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Use a dimensionless Hamiltonian in the functional weight $e^{-H}$, assume $\alpha >0$, and let $\varphi (\mathbf{x})={\int }_{|\mathbf{p}|\le \Lambda }{d}^{D}p(2\pi {)}^{-D}{e}^{i\mathbf{p}\cdot \mathbf{x}}\tilde{\varphi }(\mathbf{p})$. Reality means $\tilde{\varphi }(-\mathbf{p})=\tilde{\varphi }(\mathbf{p}{)}^{\ast }$. At zero field, the quadratic form isIn the momentum-shell renormalization group, split into ${\varphi }_{<}+{\varphi }_{>}$ below and above $\Lambda /b$. Disjoint Fourier supports make the quadratic form split into $H_0[{\varphi }_{<}]+H_0[{\varphi }_{>}]$. Integration over the shell gives a source-independent Gaussian functional integral multiplying the partition function, or an additive constant in the effective free energy; it leaves the slow-mode quadratic coefficients unchanged before rescaling. A uniform field has support only at zero momentum, so it does not change this shell integration.

Restore the ultraviolet cutoff by ${\mathbf{p}}^{\prime }=b\mathbf{p}$, ${\mathbf{x}}^{\prime }=\mathbf{x}/b$, and chooseThe measure, two gradients and two fields have scale factors $b^D$, $b^{-2}$ and $b^{-(D-2)}$, whose product is one. The mass term has factor $b^D{b}^{-(D-2)}=b^2$, while the uniform source term has factor $b^D{b}^{-(D-2)/2}=b^{(D+2)/2}$. Hence the Gaussian momentum-shell scaling isFor a slowly varying nonuniform source the corresponding formula is $h^{\prime }({\mathbf{x}}^{\prime })=b^{(D+2)/2}h(b{\mathbf{x}}^{\prime })$. Here the nonuniform source on the right is its projection onto the retained Fourier modes; an eliminated source component contributes only to the field-independent Gaussian normalization. The field engineering dimension is $(D-2)/2$ and its Gaussian anomalous dimension is zero. The mass and uniform source are relevant perturbations of the Gaussian fixed point. Positivity of $\alpha$ is necessary for a stable kinetic term near this point. One can use a finite volume and positive mass as infrared regulators and then take the critical limit; at exactly zero mass the integral over the zero Fourier mode alone is not a normalized finite-volume Gaussian measure.

Compute the coupling flow at zero magnetic field, or assume the source has support only in retained Fourier modes, so that the shell Gaussian measure is centered. First justify the shell propagator. For a positive quadratic kernel on the shell, the Gaussian functional integral gives covariance equal to the inverse kernel,with both momenta restricted to $\Lambda /b<|\mathbf{p}|\le \Lambda$. Inserting the Fourier transforms and using the Dirac delta function yields the Gaussian shell covarianceChanging $\mathbf{p}$ to $-\mathbf{p}$ gives the negative-exponent convention as well. The dependence is on the separation, as required by translation invariance. The printed numerator uses $\mathbf{x}$ alone: it is correct only if that symbol means the separation or if $\mathbf{y}=0$. For example at $\mathbf{x}=\mathbf{y}\ne 0$, the covariance must equal the constant coincident value $G_{>}(0)$, while the literal printed integral generally depends on $\mathbf{x}$. Thus the missing separation is a real source qualification, not a change of Fourier-sign convention.

Integrating out the shell gives $H_{\mathrm{eff}}[{\varphi }_{<}]=H_0[{\varphi }_{<}]-\log ⟨e^{-V[{\varphi }_{<}+{\varphi }_{>}]}{⟩}_0^{\mathrm{shell}}$, up to a field-independent constant. At first order in $u_0$, the cumulant expansion of a coarse-grained free energy retains $⟨V⟩$. Odd moments of the centered Gaussian measure vanish and Wick theorem gives $⟨{\varphi }_{>}^4⟩=3G_{>}(0{)}^2$. Writing $I_1=G_{>}(0)$,The last term affects only the constant; the second is a momentum-independent tadpole diagram correction. Before rescaling it changes $r_0$ to $r_0+u_0{I}_1/2$, leaves the quartic coefficient at $u_0$, and produces no gradient correction. Combining with part (a) gives the leading coupling recursionThis is one-loop shell mass renormalization in scalar quartic theory. Here $I_1={\int }_{\mathrm{shell}}{d}^{D}p(2\pi {)}^{-D}\alpha /(p^2+\alpha r_0)$. The shell Gaussian is well defined if $p^2+\alpha r_0>0$ there; near $r_0=0$ this follows from $\alpha >0$. A negative slow-mode mass may be stabilized by the retained quartic term and does not require pretending that the full unconstrained quadratic measure at negative mass is normalizable.

