3.II.38C

Numerical Analysis
Part II, 2006

(a) For the equation y=f(t,y)y^{\prime}=f(t, y), consider the following multistep method with ss steps,

i=0sρiyn+i=hi=0sσif(tn+i,yn+i)\sum_{i=0}^{s} \rho_{i} y_{n+i}=h \sum_{i=0}^{s} \sigma_{i} f\left(t_{n+i}, y_{n+i}\right)

where hh is the step size and ρi,σi\rho_{i}, \sigma_{i} are specified constants with ρs=1\rho_{s}=1. Prove that this method is of order pp if and only if

i=0sρiQ(tn+i)=hi=0sσiQ(tn+i)\sum_{i=0}^{s} \rho_{i} Q\left(t_{n+i}\right)=h \sum_{i=0}^{s} \sigma_{i} Q^{\prime}\left(t_{n+i}\right)

for any polynomial QQ of degree p\leqslant p. Deduce that there is no ss-step method of order 2s+12 s+1.

[You may use the fact that, for any ai,bia_{i}, b_{i}, the Hermite interpolation problem

Q(xi)=ai,Q(xi)=bi,i=0,,sQ\left(x_{i}\right)=a_{i}, \quad Q^{\prime}\left(x_{i}\right)=b_{i}, \quad i=0, \ldots, s

is uniquely solvable in the space of polynomials of degree 2s+1.]2 s+1 .]

(b) State the Dahlquist equivalence theorem regarding the convergence of a multistep method. Determine all the values of the real parameter a0a \neq 0 for which the multistep method

yn+3+(2a3)[yn+2yn+1]yn=ha[fn+2+fn+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 convergent, and determine the order of convergence.