Module 8: Linear Multistep Methods
  Lecture 31: General methods for finding intervals of absolute and relative stability
 

 

Using the device described above to find, for this example, the interval of relative stability, given by the requirement , we consider the polynomial

. Then

and we obtain the first condition

After a little manipulation, we find that the first degree polynomial is Schur if and only if

.

A full solution of this pair of simultaneous inequalities for involves considerable computation but on expanding the exponentials in powers of, it becomes clear that both inequalities are satisfied for all positive and that the second is not satisfied for small negative. We conclude that is an interval of relative stability.