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Use $D_x={\partial }_x+A_x$, $D_y={\partial }_y+A_y$, acting on columns. Expanding the two compositions and cancelling their ordinary derivative terms givesCompatibility means local solvability for arbitrary initial vectors, equivalently the existence of an invertible parallel bundle frame $S$ with $D_{x}S=D_{y}S=0$. Such a bundle frame gives $F_{xy}S=0$, hence $F_{xy}=0$. A single specified parallel vector only implies $F_{xy}v=0$: for example $A_x=0$, $A_y=x\mathrm{diag}(1,0)$ and $v=(0,1{)}^T$ have $D_{x}v=D_{y}v=0$ although $F_{xy}=\mathrm{diag}(1,0)\ne 0$. This is why arbitrary-data compatibility is the necessary interpretation of “consistent.”

Conversely assume $F_{xy}=0$. On $x=0$, solve ${\partial }_{y}S=-A_{y}S$ with $S(0,0)=1$. For each $y$, extend it along $x$ by ${\partial }_{x}S=-A_{x}S$. Linear ordinary differential equations with smooth coefficients give global invertible matrices on these finite coordinate paths. Put $R=D_{y}S$. Since $D_{x}S=0$,Uniqueness of the homogeneous transport equation gives $R=0$. Thus $S$ is a full parallel bundle frame. This proves the parallel-frame compatibility criterion without assuming a nonzero vector spans the whole fiber.

Geometrically $A=A_{x}dx+A_{y}dy$ is a gauge connection on the trivial real rank-$n$ vector bundle, and $F_{xy}dx\wedge dy$ is its gauge curvature. The displayed nonlinear equation is flat connection. Writing $g=S^{-1}$ gives its general solution on ${\mathbb{R}}^2$:Conversely substitution, or the Maurer-Cartan equation, proves that every such gauge potential is flat. The parallel sections are $v=g^{-1}c$ for constant columns $c$. Multiplying $g$ on the left by a constant matrix leaves $A$ unchanged. On a nonsimply connected domain a flat connection can have nontrivial holonomy, so a single-valued global pure-gauge expression needs an extra holonomy condition; the specified plane has no such obstruction.

For the Bogomolny equations, complexify the auxiliary vector space and introduce the spectral parameter $\lambda$. Let $\Phi$ denote multiplication by the Higgs matrix, while $D_i\Phi$ denotes its adjoint gauge covariant derivative. Define the Lax pair for the Bogomolny equationsThe auxiliary equations are $L_0(\lambda )\psi =L_1(\lambda )\psi =0$. To check their compatibility, use $[D_i,D_j]=F_{ij}$ and $[D_i,\Phi ]=D_i\Phi$. PutThe constant, linear and quadratic terms in the matrix commutator are respectivelyThus vanishing for every $\lambda$ forces $a=0$, $b=0$, $c=0$, and those conditions also make the matrix commutator zero. They are exactly $\frac{1}{2}{ϵ}_{ijk}{F}_{jk}=D_i\Phi$. No spectral-parameter derivative is needed. Homogenizing in the two projective coordinates of $\lambda \in {\mathbb{CP}}^1$ includes the point at infinity.

The dimensional-reduction interpretation is equally explicit. On Euclidean ${\mathbb{R}}^4$ with orientation $1234$, take fields independent of $x^4$ and set $A_4=-\Phi$. Then $F_{i4}=-D_i\Phi$. Anti-self-duality of gauge curvature says $F_{12}=-F_{34}$, $F_{23}=-F_{14}$, and $F_{31}=-F_{24}$, which reduce to the same three Bogomolny equations. Translation symmetry reduction therefore turns the four-dimensional ASDYM zero-curvature system into the parameter-dependent three-dimensional system above.

On complexified Minkowski spacetime, use the twistor incidence relationThe harmless factor $i$ is a conventional choice; omitting it corresponds to rescaling the complexified coordinates. For fixed $x$, projectivizing the nonzero two-component spinors $\pi$ gives a twistor line $L_x\simeq {\mathbb{CP}}^1$. The two stated patches cover all these incidence lines; they describe the affine-space-time twistor domain with the line $\pi =0$ removed from full projective twistor space.

