For homogeneous corrections at the square boundary, integration by parts gives and . The first-derivative cross terms give and . Using and , these four contributions cancel in pairs. This proves exactly the supplied solvability condition, including the weight on its second row. Equivalently is the relevant adjoint eigenfunction for this coupled system.
At first order in the detuning, the inhomogeneous equations are
Insert these right-hand sides into the verified solvability condition. One obtains
A further integration by parts, using the leading heat equation, gives
Hence the growth-rate solvability for conducting-square Darcy convection yields
The PDF prints the reciprocal of the required integral ratio. With its declared , the displayed reciprocal does not follow and is false for . Both integrals are positive for these nonzero modes. The square's Poincaré inequality gives their ratio at least , so it cannot equal its reciprocal. For , the two explicit parities give approximately for odd and for even ; the printed expression instead gives about and . These values provide direct mode-based counterexamples.
The corrected growth rate is positive for and negative for , as expected at a convection threshold. Because the critical eigenspace is two-dimensional, an arbitrary superposition generally splits into two different first-order growth rates. The specified parity modes remain independent under the detuning: the temperature linear operator preserves reflection parity, so the cross-parity projection vanishes. This justifies applying the scalar solvability condition to either listed eigenfunction; it should not be applied as a single common eigenvalue to an arbitrary mixture.
For a vector in the nonnegative orthant, the PDF's matrix gives the quadratic form
Thus it is a copositive matrix. On the other hand, with ,
so it is not a positive semidefinite matrix. Equivalently, the eigenvalues are and , with eigenvectors and .
The local TeX has corrupted the matrix entries. The PDF has diagonal entries one and off-diagonal entries two. The all-twos matrix in the TeX would instead have quadratic form and would be a positive semidefinite matrix; it cannot demonstrate the requested distinction.
Let . This set is nonempty and compact for , and the quadratic form is continuous. Its minimum is therefore attained.
For every nonzero in the nonnegative orthant, normalizing gives
The zero vector imposes no further condition. It follows that is a copositive matrix exactly when . Thus the feasible scalar set is , and
Both optima are attained. This copositive reformulation of an orthant Rayleigh minimum follows directly from homogeneity; it does not require invoking a duality theorem for the original nonconvex constraint.
The restriction to matters. For the matrix in part (a), this minimum is whereas the unrestricted smallest eigenvalue is .
For on the unit circle, use the conjugated monomial vector
Then the prescribed diagonal sums give
Positive semidefiniteness proves
This is the Gram matrix representation of a trigonometric polynomial. The Hermitian condition also implies , so its values on the unit circle are real. The conjugated monomial vector is required by the source's convention; the unconjugated vector would represent instead.
In particular . If this matrix trace is zero, all nonnegative eigenvalues vanish and , so . A general feasible Gram matrix need not have matrix rank one; the Fejér–Riesz theorem ensures a rank-one representative exists whenever the nonnegative trigonometric polynomial is nonzero.
Computing is equivalent to minimizing over , since ranges over precisely . Differentiating with the adjoint operator gives , whose Lipschitz constant is . Starting with any , for example zero, the projected-gradient dual total variation algorithm is
The block formula is the Euclidean projection onto a convex set , since it clips each two-dimensional block to a Euclidean ball of radius . Both components must be clipped together for the isotropic block mixed norm.
For the unscaled forward differences, and likewise in the other direction, so . More exactly, for the one-dimensional path difference has eigenvalues , , and the square-grid operator sums two such spectra. Thus . Finite-dimensional projected gradient descent for a convex objective with an -Lipschitz gradient converges from every feasible starting point to a dual minimizer for fixed . The theorem assumes a nonempty closed convex set, a convex differentiable objective with globally Lipschitz gradient, and a nonempty minimizer set. All hold here: is compact and convex, and is a continuous convex quadratic. Finite-dimensional convergence is of the full sequence, rather than only its objective values.
Consequently any fixed step with is safe on this grid; the more conservative is also safe. The dual minimizer need not be unique because has a null space, but and uniquely. For , the gradient penalty vanishes and , so no positive- step restriction is needed.
The printed formula is not a consistent spatial discretization of the stated PDE. The original PDF genuinely has , rather than . Writing , the Taylor expansion gives
so it approximates a diffusion coefficient tending to zero. Moreover, and cover , whereas the given Dirichlet boundary conditions belong to . No value at the interior location was prescribed. These are actual source defects, not repairs justified by the TeX conversion.
