A useful precise form of the transplantation theorem is as follows. Take congruent copies of a Euclidean tile with labelled flat faces. For each face colour , encode the gluings by a symmetric signed permutation matrix : a glued pair gives off-diagonal entries in the two corresponding positions; an unglued face gives a diagonal entry for a Dirichlet boundary condition, or for a Neumann boundary condition. Corresponding face identifications must use the same maps in the tile coordinates. Suppose two assemblies have matrices and and there is an invertible matrix with
Then, for every eigenvalue , is an isomorphism between their Laplacian eigenfunction spaces. The two assemblies are isospectral, including multiplicities.
To see why, pull every tile restriction back to the same Euclidean tile. A boundary value vector and an outward normal derivative vector satisfy
At an internal face these are continuity of the function and equality of oppositely directed derivatives. At a diagonal they impose ; at a diagonal they impose . The intertwining identities preserve both equations, and the Euclidean Laplacian commutes with constant linear combinations of tile functions. The resulting piecewise function is a weak eigenfunction, with the prescribed boundary conditions, and interior elliptic regularity makes it smooth wherever the assembled manifold is smooth. At polygonal corners one uses the usual weak domain of the Dirichlet Laplacian or Neumann Laplacian, rather than assuming smoothness through a corner. The inverse matrix gives the inverse transplantation.
Here is a completely specified propeller pair. Label the seven triangles , with central triangle , and colour the three sides . In the left and right assemblies the internal-edge pairings are
Every pair means reflection of one triangle across the indicated side; the other faces are external boundary. Each assembly has a central triangle and three two-triangle arms. These are the propeller domains. The drawing uses one acute scalene triangle, and each colour always denotes the side opposite the same marked vertex of the starting triangle.
Figure 1.
Two seven-triangle propeller domains with the same side-colour gluing rules and different arm orientations
.
Let be the ordinary permutation matrices obtained by adding fixed points to the pairings. The following matrix supplies the Neumann boundary condition transplantation:
There is a short way to construct and check it. Start with the support in row , and require the support in row to be applied to the support in row . Traversing the six edges of the right-hand tree gives exactly the displayed rows; checking the remaining fixed-point relations verifies for all three colours. Every row has three ones and every two different rows meet in exactly one column, so
The right-hand side has eigenvalues once and six times, proving is invertible, with . Its incidence pattern is that of the Fano plane, which explains the uniform intersections.
For the Dirichlet boundary condition, put . In both assemblies this gives opposite signs to adjacent triangles. Thus their signed face matrices are and : the off-diagonal gluing entries are positive and the unpaired diagonal entries are negative. The matrix
then satisfies and is invertible. The transplantation theorem proves equality of the Dirichlet Laplacian spectra; proves equality of the Neumann Laplacian spectra as well.
Finally vary the three labelled side lengths of the initial triangle in an open region of strict triangle inequalities, with an acute scalene shape sufficiently close to an equilateral triangle. Reflection constructs both domains continuously from these three independent real parameters. At the equilateral configuration the tiles have disjoint interiors. Choose a sufficiently small neighbourhood of that configuration with every triangle angle in . At each central vertex exactly four tile angles meet, forming a sector of angle , while nonincident pieces stay separated. Thus there is an open three-dimensional parameter region in which both assemblies are embedded planar domains.
For a scalene triangle in this region, the three central vertices are exactly the three reflex boundary vertices: their interior angles are , while the other boundary vertices have angles or . Hence a planar isometry of the domains must map the central triangle onto the central triangle. Put those two central triangles in the same position. Their unequal side lengths force any such isometry to fix the central triangle pointwise. Yet the first arm across, for example, side attaches its outer triangle across colour in , and across colour in . These occupy different positions, so the identity does not identify the domains. An intrinsic Riemannian isometry between connected planar domains also restricts locally to a rigid Euclidean motion and hence is one globally. The two propellers are nonisometric throughout this open three-parameter family. Scaling is included as one of the parameters; modulo scaling the family has two parameters.
Define the open-string endpoint momentum flux along the open string by . Variation of the Nambu-Goto phase-space action gives
The two last equations are the Virasoro constraints. Integration of the momentum equation gives
Thus the necessary and sufficient condition for total momentum conservation is equality of the two endpoint fluxes, component by component. Vanishing of both fluxes is a sufficient local boundary condition.
