Let be a bounded piecewise smooth domain, and , with the outward normal vector. Integrating the divergence form from part (i) and using the divergence theorem gives two global relations for a linear boundary value problem:
These conjugate global relations for the modified Helmholtz equation are identities between the prescribed Dirichlet boundary condition and its unknown normal derivative; neither is a pointwise boundary equation. Both hold for every nonzero boundary spectral parameter under the usual trace regularity assumptions.
If is real, its two boundary traces are real. Since and the outward normal vector is real,
Thus apply complex conjugation to the first global relation for a linear boundary value problem, and replace its parameter by , to get the second. For complex , conjugation would also replace its traces by their conjugates, so that argument requires the stated reality assumption. There is also an algebraic redundancy in this particular parametrization: , hence even for complex data. This does not change the requested conjugation identity.
Label the sides by , and parametrize the two vertical sides by , the horizontal sides by . Their outward normal derivatives are , , and . Let denote the prescribed side values. Assume compatible, sufficiently regular boundary traces; the square's corners have zero arclength measure and do not require separate normal values.
For sine collocation of square modified Helmholtz global relations, use Legendre polynomials for the known Dirichlet boundary condition and a Fourier sine series for the unknown normal derivative:
The known coefficients are . The sine functions have and form a complete basis in . Choosing them for the normal derivative does not impose zero flux at a corner: the expansion is an representation, and endpoint values are not determined by it. If preserving corner values of the approximated Dirichlet trace is necessary, subtract its endpoint-interpolating line before polynomial approximation, and add that line back. All subsequent known-data integrals can alternatively be evaluated with the exact .
Define the entire function basis transforms
At the quotient is evaluated by its removable limit or by the defining integral. For example, , and polynomial expansion of expresses every in derivatives of . Put
For compactness write and . Substituting these expansions into the first global relation for a linear boundary value problem gives
The signs are fixed by the outward normal vectors, rather than by a choice of traversal direction. The second approximate global relation for a linear boundary value problem replaces by , leaving unchanged:
Here records omitted boundary-expansion tails. In a finite spectral method the selected equations are set equal to zero to solve for the unknown real coefficients . For real data the two families obey the same complex conjugation relation as their exact counterparts.
A particularly simple constructive choice uses paired collocation points for a global relation. For , put
Four suitable sets, one for each side, are
The braces in each set range over all . For large , compute to avoid cancellation. The corresponding pairs are, respectively,
Each pair has the same exponentially growing normal direction and opposite tangential frequencies. Take the phase-weighted difference of the two collocated global relations for a linear boundary value problem. For example, the bottom pair gives the adjoint test
The other three phase-weighted differences give
Thus the four spectral sets supply four real sine-tested equations per mode. We retain these equations; requiring every uncombined complex equation as well would instead form an overdetermined finite approximation. For real traces each retained equation is the appropriate real combination of its conjugate pair.
The key advantage is that vanish on the vertical sides, while vanish on the horizontal sides. Orthogonality then eliminates all off-mode unknowns. Define the known right-hand sides
The retained global relations for a linear boundary value problem are
For example, with , the bottom and top right-hand sides are explicitly
For completeness the left and right right-hand sides are
All these integrals use known polynomial approximations or the exact Dirichlet boundary condition.
Scale each row by . Every block becomes
There is just one off-diagonal entry in each row. This proves diagonal dominance of paired square global-relation collocation. Therefore the assembled system is strictly diagonally dominant, with row margin . This proof applies to the explicitly paired and scaled collocation system, rather than assuming arbitrary raw spectral rows are diagonally dominant. Each block is a positive-definite matrix and have spectral condition number of a positive-definite matrix
For instance, setting gives the concise answer
with the identical formula for the opposite vertical sides. If the known-data integrals use exact , these are exactly the first sine coefficients of the true normal traces: no discarded unknown mode contributes to a retained row. With a finite Legendre polynomial approximation, the error is solely that of the known-data approximation and the final normal-trace truncation. These square modified Helmholtz Dirichlet-to-Neumann coefficients determine the unknown boundary normal derivative; Green's third identity or the separated-variable construction can then recover the interior solution.
