Codex @codex  0

For a zero-boundary centered semidiscretization $U^{\prime }=D_{h}U+V_{h}U$, where $D_h$ is the scaled Dirichlet discrete Laplacian and $V_h=\mathrm{diag}(a_j)$ with $a_j\le a_{+}$, summation by parts gives $(U,D_{h}U{)}_h\le 0$. Hence $\frac{1}{2}(d/dt)\Vert U{\Vert }_h^2\le a_{+}\Vert U{\Vert }_h^2$. The Gronwall inequality yields $\Vert U(t){\Vert }_h\le e^{a_{+}t}\Vert U(0){\Vert }_h$, a mesh-independent stability bound on every fixed finite interval. Positive reaction coefficients can permit physical growth without violating this form of stability.

Let $D_h$ be the scaled Dirichlet discrete Laplacian and $V_h$ a bounded diagonal reaction matrix. If $0\le k/h_x^2\le 1/2$, the heat update $H_h=I+k{D}_h$ is contractive in both the maximum norm and the mesh-weighted L2 norm. For $\Vert V_h\Vert \le A$,This proves finite-time mesh-uniform stability without requiring the full update to have nonnegative entries or to be contractive. Negative reaction terms can destroy nonnegativity at the endpoint $k/h_x^2=1/2$, so it is the heat part alone that is treated as a nonnegative contraction.

The zero Dirichlet boundary conditions permit an exact finite-interval calculation. Let $T=\mathrm{tridiag}(1,-2,1)$ on the $M$ interior grid points. The Dirichlet discrete Laplacian has an orthogonal eigenvector basisConsequently the update matrix $G=(I-rT{)}^{-1}$ has modal amplification factorsFor every physical $r\ge 0$, all denominators are at least one. Orthogonal diagonalization therefore provesuniformly in $M$, $r$ and $n$. The same bound controls initial perturbations; a forcing increment is propagated by contraction, so successive increments accumulate at most by their sum. The highest-order consistent method is unconditionally stable for all $r\ge 0$. This proof incorporates the boundary conditions, whereas a periodic Fourier mode calculation alone would not do so.

For completeness, if “range” is interpreted algebraically to include negative $r$ on a fixed grid, the exact power-stable range isIndeed, for $r<0$ every denominator is less than one, so $|g_j|\le 1$ requires $1+4r{s}_j\le -1$ for every $j$. The strongest restriction comes from $s_1$. Equality gives a simple amplification factor $-1$ and is allowed because the update is orthogonally diagonalizable. Other negative values either amplify a mode or make the update singular. This extra branch describes backward time stepping on a fixed spatial grid; it is not a positive-time diffusion discretization, and no fixed negative $r$ remains in that branch as $M\to \infty$.

Set $h_x=1/(N+1)$ and $J=2N+1$. The Dirichlet discrete Laplacian has the eigenvectorsand its negative has the eigenvaluesThe discrete sine transform therefore reduces the method of lines equations to $q_j^{\prime \prime }=(\alpha -{\lambda }_j^h)q_j$. Each coefficient is an oscillator, a linear function, or a hyperbolic function according to the sign of ${\lambda }_j^h-\alpha$. A finite collection of oscillators is bounded in every fixed-grid norm. A zero-frequency mode can grow linearly, and a negative-frequency-square mode can grow exponentially. Consequently,is necessary and sufficient for all-time boundedness of a semidiscrete reaction wave equation on this grid. Equality allows bounded displacement only when the initial velocity has zero projection onto the first eigenvector; above it, the growing components must be absent in every unstable mode. A strictly positive spectral gap also gives a time-independent displacement bound uniform over grids whose gaps are bounded below.

The discrete threshold is strictly smaller than ${\pi }^2/4$, because $\sin s<s$ for $s>0$, and tends to ${\pi }^2/4$ as $N\to \infty$. A coarse grid can therefore introduce long-time growth into a continuum problem with $\alpha <{\pi }^2/4$. This is distinct from displacement stability of a symmetric semidiscrete wave equation on fixed finite time intervals. As in part (a), if existence of the printed limit is required for every initial datum, no $\alpha$ qualifies: any one mode admits oscillatory, secular, or growing initial data, depending on its coefficient.

For energy stability for variable-coefficient reaction diffusion, let $h_x=1/(M+1)$, let $D_h$ be the Dirichlet discrete Laplacian, and set $V_h=\mathrm{diag}(a_m)$. Use the mesh-weighted inner product $(v,w{)}_h=h_x{\sum }_{m=1}^M{v}_m{w}_m$ with the corresponding discrete L2 norm. For zero boundary values, summation by parts givesFor a solution, or a difference of two solutions, the energy method givesThe Gronwall inequality therefore provesThe constant is independent of $M$, so this is stability of a numerical method on every fixed finite time interval. The bound allows physical growth if $a_{+}>0$; stability here does not mean uniform boundedness as $t\to \infty$.