Since $E{|}_{L_x}$ is holomorphically trivial, choose a global bundle frame on that line. Comparing its columns with the bundle frames in the two patch trivializations gives invertible matrices $H(x,\pi )$ and $\tilde{H}(x,\pi )$, holomorphic on their respective patches, withThis is the holomorphic splitting of a twistor patching matrix. It follows directly from existence of the global bundle frame, rather than from an arbitrary factorization of an arbitrary matrix: nontrivial line bundles would obstruct such a nonsingular splitting.

The factors can be chosen holomorphically in $x$ near any given $x_0$. An explicit local argument is useful. Normalize the known splitting at $x_0$ and set $Q(x,\lambda )=\tilde{H}(x_0,\lambda {)}^{-1}F(x,\lambda )H(x_0,\lambda )$ on a fixed circular contour in the overlap. It is close to the identity when $x$ is close to $x_0$. Let $P_{+}$ select strictly positive Laurent powers, and seek $q=1+$ positive powers satisfyingIn a holomorphic contour-function norm the operator has norm below one for sufficiently small variation, so its Neumann series converges and is holomorphic in $x$. Then $Qq=\tilde{q}$ has only nonpositive powers and is holomorphic on the exterior patch including infinity. Both factors are close to the identity and invertible. They extend over their full patches through $Q$ and its inverse. Taking $H=H(x_0)q$ and $\tilde{H}=\tilde{H}(x_0)\tilde{q}$ gives the required local family. This is also the elementary Laurent series reason that $H^1({\mathbb{CP}}^1,\mathcal{O})=0$ leaves no infinitesimal obstruction.

Raise primed two-component spinor indices with the antisymmetric two-component spinor form and define $V_A={\pi }^{A^{\prime }}{\partial }_{A{A}^{\prime }}$, holding $\pi$ fixed. Incidence givesThus $V_{A}F=0$ for a pulled-back function depending only on twistor coordinates. Differentiating the splitting and multiplying by the inverse factors givesThe left expression is holomorphic on one two-component spinor patch, the right on the other, and each is homogeneous of degree one in $\pi$. They therefore glue to a global matrix-valued section of $\mathcal{O}(1)$ on the line.

Such a section is linear in its homogeneous coordinates. To see this explicitly, set $\lambda ={\pi }_{0^{\prime }}/{\pi }_{1^{\prime }}$ on $U$. The normalized expression is an entire matrix function of $\lambda$; on the other patch its quotient by $\lambda$ is holomorphic at infinity. Hence it has at most linear growth. Cauchy estimates force all its derivatives of order at least two to vanish. Entry by entry it is $a_A(x)+\lambda b_A(x)$, or invariantlyThe coefficients are holomorphic in $x$. This proves existence of the desired space-time one-form, with no remaining dependence on $\pi$ in its coefficients.

A second splitting must differ by right multiplication $H\mapsto Hg(x)$ and $\tilde{H}\mapsto \tilde{H}g(x)$. Indeed the comparison matrix is holomorphic on both patches of a compact complex projective line and therefore constant along the line. The resulting transformation isthe gauge connection transformation law. Local coefficient matrices consequently glue to a holomorphic gauge connection on the bundle whose fiber at $x$ is the space of holomorphic sections of $E{|}_{L_x}$. If a single global matrix-valued one-form is wanted on all $M_{\mathbb{C}}\simeq {\mathbb{C}}^4$, choose a basis at the origin and parallel-transport it along the straight radial paths to each $x$. Linear transport exists on every finite path and varies holomorphically with $x$; this gives a global holomorphic bundle frame. The assertion does not require flat connection in all four directions, only a fixed choice of paths for a trivialization. On more general space-time domains the intrinsic object is a gauge connection with these gauge-related local one-forms.

Finally put $D_{A{A}^{\prime }}={\partial }_{A{A}^{\prime }}+{\Phi }_{A{A}^{\prime }}$ and ${\mathcal{D}}_A(\pi )={\pi }^{A^{\prime }}{D}_{A{A}^{\prime }}$. From the defining identity,Thus the columns of $H^{-1}$ are an invertible parallel bundle frame in the two alpha-plane directions. Their matrix commutator must annihilate that bundle frame, soUse the spinor decomposition of gauge curvaturewhere both gauge curvature two-component spinors are symmetric. The second term vanishes under contraction with ${\pi }^{A^{\prime }}{\pi }^{B^{\prime }}$. The first is a quadratic polynomial in the two two-component spinor components; vanishing for every two-component spinor forces each of its coefficients to vanish. Thereforewhich is precisely the ASDYM equation in the convention where the primed symmetric two-component spinor is the self-dual part. Equivalently, the gauge connection is flat when restricted to every alpha-plane. This completes the forward Penrose-Ward correspondence, including both the existence of the gauge connection and its anti-self-duality of gauge curvature.

