Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2025/ii/paper-3/40d/a/solution

Consider a general constant-coefficient linear difference scheme
A spatial Fourier mode has the form
If one time step multiplies its amplitude by , then , and substitution gives the amplification polynomial of a multilevel finite difference scheme
For a one-step method this equation directly determines
By Parseval's identity, Von Neumann stability analysis gives -norm stability when for every Fourier mode. For a multilevel method, every root must obey the corresponding root condition.

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