Paper 4, Section I, D

Numerical Analysis | Part IB, 2012

State the Dahlquist equivalence theorem regarding convergence of a multistep method.

The multistep method, with a real parameter aa,

yn+3+(2a3)(yn+2yn+1)yn=ha(fn+2fn+1)y_{n+3}+(2 a-3)\left(y_{n+2}-y_{n+1}\right)-y_{n}=h a\left(f_{n+2}-f_{n+1}\right)

is of order 2 for any aa, and also of order 3 for a=6a=6. Determine all values of aa for which the method is convergent, and find the order of convergence.

Typos? Please submit corrections to this page on GitHub.