Linearizing about $(r_0,u_0)=(0,0)$ givesIts mass and quartic eigenvalues are $b^2$ and $b^{4-D}$. The off-diagonal term is an additive critical-mass shift: setting the bare $r_0=0$ is not generally the critical tuning when $u_0>0$. The mass remains relevant for every $D$; at $D=2$ the two linear eigenvalues coincide and the matrix can have a Jordan block, but both perturbations are still relevant.

For $D>4$, the quartic interaction is an irrelevant operator, and the Gaussian fixed point attracts weak quartic perturbations after the mass and magnetic field have been tuned. The quartic can nevertheless be a dangerously irrelevant coupling: its positive value stabilizes the ordered phase. For $D<4$, it is a relevant operator, so the Gaussian description is unstable toward interactions. At $D=4$ it is a marginal operator; first-order perturbation theory alone does not decide its fate.

To settle that borderline case, retain the leading quartic contribution from the second cumulant, at zero external momentum in the local expansion. The two-fast-field part of $V$ is $(u_0/4)\int {\varphi }_{<}^2{\varphi }_{>}^2$. Since $⟨{\varphi }_{>}^2(\mathbf{x}){\varphi }_{>}^2(\mathbf{y}){⟩}_c=2G_{>}(\mathbf{x}-\mathbf{y}{)}^2$, its connected second cumulant contributesKeeping the local quartic term and using Parseval identity gives $\int d^{D}y{G}_{>}(\mathbf{x}-\mathbf{y}{)}^2=I_2$, where $I_2={\int }_{\mathrm{shell}}{d}^{D}p(2\pi {)}^{-D}[\alpha /(p^2+\alpha r_0){]}^2$. Thus the one-loop shell quartic renormalization isThe coefficient follows from multiplying the quartic density correction $-u_0^2{I}_2/16$ by $4!=24$. This local, zero-external-momentum coupling extraction is not a claim that the exact finite-shell effective action retains only its original polynomial; further operators are generated.

More explicitly, for a thin shell $b=e^{d\ell }$, let $c_D=\mathrm{area}(S^{D-1})/(2\pi {)}^D$, $R=\alpha r_0/{\Lambda }^2$ and $g=c_D{\alpha }^2{\Lambda }^{D-4}{u}_0$. With increasing length scale $\ell$, the leading flow isThis convention has the opposite scale direction to a renormalization-group beta function defined using increasing momentum. On the tuned critical surface at $D=4$, $R=O(g)$ and $dg/d\ell =-3g^2/2+O(g^3)$, so weak positive $g$ is marginally irrelevant, tending to zero with logarithmic corrections rather than remaining an exactly marginal parameter. Just below four dimensions, $D=4-\epsilon$ with $0<\epsilon \ll 1$, the same calculation yields the Wilson-Fisher fixed point $g_{\ast }=2\epsilon /3+O({\epsilon }^2)$, $R_{\ast }=-\epsilon /6+O({\epsilon }^2)$. It does not justify extrapolating a small-$\epsilon$ expansion to every lower dimension. The ordinary scalar quartic upper critical dimension is therefore

Use a real orthonormal basis of Fourier modes on the time circle:The eigenvalue of $L_{\omega }$ on the constant mode is ${\omega }^2$, and each sine/cosine pair has eigenvalue ${\omega }^2+{\nu }_r^2$. Retaining these modes giveswhere $C_N$ can depend on $N,\beta$ but is independent of $\omega$. Each real Gaussian integral contributes $\sqrt{2\pi /{\lambda }_r}$. Consequently the Fourier-cutoff oscillator functional determinant isA spectral cutoff between successive eigenvalue pairs selects precisely this finite subspace. In comparing two frequencies, the displayed regularization keeps the same number of modes $N$; holding an absolute spectral threshold fixed need not give the same $N$ at finite cutoff.