Put $h=\Delta x$, $k=\Delta t$, with fixed positive $\mu =k/h$. Insert a smooth exact solution and divide the residual by $2k$:Taylor expansion givesThe differential equation cancels the leading part, leaving normalized local truncation error $O(k^2+h^2)$. Since $u_{ttt}=({\partial }_x+{\partial }_y{)}^{3}u$ contains mixed derivatives, there is no fixed positive Courant number canceling this leading error for every smooth solution. Thus the method is second order in time and space. Global second-order convergence also requires stability and initial values at both time levels accurate enough to retain this order.

Take $L=-d^2/d{x}^2+x$. The Airy equation is $Lu=0$. To discuss positivity of this linear operator, use its homogeneous variation domain $D(L)=\{v\in H^2(0,1):v(0)=0,v^{\prime }(1)=0\}$. Integration by parts givesThe boundary term is zero at both ends. The same calculation with two different functions proves that the associated form is a symmetric bilinear form. Positivity here concerns the homogeneous domain; the condition $u(0)=1$ instead defines an affine set of admissible solutions.

For the variational problem defineand minimizeThe Sobolev trace at zero is meaningful in $H^1$. No derivative boundary value is imposed on this trial space: the Neumann boundary condition will emerge naturally. For $v\in V$, Cauchy-Schwarz inequality and integration giveso $a(v,v)\ge \frac{2}{3}\Vert v{\Vert }_{H^1}^2$. Thus $a$ is a bounded, symmetric, coercive bilinear form on the Hilbert space $V$. The Lax-Milgram theorem says that a bounded coercive bilinear form and a bounded linear functional determine a unique weak solution. Apply it toand set $u=1+v$. This is precisely the first variation condition $a(u,w)=0$ for $J$.

Compactly supported test functions first yield $u^{\prime \prime }=xu$ in the sense of distributional derivatives. Since $xu\in L^2$, the solution is in $H^2$. Integration by parts then leaves $u^{\prime }(1)w(1)=0$ for every $w\in V$, hence $u^{\prime }(1)=0$. The other boundary condition is built into $1+V$. Conversely a solution of this boundary value problem satisfies the first variation condition. Finally,This proves existence, uniqueness and the global minimum characterization, including the natural boundary condition. It is the mixed-boundary Airy energy principle.

Let $h=\Delta x$, $k=\mu h$ and $M_r={\sum }_{j\in \{-2,-1,1,2\}}{a}_j{j}^r$. Along a smooth solution, ${\partial }_t^{r}u={\partial }_x^{r}u$. The exact difference $u(x,t+k)-u(x,t-k)$ contains only odd derivatives. Matching terms through degree four therefore requiresThe first two conditions give $a_{-1}+a_1=a_{-2}+a_2=0$, which also implies $M_4=0$. With $a_{-j}=-a_j$, the remaining equations are $a_1+2a_2=\mu$ and $a_1+8a_2={\mu }^3$. HenceThe fifth spatial moment is $M_5=10{\mu }^3-8\mu$. After dividing the exact-minus-scheme residual by $2k$, its first possible nonzero term isThis is the fourth-order two-step advection stencil. Thus the normalized local truncation error is $O(h^4)$ at fixed positive Courant number, as required. At $\mu =1$ or $2$ the formula translates the physical advection branch exactly, but consistency of a numerical method alone does not decide stability of all two-level perturbations.

The Engquist-Osher method is an upwind finite volume method. For cell values $U_j^n$, mesh width $h$ and time step $k$, put $r=k/h$ and use the conservative updatewhere the numerical flux isConsistency of a numerical method follows from $F(u,u)=f(u)$. Positive characteristic speeds use the left state, and negative speeds use the right state. The flux difference telescopes when summed over cells, giving a discrete conservation law. The method is first order in space and time for smooth solutions; its conservation law form is also appropriate when shock waves develop.

