(a) For the equation y′=f(t,y), consider the following multistep method with s steps,
i=0∑sρiyn+i=hi=0∑sσif(tn+i,yn+i)
where h is the step size and ρi,σi are specified constants with ρs=1. Prove that this method is of order p if and only if
i=0∑sρiQ(tn+i)=hi=0∑sσiQ′(tn+i)
for any polynomial Q of degree ⩽p. Deduce that there is no s-step method of order 2s+1.
[You may use the fact that, for any ai,bi, the Hermite interpolation problem
Q(xi)=ai,Q′(xi)=bi,i=0,…,s
is uniquely solvable in the space of polynomials of degree 2s+1.]
(b) State the Dahlquist equivalence theorem regarding the convergence of a multistep method. Determine all the values of the real parameter a=0 for which the multistep method
yn+3+(2a−3)[yn+2−yn+1]−yn=ha[fn+2+fn+1]
is convergent, and determine the order of convergence.