / Paper 4 / 8D / a / Solution

Apply the numerical method to the scalar test equation $y^{\prime }=\lambda y$, with $z=h\lambda$. Its linear stability domain consists of those $z\in \mathbb{C}$ for which the discrete solution stays bounded as the step count tends to infinity. For a one-step method with stability function $R$, this isIf asymptotic decay is required, use $|R(z)|<1$ instead; this only changes the boundary conventions in part (b). A method is A-stable if its stability domain contains the left half-plane, so every decaying linear test equation is stable for every positive step size. For a multistep method, the corresponding definition uses the root condition for a multistep method for every characteristic root, including simplicity of unit-modulus roots.