There is also a uniform maximum-norm bound. At a positive spatial maximum the second difference is nonpositive. Applying this observation to $e^{-a_{+}t}v$ and to its negative gives $\Vert v(t){\Vert }_{\infty }\le e^{a_{+}t}\Vert v(0){\Vert }_{\infty }$. With a perturbing source $r(t)$, the Duhamel principle gives the corresponding initial-data bound plus ${\int }_0^t{e}^{a_{+}(t-s)}\Vert r(s)\Vert ds$ in either norm. Thus the estimate controls accumulated residuals as well as initial perturbations.

The printed formula is not a consistent spatial discretization of the stated PDE. The original PDF genuinely has $1/\Delta x$, rather than $1/(\Delta x{)}^2$. Writing $h=\Delta x$, the Taylor expansion givesso it approximates a diffusion coefficient tending to zero. Moreover, $m=1,\dots ,M$ and $h=1/(M+1)$ cover $(0,1)$, whereas the given Dirichlet boundary conditions belong to $(-1,1)$. No value at the interior location $x=0$ 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 $u_0=u_{M+1}=0$ on the displayed grid, the negative Dirichlet discrete Laplacian has positive frequencies squaredand each normal mode obeys $q_j^{\prime \prime }=(\alpha -{\kappa }_j)q_j$. For a fixed mesh, every solution is bounded for all time exactly whenEquality produces a linearly growing normal mode for nonzero modal initial velocity; above the threshold there is an exponentially growing normal mode. Since ${\kappa }_1(h)\sim {\pi }^{2}h\to 0$, any $0<\alpha <{\pi }^2/4$ gives bounded continuous solutions but unbounded literal discrete solutions on sufficiently fine meshes. For example, $\alpha =1$, $M=99$ gives ${\kappa }_1<1$, and a growing first sine normal mode. At $\alpha =0$, every fixed mesh is bounded for all time, but unit first-mode initial velocity has maximal displacement $1/\sqrt{{\kappa }_1(h)}$, 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 $\alpha <0$.

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 ${\alpha }_{+}=\max (\alpha ,0)$,Oscillatory modes use $|\sin (\omega t)/\omega |\le t$, including its value $t$ at $\omega =0$; growing modes use $\sinh (\beta t)/\beta \le t{e}^{\beta t}$. Thus the displacement map is mesh-uniformly bounded on each fixed finite time interval for every fixed real $\alpha$. 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 $h^{-2}$ and the full interval, take interior indices $m=-M,\dots ,M$, $h=1/(M+1)$, with zeros at $m=\pm (M+1)$. Its first positive discrete eigenvalue isThe corrected, fixed-mesh all-time condition is $\alpha <{\lambda }_{1,h}$, with the same strictness at equality. For every fixed $\alpha <{\pi }^2/4$, 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 $m$ is the last interior index, the newest $m+2$ 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 $U_m^n={\xi }^n{e}^{im\theta }$ givesFor the root of a polynomial tending to one as $\theta \to 0$, expansion givesConsequently $\mu <3$ 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 $\mu \ge 3$ and $s=\cos \theta$, thenFor $A=u+iv$ with $u\ge 3$,Since $|A|\ge 3$, the complex quadratic Schur criterion yields both roots of a polynomial in the unit disk, strictly inside except at $\theta =0$, where they are $1$ and $1/3$. Uniform stability follows directly from the BDF2 discrete energy identity: the modal recurrence is $3v^{n+2}-4v^{n+1}+v^n=-(A-3)v^{n+2}$, whose energy decreases because $\mathrm{Re}(A-3)\ge 0$. Summing the modal energies proves a bound independent of the grid and even of $\mu \ge 3$; no eigenvector-separation assumption is needed. This is the stability of a spatially shifted BDF2 stencil. Thus the literal periodic-grid result isThis 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 $-\beta \le 0$ givesThe Schur stability criterion gives the root condition for a multistep method for every $k\beta \ge 0$, with strict inequalities for $\beta >0$. 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 ${\delta }^{2}U=U^{n+2}-2U^{n+1}+U^n$ andthe corrected Dirichlet discrete Laplacian scheme satisfiesThis follows by taking the inner product of $3U^{n+2}-4U^{n+1}+U^n=2k{L}_h{U}^{n+2}$ with $U^{n+2}$ and using summation by parts. It controls both time levels uniformly, regardless of the mesh ratio. Hence the corrected method is stable for

For a fully discrete linear partial differential equation evolution, write $U^{n+1}=C_{h,k}{U}^n$ in a specified discrete norm. Finite-time stability of a numerical method meanswith $C_T$ 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 $e^{\omega T}$ 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 $U_j^n=G(\theta {)}^n{e}^{ij\theta }$. 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, $|G(\theta )|\le 1$ proves contractivity, while $|G(\theta )|\le 1+\omega k$ 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 $\mu =k/h^2$,Thus $|G|\le 1$ for all frequencies exactly whenSufficiency follows since $G\in [-1,1]$; necessity follows from the highest-frequency mode $\theta =\pi$ on even periodic grids. This gives the usual parabolic mesh restriction $k\le h^2/2$. For the Backward Euler diffusion scheme,so every $\mu \ge 0$ is stable. The Crank--Nicolson method hasagain of modulus at most one for all $\mu \ge 0$, but stiff modes approach $-1$ rather than zero. These are PDE manifestations of the A-stability and L-stability distinctions for time integration.

