Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2003/iii/paper-67/4/a/solution

Put and use the discrete Fourier transform on the infinite grid. A spatial Fourier mode has time coefficient satisfying
Its amplification polynomial of a multilevel finite difference scheme is , with roots
For they are distinct and have modulus one. Since , a fixed bounds their separation below by . Solving for the two mode amplitudes therefore bounds every power of the two-level companion matrix uniformly in frequency and step number. Parseval identity transfers this bound to the discrete L2 norm.
If , an open set of frequencies around has and a root of modulus greater than one. Fourier data supported there grow exponentially. At , the central frequency has the double root , and the recurrence admits . Thus the root moduli being one do not suffice: a nontrivial Jordan block makes the two-level powers grow linearly. Although this exact frequency has measure zero on the infinite grid, the matrices depend continuously on frequency. For every step count, a neighborhood has powers nearly as large, so their essential supremum is still unbounded. Wave packets in those neighborhoods rule out a uniform stability of a numerical method estimate in the discrete L2 norm.
For arbitrary perturbations in both starting levels the sharp positive range is therefore
The zero-step limiting recurrence is bounded but does not advance time. A specially filtered startup can suppress a repeated-root mode; that restriction does not establish stability of the full two-level scheme. This is the two-dimensional leapfrog stability threshold.

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