Past exam of the mathematics course of the University of Cambridge 2022 ii Paper 4 40C b ii Solution Created 2026-09-24 Updated 2026-10-03
Let be the spatial matrix, so the Forward Euler method isThe conservative use of shared edge coefficients makes a real symmetric matrix. In an interior row, put . Its diagonal entry is , and the sum of the absolute off-diagonal entries is . Boundary rows have no larger disk because homogeneous Dirichlet data remove some unknown neighbors.
The Gershgorin circle theorem and symmetry therefore place every eigenvalue of inIf , each amplification eigenvalue is . It lies in wheneverorSince the amplification matrix is symmetric, bounding all its eigenvalues in modulus by one bounds its discrete Euclidean operator norm by one. This proves the stated stability condition and is the Gershgorin stability bound for a variable-coefficient diffusion stencil.