A conditional analysis of the literal ordinary differential equation system is still possible. If it is closed by imposing on the displayed grid, the negative Dirichlet discrete Laplacian has positive frequencies squared
and each normal mode obeys . For a fixed mesh, every solution is bounded for all time exactly when
Equality produces a linearly growing normal mode for nonzero modal initial velocity; above the threshold there is an exponentially growing normal mode. Since , any gives bounded continuous solutions but unbounded literal discrete solutions on sufficiently fine meshes. For example, , gives , and a growing first sine normal mode. At , every fixed mesh is bounded for all time, but unit first-mode initial velocity has maximal displacement , which diverges on mesh refinement. For uniform-in-mesh, all-time displacement bounds for arbitrary bounded displacement/velocity data in the mesh-weighted L2 norm, the literal closed system therefore requires .
This differs from finite-time stability of a numerical method, governed here by displacement stability of a symmetric semidiscrete wave equation. For the conditional closure above, diagonalization of a matrix gives, with ,
Oscillatory modes use , including its value at ; growing modes use . Thus the displacement map is mesh-uniformly bounded on each fixed finite time interval for every fixed real . This is a legitimate finite-time displacement stability estimate, but neither consistency of a numerical method nor the all-time conclusion of part (i). It does not assert a velocity bound in the unweighted displacement norm.
If the intended method instead uses and the full interval, take interior indices , , with zeros at . Its first positive discrete eigenvalue is
The corrected, fixed-mesh all-time condition is , with the same strictness at equality. For every fixed , this holds on all sufficiently fine meshes. This corrected interpretation is stated separately rather than silently replacing the PDF.
The spatial shift in the PDF also requires a boundary value beyond the supplied right endpoint: if is the last interior index, the newest value is outside the interval. Thus the printed Dirichlet method has no specified boundary closure, and no unique stability range can be assigned to it as stated.
For completeness, the literal interior formula has an exact von Neumann stability analysis on an infinite or periodic grid. Substitution of a Fourier mode gives
For the root of a polynomial tending to one as , expansion gives
Consequently is unstable: sufficiently small nonzero frequencies have a root of a polynomial of modulus greater than one, and arbitrarily fine periodic grids contain such frequencies.
Conversely, if and , then
For with ,
Since , the complex quadratic Schur criterion yields both roots of a polynomial in the unit disk, strictly inside except at , where they are and . Uniform stability follows directly from the BDF2 discrete energy identity: the modal recurrence is , whose energy decreases because . Summing the modal energies proves a bound independent of the grid and even of ; no eigenvector-separation assumption is needed. This is the stability of a spatially shifted BDF2 stencil. Thus the literal periodic-grid result is
This cannot establish stability of an unspecified Dirichlet boundary condition closure. It also does not restore consistency of a numerical method.
For the intended unshifted backward differentiation formula, a spatial eigenvalue gives
The Schur stability criterion gives the root condition for a multistep method for every , with strict inequalities for . A useful uniform energy method proof, including the repeated interior roots that a bare separation argument would miss, is the BDF2 discrete energy identity. With and
the corrected Dirichlet discrete Laplacian scheme satisfies
This follows by taking the inner product of with and using summation by parts. It controls both time levels uniformly, regardless of the mesh ratio. Hence the corrected method is stable for
A Runge-Kutta method advances through stages
The Butcher tableau records , normally with . Linear absolute stability tests the amplification of a linear decay mode; nonlinear B-stability compares distances between two solutions of a dissipative vector field. Both describe propagation of perturbations, but they impose different conditions.
For the Dahlquist test equation, elimination of stages gives
The linear stability domain consists of for which the step is defined and . Poles or singular stage systems must be excluded, even if an output formula has a formal cancellation. For a scalar test equation, the proof is : the powers are bounded exactly when . For , the update is . If is a normal matrix, unitary diagonalization of a normal matrix makes the operator norm equal to the largest scalar amplification modulus. For a diagonalizable matrix, powers are bounded by the condition number of the eigenvector matrix times the maximal scalar power. These constants must remain uniform for mesh-dependent systems. A defective unit-modulus eigenvalue can instead produce a growing Jordan block; the scalar spectral test alone does not control a general matrix.
An A-stable method accepts the entire closed left half-plane. The Explicit Euler method has and a disk of stability , so it is not A-stable. No nonconstant polynomial stability function can be A-stable, since it is unbounded on the negative real axis; this excludes all consistent explicit Runge-Kutta methods. The Backward Euler method has , and when , proving A-stability. It is also L-stable, because for large left-half-plane .
