Past exam of the mathematics course of the University of Cambridge 2005 iii Paper 69 5 b Solution Created 2026-10-03 Updated 2026-10-14
The sine vectors , , simultaneously diagonalize these two symmetric tridiagonal matrices. Their eigenvalues areThus the semidiscrete decay rates are . The Forward Euler method multiplies each mode by . Stability requires for every mode.
For a fixed finite Dirichlet grid the largest mode is . Consequently the exact finite-grid bound isAs the mesh is refined, the upper bound decreases to . Hence the mesh-independent answer is . This is the forward Euler limit for a consistent hat mass matrix. The frequently seen diffusion bound belongs to the standard second-difference scheme or a lumped mass matrix, and is not the bound for the consistent Galerkin equations derived here.