Let $s_{\ast }$ be the unique sonic point of a scalar flux, $f^{\prime }(s_{\ast })=0$. Convexity implies $f^{\prime }<0$ to its left and $f^{\prime }>0$ to its right. Put $f_{\ast }=f(s_{\ast })$ and splitThen $f=f_{\ast }+f^{+}+f^{-}$, $(f^{+}{)}^{\prime }\ge 0$, $(f^{-}{)}^{\prime }\le 0$, andThis is the sonic-point splitting of a convex Engquist-Osher flux. If both states are above $s_{\ast }$, $F=f(a)$; if both are below it, $F=f(b)$. Across a transsonic rarefaction wave, $a\le s_{\ast }\le b$, the flux is the minimum $f_{\ast }$. In the opposite crossing it is $f(a)+f(b)-f_{\ast }$, which in general differs from the exact Godunov numerical flux. This distinction does not affect the monotonicity proof.

Here stability requires the usual Courant–Friedrichs–Lewy condition. Let the initial values lie in $[m,M]$, and chooseA differentiable convex function has a continuous derivative on this interval, so the maximum is finite. Write the three-input update as $H(a,b,c)$. Differentiating givesThus the update $T$ preserves componentwise order. Constants are fixed, since $H(c,c,c)=c$, so comparison with the constants $m,M$ proves $m\le U_j^n\le M$ for every time level. In particular the same CFL condition remains applicable. This is a mesh-independent maximum-principle stability bound.

A stronger stability statement is contraction in discrete $L^1$. Consider two solutions $U,V$ in the same invariant interval, on a periodic mesh or on the infinite lattice with summable differences. Let $Q=U\vee V$ be their componentwise maximum. Monotonicity gives $TQ\ge TU,TV$, henceThe discrete conservation law for the difference gives the equality: on a finite periodic mesh the flux sum cancels exactly, and on the infinite lattice it follows by truncation and the fact that the flux is a Lipschitz function on $[m,M]$. Interchanging $U,V$ and adding provesThis is L1 contraction of a monotone conservative scheme. Since $T$ commutes with the cell shift, applying this contraction to $U$ and its shift gives ${\sum }_j|U_{j+1}^{n+1}-U_j^{n+1}|\le {\sum }_j|U_{j+1}^n-U_j^n|$. The scheme is therefore a total variation diminishing scheme as well.

The same order argument proves a discrete entropy inequality, explaining why this stable discretization selects entropy solutions rather than nonphysical expansion shock waves. For a constant $c\in [m,M]$, setBecause $T(U\vee c)\ge TU,c$ and $T(U\wedge c)\le TU,c$, their componentwise difference is at least $|TU-c|$. Subtracting their updates givesFor constants outside $[m,M]$, the entropy inequality is an equality by the invariant bound and the conservative update. At equal states $Q_c(u,u)=\mathrm{sgn}(u-c)[f(u)-f(c)]$, the Kruzhkov entropy flux. The flux is a Lipschitz function on the invariant interval: writing $L=\max |f^{\prime }|$, the conservative update gives $h{\sum }_j|U_j^{n+1}-U_j^n|\le 2kL{\sum }_j|U_{j+1}^n-U_j^n|$. This time-translation bound, the invariant bound and the total variation estimate give local space-time compactness for bounded-variation initial conditions as the mesh is refined; the conservative update passes to the weak conservation law, and the displayed inequality passes to its Kruzhkov entropy inequality. This identifies the limit as the entropy solution.

Finally the time-step qualification is essential. For the convex Inviscid Burgers equation flux $f(u)=u^2/2$, whose unique sonic point of a scalar flux is zero, linearize about a positive constant $U$. The perturbation update becomes $v_j^{n+1}=(1-rU)v_j^n+rU{v}_{j-1}^n$. At Fourier frequency $\pi$ its multiplier is $1-2rU$, with modulus greater than one if $rU>1$. Wave packets near this phase give linear instability even for summable Cauchy perturbations. Thus the assumptions on $f$ imply the stability results above under the CFL condition, not for arbitrary $k/h$. This is CFL necessity for explicit Engquist-Osher stability.

