On the Dahlquist test equation, , so the amplification polynomial of a multistep method becomes
Both roots of a polynomial, including the parasitic one, must satisfy the root condition for a multistep method.
For , multiply by seven and set . The polynomial is . The complex quadratic Schur criterion says that its roots of a polynomial are strictly in the unit disk if
Here is a direct verification on the entire left half-plane. Put , , , and . Then
and expansion of the squared inequality gives
Every term is nonnegative, and at least one is positive unless . Since , taking square roots proves the strict complex quadratic Schur criterion for . At , the roots of a polynomial are the simple values and . The leading coefficient cannot vanish because . Thus the method at is A-stable. Its order three is compatible with the Second Dahlquist barrier: that barrier concerns first-derivative linear multistep methods, whereas this method uses a second derivative.
For , choose , strictly in the left half-plane. The amplification polynomial of a multistep method reduces to
One root of a polynomial has modulus . Thus the method at is not A-stable.
The spatial shift in the PDF also requires a boundary value beyond the supplied right endpoint: if is the last interior index, the newest value is outside the interval. Thus the printed Dirichlet method has no specified boundary closure, and no unique stability range can be assigned to it as stated.
For completeness, the literal interior formula has an exact Von Neumann stability analysis on an infinite or periodic grid. Substitution of a Fourier mode gives
For the root of a polynomial tending to one as , expansion gives
Consequently is unstable: sufficiently small nonzero frequencies have a root of a polynomial of modulus greater than one, and arbitrarily fine periodic grids contain such frequencies.
Conversely, if and , then
For with ,
Since , the complex quadratic Schur criterion yields both roots of a polynomial in the unit disk, strictly inside except at , where they are and . Uniform stability follows directly from the BDF2 discrete energy identity: the modal recurrence is , whose energy decreases because . Summing the modal energies proves a bound independent of the grid and even of ; no eigenvector-separation assumption is needed. This is the stability of a spatially shifted BDF2 stencil. Thus the literal periodic-grid result is
This cannot establish stability of an unspecified Dirichlet boundary condition closure. It also does not restore consistency of a numerical method.
For the intended unshifted backward differentiation formula, a spatial eigenvalue gives
The Schur stability criterion gives the root condition for a multistep method for every , with strict inequalities for . A useful uniform energy method proof, including the repeated interior roots that a bare separation argument would miss, is the BDF2 discrete energy identity. With and
the corrected Dirichlet discrete Laplacian scheme satisfies
This follows by taking the inner product of with and using summation by parts. It controls both time levels uniformly, regardless of the mesh ratio. Hence the corrected method is stable for
Because avoids the closed negative real axis, its principal square root is holomorphic, satisfies , and has . The Cayley transform between the half-plane and disk
maps the right half-plane into the unit disk and has . By Schwarz lemma, . When ,
Thus
so one may take the universal constant .
For the Dahlquist test equation, put . The amplification roots satisfy
We show that no root can reach the unit circle for . If , solving the quadratic in gives
Write , , and . Then and
Since , this gives . Consequently , so both possible have nonnegative real part. Equality can occur only at , which gives or .
The leading coefficient has zeros , both in the right half-plane. Hence the amplification roots vary continuously as a pair throughout the left half-plane. At they are and ; neither can leave the unit disk without crossing the unit circle, which the preceding calculation excludes. The same conclusion extends to the imaginary axis, with strict inequality away from . At zero the roots satisfy the simplicity requirement.
Thus the method is A-stable. Its third order does not contradict the usual second-order barrier, because it is a multiderivative multistep method.
Use the Poisson integral to choose a smooth harmonic function on the unit disk whose boundary value is . Seek in the form , which is the standard homogenization of Dirichlet boundary data. Then and, since ,
Part (d) gives a unique such , and hence
is the unique weak solution with boundary value .
False. On the open unit disk, let
Then , but the unique maximum is , whereas on the boundary.