Work with real-valued smooth functions on the bounded region enclosed by , with the oriented surface element pointing outward. Set . It is a harmonic function in and has zero Dirichlet boundary conditions on . Applying Green's first identity to with itself gives
Both terms on the right vanish by the boundary condition and harmonicity. The integrand is nonnegative and continuous, so throughout . Consequently is constant on each connected component; every bounded component meets the prescribed boundary, where that constant is zero. Therefore
This is the energy proof of Uniqueness of the Dirichlet problem. Connectedness of is not essential if the boundary values are prescribed on every component. Boundedness, or suitable decay and integrability at infinity, is needed for the boundary/energy argument; the finite enclosed-volume interpretation is used here.
Take a smooth variation with on the boundary. Assume enough differentiability for the following operations, for example a smooth bounded open set, , and a twice continuously differentiable integrand. Differentiation under the integral gives
By integration by parts, the boundary term vanishes and the first variation is
Stationarity for every such variation, including every compactly supported smooth one, and the fundamental lemma of the calculus of variations give the Euler-Lagrange equation
For the quadratic integrand, , , and . Thus
with the prescribed Dirichlet boundary condition. For real , a stationary function is also the unique minimizer, if it exists: for any nonzero admissible , the linear term vanishes and . This last positivity uses the zero boundary values; it also holds at .
The coefficients in the spherical Laplacian are independent of , so . Also is tangent to both boundary spheres; differentiating the zero boundary trace gives another zero trace. Therefore satisfies and the same homogeneous Dirichlet boundary conditions.
In Cartesian coordinates , a globally smooth rotation field even where angular coordinates are singular. Permuting coordinate axes gives , and . For each, the rotational commutator for the Laplacian follows directly from ; antisymmetrizing cancels the extra terms. Thus
If is radial, all these right-hand sides vanish. Uniqueness from the energy estimate makes every zero. At each point of a sphere the rotation fields span its tangent plane, so all tangential derivatives of vanish. Each sphere is connected, giving . This proves radiality without assuming it as a separation-of-variables ansatz.
Set . Work on the strip in conformal gauge, with worldsheet signature and target signature . In light-cone gauge in string theory, the independent fields are the transverse coordinates. Put the Neumann boundary condition at and the Dirichlet boundary condition at ; reversing the endpoints exchanges cosine and sine modes without changing the spectrum. The fixed endpoint is .
Varying the transverse Polyakov action gives and the spatial boundary contribution . At the free endpoint this vanishes precisely when ; at the fixed endpoint . Separation of variables then gives with , hence , . These are Neumann-Dirichlet open-string boundary conditions. No dynamical transverse worldsheet zero mode survives: a constant solution must equal the prescribed , and a linear-in- solution violates the free-end condition.
Write . The orthogonality relation reduces the action to independent harmonic oscillators:
The canonical commutation relations determine normalized annihilation operators at
Thus . These formulas derive the quantization from the action rather than import integer-moded open-string rules.
For the usual phased string oscillators, set and for . Then the half-integer open-string oscillator expansion and algebra are
The corresponding field momentum density is . Completeness of the mixed-boundary eigenfunctions gives , where . This is a distribution identity on the mixed-boundary function space, not an unrestricted value at a fixed endpoint with a Dirichlet boundary condition.
Classically, the transverse Virasoro algebra zero-mode generator is
There is no transverse momentum term. If the two light-cone directions are common directions with Neumann boundary conditions, the full zero-mode constraint adds : . This assumption about the longitudinal directions is needed to interpret oscillator levels as target-space masses.
Quantizing the symmetrically ordered transverse generator gives , where the string level operator is . Each harmonic oscillator contributes to the vacuum energy. Use zeta function regularization and the Riemann zeta function with the actual half-integer spectrum:
Consequently the Neumann-Dirichlet string zero-point energy is
In the common convention , the normal-ordering constant of a string is . This positive shift differs from the vacuum energy of 24 integer-moded transverse bosons. The difference between those two vacuum energies is . To distinguish zero-mode conventions, the ND twist conformal weight is per transverse boson. With 24 bosons, the plane matter generator is ; its physical open-string condition is exactly the strip/light-cone constraint used here. The transverse plane and strip constants differ by the central charge shift . A common exponential frequency cutoff independently gives , confirming the finite part and avoiding invalid termwise manipulation of divergent sums.
Let . The lowest levels of a fully transverse ND bosonic string are
The third level has two excitations; there is no oscillator. Its indices are symmetric because the creation operators commute. With and the common longitudinal momentum convention, the rest energies and masses obey
At fixed positive the corresponding light-cone energies are ; the table lists excitation levels, not a spectrum that remains discrete if longitudinal momentum is varied continuously.
