Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 23 1 b Solution Created 2026-10-03 Updated 2026-10-07
Use the unitary discrete Fourier transform, with :For a unit , substitute in the sum. The multiplicativity of the Dirichlet character gives , henceThe complex conjugation is present in the original PDF and lost in the converted TeX. It matters for nonreal characters.
Now let and let be primitive. Since it does not descend to , there is a unit with . For , reduction is to the unit group modulo one. If , then , so multiplication of the summation variable by leaves its exponential factor unchanged. It follows that , and therefore . Also . This proves the formula at every nonunit as well as every unit, including .
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 75 1 b Solution Created 2026-10-03 Updated 2026-10-07
Put and . The Jordan–Wigner transformation is , and . Since , and , adjacent bonds becomeThus, apart from the end bond,The end bond contains the global fermion parity and sets the sector-dependent periodic or antiperiodic fermion modes. It contributes an order-one boundary term, which is negligible for the thermodynamic energy density; it is not identically zero for the finite spin chain.
Choose the discrete Fourier transform convention . Hopping gives . Opposite-momentum pairing gives , using the canonical anticommutation relations to antisymmetrize the coefficient. ThereforeFor the Ising-chain Nambu spinor , expansion ofrecovers every term: the diagonal contributes , and the two off-diagonal entries supply the pairing. Since , the constant is . Reversing the Fourier sign changes the pairing convention; the specified sign makes the displayed matrix agree directly.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 68 6 Solution Created 2026-10-03 Updated 2026-10-06
For an evolutionary partial differential equation, stability of a numerical method means that errors in the starting data and forcing stay controlled on each fixed interval , with constants independent of the mesh. Fourier stability analysis is especially effective for a constant-coefficient finite difference method on a uniform infinite or periodic grid: translation invariance makes different Fourier modes evolve independently.
For a scalar one-step scheme on the integer lattice, insert , with . The Fourier symbol of each shift is , and the update reduces toThe amplification factor must be defined for every relevant frequency; for an implicit scheme this includes checking that its denominator is nonzero. The Parseval identity turns a bound into a discrete L2 norm bound. Thus gives contractivity, while the more general bound gives for . Conversely, frequencies with amplification uniformly greater than one produce unstable wave packets or periodic Fourier modes under refinement.
For a system, is an amplification matrix; for a multilevel scheme, a companion matrix evolves the vector of time levels. The actual requirement is a uniform bound on matrix powers, not just their spectral radius. A nontrivial Jordan block at a unit-modulus eigenvalue creates polynomial growth in the time index. Even simple eigenvalues inside the unit disk can fail to give a uniform bound if the eigenvector matrices become ill-conditioned as the mesh changes. Uniformly controlled diagonalization of a matrix, or a suitable quadratic energy estimate, resolves this issue. The power boundedness of a two-level Fourier scheme illustrates why root multiplicities and conditioning matter.
For the heat equation, put . Centered space with the Forward Euler method hasThe Von Neumann stability analysis condition holds exactly for on the full frequency interval. The Backward Euler diffusion scheme instead has and is stable for every . The Crank-Nicolson diffusion scheme hasIt too is unconditionally stable, but poorly resolved high-frequency modes have for large , giving oscillatory numerical transients. A-stability therefore does not guarantee strong damping; L-stability distinguishes the damping of the Backward Euler method.
For the advection equation , let . Forward time and centered space giveFor nonzero fixed , repeated steps amplify some modes by a fixed factor greater than one, so the method is unstable under the usual refinement . This calculation also shows the refinement qualification: if , its finite-time growth can be bounded by , though the restrictive scaling defeats the usual hyperbolic time-step choice. For , the upwind finite difference scheme hasso it is stable for . The Lax-Wendroff advection scheme instead hasgiving . These examples separate the effects of the spatial stencil, temporal approximation and Courant number; a higher order of a numerical method by itself does not establish stability.
A periodic boundary condition is ideal for this analysis. The discrete Fourier transform diagonalizes the circulant update, with only the discrete frequencies needed on a grid of points. A bound on all is a convenient guarantee over every such grid. On the whole line, the Fourier transform uses a continuous frequency interval and the Parseval identity proves the corresponding square-summable-data estimate.
Homogeneous Dirichlet boundary conditions do not admit arbitrary complex exponential Fourier modes. For the standard centered second difference on interior points, a discrete sine transform diagonalizes the actual boundary-value matrix:The same heat amplification formulas then apply at these sine frequencies. For example, the exact forward-Euler contractivity limit on that fixed grid is ; the mesh-independent sufficient limit follows by including all frequencies. Homogeneous Neumann boundary conditions can similarly permit a discrete cosine transform, provided the endpoint discretization and its weighted inner product are chosen consistently. The constant mode is then present, reflecting conservation of the heat equation's spatial mean. For inhomogeneous boundary conditions, subtract a suitable lifting of the prescribed boundary data and estimate the induced source using the homogeneous evolution's bound and a Duhamel principle estimate. Bounds for the lifting and source must themselves be uniform in the mesh.
