Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 71 4 b Solution Created 2026-10-03 Updated 2026-10-14
Take interior points in each direction and spacing . The one-dimensional Dirichlet discrete Laplacian has sine eigenvectors , becauseThe five-point Dirichlet Laplacian as a Kronecker sum therefore has product eigenvectors . Adding the reaction term gives modal growth ratesThe semidiscrete matrix is real symmetric, so these modes are orthogonal in the mesh-weighted discrete L2 norm. Non-growth for all times is equivalent to every rate being nonpositive. The largest is , giving the five-point heat-reaction stability thresholdAt equality the first grid mode is neutral; above it that mode grows exponentially. This criterion concerns the spatially semidiscrete, continuous-time evolution. Any subsequent time integrator has an additional stability requirement.
The threshold expands as and is below the continuum threshold for every finite mesh. Thus at the continuum neutral value the grid first mode has a small positive rate. This is compatible with finite-time convergence, although it prevents an all-time contraction on that fixed mesh. In the weaker finite-time mesh-uniform sense, all fixed have the bound because the discrete Laplacian is nonpositive. The boxed range is the natural non-growing stability range, matching the threshold comparison in the preceding part; finite-time stability versus power boundedness is a distinct question.
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.
Past exam of the mathematics course of the University of Cambridge 2023 ii Paper 1 41C a Solution Created 2026-09-24 Updated 2026-10-03
At an interior grid point, the five-point finite difference method givesLetwhere the zero Dirichlet boundary values are already incorporated. Stack the unknowns with the index varying fastest. Using the Kronecker product, defineThen the semidiscrete equation isMoreover,Thus the directional matrices commute, as in the five-point Dirichlet Laplacian as a Kronecker sum.
The five-point Laplacian on the square grid isIt adds the second-order central differences in the two coordinate directions and uses the given zero Dirichlet boundary conditions when a neighbouring node lies on the boundary.
The sine addition formula impliesApply this identity with in the direction and with in the direction. For , it givesHence the discrete eigenvalues areBoth sine factors vanish on their respective boundary sides. Also , since and lie strictly between zero and . Thus each array is a nonzero discrete eigenvector, rather than merely the zero solution of the homogeneous system. The separated structure is also described by the five-point Dirichlet Laplacian as a Kronecker sum.