Module 8: Linear Multistep Methods
  Lecture 30: Absolute Stability and Relative Stability
 

 

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 .