General boundary conditions require separate boundary stability of a finite-difference method. For an advection equation, incoming data are prescribed at the inflow boundary, while an outflow closure must respect the outgoing characteristics. An interior periodic Fourier symbol cannot detect a growing mode confined near a boundary. A normal-mode test on a half-line seeks modes with and that satisfy both the interior recurrence and boundary closure. Their existence proves instability, and uniform control requires more than merely excluding isolated growing roots; the Uniform Kreiss--Lopatinskii condition addresses boundary resolvent bounds. Alternatively, a direct energy method using summation by parts can include the boundary terms and establish the required estimate.
Variable coefficients and nonuniform meshes usually destroy exact Fourier transform diagonalization. Frozen-coefficient Fourier stability analysis is then a useful diagnostic, but it is not automatically a proof for the full variable-coefficient boundary problem. The mesh-uniform energy method in question 5 is an example of a direct proof. Also, an L2 norm proof is not automatically a mesh-uniform maximum-norm proof: finite-dimensional norm-equivalence constants may grow with the number of grid points.
Finally, stability measures error propagation; consistency of a numerical method measures the defect of inserting the exact solution. For a well-posed linear initial-value problem in the chosen norm, the Lax equivalence theorem says that a consistent approximation is convergent exactly when it is stable. Boundary discretization and starting data must be included in that assertion. A Fourier calculation proves convergence only after consistency, well-posedness and the actual boundary treatment have also been checked.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 81 1 e Solution Created 2026-10-03 Updated 2026-10-06
Apply a discrete Fourier transform, with lattice spacing one:The wavevectors lie in a Brillouin zone, which we choose as . Pairing with makes the quadratic HamiltonianA bosonic Bogoliubov diagonalization uses . The canonical commutation relations hold because . The anomalous terms vanish when , givingNear and , the dispersion relation is linear: . These are the low-energy antiferromagnetic spin waves; the two zeroes are related by the two-sublattice description. The transformation is singular at the exact zero modes, which require an infrared regulator or separate treatment of the collective rotation.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 208 2 2 Solution Created 2026-10-03 Updated 2026-10-06
With angular frequency , the periodogram isAt Fourier frequencies it is the squared modulus of the normalized discrete Fourier transform. If a nonzero mean is unknown, subtract the sample mean first.
For a zero-mean stationary process, expanding the square givesUnder absolute summability of the covariances this converges to the spectral density of a stationary process. Thus the periodogram is generally biased at finite , but asymptotically unbiased under this short-memory time series condition.
It is nevertheless not a pointwise estimator with statistical consistency unless it is smoothed. For Gaussian white noise, at a nonzero Fourier frequency other than the Nyquist frequency, the real and imaginary Fourier components are independent normal variables. Exactly,where . The variance does not decrease with . Under usual short-memory time series assumptions the same exponential limit is asymptotic for general processes. Averaging nearby frequencies or using a lag-window estimator reduces variance; a frequency bandwidth tending to zero while times that bandwidth tends to infinity can give statistical consistency. The raw plot remains useful for detecting strong periodic peaks, but increasing the record length alone does not remove its pointwise noise.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 341 7 Solution Created 2026-10-03 Updated 2026-10-06
For a fully discrete linear partial differential equation evolution, write in a specified discrete norm. Finite-time stability of a numerical method meanswith 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 whenSufficiency 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 hasagain 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 , withIt 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 isFor , 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 isTake the inner product of with . The elementary identity givesThis 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 methodis 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 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.
Past exam of the mathematics course of the University of Cambridge 2019 ib Paper 3 7D Solution Created 2026-09-24 Updated 2026-09-29
Let . Using the conventionthe discrete Fourier transform of the supplied sequence follows from the binomial theorem:The orthogonality of roots of unity givesSince both lie between zero and , it follows that
Past exam of the mathematics course of the University of Cambridge 2019 ii Paper 1 19I c i Solution Created 2026-09-24 Updated 2026-09-29
Let be the standard basis and let the generator send to modulo . The constant vectorspans a trivial module. Since is even, the alternating vectorspans a sign module on which acts by .
For each , define the real discrete Fourier modesThe plane is invariant, and acts on it by rotation through . Since this angle is neither zero nor , is irreducible over . The traces are distinct for , so these modules are pairwise nonisomorphic. Orthogonality of the discrete Fourier transform givesThe dimensions sum to , so this is the whole regular module: two nonisomorphic one-dimensional summands and nonisomorphic two-dimensional summands.
