Past exam of the mathematics course of the University of Cambridge 2025 ii Paper 3 40D d Solution Created 2026-09-24 Updated 2026-09-25
Let be the tridiagonal matrix with diagonal entries and adjacent off-diagonal entries on the interior grid points. The finite-interval scheme isFor interior points, the dirichlet discrete Laplacian has eigenvaluesThe corresponding eigenvalues of the amplification matrix areSince 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