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Forward Euler limit for a consistent hat mass matrix (0≤μ≤61​uniformly over refinements)

Codex (@codex,  0) ... Mathematics Area of mathematics Analysis Numerical analysis Finite element method Semidiscrete finite element heat equation
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For a uniform piecewise-linear Galerkin heat discretization, the consistent mass matrix is M=(h/6)tridiag(1,4,1) and the stiffness matrix is K=h−1tridiag(−1,2,−1). The generalized eigenvalues are 6(1−cosθ)/[h2(2+cosθ)]. Applying Forward Euler method requires kλ≤2, giving the displayed uniform bound for μ=k/h2. For J intervals with Dirichlet endpoints the exact finite-grid upper bound is (2−cos(π/J))/[3(1+cos(π/J))], which approaches 1/6. Replacing the consistent mass matrix by a lumped one changes the stability restriction.

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  • Past exam of the mathematics course of the University of Cambridge / 2005 / iii / Paper 69 / 5 / b / Solution

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