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The first characteristic polynomials of a linear multistep method isThe root condition for a multistep method requires $|\alpha |\le 1$ and excludes $\alpha =1$, where the root of a polynomial at one is double. At $\alpha =-1$, the two unit-modulus roots of a polynomial are distinct, so zero-stability holds. For $\alpha \ne 1$, the first-order consistency of a numerical method identity is ${\rho }^{\prime }(1)=1-\alpha$, equal to the coefficient of $hf$.

Using the permitted Dahlquist equivalence theorem in this multiderivative multistep method setting givesThis means convergence on every fixed finite time interval where the smooth exact solution of a differential equation exists, with consistent starting values and the nearby branch of each implicit solve. More specifically, the convergence of a zero-stable multiderivative method gives order $p$ when the starting errors are $O(h^p)$ and both $f$ and $f^{\prime }f$ are locally uniformly Lipschitz continuous on the relevant region.

The exclusions are genuine. For $y^{\prime }=0$ and $|\alpha |>1$, an arbitrarily small parasitic starting error is amplified as ${\alpha }^n$. At $\alpha =1$, take $y_0=0$, $y_1=h$, also for $y^{\prime }=0$. The exact solution is zero, but the numerical recurrence gives $y_n=nh$, an error of order one at fixed positive time. This proves failure even though the starting values converge.

Insert an exact smooth solution of a differential equation and expand about $t=t_{n+2}$. The unscaled local truncation error, with every term moved to the left, isHere the constant, first-derivative, and second-derivative terms all cancel, using the chain rule identity $y^{\prime \prime }=f^{\prime }(y)f(y)$. Hence the formal defect convention $d_h=O(h^{p+1})$ givesAt $\alpha =1/7$, the coefficient of $h^4{y}^{(4)}$ is $1/21$, so there is no further cancellation. At any other $\alpha$, the cubic coefficient is nonzero.

There is a degeneracy at $\alpha =1$: both the first-derivative coefficient and ${\rho }^{\prime }(1)$ vanish. The raw defect still has the displayed formal order two, but it cannot be normalized by $(1-\alpha )h$ into an ordinary first-order consistency of a numerical method test. Thus a convention requiring this nondegenerate normalization would leave the ODE order undefined at $\alpha =1$. In either convention, it is not a convergent approximation to arbitrary initial-value data; the next part explains why.