A3.19 B3.20

Numerical Analysis | Part II, 2002

(i) Determine the order of the multistep method

yn+2(1+α)yn+1+αyn=h[112(5+α)fn+2+23(1α)fn+1112(1+5α)fn]\mathbf{y}_{n+2}-(1+\alpha) \mathbf{y}_{n+1}+\alpha \mathbf{y}_{n}=h\left[\frac{1}{12}(5+\alpha) \mathbf{f}_{n+2}+\frac{2}{3}(1-\alpha) \mathbf{f}_{n+1}-\frac{1}{12}(1+5 \alpha) \mathbf{f}_{n}\right]

for the solution of ordinary differential equations for different choices of α\alpha in the range 1α1-1 \leqslant \alpha \leqslant 1.

(ii) Prove that no such choice of α\alpha results in a method whose linear stability domain includes the interval (,0)(-\infty, 0).

Typos? Please submit corrections to this page on GitHub.