Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/ii/paper-1/38e/b/solution

The Gershgorin circle theorem says that every eigenvalue of a square matrix lies in at least one disc centred at a diagonal entry with radius the sum of the absolute values of the off-diagonal entries in that row.
For interior unknowns write the update as . The matrix is real symmetric and tridiagonal, with diagonal and adjacent entries . Each Gershgorin radius is at most . Its real interval is therefore contained in
For , every eigenvalue lies in . Symmetry gives an orthogonal diagonalization, so for every : errors in initial data cannot grow. This is stability in the discrete norm, also in its -weighted version. One can additionally see maximum-norm stability directly: the update weights are nonnegative with row sums at most one once the zero boundary unknowns are removed. Hence .

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