Module 8: Linear Multistep Methods
  Lecture 32: Some more methods for Absolute & Relative Stability
 

 

Example: Use the Routh-Hurwitz criterion to investigate stability of .

Solution: The stability polynomial is

giving on transformation

where .

The Routh-Hurwitz criterion is clearly satisfied if and only if , which is the required interval of absolute stability. If we investigate relative stability as given by the requirement , we obtain

where, for relative stability

we find once again that is an interval of relative stability.