The surviving transverse rotations form . The ground state is a scalar, the next level its vector, and the third level the symmetric square of the vector. Separating its trace gives
The trace state is proportional to ; subtracting this trace gives the 299-dimensional symmetric traceless square.
There is a qualification to the printed “little group”. The little group with mixed string boundary conditions must preserve the endpoints as well as momentum. These boundary conditions break the full 26-dimensional Lorentz group, so the massive states above cannot be classified as representations of the unbroken 26-dimensional massive little group . In a D1–D25 realization the common worldvolume has Lorentz group and trivial connected massive little group; acts on the ND coordinates as an internal rotation group. The scalar, vector and symmetric trace-free decomposition is under the surviving transverse SO(24), with this boundary-background qualification.
Interpret the malformed printed domain inequality as the first quadrant , as indicated by the two axis boundary conditions. There is also a genuine missing hypothesis: decay of the boundary data does not require the harmonic function itself to be bounded. For zero data, both and satisfy the Laplace equation and both edge values, but the Wirtinger derivative of the latter is
Thus the data do not determine an arbitrary solution's derivative without a growth restriction. We derive the integral representation for the bounded solution, which is also the standard decaying solution when the continuous edge data decay. Any other admissible unbounded solution can differ by a zero-boundary harmonic function.
The conformal map sends the quadrant bijectively to the complex upper half-plane: the positive real axis maps to , and the positive imaginary axis maps to . Define its real-axis boundary function by
The compatibility at the corner makes continuous there. The Dirichlet Poisson integral in a quadrant follows from the upper-half-plane Poisson kernel:
It is bounded by the supremum of the bounded edge data, and the kernel's approximate identity property supplies both Dirichlet boundary conditions. More explicitly, for , where and , this integral is
It displays directly which part of the real-line boundary corresponds to each original axis.
To obtain its derivative, first take real data and use the Schwarz integral formula. A holomorphic function whose real part is the Poisson solution in the -plane is
The regularizing subtraction is independent of and affects only the imaginary normalization; it permits bounded data without an artificial integrability assumption. Then . By the chain rule and the Wirtinger derivative,
The factor is , not : taking the real part contributes the factor in the complex derivative. Differentiation under the integral sign is justified uniformly on compact interior subsets because the denominator stays away from the real boundary and decays quadratically at infinity. Splitting the real integral at zero and substituting or gives the holomorphic derivative of a quadrant Dirichlet solution:
This converges for bounded data, and in particular for the stated sufficiently decaying data. No interior pole is encountered since . For complex-valued data the same formula holds by applying the real-data construction separately to their real and imaginary parts and using linearity.
An equivalent form, often convenient when the data's derivatives decay, comes from integration by parts. Since
the two endpoint terms are and . They cancel by the specified compatibility, leaving
This is the harmonic quadrant solution from tangential boundary derivatives applied to the actual derivatives ; the supplied in this question are boundary values, not derivatives. Omitting those primes would solve a different boundary problem.
For completeness, bounded Dirichlet uniqueness in a quadrant selects the solution just constructed. The difference of two bounded solutions is zero on both axes. Odd reflection across each axis gives a bounded harmonic extension to the punctured plane; the removable singularity for a bounded harmonic function fills the corner. The harmonic Liouville theorem makes the extension constant, and oddness makes it zero. Decaying data give a decaying Poisson extension: split the real-axis integral into a fixed compact interval and a tail with arbitrarily small data; the compact contribution tends to zero as , while the tail is bounded by that small supremum.
As literally printed without boundedness or a growth condition, the most one can assert is
The zero-boundary harmonic growth in a quadrant includes and more generally . This is an actual nonuniqueness of the printed problem, not a defect in the integral for the normalized bounded solution.
Eliminate the instantaneous Stokes flow velocity in favour of temperature. On a horizontal Fourier mode , the Stokes temperature-slaving operator maps to , where and . The temperature evolution has linear operator and bilinear map . Under the homogeneous thermal Dirichlet boundary conditions, is self-adjoint. Normalize its critical eigenfunction as and set ; the critical vertical velocity is .
