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

 

Choosing , we obtain

(8.35)

or

on dividing by , we obtain

Since the roots of (8.34) are , we may write

and set to obtain

(8.36)

As .

Thus the first factor on the left hand side of (8.36) tends to zero as no other factor may do so, since, by zero stability. is a simple zero of . Hence we may conclude that exp establishing the result.

Remark: It now follows that for sufficiently small whenever . Thus every consistent zero stable method is absolutely unstable for small positive .