Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2017/iii/paper-341/4/ii/solution

The spatial shift in the PDF also requires a boundary value beyond the supplied right endpoint: if is the last interior index, the newest value is outside the interval. Thus the printed Dirichlet method has no specified boundary closure, and no unique stability range can be assigned to it as stated.
For completeness, the literal interior formula has an exact von Neumann stability analysis on an infinite or periodic grid. Substitution of a Fourier mode gives
For the root of a polynomial tending to one as , expansion gives
Consequently is unstable: sufficiently small nonzero frequencies have a root of a polynomial of modulus greater than one, and arbitrarily fine periodic grids contain such frequencies.
Conversely, if and , then
For with ,
Since , the complex quadratic Schur criterion yields both roots of a polynomial in the unit disk, strictly inside except at , where they are and . Uniform stability follows directly from the BDF2 discrete energy identity: the modal recurrence is , whose energy decreases because . Summing the modal energies proves a bound independent of the grid and even of ; no eigenvector-separation assumption is needed. This is the stability of a spatially shifted BDF2 stencil. Thus the literal periodic-grid result is
This cannot establish stability of an unspecified Dirichlet boundary condition closure. It also does not restore consistency of a numerical method.
For the intended unshifted backward differentiation formula, a spatial eigenvalue gives
The Schur stability criterion gives the root condition for a multistep method for every , with strict inequalities for . A useful uniform energy method proof, including the repeated interior roots that a bare separation argument would miss, is the BDF2 discrete energy identity. With and
the corrected Dirichlet discrete Laplacian scheme satisfies
This follows by taking the inner product of with and using summation by parts. It controls both time levels uniformly, regardless of the mesh ratio. Hence the corrected method is stable for

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