Solution

ID: past-exam-of-the-numerical-solutions-of-partial-differential-equations-course-of-the-university-of-oxford/2023/3/d/solution

Using the semidiscrete Fourier transform from (b), the explicit scheme has amplification factor
Set and , so . Direct expansion gives
The expression in square brackets is an affine function of . At the two endpoints its values are
using precisely . Every intermediate value is a convex combination of these endpoints, so for every frequency. The Parseval identity proves
Thus the scheme is practically stable under the given condition. For it is equivalent to and . This is the Forward Euler stability for centered advection-diffusion calculation with the diffusion coefficient retained. The proof does not require all three stencil weights to be nonnegative.

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