The implicit midpoint rule and the trapezoidal rule have the same scalar stability function,
The identity proves A-stability. On the imaginary axis their amplification has unit modulus, and along the negative real axis it tends to . Thus neither is L-stable; very stiff decay can persist as alternating numerical values. In contrast, the two-stage Radau IIA method has , with the explicit nonnegative modulus-gap proof in question 1, and is L-stable. This illustrates why L-stability matters beyond A-stability for a stiff differential equation.
For nonlinear problems, assume a real or complex Euclidean inner product and the dissipativity hypothesis
for all relevant states at each common time. Exact solutions satisfy
A B-stable Runge-Kutta method reproduces this nonexpansion of distances whenever its stages exist. Put , , and . Then . Expansion of the output squared norm, followed by substituting in its linear terms, proves the Runge-Kutta contractivity identity
If and is a positive semidefinite matrix, the first sum is nonpositive by dissipativity, and the second is nonnegative: expand each coordinate of the stage vectors to express it as a sum of nonnegative quadratic forms. These are exactly the conditions for algebraic stability of a Runge-Kutta method. Hence algebraic stability implies B-stability. Applying B-stability to the linear dissipative problem , or its two-dimensional real form, also proves A-stability whenever stages are well defined.
The Backward Euler method has , hence ; the implicit midpoint rule has , , hence . Both are algebraically stable and B-stable. For the two-stage Radau IIA method,
a positive semidefinite matrix, while both weights are positive. It therefore combines third-order accuracy, B-stability, and L-stability. The distinction between stability and solvability is essential: for Lipschitz continuous , the stage map is a contraction when , so the contraction mapping theorem proves small-step unique solvability. The preceding algebraic stability proof is an estimate for existing stages; it is not a theorem asserting stage existence for arbitrary step sizes and domains.
Linear A-stability is insufficient for nonlinear B-stability. The trapezoidal rule fails B-stability, even though its scalar stability function is identical to that of the B-stable implicit midpoint rule. Its Runge-Kutta method coefficients are
Failure of this sufficient algebraic stability test alone would not prove failure of B-stability. An actual counterexample does: take and . Dissipativity follows from
The unique step map obeys , because the left-hand side is strictly increasing and onto. At , , and implicit differentiation gives
Nearby initial states expand in distance. This proves a true nonlinear failure rather than merely failure of a coefficient criterion.
Finally, stability of a numerical method on finite intervals connects these contractivity properties to accuracy. If a one-step map is nonexpansive and its exact one-step defect has norm at most , then the error satisfies , hence for . A Lipschitz step bound gives the same order using the discrete Gronwall inequality. For a stiff differential equation, the value of B-stability is that the propagation estimate need not grow with a large negative dissipative rate. The accuracy constant still needs appropriate smoothness and uniform derivative bounds; stability alone does not establish a mesh-uniform error order.
For a fully discrete linear partial differential equation evolution, write in a specified discrete norm. Finite-time stability of a numerical method means
with 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 when
Sufficiency 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 has
again 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 , with
It 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 is
For , 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 is
Take the inner product of with . The elementary identity gives
This 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 method
is 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 principle
Thus 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.
A nematic director is an unoriented axis: and describe the same molecular alignment. A vector average cannot represent this head-tail symmetry. The orientational second moment is a symmetric second-rank tensor, and removing its isotropic part gives the traceless second-rank tensor . It vanishes for an isotropic angular distribution and transforms correctly under rotation matrices.
Every nonzero real symmetric traceless matrix has eigenvalues and can be written by choosing the eigenvector of the positive eigenvalue as director and . Consequently . The bulk Landau-de Gennes free energy becomes
For , its minimum occurs at . The elastic density is nonnegative and vanishes for a uniform field. Thus, with no boundary condition imposing a texture, the pointwise lower bound is attained by
The negative-amplitude representation is equivalent in two dimensions to rotating the director by , so the positive choice loses no tensor minima. This is minimization of the specified coarse-grained functional, not a claim of true thermodynamic long-range nematic order at every temperature in an infinite two-dimensional system. The PDF explicitly uses the divergence elastic term; the TeX's loses the dot and would give different elastic coefficients.
On the normal subgroup , the first diagonal entry is the linear character . Its image has order at most three, although , so its kernel of a group homomorphism has order at least three. The second entry is the inverse character and has the same kernel of a group homomorphism. Thus
Elements of the other coset have off-diagonal image and cannot be the identity. If , the kernel of a group homomorphism has order exactly three; otherwise it is all of .