The spatial boundary term in the action variation is . For free ends the endpoint variations are arbitrary, so
In a gauge with and nonzero this reduces to the usual Neumann boundary condition . The conclusion is conservation of total momentum, not that total momentum must vanish. The PDF contains the derivative in this conclusion; the TeX transcription drops it.
For endpoints confined to , the Dirichlet boundary condition fixes . It therefore imposes no requirement that vanish. Preserving the fixed position requires at each endpoint, but that is a different condition. For example, in gauge the endpoint momentum is zero while can be nonzero. Consequently is generally not conserved: the normal endpoint forces transfer momentum to the hyperplane. A dynamical D-brane recoils and carries the missing momentum. If the hyperplane is idealized as fixed, its external support absorbs the momentum. The combined string-and-support system conserves momentum; freely varying directions tangent to the hyperplane retain their vanishing-flux condition.
Use the Bromwich inversion formula in the real variable , with :
When the relevant Laplace transforms and spatial integral transforms are explicit, every sample of this integrand can be evaluated directly, without a time-stepping approximation to the partial differential equation. Split the initial condition integral at : the two pieces of are linear combinations of , so truncated spatial exponential transforms suffice. For real data the negative-frequency half is the complex conjugate of the positive-frequency half.
A practical numerical integration is to truncate to , apply an adaptive quadrature rule, and independently increase and refine the quadrature. Choose large enough to remain to the right of all singularities, but avoid an unnecessarily large . Evaluate hyperbolic function ratios in scaled form; for example,
This prevents overflow when is large. The boundary contributions at an interior point are damped by or , with . Near an endpoint more frequencies are needed; at the endpoint itself use the prescribed Dirichlet boundary condition. The initial condition resolvent has a generally only tail. Treat its oscillatory tail accurately, subtract a known transform with the same leading term, or evaluate that contribution separately with the heat kernel.
An equally useful check is the eigenfunction expansion. Define
The causal modal formula is
It follows either from the heat kernel formula or directly from integration by parts against a sine eigenfunction. Exponential-transform formulas evaluate the time integral explicitly when available. The initial condition contribution has a Gaussian function cutoff in for each positive time. Nonzero endpoint forcing produces a more slowly convergent sine series tail. A boundary lifting gives , where has zero Dirichlet boundary conditions and forcing ; expanding gives better convergence and imposes the endpoint values exactly. At very small times the method of images is often more efficient than retaining many modes.
Check convergence by increasing both the frequency cutoff and quadrature resolution, and compare with a separately truncated causal modal or image-kernel evaluation. Causality in finite-time Laplace contour inversion means a leftward contour deformation must respect both resolvent operator poles and growth of the transformed data. In particular, the transform of data extended by zero after can grow like in the left half-plane: for one cannot close that contour indiscriminately and discard its large arc. The modal forcing integral with upper limit avoids this causality error.
Put and apply the Dirichlet gauge transform for constant drift . Taking derivatives directly removes the advection term and gives the damped heat equation . Thus , while the two Dirichlet boundary conditions become and .
The Dirichlet heat kernel on an interval and its damped version are
The method of images gives an alternative, often better at short times:
To determine the boundary signs, multiply the equation for by the backward heat kernel and use integration by parts in . Since the kernel vanishes at , the surviving boundary expression is . Consequently an integral representation containing only the given data is
This is a Dirichlet boundary-forcing heat-kernel formula. For the short-time Gaussian decay makes the forcing integral well defined. The endpoint values are interior limits of the complete formula: evaluating a termwise sine series at an endpoint before taking the time integral loses the nonzero boundary values. At the initial corners a continuous classical solution requires and ; otherwise the same formula describes the solution away from those corners.
Here is a second integral representation, useful when the integral transforms are explicit. Extend by zero after ; the values of the extension cannot affect a solution at . Write their Laplace transforms as and set using the principal square root. The transformed Dirichlet Green function for is
It vanishes at both endpoints and its first derivative in jumps by , which verifies the sign of its unit source. The resolvent kernel for Dirichlet advection-diffusion on an interval gives the transformed solution
The Bromwich inversion formula therefore yields
The square-root notation creates no genuine branch singularity here: all three kernels are even in . Their only spatial resolvent operator poles are . This transformed formula and the causal heat kernel formula represent the same solution in the usual smooth-data class.
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
.
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.