At order , the critical eigenfunction equation gives . At order , the weakly nonlinear expansion contains the imposed second harmonic and the quadratic products of the critical mode: a horizontally uniform temperature correction proportional to and, in a general vertical-mode calculation, a second harmonic proportional to . These corrections are found by solving the noncritical boundary value problems, with homogeneous thermal data except for the imposed forcing.
At order , the method of multiple scales produces the slow derivative , the detuning term , and the two cross-advection terms involving first- and second-order fields. Project the component onto the adjoint eigenfunction using the vertical inner product. This is the solvability condition in the method of multiple scales: divide each resonant projection by . The detuning supplies with ; interactions of horizontal wavenumbers and permit with ; self-interaction through the slaved mean and second harmonic supplies . Other products have the wrong horizontal wavenumber. Reflection permits real coefficients with this cosine forcing. Thus the symmetry-allowed spatially forced convection amplitude equation is
There is a useful specialization that should not be silently missed. For the literal one-vertical-mode Stokes flow problem, the vanishing two-to-one forcing coefficient for Stokes convection makes at this order. To see this, write a positive second-harmonic forcing component as , incorporating the cosine's factor . Its coupling to the negative critical harmonic has projected integrand, apart from sign and its factor ,
The integral vanishes because at both plates, even though is nonzero. This proves the cancellation without solving the forced profiles. The permitted coefficient is therefore zero times ; symmetry alone does not establish nonzero phase pinning for the equations actually supplied.
The same normalization makes the remaining coefficients explicit. Since , . The quadratic second harmonic cancels for , while the uniform correction is . Projecting gives . Thus for the literal model and this temperature normalization,
A generic nonzero would require a nonvanishing projection in an amended physical model or a different forcing structure. It is still meaningful to classify the real-coefficient amplitude equation requested independently.
Write . Then and . These are a gradient flow for , so local minima give stable equilibrium points. At the origin the two eigenvalues are and . The origin has exponential asymptotic stability if , retains asymptotic stability with algebraic decay at , and is unstable if . At equality, obeys , since both linear coefficients are nonpositive. Integrating this inequality proves attraction even in the zero-eigenvalue direction.
For the stable nonzero equilibrium points are real; for they are imaginary:
The real branch has Jacobian matrix eigenvalues ; the imaginary branch has . The oppositely aligned branch, when it exists, is a saddle equilibrium. No mixed real-imaginary nonzero equilibrium is possible when .
For , the origin is stable for , with algebraic decay at zero. If , the circle is radially attracting. Each point has Lyapunov stability but has a neutral phase direction, so it does not have individual asymptotic stability; the circle has orbital stability. This is the literal model's unpinned family. The general nonzero- branches instead exhibit phase locking to one of two phases separated by .
For Darcy-Bénard convection, the dimensionless Darcy law is , with incompressibility and a heat equation about . Here is a Darcy thermal-time Rayleigh number, with permeability replacing the squared-depth dependence in the fluid-layer Rayleigh number. The stated stream function convention gives , so . The vertical-plane curl of Darcy law gives ; omitting the quadratic perturbation advection from the heat equation gives .
On the impermeable connected square boundary, zero normal velocity makes constant along the boundary; choose that constant as zero. The prescribed conductive boundary temperature fixes on all four sides. Thus the perfect-conductor wording is interpreted through the supplied homogeneous perturbation data: the side temperatures retain the background vertical profile, rather than imposing a different isothermal side state.
At marginal stability put and . The two coupled equations imply
The gauge transformation for conducting-square Darcy onset removes the first derivative:
The square's Dirichlet Laplacian eigenfunctions are , with eigenvalues of equal to , . The first marginal value is therefore
It is genuinely the first instability threshold, not just an isolated neutral value. Eliminating gives the temperature linear operator , where is the Dirichlet realization of an elliptic operator for the Laplacian. Integration by parts shows the second term is self-adjoint and nonnegative, since its quadratic form is . Thus the spectrum is real, starts negative at , and its leading eigenvalue cannot cross into growth without a zero eigenvalue. The smallest zero value is the one found above.
Let , and . Multiplying the lowest real by independent real and imaginary constants gives two real physical eigenfunctions:
The subscripts indicate even and odd parity about . Because is even in , the first has even and odd , while the second reverses those parities. They are linearly independent and satisfy all four Dirichlet boundary conditions. The lowest complex eigenfunction is simple over the complex numbers, but its arbitrary complex multiplier supplies two independent real pairs; this explains the physical degeneracy.
Figure 1.
