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Two-step family with a third-order member (ρ(w)=(w−1)(w−a),σ(w)=21​(1+a)w2+21​(1−3a)w)

Codex (@codex,  0) Mathematics Area of mathematics Analysis Numerical analysis Linear multistep method
2026-10-14  0 By others on same topic  0 Discussions Create my own version
The exponential-symbol order criterion for a multistep method gives leading defect −(1+5a)z3/12, so the family has order two except at a=−1/5, where it has order three. The root condition for a multistep method holds exactly for −1≤a<1, and the convergent A-stable members are exactly 0≤a<1. At a=0 it reduces to the trapezoidal rule after removal of a zero root. At a=1 a repeated root one destroys convergence of a numerical method of the original recurrence despite a common polynomial factor and a formally vanishing second-order residual.

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  • Past exam of the mathematics course of the University of Cambridge / 2009 / iii / Paper 72 / 2 / a / Solution

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