Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 71 3 a Solution Created 2026-10-03 Updated 2026-10-14
Let the spatial spacing be , the time step , and . Abbreviate the three new-time coefficients by , , , and the two old-time coefficients by , . These are the coefficients of the compact third-order advection stencil.
For a smooth solution of the advection equation, implies . Substituting the exact solution into the stencil therefore evaluates all five terms on the same characteristic profile, at spatial offsets , , , , and . Its Taylor moments areDirect polynomial expansion givesConsequently the unscaled local truncation error isAt a fixed nonzero Courant number, dividing by the time step gives an consistency defect. ThusWhen , the order is higher because the method simplifies to an exact integer shift: at the two sides have the common factor and the amplification is ; at it is . The signed value gives the shift , and gives the identity. These special cases do not invalidate the third-order statement for the family. Under the stability conditions established next, the usual accumulation of the fourth-order local defect over steps gives third-order convergence for smooth data.