Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2002/iii/paper-60/4/b/solution

Choose the centered Dirichlet discrete Laplacian in each direction. With put , and . Thus and are the physical derivative approximations; the factor has been absorbed into the Courant number in the written update. Equivalently use the scaled derivative matrices and the time parameter .
For a one-dimensional vector with endpoint values ,
Thus and are real symmetric negative-definite matrices. An orthonormal eigenvector basis shows that all eigenvalues of each exponential lie in for , so
Iterating gives for every nonnegative step parameter, a mesh-independent unconditional stability bound. Multiplying the squared norm by the grid-area weight leaves the same estimate. In this natural tensor-grid choice , so : the split update is even the exact semidiscrete diffusion flow. Contractivity of a product of these negative symmetric exponentials would prove stability even without commutation.

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