For a nonzero Fourier mode $\mathbf{k}=k\hat{z}$, the divergence-free condition implies $B_z=0$. The complex vectors $m^{(\pm )}=(\hat{x}\pm i\hat{y})/\sqrt{2}$ form a Hermitian orthonormal basis of this transverse plane. Their opposite rotation phases give the helicity decomposition of a transverse Fourier mode; the factor $i/\sqrt{2}$ in the amplitudes is a convention. The baryon velocity in this vector sector has the analogous decomposition.

For helicity $\sigma =\pm 1$, the angular source isThe same formula holds for ${\mathbf{v}}_b^{(\sigma )}$. Thus these sources have only angular order $m=\sigma$. Streaming multiplies by $ik\cos \theta$ and the stated Thomson scattering operator is diagonal in $m$, so neither mixes this sector with other angular orders. Assuming the initial anisotropy is in the same vector-helicity sector, or considering the anisotropy generated from zero initial data, the solution therefore contains only $Y_{\ell \sigma }$ with $\ell \ge 1$. Arbitrary independently imposed anisotropies of other $m$ would instead evolve in their own homogeneous sectors.

There is a genuine normalization inconsistency in the PDF. To retain its printed temperature expansion, writewhere $q_{\ell }$ denotes exactly the multipoles called ${\Theta }_{\ell }$ in that expansion. The spherical-harmonic streaming recurrence gives the coefficient of $Y_{\ell \sigma }$ in $ik\cos \theta \Theta$, divided by $C_{\ell }$, asHere $C_{\ell +1}/C_{\ell }=-i\sqrt{(2\ell +3)/(2\ell +1)}$ and $C_{\ell -1}/C_{\ell }=i\sqrt{(2\ell -1)/(2\ell +1)}$. Both streaming denominators are therefore $2\ell +1$, rather than the PDF's $2\ell +3$ and $2\ell -1$. The dipole source also changes: $C_1=-i\sqrt{3/(8\pi )}$, so $-(\mathbf{e}\cdot \dot{\mathbf{B}}+\dot{\tau }\mathbf{e}\cdot {\mathbf{v}}_b)/C_1$ is $-\sigma (4\pi /3)({\dot{B}}^{(\sigma )}+\dot{\tau }{v}_b^{(\sigma )})Y_{1\sigma }$. The quadrupole collision correction is still $-\dot{\tau }{q}_2{\delta }_{\ell 2}/10$.

Thus the vector photon Boltzmann hierarchy consistent with the literal printed expansion isA concrete counterexample to the printed hierarchy with this expansion is a collisionless instant with $q_2=1$ and every other multipole zero. Direct streaming gives ${\dot{q}}_1=-k\sqrt{3}/3$, whereas the printed hierarchy would give $-k\sqrt{3}/5$.

Alternatively, preserve the PDF's desired hierarchy by making the photon multipole normalization changeThis is the reciprocal angular normalization, not the printed expansion. Multiplying the corrected hierarchy by $(2\ell +1)/(4\pi )$ gives preciselyThis supplies both consistent conventions explicitly. The lower coupling vanishes at $\ell =1$, so no vector monopole is introduced. Cosmological optical depth to the observer has $\dot{\tau }<0$, giving damping of the dipole and the factor $9/10$ quadrupole damping in this temperature-only collision model; no polarization collision term has been added to the supplied equation.

At the absolute wavenumber, the group velocity $d\omega /dk$ is zero. The corresponding accessible saddle therefore governs the disturbance seen at a fixed position. Its exponential growth rate isSaddle accessibility can be checked directly here. With $D=1+i{c}_d$, whose real part is positive, Fourier inversion gives the Green function of the linear complex Ginzburg-Landau equation,At fixed $x$ its exponential rate is $\mathrm{Im}{\omega }_0$, while along the packet centre $x=Ut$ it is $\mu$. For real wavenumbers of Fourier modes, the temporal growth rate is $\mathrm{Im}\omega (k)=\mu -k^2$, so the flow is temporally unstable exactly when $\mu >0$.

Consequently the classifications for a localized disturbance in this laboratory frame areFor convective hydrodynamic instability, a travelling wave packet amplifies but the response at each fixed position decays. For absolute hydrodynamic instability, that fixed-position response amplifies. The equality is the marginal absolute threshold: its exponential rate is zero and the impulse response has a $t^{-1/2}$ prefactor. For $\mu <0$ there is no temporal growth; $\mu =0$ is temporally marginal. When $U=0$ the convective window is empty. These conclusions use the infinite-line impulse problem; a general dispersion relation requires its own spatial-branch or saddle selection.

