In three dimensions set for a radial function satisfying . If the source has support in and , the Duhamel principle bounds its contribution to by for . Its backward characteristic interval meets the source in a set of length at most one, and . Division by gives for compactly supported initial data.
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 3 29A Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 6 2 a Solution Created 2026-10-03 Updated 2026-10-07
For a linear spatial operator, let denote the formal homogeneous evolution from time to time , satisfying and . This also allows time-dependent coefficients in the spatial operator. The Duhamel principle statesDifferentiation of the integral contributes at its upper endpoint and times the integral, while the initial value is . If is time-independent, one writes . The principle uses linearity; an arbitrary nonlinear differential operator would not justify this superposition formula. No analytic construction of or boundary conditions is required for this formal statement.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 6 2 b Solution Created 2026-10-03 Updated 2026-10-07
The damped free-transport evolution is . Substituting it into the Duhamel principle givesThe spatial shifts all follow the same backward characteristic curve ending at at time ; the velocity is constant.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 6 2 c Solution Created 2026-10-03 Updated 2026-10-07
Separate the transported initial datum from the gain term. Defineand the Boltzmann Volterra operatorThe Duhamel principle makes the linear Boltzmann equation equivalent, whenever the integrals and solution are legitimate, toThe gain samples velocities at the backward spatial position of the outgoing velocity ; replacing that spatial shift by one depending on would give a different equation.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 6 4 f Solution Created 2026-10-03 Updated 2026-10-07
The reference to part (f) within this part is a printed self-reference; the needed product estimate is part (e). Since both masses are one, subtracting the Bobylev identities gives, for ,The normalized angular average and part (e) giveFor completeness, the Duhamel principle for this scalar equation yields . Apply the Gronwall inequality to to obtain the Fourier nonexpansion for Maxwell molecules, . This estimate is nonexpansion; by itself it does not prove strict decay or convergence to a specified equilibrium.
Past exam of the mathematics course of the University of Cambridge 2014 ib Paper 2 16D b Solution Created 2026-09-24 Updated 2026-10-06
The Duhamel principle superposes the response to source impulses:This expression uses the source at the origin, is causal, and has zero initial data in the distributional sense. Its integral over the plane is , consistent with the injected total amount.
For the finite-duration source and , set . The causal diffusion from a finite-duration planar point source becomesWith , or by differentiating the supplied exponential integral, this isIf , both arguments are small. Their logarithmic constants and cancel, leavingAt the origin this logarithmic expression is exact for , obtained as the limit . The leading spatial correction is . If also , the leading value is .
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 10 1 4 Solution 2026-10-06
Use the radial reduction of the three-dimensional wave equation and extend oddly in . Write , where is the homogeneous wave equation solution with the prescribed Cauchy data, and has zero Cauchy data. With and , the D'Alembert formula givesBoth odd initial profiles have compact support, soThe Duhamel principle, applied to , givesNow write with . The lower integration limit is , so this domain of dependence never crosses the axis. Intersecting its integration interval with the support of the source leaves a subset of , of length at most one. On this interval,The outgoing shell source estimate for a radial wave therefore yieldsFinally , and thusThis constant depends only on the Cauchy data and the fixed unit bound for the source. The logarithm comes from integrating the shell's accumulated forcing, whereas the factor comes from division by .
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 68 5 a Solution Created 2026-10-03 Updated 2026-10-06
For energy stability for variable-coefficient reaction diffusion, let , let be the Dirichlet discrete Laplacian, and set . Use the mesh-weighted inner product 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 , so this is stability of a numerical method on every fixed finite time interval. The bound allows physical growth if ; stability here does not mean uniform boundedness as .
There is also a uniform maximum-norm bound. At a positive spatial maximum the second difference is nonpositive. Applying this observation to and to its negative gives . With a perturbing source , the Duhamel principle gives the corresponding initial-data bound plus in either norm. Thus the estimate controls accumulated residuals as well as initial perturbations.
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 76 1 d Solution Created 2026-10-03 Updated 2026-10-06
Write and . Substituting into part (a), without prematurely replacing by its linear part, givesTaking the expectation yields the exact mean equation within the paraxial approximation:The correlation term cannot be discarded just because : the field depends on the same random medium as . Nor can be factored exactly from the given variance alone. The printed statistics do not specify the autocorrelation function of a random field, so they do not determine a unique local closed equation for .
