Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2007/iii/paper-71/3/b/solution

For a Fourier mode , define
The amplification factor is . To derive its stability condition, use the coefficient abbreviations from the preceding solution and set . The squared moduli are
Here , , and . Subtraction and factorization give
Thus for every frequency exactly when , provided the implicit denominator does not vanish. For the physically nonnegative Courant number, this gives
For a signed convention the full real range is .
There is no hidden denominator failure in these ranges. If and , the identity forces and ; but . If , then , and could vanish only when its two real coefficients have equal magnitudes. Their sum is three, so equality requires , which is not a root of . Hence is nonzero for every frequency in the allowed ranges. On the compact frequency interval its inverse is bounded for each fixed allowed .
When , choose a small nonzero frequency. The denominator remains close to three, while the boxed identity gives . Its fixed-frequency numerical mode grows geometrically, proving instability in the usual fixed-Courant refinement limit. Conversely, for , the Plancherel theorem converts the mode bound into a discrete L2 norm contraction on the whole-line or periodic grid. The large-Courant branch is possible because the scheme is implicit; stability alone does not promise small error at a large step.
Figure 1.
Fourier amplification of the implicit advection stencil for Courant numbers 0.5, 1.5 and 2.5
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