Take the physical coefficients $U,\mu ,c_d$ real. Substitution of $e^{i(kx-\omega t)}$ into the linear complex Ginzburg-Landau equation gives $-i\omega +ikU-\mu +(1+i{c}_d)k^2=0$, henceLet $A=c_d-i$. Completing the square yields $\omega =A(k+U/(2A){)}^2+i\mu -U^2/(4A)$. Therefore the absolute wavenumber and absolute frequency areTheir explicitly separated parts areThus $d\omega /dk=U+2(c_d-i)k$ vanishes at $k_0$. The complex saddle describes the localized Green function response; it is different from selecting a real wavenumber for a Fourier mode for temporal amplification.

Eliminate the instantaneous Stokes flow velocity in favour of temperature. On a horizontal Fourier mode $k$, the Stokes temperature-slaving operator maps $\theta$ to $w={\mathcal{W}}_R\theta$, where $(D^2-k^2{)}^{2}w=R{k}^2\theta$ and $w=w^{\prime \prime }=0$. The temperature evolution has linear operator ${\mathcal{L}}_R=D^2-k^2+{\mathcal{W}}_R$ and bilinear map $\mathcal{N}(\varphi ,\chi )=-{\mathbf{u}}_R[\varphi ]\cdot \nabla \chi$. Under the homogeneous thermal Dirichlet boundary conditions, ${\mathcal{L}}_{R_c}$ is self-adjoint. Normalize its critical eigenfunction as $g(z)=\sin \pi z$ and set $s=k_c^2+{\pi }^2$; the critical vertical velocity is $f=sg$.

At order $ϵ$, the critical eigenfunction equation gives ${\mathcal{L}}_{R_c}(g{e}^{i{k}_{c}x})=0$. At order ${ϵ}^2$, the weakly nonlinear expansion contains the imposed second harmonic and the quadratic products of the critical mode: a horizontally uniform temperature correction proportional to $|A{|}^2$ and, in a general vertical-mode calculation, a second harmonic proportional to $A^2$. These corrections are found by solving the noncritical boundary value problems, with homogeneous thermal data except for the imposed forcing.

At order ${ϵ}^3$, the method of multiple scales produces the slow derivative $A_{\tau }$, the detuning term $R_2{\partial }_R{\mathcal{L}}_R$, and the two cross-advection terms involving first- and second-order fields. Project the $e^{i{k}_{c}x}$ component onto the adjoint eigenfunction using the vertical inner product. This is the solvability condition in the method of multiple scales: divide each resonant projection by $⟨g,g{⟩}_z$. The detuning supplies $\mu A$ with $\mu \propto R_2$; interactions of horizontal wavenumbers $2k_c$ and $-k_c$ permit $\beta A^{\ast }$ with $\beta \propto \gamma$; self-interaction through the slaved mean and second harmonic supplies $-\lambda |A{|}^{2}A$. Other products have the wrong horizontal wavenumber. Reflection $x\mapsto -x$ permits real coefficients with this cosine forcing. Thus the symmetry-allowed spatially forced convection amplitude equation isThere is a useful specialization that should not be silently missed. For the literal one-vertical-mode Stokes flow problem, the vanishing two-to-one forcing coefficient for Stokes convection makes $\beta =0$ at this order. To see this, write a positive second-harmonic forcing component as $(w,\theta )=(W(z),\Theta (z))e^{2i{k}_{c}x}$, incorporating the cosine's factor $1/2$. Its coupling to the negative critical harmonic has projected integrand, apart from sign and its factor $A^{\ast }$,The integral vanishes because $g=0$ at both plates, even though $\Theta (0)$ is nonzero. This proves the cancellation without solving the forced profiles. The permitted coefficient is therefore zero times $\gamma$; symmetry alone does not establish nonzero phase pinning for the equations actually supplied.

