Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2006/iii/paper-68/2/a/solution
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 68 2 a Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
Put , , with fixed positive . Insert a smooth exact solution and divide the residual by :Taylor expansion givesThe differential equation cancels the leading part, leaving normalized local truncation error . Since contains mixed derivatives, there is no fixed positive Courant number canceling this leading error for every smooth solution. Thus the method is second order in time and space. Global second-order convergence also requires stability and initial values at both time levels accurate enough to retain this order.
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