Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 66 1 b Solution Created 2026-10-03 Updated 2026-10-06
Let , impose , and write the method of lines system as , whereThus is a negative definite symmetric matrix and is a skew-symmetric matrix. Use the mesh-weighted Euclidean norm . Discrete summation by parts yields the centered Dirichlet drift-diffusion energy identityConsequentlyThe same estimate controls perturbations and is uniform in the number of grid points and in the fixed drift coefficient. Finite-dimensional linear ODE theory guarantees existence, so this proves stability of a numerical method for the semidiscretization.
The factor simply rescales the vector norm and does not change the induced matrix norm. Equivalently the symmetric part is , whose largest eigenvalue is . This is the Euclidean logarithmic norm, rather than generally the spectral abscissa of a nonnormal matrix. No periodic Fourier mode assumption has been made: the zero endpoint terms are part of the proof. In particular positivity of both off-diagonal coefficients is not needed for this stability result.