When both roots equal one, only acts nontrivially and its eigenlines spanned by and are invariant, so the representation is reducible. Otherwise one of has two distinct eigenvalues. Any invariant line would be one of its coordinate eigenlines, but interchanges these two lines. Hence no invariant line exists, and
The equilibrium equations are . For the fixed points are the origin, four axis points , and four diagonal points with independent signs and . The hypothesis ensures that is real. The Jacobian matrix has diagonal entries , and off-diagonal entries .
At the origin both eigenvalues are , so it is a stable node. At each axis point the eigenvalues are . At each diagonal point they are , along the radial and transverse diagonal directions respectively. Thus
The axes and diagonals are invariant lines. For the axis saddle points have stable directions transverse to their axes and unstable directions along them; the diagonal points are unstable nodes. For these roles switch: the diagonal saddle points have stable transverse directions and unstable radial directions, and the axis points are unstable nodes. Their stable manifolds separate trajectories attracted to the origin from outward-escaping trajectories. Symmetry gives the other quadrants.
For , the entire unit circle consists of equilibria. In polar coordinates and : every ray inside the circle moves toward the origin, and every ray outside moves outward. The circle has neutral tangential and unstable radial directions; its points are not isolated saddle points or unstable nodes.
All three phase portraits are shown below. The potential satisfies and , ruling out nonconstant periodic orbits. Blue curves show the saddle stable separatrices, integrated backwards from their local stable directions. The flow arrows and invariant lines, together with the equilibrium classification, specify the topology of the sketches.
Figure 1.
Phase portraits and equilibrium branches
. Details.
Invert the operator definitions to obtain and the adjoint formula for . The canonical commutation relation yields , with . Substitution gives
Write . Since and , these are lowering and raising operators. Applying to a ground state would lower its energy unless it vanishes, so . From the normalized unique ground state construct
The commutator gives the factorial normalization and . For any energy eigenstate, repeated lowering cannot pass below ; positivity of each lowered norm forces its eigenvalue to be a nonnegative integer and lowering eventually reaches the ground state. Its uniqueness then yields the entire eigenstate ladder. The usual oscillator on the real line has discrete complete spectrum because its potential is confining, so these states span its Hilbert space.
For the perturbation with , nondegenerate time-independent perturbation theory gives . The first-order term vanishes. Only contribute, with squared matrix elements and respectively. Thus
The absent downward transition for is automatically represented by . Direct substitution also gives
For this is another oscillator with mass and frequency . Therefore
Its expansion is , agreeing with the perturbative result and sharpening its remainder. At the excluded endpoints confinement is lost; beyond them the quadratic Hamiltonian is not bounded below.
The Householder-John theorem states that if is Hermitian positive definite and is also Hermitian positive definite, then is invertible and . The associated stationary iteration therefore converges from every starting vector. For designing a method, choose a splitting with easily solved and verify the positive-definiteness condition on ; it is a sufficient certificate and does not require computing every iteration-matrix eigenvalue.
For completeness, put . If for , then , a contradiction. If , then . The case contradicts invertibility of . Taking scalar products and using Hermitian symmetry gives
hence . The usual spectral-radius convergence criterion now proves the stated conclusion.
For the given scheme take the matrix splitting
Since is real symmetric, , and since it is positive definite, every diagonal entry in is positive. Thus
is positive definite exactly for . The theorem applies, and the iteration matrix has spectral radius below one. The unique solution is its fixed point, so . Therefore
The scheme is successive over-relaxation; at it becomes the Gauss-Seidel method.
Let have order in a finite group. In a complex group representation, its matrix is diagonalizable with eigenvalues satisfying . If each with is conjugate to , the character of a representation is constant on these powers. Hence
using the stated integrality of each Ramanujan sum. Therefore is rational. It is also an algebraic integer, being a sum of roots of unity; a rational algebraic integer is an integer. Thus .
In a symmetric group, raising a permutation to a power coprime to its order preserves each cycle length and therefore its entire cycle type. Since cycle type determines the conjugacy class, the hypothesis holds, and all character values of symmetric groups are integers.
The direct First Lyapunov theorem says that a continuously differentiable positive-definite function near an equilibrium, with , proves stability. LaSalle invariance principle says that in a compact positively invariant set, trajectories approach the largest invariant subset of . Under the terminology in which “first theorem” means the linearization theorem, eigenvalues with negative real part imply asymptotic stability, while zero-real-part eigenvalues leave the test inconclusive. Here the linearization has eigenvalues , so the direct criterion is needed.
Write and choose
Near zero, is positive definite. Along solutions,
The component containing the origin of a sufficiently small closed sublevel set is compact, lies in and is positively invariant. The set has ; to remain there also requires , so its largest invariant subset is just the origin. The two theorems establish the origin is asymptotically stable.