Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 66 1 c Solution Created 2026-10-03 Updated 2026-10-06
Put and retain the same matrix . The Crank--Nicolson method isTake the real mesh-weighted inner product with . The cross terms cancel, and the identity from part (b) givesThe implicit system is uniquely solvable: if , thenso . Therefore its dissipative Cayley-transform contraction satisfiesIterating proves unconditional stability for every ; the perturbation bound is one and does not depend on the mesh or time-step ratio.
The printed hint's exponential estimate is valid with the logarithmic norm, but its proposed bound by is not a general inheritance principle. For the trapezoidal stability function , that real number can even be negative when , whereas a norm is nonnegative. The direct energy proof above establishes the required result without that assertion.