A Mehrstellen method gains accuracy by exploiting the differential equation in the local truncation error of a compact finite difference method stencil. The extra nearby values alone do not guarantee higher order: one must also modify the source term. Consider $\Delta u=f$ on a square with prescribed Dirichlet boundary data, using the same spacing $h$ in both directions.

For comparison, the five-point Laplacian has expansionIts leading error is not a multiple of ${\Delta }^{2}u$, because the mixed fourth derivative is missing. To obtain an isotropic leading error, consider a symmetric nine-point finite-difference stencil with weight $a$ on each axial neighbor, $b$ on each diagonal neighbor, and $c$ on the center, all divided by $h^2$. Vanishing on constants and consistency of a numerical method require $4a+4b+c=0$ and $a+2b=1$. Taylor expansion then gives the fourth-derivative contributionFor this to equal $h^2{\Delta }^{2}u/12$ we must choose $b=1/6$, hence $a=2/3$, $c=-10/3$. The resulting nine-point finite-difference stencil operator isIts expansion, retaining the next term for later use, isThus $D_9$ by itself is second order on a general function. On a Poisson equation solution, however, ${\Delta }^{2}u=\Delta f$. Approximating this known source derivative by $D_{5}f$ gives the fourth-order Mehrstellen method equationEquivalently, its two stencils areThe normalized local truncation error is $O(h^4)$, since $D_{5}f-\Delta f=O(h^2)$. If the equation is multiplied by $6h^2$, the row residual is $O(h^6)$; this change of normalization does not make the solution sixth order. The fourth-order correction of the nine-point Poisson stencil retains only the closest axial and diagonal unknowns. A fourth-order one-dimensional second derivative instead uses $(-U_{i+2}+16U_{i+1}-30U_i+16U_{i-1}-U_{i-2})/(12h^2)$, widening the unknown stencil and introducing negative outer weights. Mehrstellen method accuracy is obtained by correcting known source values rather than widening that unknown stencil.

The compact scheme has useful stability and solvability properties. With homogeneous Dirichlet boundary data, $-D_9$ is symmetric, has positive diagonal and nonpositive off-diagonal entries, and is a positive definite symmetric operator. Indeed its quadratic form is a sum of positive edge weights times squared differences, with boundary values set to zero. Vanishing of this sum would force a constant on the connected grid and then zero by connection to the boundary. Consequently the Dirichlet boundary condition linear system has a unique solution. The same weights give a discrete maximum principle: if $D_{9}v\ge 0$ at every interior node and $v\le 0$ on the boundary, a positive maximum inside would make every weighted difference to its neighbors nonpositive. Equality forces the maximum to propagate to the boundary, which is impossible. Thus $v\le 0$ everywhere.

This also turns consistency of a numerical method into a quantitative convergence result, rather than merely suggesting an order. Let $B_{h}f=f+h^2{D}_{5}f/12$, let $\tau =D_{9}u-B_{h}f$ be the normalized residual of the exact solution, and set $e=U-u$. Exact Dirichlet boundary data imply $e=0$ on the boundary and $D_{9}e=-\tau$. On the unit square the quadratic barrierhas $D_{9}q=-1$ exactly, is nonnegative on the boundary, and has maximum $1/8$. If $\Vert \tau {\Vert }_{\infty }\le \epsilon$, then $D_9(e-\epsilon q)\ge 0$ and $D_9(-e-\epsilon q)\ge 0$, while both comparison functions are nonpositive on the boundary. The discrete maximum principle provesThis is maximum-norm convergence of the corrected nine-point Poisson scheme. It requires sufficient smoothness of the solution up to the boundary for the uniform truncation bound. On other domains the source and boundary closures must retain the required accuracy; boundary singularities can invalidate a smooth-solution order estimate.

The same expansion reveals how to add still more accuracy. Differentiating $\Delta u=f$ givesThus the sixth derivatives appearing in the $h^4$ term can also be expressed solely through the source. With exact source derivatives,is the sixth-order source correction of the nine-point Poisson stencil, with normalized residual $O(h^6)$. If source derivatives are replaced by differences, $\Delta f$ must be approximated through fourth order and the fourth derivatives through second order to retain that accuracy. The unknowns still occupy the same nine-point finite-difference stencil; only evaluation of known source data becomes more elaborate. The same inverse bound yields sixth-order convergence when these approximations and the boundary data have matching accuracy.

