Solution

ID: past-exam-of-the-numerical-solution-of-differential-equations-course-of-the-university-of-oxford/2010/a/2/b/solution

Transforming the spatial shifts and putting gives the real amplification factor
For the denominator is at least one, so the implicit step is a bounded Fourier multiplier on . Set and use . The numerator is no greater than the denominator, so . The other inequality is
If , the bracket is nonpositive and this always holds. If , the concave quadratic has its maximum at , with value . Therefore precisely under the stated condition
and without a mesh-ratio restriction when . The Parseval identity now gives
Iteration proves stability with constant one. It is conditional for and unconditional for . The sampled initial data have finite support, hence belong to . This is the Fourier stability threshold for a mixed-width heat scheme.
Figure 1.
The exact stable mesh-ratio region for the mixed-width heat scheme
. Details.

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