A useful covariance-dependent equation follows to second order in . Defineand letbe the Fresnel propagator kernel for one transverse coordinate. The Duhamel principle applied to the linear fluctuation term giveswhere . Multiply by and average. Also . Since , replacing by in terms already multiplied by preserves second-order accuracy. We obtain the weak-fluctuation memory equation for the coherent fieldThis perturbation statement is for fixed propagation intervals with sufficient covariance regularity and moment bounds. The kernel is understood as an oscillatory integral. If the field is jointly Gaussian, odd perturbative contributions vanish and the remainder can be improved under the corresponding expansion hypotheses. Joint Gaussianity itself still leaves the covariance unspecified. The term is the quadratic refractive-index shift in the coherent field; it comes from the mean of .
For the usual local answer, impose the additional Markov approximation for a random medium. Its longitudinal correlation length must be much shorter than the distance on which the envelope varies, and diffraction across that correlation distance must not resolve substantial transverse covariance variation. Away from the entry layer, replace the slowly varying factors in the memory integral by their local values and extend the longitudinal integral to infinity. Define the integrated covarianceFor an integrable real stationary covariance, is even, and is its zero-longitudinal-frequency spectral density. The conventional leading weak-index model keeps only the linear random potential ; in that model the local first-moment equation isThe factor can be checked independently in the white-noise model. If is a Brownian field with , writeConverting the Stratonovich integral to an Itô integral adds . The remaining stochastic integral has zero mean, giving the boxed equation andIf the finite-correlation model retains consistently through order , the local second-order expansion also has , adding the phase factor . This phase is computed before the white-noise idealization: squaring ideal Gaussian white noise is not the finite-variance operation .
The need for a correlation assumption can be seen without any closure argument. The stationary Gaussian random field , with a single standard normal variable , has all the printed one-point statistics. In the linear weak-index model it givesIts attenuation is quadratic in propagation distance, whereas the Markov model gives linear-distance exponential attenuation. The local attenuation equation requires the additional correlation/Markov assumption; it does not follow from statistical homogeneity and unit variance alone.
Past exam of the mathematics course of the University of Cambridge 2017 ib Paper 4 17B a ii Solution Created 2026-09-24 Updated 2026-10-05
For each injection time , let solve the homogeneous Cauchy problem for a partial differential equation with initial profile . Its representation by the fundamental solution of a linear differential operator isThe causal Green function and Duhamel principle giveFor smooth forcing with sufficient decay, differentiating this formula givesThe boundary term uses the Dirac delta function limit of , not a finite pointwise value of . The same formula extends to weaker forcing in an appropriate integrable or distribution sense. Physically, each short time interval adds to the temperature profile; that addition subsequently undergoes homogeneous diffusion equation. The total solution is the superposition of all such diffusing injections.
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 2021 ib Paper 1 13C b Solution Created 2026-09-24 Updated 2026-09-25
Extend the forcing oddly across the boundary:The initial displacement is already odd, so its homogeneous evolution on the line is . Applying Duhamel's principle to the odd extension givesThe odd-reflection method makes . At the double integral vanishes together with its first time derivative, so the prescribed initial displacement and velocity are also satisfied.
Past exam of the mathematics course of the University of Cambridge 2021 iii Paper 154 3 5 Solution 2026-09-28
For , the dual Strichartz estimate for the free Schrödinger equation givesThe assumed finite global norm makes the right side tend to zero as . The displayed family is therefore a Cauchy sequence in the complete space and has a strong limit .
The Duhamel principle givesDefineSince the free Schrödinger group is unitary,This is scattering from a finite Strichartz norm.
Past exam of the mathematics course of the University of Cambridge 2023 ib Paper 4 14A b Solution Created 2026-09-24 Updated 2026-09-25
The causal Green function for the heat operator iswhere is the Heaviside step function. It vanishes for , satisfies the homogeneous heat equation away from the source, and approaches as . Superposing the responses to all infinitesimal sources gives Duhamel principle:The lower limit and causality give the required homogeneous initial data.
Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 154 1 7 Solution 2026-09-28
The scaling in part 5 givesThus . For , the dual Strichartz estimate for the free Schrödinger equation giveswhich tends to zero as . The integrals in the question are therefore Cauchy in .
The Duhamel principle in the interaction representation defines an limit and expresses as the tail integral from to infinity. The same estimate sends that tail to zero, proving the scattering from a finite Strichartz norm conclusion
For a parabolic wave equation with , a zero-mean stationary real field of unit variance, and , finite-correlation perturbation theory givesHere is the coherent field, is the autocorrelation function of a random field and is the one-coordinate Fresnel propagator. Expand the random solution once using the Duhamel principle, multiply by and average to obtain the memory term. The local phase term comes from the term in . The expansion is for fixed propagation distances with suitable covariance regularity and moment bounds. A Markov approximation is an additional scale assumption that can turn this integral equation into a local attenuation equation.