Neutral and oscillatory modes in porous convection
. Details.
The printed formula is not a consistent spatial discretization of the stated PDE. The original PDF genuinely has , rather than . Writing , the Taylor expansion gives
so it approximates a diffusion coefficient tending to zero. Moreover, and cover , whereas the given Dirichlet boundary conditions belong to . No value at the interior location was prescribed. These are actual source defects, not repairs justified by the TeX conversion.
A conditional analysis of the literal ordinary differential equation system is still possible. If it is closed by imposing on the displayed grid, the negative Dirichlet discrete Laplacian has positive frequencies squared
and each normal mode obeys . For a fixed mesh, every solution is bounded for all time exactly when
Equality produces a linearly growing normal mode for nonzero modal initial velocity; above the threshold there is an exponentially growing normal mode. Since , any gives bounded continuous solutions but unbounded literal discrete solutions on sufficiently fine meshes. For example, , gives , and a growing first sine normal mode. At , every fixed mesh is bounded for all time, but unit first-mode initial velocity has maximal displacement , which diverges on mesh refinement. For uniform-in-mesh, all-time displacement bounds for arbitrary bounded displacement/velocity data in the mesh-weighted L2 norm, the literal closed system therefore requires .
This differs from finite-time stability of a numerical method, governed here by displacement stability of a symmetric semidiscrete wave equation. For the conditional closure above, diagonalization of a matrix gives, with ,
Oscillatory modes use , including its value at ; growing modes use . Thus the displacement map is mesh-uniformly bounded on each fixed finite time interval for every fixed real . This is a legitimate finite-time displacement stability estimate, but neither consistency of a numerical method nor the all-time conclusion of part (i). It does not assert a velocity bound in the unweighted displacement norm.
If the intended method instead uses and the full interval, take interior indices , , with zeros at . Its first positive discrete eigenvalue is
The corrected, fixed-mesh all-time condition is , with the same strictness at equality. For every fixed , this holds on all sufficiently fine meshes. This corrected interpretation is stated separately rather than silently replacing the PDF.
The spatial shift in the PDF also requires a boundary value beyond the supplied right endpoint: if is the last interior index, the newest value is outside the interval. Thus the printed Dirichlet method has no specified boundary closure, and no unique stability range can be assigned to it as stated.
For completeness, the literal interior formula has an exact von Neumann stability analysis on an infinite or periodic grid. Substitution of a Fourier mode gives
For the root of a polynomial tending to one as , expansion gives
Consequently is unstable: sufficiently small nonzero frequencies have a root of a polynomial of modulus greater than one, and arbitrarily fine periodic grids contain such frequencies.
Conversely, if and , then
For with ,
Since , the complex quadratic Schur criterion yields both roots of a polynomial in the unit disk, strictly inside except at , where they are and . Uniform stability follows directly from the BDF2 discrete energy identity: the modal recurrence is , whose energy decreases because . Summing the modal energies proves a bound independent of the grid and even of ; no eigenvector-separation assumption is needed. This is the stability of a spatially shifted BDF2 stencil. Thus the literal periodic-grid result is
This cannot establish stability of an unspecified Dirichlet boundary condition closure. It also does not restore consistency of a numerical method.
For the intended unshifted backward differentiation formula, a spatial eigenvalue gives
The Schur stability criterion gives the root condition for a multistep method for every , with strict inequalities for . A useful uniform energy method proof, including the repeated interior roots that a bare separation argument would miss, is the BDF2 discrete energy identity. With and
the corrected Dirichlet discrete Laplacian scheme satisfies
This follows by taking the inner product of with and using summation by parts. It controls both time levels uniformly, regardless of the mesh ratio. Hence the corrected method is stable for
The original PDF has a spatial shift , so the printed scheme is not the usual second-order BDF discretization. The PDF does have on the right; the TeX aid loses that factor two, and that transcription must not be used.
Let , , and expand an exact smooth heat equation solution about . Relative to the standard unshifted backward differentiation formula, the printed newest value adds
Dividing the raw residual by , its expansion is
In particular, for the usual refinement with fixed , the term generally diverges. A concrete smooth counterexample is , which satisfies the Dirichlet boundary conditions and has at . Thus the printed scheme has no consistent order under fixed- refinement. Its normalized shift error is , so one could only investigate a special coupled limit such as after specifying a valid boundary closure; it has no standard joint second-order accuracy.
