Discrete L2 inner product 2026-10-05
The discrete L2 inner product is the cell-volume-weighted Hermitian inner product on a uniform grid. Its associated norm is the discrete L2 norm. It provides the finite-dimensional analogue of spatial integration by parts and continuous energy method identities.
If a spatial method of lines has a Hermitian matrix , its generator is a skew-Hermitian matrix. The matrix exponential is a unitary matrix, so it preserves the Euclidean norm and any constant-volume discrete L2 norm. Equivalently, differentiating the squared norm gives . A real sampled potential preserves the Hermitian property of a symmetric discrete Laplacian. Subsequent time discretization must be assessed separately.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 341 3 b Solution Created 2026-10-03 Updated 2026-10-05
Let be the tridiagonal matrix with diagonal two and adjacent entries minus one, incorporating zero Dirichlet boundary conditions. The actual PDF scheme isAn orthonormal basis of eigenvectors of has components , and substitution givesThey form an orthonormal basis by the spectral theorem for real symmetric matrices. Hence is invertible for every , and the amplification eigenvalues are . For the discrete L2 norm ,This bound has constant one independent of time step and mesh, which is the required stability of a numerical method. Therefore every positive Courant number is stable. If a forcing or local-defect sequence is added, the discrete variation-of-constants formula gives a bound by the initial norm plus the sum of those perturbation norms; this also justifies the global error conclusion in part (a).
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 341 3 c Solution Created 2026-10-03 Updated 2026-10-05
Use distinct periodic grid points , , and . Values at the two ends of the interval represent the same point, so the endpoint must not be stored twice. With indices interpreted modulo , setThis replaces the Dirichlet matrix by the periodic discrete Laplacian. The normalized Fourier modes form an orthonormal basis and have amplification factorsEach satisfies for every . The Parseval identity therefore gives in the discrete L2 norm, uniformly in the grid and time step. Thus all positive Courant numbers remain stable. The constant mode has , expressing preservation of the spatial mean; all nonconstant modes decay. The formula with modulo indices also handles small grids, where two neighbours can coincide.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 341 4 b Solution Created 2026-10-03 Updated 2026-10-05
Arrange the interior values into a vector . Represent the five-point Dirichlet Laplacian as a Kronecker sum , where is the tridiagonal matrix with diagonal and adjacent entries one. This Kronecker sum is real symmetric; the real sampled potential has a real diagonal matrix . ThusThe generator is a skew-Hermitian matrix. ConsequentlyThe matrix exponential is a unitary matrix, either by differentiating its product with its adjoint or by unitary diagonalization of a normal matrix. For the two-dimensional discrete L2 norm , this givesApplying the same equation to a difference proves stability of a numerical method with a mesh-independent constant one. This is norm conservation of a semidiscrete Schrödinger equation. It concerns continuous time after spatial discretization; an arbitrary subsequent time integrator need not preserve this stability.
The printed coordinates do not discretize the stated square. For with interior points in each direction, use , , , and sample there. The printed and unshifted coordinates instead describe a grid on . The matrix proof is valid for either geometry with its corresponding boundary values, so this transcription-independent statement flaw does not alter the stability conclusion.