Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2014/iii/paper-66/5/b/solution

Use the Fourier transform for the spatial Cauchy problem, or its periodic analogue, and regard the two starting levels as independently perturbed data. A Fourier mode with spatial factor has amplification roots satisfying
Put and . Then
If , both roots have modulus one and their separation is bounded below uniformly in frequency:
The uniform power bound from separated amplification roots now controls the two-level companion matrix for every time step. Its entries are uniformly bounded, and its eigenvector conditioning is bounded by the reciprocal root gap. The Parseval identity transfers this frequency-uniform bound to the spatial norm. This proves stability, rather than merely checking each root's modulus.
If , the frequency has a root outside the unit disk, so there is exponential instability. If , the two roots at coincide on the unit circle. The companion matrix is not a scalar matrix and has a nontrivial Jordan block; its powers grow linearly in the number of steps. Frequencies arbitrarily near that value produce the same lack of a uniform bound for localized Fourier packets, so this also invalidates Cauchy stability, not only periodic plane-wave stability. At the double amplification root is , and at it is .
Therefore the full two-level stability range for a fixed positive Courant ratio is
The endpoint is moreover not a positive time step. Bounds deteriorate as approaches either endpoint; the displayed range is not a uniform claim over ratios arbitrarily close to one. A prescribed starter that removes one special parasitic component can change behavior for selected initial data, but does not establish the requested unrestricted two-level stability.

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