For a fixed-step multiderivative multistep method, the ordinary zero-stability root condition still controls propagation of the starting errors when all derivative evaluation maps are uniformly Lipschitz continuous on the relevant bounded region. A local defect then yields global error over a fixed time interval, provided the starting errors are and the implicit updates use the nearby solution branch.
For example, writing the numerical error equation as , with uniformly Lipschitz continuous, a bounded impulse response for the root condition for a multistep method givesAbsorbing the last current-step term for small and applying the discrete Gronwall inequality gives the stated order. The higher derivatives enter through , whose bound stays uniform as .
For a linear multistep method, convergence for every set of consistent starting values requires the root condition for a multistep method. Apply the recurrence to over steps. A root with gives the error mode : its fixed-index starting errors vanish as , but . A unit-modulus root of multiplicity instead gives , with the same failure. Repeated roots inside the unit disk are harmless because their polynomial growth is dominated by exponential decay.
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 4 39C b Solution Created 2026-09-24 Updated 2026-09-24