The same normalization makes the remaining coefficients explicit. Since ${\mathcal{W}}_{R}g=(R{k}_c^2/s^2)g$, $\mu =R_2{k}_c^2/s^2$. The quadratic second harmonic cancels for $f=sg$, while the uniform correction is ${\theta }_{20}=-s|A{|}^2\sin (2\pi z)/(2\pi )$. Projecting $-w_1{\partial }_z{\theta }_{20}$ gives $-s^2|A{|}^{2}A/2$. Thus for the literal model and this temperature normalization,A generic nonzero $\beta$ would require a nonvanishing projection in an amended physical model or a different forcing structure. It is still meaningful to classify the real-coefficient amplitude equation requested independently.

Write $A=x+iy$. Then $x_{\tau }=(\mu +\beta -\lambda (x^2+y^2))x$ and $y_{\tau }=(\mu -\beta -\lambda (x^2+y^2))y$. These are a gradient flow for $V=-\frac{1}{2}(\mu +\beta )x^2-\frac{1}{2}(\mu -\beta )y^2+\frac{\lambda }{4}(x^2+y^2{)}^2$, so local minima give stable equilibrium points. At the origin the two eigenvalues are $\mu +\beta$ and $\mu -\beta$. The origin has exponential asymptotic stability if $\mu <-|\beta |$, retains asymptotic stability with algebraic decay at $\mu =-|\beta |$, and is unstable if $\mu >-|\beta |$. At equality, ${\rho }^2=x^2+y^2$ obeys $({\rho }^2{)}_{\tau }\le -2\lambda {\rho }^4$, since both linear coefficients are nonpositive. Integrating this inequality proves attraction even in the zero-eigenvalue direction.

For $\beta >0$ the stable nonzero equilibrium points are real; for $\beta <0$ they are imaginary:The real branch has Jacobian matrix eigenvalues $-2(\mu +\beta ),-2\beta$; the imaginary branch has $-2(\mu -\beta ),2\beta$. The oppositely aligned branch, when it exists, is a saddle equilibrium. No mixed real-imaginary nonzero equilibrium is possible when $\beta \ne 0$.

For $\beta =0$, the origin is stable for $\mu \le 0$, with algebraic decay at zero. If $\mu >0$, the circle $|A{|}^2=\mu /\lambda$ is radially attracting. Each point has Lyapunov stability but has a neutral phase direction, so it does not have individual asymptotic stability; the circle has orbital stability. This is the literal model's unpinned family. The general nonzero-$\beta$ branches instead exhibit phase locking to one of two phases separated by $\pi$.

Take the layer depth as the length unit, its thermal diffusion time as the time unit, and its imposed temperature difference as the temperature unit. Then $\mathbf{u}=(u,0,w)$ is the velocity field, $P$ the pressure after the conductive hydrostatic pressure has been subtracted, $\theta$ the departure from the conductive temperature $T_0=1-z$, ${\mathbf{e}}_z$ the upward unit vector, and $R=g\alpha \Delta T{d}^3/(\nu {\kappa }_T)$ the Rayleigh number. Here $d$ is the dimensional depth, $\nu$ the kinematic viscosity, ${\kappa }_T$ the thermal diffusivity and $\alpha$ the thermal expansion coefficient. The gradient, divergence and Laplacian act on the dimensionless coordinates. The term $w$ in the heat equation is advection of the background gradient, since $-\mathbf{u}\cdot \nabla T_0=w$. Mass density variations enter only the buoyancy term under the Boussinesq approximation; the incompressible flow constraint is $\nabla \cdot \mathbf{u}=0$.

For fixed, impermeable, stress-free plates, the no-penetration boundary condition, stress-free boundary condition and perfectly conducting thermal boundary condition areFor a nonzero horizontal Fourier mode, incompressibility gives $u=i{w}_z/k$, so the velocity conditions are equivalently $w=w_{zz}=0$ on both plates. A uniform horizontal velocity is not fixed by these boundary conditions; take its mean to be zero when discussing the stationary forced pattern.

The printed small-Prandtl-number label does not generally justify these equations. In thermal-time units the full momentum equation contains ${\mathrm{Pr}}^{-1}({\partial }_t\mathbf{u}+\mathbf{u}\cdot \nabla \mathbf{u})$, where the Prandtl number is $\mathrm{Pr}=\nu /{\kappa }_T$. Dropping that term gives infinite-Prandtl-number convection or another explicitly justified Stokes flow approximation. It is not the general $\mathrm{Pr}\to 0$ limit. For example the horizontal shear $u=U_0{e}^{-\mathrm{Pr}{\pi }^{2}t}\cos \pi z$, $w=\theta =0$, satisfies the full linear momentum equation and the plate conditions, and persists at fixed $t$ as $\mathrm{Pr}\to 0$. The printed inertia-free equation would instead require this shear to vanish. The following parts solve the equations actually displayed; applying them at small Prandtl number needs an additional slaving or creeping-flow ordering.