For the likely intended correction , the extra shift terms disappear. The normalized local truncation error is
With a stable, suitably accurate starter, the corrected backward differentiation formula combined with the second-order central difference therefore has
This is a correction to the printed method, not a claim about it.
For a fully discrete linear partial differential equation evolution, write in a specified discrete norm. Finite-time stability of a numerical method means
with independent of the allowed meshes. For a multistep method, augment the state with its time-history values and include a stable starter. Bounds may grow as when the continuous problem has growth; demanding decay for all time would be a stronger assertion. The treatment of initial data, forcing, Dirichlet boundary conditions, and the norm is part of the hypothesis, not a detail supplied by an interior calculation.
For constant coefficients on an infinite or periodic uniform grid, von Neumann stability analysis substitutes the Fourier mode . The discrete Fourier transform and the Parseval identity turn a uniform multiplier estimate into a discrete L2 norm estimate. In a one-step scalar scheme, proves contractivity, while gives finite-time stability. In a multilevel scheme, every root of a polynomial in its amplification polynomial of a multilevel finite difference scheme matters, as does uniform control of the associated companion matrix.
For the Forward Euler diffusion scheme with ,
Thus for all frequencies exactly when
Sufficiency follows since ; necessity follows from the highest-frequency mode on even periodic grids. This gives the usual parabolic mesh restriction . For the Backward Euler diffusion scheme,
so every is stable. The Crank-Nicolson method has
again of modulus at most one for all , but stiff modes approach rather than zero. These are PDE manifestations of the A-stability and L-stability distinctions for time integration.
For advection , assume and set . The upwind finite difference scheme is , with
It is contractive when . This also has a direct maximum-norm proof: each newest value is a convex combination of two old values. The resulting Courant–Friedrichs–Lewy condition expresses that the numerical domain of dependence covers the physical one. For negative , the upwind direction must be reversed. By contrast, Forward Euler method time stepping with the centered first finite difference has and for nonzero . Under fixed nonzero refinement it is unstable, since a fixed nontrivial mode grows geometrically over steps. This is not a claim of instability under every imaginable mesh coupling: instead bounds its spurious finite-time growth, since .
The leapfrog advection scheme illustrates a multilevel subtlety. Its amplification polynomial of a multilevel finite difference scheme is
For , both roots of a polynomial have unit modulus and separation at least . A uniformly conditioned eigenbasis of the companion matrix then proves power boundedness of a two-level Fourier scheme for arbitrary history data. At and a grid admitting , the roots coincide on the unit circle, and a Jordan block produces growth. Thus the endpoint fails the ordinary arbitrary-history root condition for a multistep method; checking only that both moduli equal one misses the instability. Restricting the starter or filtering the parasitic mode is an additional hypothesis.
The energy method handles variable coefficients and finite boundaries for which Fourier stability analysis may be unavailable. For the Backward Euler diffusion scheme with homogeneous Dirichlet boundary conditions, define . The discrete summation by parts identity is
Take the inner product of with . The elementary identity gives
This proves unconditional contractivity including the actual boundary treatment. More generally, a dissipative operator gives of operator norm at most one: with , dissipativity implies , and the Cauchy-Schwarz inequality gives . In finite dimensions this also proves invertibility. For the second-order backward differentiation formula, the BDF2 discrete energy identity used in question 4 controls both time levels and proves unconditional diffusion stability. A repeated root strictly inside the disk is harmless here; the energy argument supplies the uniform bound without a singular eigenvector formula.
A second technique is eigenvalue stability analysis of a finite difference method. Under the method of lines, a time integrator advances by . If is a normal matrix, the scalar linear stability domain criterion on all controls its powers exactly in the corresponding L2 norm. For the centered Dirichlet discrete Laplacian, its eigenvalues lie between and zero; intersecting this interval with a time integrator's stability interval determines its mesh restriction. A uniform bound on the diagonalization of a matrix is needed for nonnormal diagonalizable systems. Eigenvalues alone can be misleading. For example,
has both eigenvalues inside the disk for , but the upper-right entry of is . Taking , , this grows like . Hence stable scalar eigenvalues do not give mesh-uniform stability. Boundary closures can introduce precisely the extra growth that an interior Fourier symbol overlooks, so boundary stability of a finite-difference method must be checked separately.
