Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2010/iii/paper-63/3/2/solution
Past exam of the mathematics course of the University of Cambridge 2010 iii Paper 63 3 2 Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
Use von Neumann stability analysis on the infinite grid. For the Fourier mode , the semidiscrete eigenvalue isIts real part is nonpositive for every frequency. The mode evolves by , whose modulus does not grow. The discrete Fourier transform and Parseval identity therefore yieldwith a bound independent of , where . Hence the semidiscrete method is stable. Frequencies with are nondissipative rather than unstable.
The same sign can be seen directly by summation by parts: the centred operator is skew-adjoint, and for the unitary shift ,This is an energy version of the dissipative second-order forward advection stencil. A subsequent time integrator would need its own stability condition; semidiscrete stability does not assert that every fully discrete method is stable.
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