The spatial shift in the PDF also requires a boundary value beyond the supplied right endpoint: if $m$ is the last interior index, the newest $m+2$ 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 $U_m^n={\xi }^n{e}^{im\theta }$ givesFor the root of a polynomial tending to one as $\theta \to 0$, expansion givesConsequently $\mu <3$ 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 $\mu \ge 3$ and $s=\cos \theta$, thenFor $A=u+iv$ with $u\ge 3$,Since $|A|\ge 3$, the complex quadratic Schur criterion yields both roots of a polynomial in the unit disk, strictly inside except at $\theta =0$, where they are $1$ and $1/3$. Uniform stability follows directly from the BDF2 discrete energy identity: the modal recurrence is $3v^{n+2}-4v^{n+1}+v^n=-(A-3)v^{n+2}$, whose energy decreases because $\mathrm{Re}(A-3)\ge 0$. Summing the modal energies proves a bound independent of the grid and even of $\mu \ge 3$; no eigenvector-separation assumption is needed. This is the stability of a spatially shifted BDF2 stencil. Thus the literal periodic-grid result isThis 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 $-\beta \le 0$ givesThe Schur stability criterion gives the root condition for a multistep method for every $k\beta \ge 0$, with strict inequalities for $\beta >0$. 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 ${\delta }^{2}U=U^{n+2}-2U^{n+1}+U^n$ andthe corrected Dirichlet discrete Laplacian scheme satisfiesThis follows by taking the inner product of $3U^{n+2}-4U^{n+1}+U^n=2k{L}_h{U}^{n+2}$ with $U^{n+2}$ and using summation by parts. It controls both time levels uniformly, regardless of the mesh ratio. Hence the corrected method is stable for

For a fully discrete linear partial differential equation evolution, write $U^{n+1}=C_{h,k}{U}^n$ in a specified discrete norm. Finite-time stability of a numerical method meanswith $C_T$ 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 $e^{\omega T}$ 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 $U_j^n=G(\theta {)}^n{e}^{ij\theta }$. 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, $|G(\theta )|\le 1$ proves contractivity, while $|G(\theta )|\le 1+\omega k$ 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 $\mu =k/h^2$,Thus $|G|\le 1$ for all frequencies exactly whenSufficiency follows since $G\in [-1,1]$; necessity follows from the highest-frequency mode $\theta =\pi$ on even periodic grids. This gives the usual parabolic mesh restriction $k\le h^2/2$. For the Backward Euler diffusion scheme,so every $\mu \ge 0$ is stable. The Crank--Nicolson method hasagain of modulus at most one for all $\mu \ge 0$, but stiff modes approach $-1$ rather than zero. These are PDE manifestations of the A-stability and L-stability distinctions for time integration.

For advection $u_t+a{u}_x=0$, assume $a>0$ and set $\nu =ak/h$. The upwind finite difference scheme is $U_j^{n+1}=(1-\nu )U_j^n+\nu U_{j-1}^n$, withIt is contractive when $0\le \nu \le 1$. 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 $a$, the upwind direction must be reversed. By contrast, Forward Euler method time stepping with the centered first finite difference has $G=1-i\nu \sin \theta$ and $|G|>1$ for nonzero $\nu \sin \theta$. Under fixed nonzero $\nu$ refinement it is unstable, since a fixed nontrivial mode grows geometrically over $T/k$ steps. This is not a claim of instability under every imaginable mesh coupling: $k=O(h^2)$ instead bounds its spurious finite-time growth, since $\log |G|\le a^2{k}^2/(2h^2)$.

