Past exam of the mathematics course of the University of Cambridge 2001 iii Paper 57 5 Solution Created 2026-10-03 Updated 2026-10-14
Let be the periodic forward-shift matrix, with indices modulo . The semidiscrete operator isFor , , the vector satisfies . These vectors divided by form the unitary discrete Fourier transform basis. Hence the normal matrix has eigenvaluesEvery Fourier coefficient is multiplied by of modulus at most one. Parseval's identity therefore provesThe same estimate holds for differences of solutions and is uniform in the mesh. This is the required semidiscrete stability of a numerical method. The mean mode has eigenvalue zero and is conserved, consistently with periodic advection.
One can also verify the energy estimate without diagonalization. Since ,The dissipative second-order forward advection semidiscretization thus damps nonconstant modes rather than amplifying them. This does not assert stability of an arbitrary further time-stepping method; its absolute stability region must contain the scaled eigenvalues. No nonnegativity condition on the periodic boundary value is needed: the printed trailing specifies the time range.