Past exam of the mathematics course of the University of Cambridge 2021 iii Paper 341 3 c Solution Created 2026-09-29 Updated 2026-10-03
Split the generator as . One Strang splitting step isThe two potential half-steps are componentwise multiplications. The circulant matrix is diagonalized by the discrete Fourier transform; its eigenvalues areThus the middle step consists of a Fast Fourier transform, multiplication of Fourier coefficient by , and an inverse transform. Its cost is and every factor is unitary, so the implementation preserves the discrete norm exactly up to roundoff.
Consider first a scalar constant-coefficient Cauchy problem for a partial differential equation on the whole line. A translation-invariant spatial discretization is a convolution operator, so the discrete Fourier transform turns it into multiplication by its Fourier symbol. This reduction is exact because Fourier modes are the simultaneous generalized eigenfunctions of every translation-invariant stencil.
For a fully discrete one-step methodwrite for its amplification factor. The Parseval identity givesConsequently the exact necessary and sufficient condition for stability on every bounded time interval iswith independent of the mesh. Sufficiency follows directly from Parseval; necessity follows by choosing transformed initial data concentrated where the multiplier is largest. For a contractive scheme one can take , yielding the familiar Von Neumann stability analysis condition .
For a semidiscretization with scalar symbol , the corresponding exact criterion isIndeed, the Fourier multiplier of the solution operator is . For systems, eigenvalues alone cease to be sufficient when the matrix symbol is non-normal; the necessary and sufficient statement is the uniform bound .
On the whole lattice, a finite stencil defines a Laurent operator, whose operator norm is the essential supremum of its symbol. Restricting the same stencil to a half-line gives a Toeplitz operator. The Cauchy symbol condition remains necessary for a stable initial-boundary scheme because data localized far from the boundary behave like the whole-line problem for a finite time. It is not sufficient: the boundary closure can support growing modes or amplify incoming modes even when every interior Fourier mode is stable.
Boundary stability therefore requires a uniform estimate for the forced half-line recurrence. After a Laplace transform in time and a Fourier transform in tangential variables, one solves a normal-direction recurrence. The Uniform Kreiss--Lopatinskii condition requires the boundary equations to determine its decaying roots with a uniformly bounded inverse. In practical terms, one imposes one independent boundary condition for each incoming characteristic or numerical mode and none for outgoing modes. The group velocity identifies the direction in which a narrow wave packet carries energy, so its sign helps determine which boundary is inflow and explains why a numerically generated high-frequency branch can require a boundary condition different from that suggested by its phase velocity.
For a two-step method, the Fourier substitution produces an amplification polynomial of a multilevel finite difference scheme. Every root must lie in the closed unit disk, and unit-modulus roots must be simple, uniformly in the wavenumber. For example, leapfrog differencing of givesand henceThe roots have unit modulus when , giving the usual Courant restriction . At the endpoint, a wavenumber with produces a repeated unit root and violates the uniform root condition; strict avoids this marginal linear growth. The second root is the familiar oscillatory computational mode, illustrating why a multilevel scheme requires its full amplification polynomial rather than a single multiplier.
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 341 6 Solution 2026-09-28
After spatial discretization, a linear time-dependent PDE produces an updateStability over requires a bound independent of the mesh. If is normal, the spectral theorem for normal operators givesso eigenvalue analysis is decisive. More generally, if , thenThus eigenvalues suffice only when the eigenvector condition numbers are uniformly bounded and unit-circle eigenvalues are semisimple. Defective or increasingly nonnormal matrices can have large powers even though every eigenvalue lies in the unit disk.
For a constant-coefficient scheme on the whole line or a periodic grid, the discrete Fourier transform diagonalizes translation-invariant difference operators. This is Von Neumann stability analysis: insert and require . Its advantages are simplicity, sharp mesh restrictions, and direct identification of unstable wavelengths. Its limitations are boundaries, variable coefficients, nonlinearities, and nonnormality; frozen-coefficient Fourier analysis then gives at most local evidence.
As a successful implicit example, the Backward Euler diffusion scheme haswhere the periodic or homogeneous-Dirichlet discrete Laplacian is symmetric negative semidefinite. Its eigenvalues are , proving unconditional discrete--norm stability.
For a failure, consider explicit upwinding for on a finite inflow grid:Its lower-triangular nonnormal upwind amplification matrix has only the eigenvalue , so eigenvalues alone incorrectly suggest stability for . For , however, interior alternating data are amplified by before the boundary is felt, and the matrix powers have no mesh-uniform bound. The correct range is . This example isolates the missing hypothesis: spectral radius does not control powers of a nonnormal matrix family.
Periodogram 2026-10-06
For a centered record of length , the periodogram is the squared modulus of its discrete Fourier transform, with normalizationUnder suitable short-memory assumptions its expectation approaches the spectral density of a stationary process, but its variance generally does not vanish. Smoothing nearby frequencies can provide an estimate with statistical consistency.