Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2013/iii/paper-63/1/2/solution

The zero Dirichlet boundary conditions permit an exact finite-interval calculation. Let on the interior grid points. The Dirichlet discrete Laplacian has an orthogonal eigenvector basis
Consequently the update matrix has modal amplification factors
For every physical , all denominators are at least one. Orthogonal diagonalization therefore proves
uniformly in , and . The same bound controls initial perturbations; a forcing increment is propagated by contraction, so successive increments accumulate at most by their sum. The highest-order consistent method is unconditionally stable for all . This proof incorporates the boundary conditions, whereas a periodic Fourier mode calculation alone would not do so.
For completeness, if “range” is interpreted algebraically to include negative on a fixed grid, the exact power-stable range is
Indeed, for every denominator is less than one, so requires for every . The strongest restriction comes from . Equality gives a simple amplification factor and is allowed because the update is orthogonally diagonalizable. Other negative values either amplify a mode or make the update singular. This extra branch describes backward time stepping on a fixed spatial grid; it is not a positive-time diffusion discretization, and no fixed negative remains in that branch as .

New to topics? Read the docs here!