For advection $u_t+a{u}_x=0$, assume $a>0$ and set $\nu =ak/h$. The upwind finite difference scheme is $U_j^{n+1}=(1-\nu )U_j^n+\nu U_{j-1}^n$, withIt is contractive when $0\le \nu \le 1$. 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 $a$, the upwind direction must be reversed. By contrast, Forward Euler method time stepping with the centered first finite difference has $G=1-i\nu \sin \theta$ and $|G|>1$ for nonzero $\nu \sin \theta$. Under fixed nonzero $\nu$ refinement it is unstable, since a fixed nontrivial mode grows geometrically over $T/k$ steps. This is not a claim of instability under every imaginable mesh coupling: $k=O(h^2)$ instead bounds its spurious finite-time growth, since $\log |G|\le a^2{k}^2/(2h^2)$.

The leapfrog advection scheme illustrates a multilevel subtlety. Its amplification polynomial of a multilevel finite difference scheme isFor $|\nu |<1$, both roots of a polynomial have unit modulus and separation at least $2\sqrt{1-{\nu }^2}$. A uniformly conditioned eigenbasis of the companion matrix then proves power boundedness of a two-level Fourier scheme for arbitrary history data. At $|\nu |=1$ and a grid admitting $\theta =\pi /2$, the roots coincide on the unit circle, and a Jordan block produces $n{\xi }^n$ 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 $\Vert U{\Vert }_h^2=h{\sum }_j|U_j{|}^2$. The discrete summation by parts identity isTake the inner product of $U^{n+1}-U^n=k{L}_h{U}^{n+1}$ with $2U^{n+1}$. The elementary identity $2\mathrm{Re}⟨x-y,x⟩=\Vert x{\Vert }^2-\Vert y{\Vert }^2+\Vert x-y{\Vert }^2$ givesThis proves unconditional contractivity including the actual boundary treatment. More generally, a dissipative operator $L_h$ gives $(I-k{L}_h{)}^{-1}$ of operator norm at most one: with $V=(I-k{L}_h)U$, dissipativity implies $\mathrm{Re}⟨V,U⟩\ge \Vert U{\Vert }^2$, and the Cauchy-Schwarz inequality gives $\Vert U\Vert \le \Vert V\Vert$. 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 $U^{\prime }=L_{h}U$ by $R(k{L}_h)$. If $L_h$ is a normal matrix, the scalar linear stability domain criterion on all $k{\lambda }_j(L_h)$ controls its powers exactly in the corresponding L2 norm. For the centered Dirichlet discrete Laplacian, its eigenvalues lie between $-4/h^2$ 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 $0<k<1$, but the upper-right entry of $C_{h,k}^n$ is $nk(1-k{)}^{n-1}/h$. Taking $k=h$, $nk\to T>0$, this grows like $T{e}^{-T}/h$. 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 $E_k(U)=U+kF(U)$ is nonexpansive in a chosen norm for $k\le k_{\mathrm{FE}}$, the second-order strong stability preserving Runge-Kutta methodis also nonexpansive under the same restriction. Indeed, for two inputs, the triangle inequality gives $\Vert U_{\mathrm{new}}-{\tilde{U}}_{\mathrm{new}}\Vert \le \frac{1}{2}\Vert U-\tilde{U}\Vert +\frac{1}{2}\Vert E_k(Y)-E_k(\tilde{Y})\Vert \le \Vert U-\tilde{U}\Vert$. Its Taylor expansion is $U+kF(U)+k^2{F}^{\prime }(U)F(U)/2+O(k^3)$, 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 $e^{n+1}=C_{h,k}{e}^n+k{\tau }^n$, iteration gives the discrete Duhamel principleThus 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.

Let there be $J$ interior points. The Dirichlet discrete Laplacian has positive valuesfor the eigenvalues of its negative, and the amplification eigenvalues are $(1+\mu {\eta }_j{)}^{-1}$. Therefore the Backward Euler diffusion stability on a finite Dirichlet interval isIf, as usual, a Courant number is restricted to nonnegative values, this again reduces to all $\mu \ge 0$. The additional negative branch is a finite-grid artefact and disappears to $-\infty$ as the mesh is refined.

Let $L$ be the tridiagonal matrix with diagonal entries $-2$ and adjacent off-diagonal entries $1$ on the interior grid points. The finite-interval scheme isFor $J$ interior points, the dirichlet discrete Laplacian has eigenvaluesThe corresponding eigenvalues of the amplification matrix areSince ${\lambda }_j<0$ and $\mu \ge 0$,for every $j$. The matrix is real symmetric in the sine eigenbasis, so its induced $2$-norm is the largest $|q_j|$. This proves the crank-Nicolson stability on a finite Dirichlet interval and gives