A particularly instructive case is the Laplace equation, $f=0$. Both displayed error corrections automatically vanish: ${\Delta }^{2}u=0$ and $u_{xxxxyy}+u_{xxyyyy}=\Delta u_{xxyy}=0$, which also makes the pure sixth derivatives sum to zero. Expanding the stencil two orders further gives, for a sufficiently smooth harmonic function,For verification, the three eighth-derivative contributions are $(u_{xxxxxxxx}+u_{yyyyyyyy})/20160$, $(u_{xxxxxxyy}+u_{xxyyyyyy})/2160$ and $u_{xxxxyyyy}/864$. Because $u$ is a harmonic function, their sum is $u_{xxxxxxxx}(1/10080-1/1080+1/864)=u_{xxxxxxxx}/3024$. The example $u=\mathrm{Re}(x+iy{)}^8$ has $D_{9}u(0,0)=40h^6/3$, so this term is genuinely present. The unmodified harmonic nine-point scheme therefore has sixth-order nodal convergence under the same smoothness and boundary assumptions. This harmonic superconvergence of the nine-point stencil is special to harmonic functions; it should not be confused with the fourth-order source-corrected scheme for general Poisson equation data.

The appeal of Mehrstellenverfahren is this combination of a compact sparse matrix, favorable discrete maximum principle properties, and high accuracy obtained by using the governing equation. The derivation also shows precisely which accuracy belongs to the operator on arbitrary functions, which belongs to its action on solutions, and which survives in the computed boundary-value solution.

Let $b_l=\delta B_l/B_0$. The nonlinear term has two perpendicular spatial derivatives, so its rate relative to the fluctuation amplitude isThe wave period from part (a), using $k\sim k_{\perp }$, is ${\tau }_w\sim l_{\parallel }{l}_{\perp }/(v_A{d}_i)$. A weak wave cascade requires that one interaction change a packet only slightly:For interactions with decorrelated phases, successive fractional changes accumulate as a random walk. An order-one change needs $N{\chi }^2\sim 1$, givingConstant energy flux per unit mass then gives $ϵ\sim v_A^2{b}_l^2/{\tau }_l\sim v_A^3{d}_i{b}_l^4{l}_{\parallel }/l_{\perp }^3$, henceThe weak electron-magnetohydrodynamic cascade scaling uses both locality in scale and the decorrelation assumption; a small amplitude by itself does not specify the cascade time.

For an axisymmetric gravitational lens, the reduced deflection is $\alpha (\theta )=\bar{\kappa }(\theta )\theta$. The specified mean lensing convergence therefore givesThe derivative is smallest at the centre, where ${\beta }^{\prime }(0)=1-{\theta }_E/{\theta }_c$. If ${\theta }_c\ge {\theta }_E$, the mapping is monotone and an offset source has only one image. If $0<{\theta }_c<{\theta }_E$, the derivative is negative near zero and positive at large radius, producing two stationary points and a range of source offsets with three images. Thus the condition for a nonempty multiple-image region isThis condition permits multiple images; a particular source must additionally lie inside the multiple-image caustic of a softened isothermal lensing potential. At equality the critical radii collapse to the origin and there is no finite three-image region.

Take $z$ upward from the unperturbed interface in the apparatus frame, with liquid at $z>0$ and pulling velocity $-V{\mathbf{e}}_z$. The primary ice contains no salt. We use the dilute, equal-density approximation and neglect fluid motion relative to the mould. The initial salt inventory per unit horizontal area, with a common density factor suppressed, is $N=h{C}_0$. Its conservation is essential: the far liquid has zero concentration, so an imposed nonzero far-field composition would describe a different experiment.

The steady advection-diffusion equation is $-V{C}^{\prime }=D{C}^{\prime \prime }$. Decay into the pure water and interfacial salt rejection giveSince ${\int }_0^{\infty }C(z)dz=D{C}_I/V=N$, the finite-inventory directional salt rejection solution isThe decay length is $D/V$. Local liquidus equilibrium givesThus the thermal apparatus selects the interface position at this isotherm. The stated speed inequality is precisely $C_I<C_E$, so the interface is warmer than the eutectic temperature, $T_I>T_E=-m{C}_E$. These are steady values after the initial finite saline layer has rearranged; the final exponential distribution is not confined to the original depth $h$.