The leapfrog advection scheme illustrates a multilevel subtlety. Its amplification polynomial of a multilevel finite difference scheme isFor $|\nu |<1$, both roots of a polynomial have unit modulus and separation at least $2\sqrt{1-{\nu }^2}$. A uniformly conditioned eigenbasis of the companion matrix then proves power boundedness of a two-level Fourier scheme for arbitrary history data. At $|\nu |=1$ and a grid admitting $\theta =\pi /2$, the roots coincide on the unit circle, and a Jordan block produces $n{\xi }^n$ 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 $\Vert U{\Vert }_h^2=h{\sum }_j|U_j{|}^2$. The discrete summation by parts identity isTake the inner product of $U^{n+1}-U^n=k{L}_h{U}^{n+1}$ with $2U^{n+1}$. The elementary identity $2\mathrm{Re}⟨x-y,x⟩=\Vert x{\Vert }^2-\Vert y{\Vert }^2+\Vert x-y{\Vert }^2$ givesThis proves unconditional contractivity including the actual boundary treatment. More generally, a dissipative operator $L_h$ gives $(I-k{L}_h{)}^{-1}$ of operator norm at most one: with $V=(I-k{L}_h)U$, dissipativity implies $\mathrm{Re}⟨V,U⟩\ge \Vert U{\Vert }^2$, and the Cauchy-Schwarz inequality gives $\Vert U\Vert \le \Vert V\Vert$. 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 $U^{\prime }=L_{h}U$ by $R(k{L}_h)$. If $L_h$ is a normal matrix, the scalar linear stability domain criterion on all $k{\lambda }_j(L_h)$ controls its powers exactly in the corresponding L2 norm. For the centered Dirichlet discrete Laplacian, its eigenvalues lie between $-4/h^2$ 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 $0<k<1$, but the upper-right entry of $C_{h,k}^n$ is $nk(1-k{)}^{n-1}/h$. Taking $k=h$, $nk\to T>0$, this grows like $T{e}^{-T}/h$. 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 $E_k(U)=U+kF(U)$ is nonexpansive in a chosen norm for $k\le k_{\mathrm{FE}}$, the second-order strong stability preserving Runge-Kutta methodis also nonexpansive under the same restriction. Indeed, for two inputs, the triangle inequality gives $\Vert U_{\mathrm{new}}-{\tilde{U}}_{\mathrm{new}}\Vert \le \frac{1}{2}\Vert U-\tilde{U}\Vert +\frac{1}{2}\Vert E_k(Y)-E_k(\tilde{Y})\Vert \le \Vert U-\tilde{U}\Vert$. Its Taylor expansion is $U+kF(U)+k^2{F}^{\prime }(U)F(U)/2+O(k^3)$, 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 $e^{n+1}=C_{h,k}{e}^n+k{\tau }^n$, 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.

With periodic or sufficiently decaying boundary conditions, integration by parts givesAssume $\kappa \ge 0$ for a stable quadratic free energy; the diffusive smoothing discussed below requires $\kappa >0$. In a periodic box of volume $V$, use the unitary convention ${\varphi }_{\mathbf{q}}=V^{-1/2}{\int }_V\varphi (\mathbf{r})e^{-i\mathbf{q}\cdot \mathbf{r}}d\mathbf{r}$. A real field has ${\varphi }_{-\mathbf{q}}={\varphi }_{\mathbf{q}}^{\ast }$. Since the Fourier transform of a derivative converts ${\nabla }^2$ to $-q^2$, each Fourier mode obeysIt is an Ornstein-Uhlenbeck process. Multiplication by the integrating factor $e^{r(q)t}$ givesThe noise integral is understood as an Itô integral with a deterministic kernel; writing $\eta ds$ is shorthand for the corresponding Wiener increment. Direct differentiation in the mild stochastic sense checks both the equation and the initial value. The stated Kronecker-delta noise covariance corresponds to this finite-volume normalization. Unlike a conserved order parameter, the zero wavenumber mode decays at the nonzero rate $\Gamma a$.

The post-quench Ornstein-Uhlenbeck process has $r_1(q)=\Gamma (a_1+\kappa q^2)$. Its future noise is independent of the initial field. Consequently the cross term between the initial Fourier mode and its future noise integral has zero expectation. The Itô isometry, or the given white-noise covariance, then yieldsThe initial Gaussian Boltzmann distribution, with $a=a_0$, gives $S_q(0)=k_{B}T/(a_0+\kappa q^2)$ in the same unitary normalization. Thus the Gaussian Model A quench hasThe static structure factor interpolates monotonically mode by mode between its two positive equilibrium values. The covariance relaxes at twice the amplitude decay rate. These statements assume that $T$, $\Gamma$ and $\kappa$ are unchanged by the quench; both $a_0,a_1>0$ exclude a spinodal instability.