Past exam of the mathematics course of the University of Cambridge 2001 iii Paper 57 6 Solution Created 2026-10-03 Updated 2026-10-14
Interpret the printed missing parenthesis as ending before the next summand. The characteristic polynomials of a linear multistep method are thenThey satisfy and , so the consistency identities hold. The two nonprincipal roots are reciprocal. If , they are , distinct unit roots also distinct from the principal root one. If , one reciprocal root lies outside the unit circle. At the root one is triple, and at the root minus one is double. The root condition for a multistep method therefore holds exactly when . The Dahlquist equivalence theorem, with standard smoothness and consistent starting data, givesTo determine order rather than guess it from the number of steps, the exponential-symbol order criterion for a multistep method givesThus the formal order is three for , and four for . At the exceptional value the coefficient is . That fourth-order formula is not zero-stable. Every convergent member consequently has global order three. At the third-order Taylor cancellation is only a formal defect property of a degenerate, nonconvergent recurrence.
Here is a direct A-stability test for the convergent parameters. For a nonprincipal unit root , the simple root of the amplification polynomial of a multistep method satisfiesReduction using givesFor small negative real , it follows thatSo even a small negative real test parameter has an amplifying parasitic mode. None of the convergent parameters is A-stable. Parameters outside this range already fail the necessary zero-step root condition, so there is no real giving an A-stable original method.
The endpoint is worth keeping separate from a misleading cancellation: there and . The original amplification polynomial retains the double root one for every , giving unbounded polynomial parasitic modes for general starting values. Canceling would yield a different, reduced Backward Euler method; it does not stabilize the original recurrence. This is the common-factor cancellation defect in a multistep recurrence. The family is summarized by the reciprocal-root three-step multistep family.