Paper 4, Section II, B

Numerical Analysis
Part II, 2009

(a) For the ss-step ss-order Backward Differentiation Formula (BDF) for ordinary differential equations,

m=0samyn+m=hfn+s\sum_{m=0}^{s} a_{m} y_{n+m}=h f_{n+s}

express the polynomial ρ(w)=m=0samwm\rho(w)=\sum_{m=0}^{s} a_{m} w^{m} in a convenient explicit form.

(b) Prove that the interval (,0)(-\infty, 0) belongs to the linear stability domain of the 2-step BDF method.