Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2007/ii/paper-3/38c/b/solution
Past exam of the mathematics course of the University of Cambridge 2007 ii Paper 3 38C b Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
With the endpoint values zero, move the new-level differences to the left and keep the old-level differences on the right. Then is tridiagonal with diagonal and off-diagonal entries , while has diagonal and off-diagonal entries . Thus .
Part (a) supplies their common orthonormal eigenbasis. Their eigenvalues are and . For , is invertible, and the step matrix has eigenvaluesSince the eigenbasis is orthonormal, , uniformly in the number of steps and mesh. Hence the method is unconditionally stable for every , which includes all physical positive time steps. For negative , every nonzero modal parameter has modulus larger than one whenever its denominator is nonzero; if a denominator vanishes the step is undefined. Thus the algebraic stable range is exactly . This proof uses simultaneous matrix diagonalization, not Fourier stability analysis.
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