Solution

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

Let be the tridiagonal matrix with diagonal entries and adjacent off-diagonal entries on the interior grid points. The finite-interval scheme is
For interior points, the dirichlet discrete Laplacian has eigenvalues
The corresponding eigenvalues of the amplification matrix are
Since and ,
for every . The matrix is real symmetric in the sine eigenbasis, so its induced -norm is the largest . This proves the crank-Nicolson stability on a finite Dirichlet interval and gives

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