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O( ) approximation to roots of Stability Polynomial: From

We see that when the roots coincide with the zeros of the first characteristic polynomial , which, by zero-stability, all lie in or the unit circle. Consistency and zero stability imply that has a simple zero at +1; we have labeled this zero . Let be the root of (8.34) which tends to as . We shall now show that
as 
where is the order of the linear multistep method. By definition of order, for any sufficiently differentiable function . |