For nonlinear spatial discretizations, a useful replacement for Fourier stability analysis is a convexity argument. If the Forward Euler method map is nonexpansive in a chosen norm for , the second-order strong stability preserving Runge-Kutta method
is also nonexpansive under the same restriction. Indeed, for two inputs, the triangle inequality gives . Its Taylor expansion is , proving order two. Such strong stability preserving Runge-Kutta methods transfer suitable forward-step bounds without relying on a linear spectral calculation.
Finally, consistency of a numerical method explains what stability buys. For a linear Hadamard well-posed problem, the Lax equivalence theorem equates convergence of a consistent discretization with its stability, under the stated approximation-space and norm hypotheses. Directly, if the error satisfies , iteration gives the discrete Duhamel principle
Thus vanishing normalized local truncation error and initial error yield convergence. With a nonlinear Lipschitz step estimate, the discrete Gronwall inequality plays the same role. A stable but inconsistent stencil, such as the literal defective formulas in questions 3 and 4 under their usual refinement, is not rescued by any amplification bound. The decisive checks are a mesh-uniform evolution bound, a valid boundary closure, and consistency with the actual PDE.
An impenetrable hard wall imposes the Dirichlet boundary condition . Choose the bulk complex argument to be zero and write a stationary solution as with as . The dimensional Gross–Pitaevskii equation becomes
Multiplication by and use of the bulk limit yield the first integral
for the increasing wall profile. Integrating gives the hard-wall condensate healing profile
The PDF's expression without the factor is correct for the normalized number density , not for the dimensional number density defined at the start of the paper. For example, a bulk number density must approach , whereas the literal printed expression approaches . If both number density and coordinates in this part are understood to have already been normalized, the same result reads and the dimensionless width is . These are two descriptions of the same profile, not different physical healing lengths.
On the zero-boundary Sobolev space , the associated bilinear form is
The homogeneous Dirichlet boundary condition removes the boundary term, so for sufficiently regular and .
Formal self-adjointness means that equals its formal adjoint, or equivalently for compactly supported smooth functions. Here
With the symmetric real principal coefficients in the question, is equivalent to . It makes a symmetric bilinear form.
For the assertions in part (b), positivity must mean strict Dirichlet positivity:
This is the positive-definite operator convention. The weaker positive semidefinite operator convention does not suffice: has zero energy on a first Dirichlet eigenfunction. Under strict positivity, the compactness argument in part (b)(i) gives a uniform lower bound as well.
Take , the natural initial-data assumption needed for the requested convergence but not explicitly stated in this subpart. Use the genuine Dirichlet eigensystem from part (b)(iii) and put . The spectral construction of a parabolic solution is
Each finite sum has zero Dirichlet boundary condition and satisfies .
To justify all derivatives, fix . For any integers , the squared norm of a tail of the th time derivative is
uniformly for . Use the corrected Sobolev domains of powers of an elliptic Dirichlet operator, not the inaccurate unqualified assertion in the PDF. Their norm equivalence gives convergence in every ordinary . The Sobolev embedding theorem then gives convergence of every desired spatial derivative by choosing large enough. Thus termwise differentiation is justified, , and for every . The trace remains zero, and holds pointwise.
Finally Parseval identity gives
by the dominated convergence theorem, since each factor tends to zero and is bounded by one. No boundary compatibility of the initial data is required for positive-time smoothness.
For zero Dirichlet boundary condition, the global Schauder estimate is
The constant depends on , domain regularity, the ellipticity lower bound, and coefficient norms. No sign restriction on is needed. Nonzero boundary data contribute the norm of an extension.
Failure of the bound would give normalized with , zero Dirichlet boundary condition, and . The global Schauder estimate bounds them in . By compact embedding of Hölder spaces, a subsequence converges in to with , zero boundary data and . The uniform Hölder seminorm bounds pass to the limit, so . This contradicts the trivial null space, proving
The global Schauder estimate then gives , the bounded-inverse estimate used next.
Let , so has zero Dirichlet boundary condition. Using the supplied form of the minimal surface equation for a graph, set
For and , the difference bound implies
and
The shifted arguments stay in the permitted radius-two ball, and . The Laplacian with zero Dirichlet boundary condition has trivial null space by the maximum principle for harmonic functions. Choose small enough that and , for the constants in part (c) with . Its small-data existence for a nonlinear elliptic Dirichlet problem supplies , and solves the minimal surface equation for a graph with the required boundary values.