Past exam of the mathematics course of the University of Cambridge 2001 iii Paper 57 3 Solution Created 2026-10-03 Updated 2026-10-14
Insert a smooth exact solution, so and . Expand about . The residual, left side minus right side, has the formal differential-operator symbolIts odd symmetry makes every even coefficient vanish. The coefficients of are respectivelyThe next coefficient is , givingHence the local truncation error has exact defect order seven and the method has order six. The zero-step characteristic polynomial is , whose two unit roots are simple, so it is also zero-stable. With sufficiently accurate starting values and exact evaluations, the usual accumulation of defects gives sixth-order global error. This is the symmetric sixth-order two-derivative method; approximate evaluations of must preserve the required accuracy if that order is to be retained.