For $Vh{C}_0/D>C_E$, a steady pure-ice front would require an interfacial composition beyond the eutectic composition. That branch is unavailable. During the transient, rejected brine concentrates until it reaches $C_E$; secondary salt-bearing crystals can then form and the residual brine freezes as an eutectic system. Salt is incorporated into the product rather than remaining indefinitely in a super-eutectic exponential layer. The detailed pattern can include brine pockets and a nonplanar freezing region; it depends on the thermal history and the morphological stability. The speed inequality alone does not decide that latter stability.

For the stability calculation use an interface displacement $\eta =\hat{\eta }{e}^{ikx+st}$ and a liquid perturbation $c=\hat{c}{e}^{ikx+st-qz}$. Here $k>0$ is the wavenumber, $s$ is the temporal rate and $\Re q>0$ gives spatial decay. The frozen thermal field is $T_I+Gz$. Define $\Gamma ={\gamma }_{sl}{T}_m/(\rho L)>0$, where ${\gamma }_{sl}$ is solid-liquid surface energy, $T_m$ is absolute pure-solvent melting temperature, $\rho$ is mass density and $L$ is specific latent heat. For a solid protrusion into liquid the curvature is $\mathcal{K}=-{\eta }_{xx}=k^2\eta$, and the Gibbs-Thomson effect gives local equilibrium $T=-mC-\Gamma \mathcal{K}$. We assume isotropic surface energy and instantaneous interface kinetics, so no kinetic undercooling term is present.

Linearizing the equilibrium condition at the displaced interface givesThe perturbation advection-diffusion equation givesThe local solute balance at a moving graph, to first order, isIts perturbation is $(V-Dq)\hat{c}+s{C}_I\hat{\eta }=0$, because the terms $D\eta C^{\prime \prime }(0)$ and $V\eta C^{\prime }(0)$ cancel. Consequently the full frozen-temperature solutal interface dispersion isNo quasistatic approximation to solute diffusion was made here. For a growing mode the unique admissible liquid root isWriting $b=(G+\Gamma k^2)/(m{C}_I)$ and eliminating $s$ gives $(q-V/D)(q-V/D+b)=k^2$. The root continuously connected to the growing interface branch is thereforeIn particular, unstable wavelengths exist exactly when $mV{C}_I/D>G$, and their band isThis is the constitutional supercooling criterion: immediately above the plane, the local liquidus rises at rate $-m{C}^{\prime }(0)=mV{C}_I/D$, so it overtakes the imposed thermal gradient when that rate exceeds $G$. The Gibbs-Thomson effect cuts off short waves. At long wavelength $s\sim D(V/D-b)k^2/b$ for positive $G$. The exactly uniform inventory-changing displacement is not an instability of a fixed-inventory experiment. On stable branches the full diffusion problem also admits relaxation transients; the root selection above is sufficient to identify every exponentially growing interface mode.

If one additionally neglects the perturbation time derivative in the liquid diffusion equation, the alternative reduced rate isIt has the same onset and cutoff, but need not have the same rate away from the slow-growth regime. The frozen-temperature approximation by itself does not justify this extra reduction.

After onset, protrusions reach more weakly saline liquid and advance faster, while grooves accumulate rejected brine. The planar interface develops cells and, as growth becomes sufficiently strong, crystal dendrites with concentrated liquid between them. Nonlinear competition changes the selected spacing; linear rates alone cannot fix the final geometry. The interdendritic liquid forms a mushy layer, concentrates toward the eutectic composition, and ultimately freezes into a salt-bearing eutectic product when it reaches $T_E$. This replaces the pure planar salt-rejection picture with trapping and freezing of brine between crystals.

A strongly continuous semigroup on the complex Banach space $E$ is a family $T_t\in \mathcal{L}(E)$ with $T_0=I$, $T_{s+t}=T_s{T}_t$ and $\Vert T_{t}f-f\Vert \to 0$ as $t\downarrow 0$ for every $f\in E$. Its semigroup generator is the linear operatorFor $f\in D(Z)$, boundedness of $T_t$ and the semigroup identity giveThus semigroup commutation with its unbounded generator meansThere is no assertion that $Z$ is defined on every vector. The orbit is differentiable on this domain, with $\frac{d}{dt}{T}_{t}f=T_{t}Zf$.