Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 83 4 b Solution Created 2026-10-03 Updated 2026-10-14
Use the conventional kinematic plume fluxesThen is the volume flux, the dimensional mass flux, the dimensional momentum flux, and the kinematic buoyancy flux. Calling a mass flux uses a density-normalized convention: the reference density has been suppressed. If density-weighted momentum and buoyancy fluxes are desired, multiply and by the same constant throughout. Here the conventional kinematic definitions make the Boussinesq approximation explicit.
For an upward plume with , the inverse relations areThe volume conservation, vertical momentum conservation, and buoyancy balances from part a becomeHere the vertical momentum conservation equation uses in the inertia and retains in the buoyancy force. The ambient has no imposed vertical momentum at entrainment.
To classify the resulting partial differential equations, work in the nonsingular primitive variables with . Subtract times the volume equation from the momentum equation and times the volume equation from the buoyancy equation. This givesThe principal matrix is thereforeAll three characteristic speeds are real and equal to , so the model is a hyperbolic system if that term means only reality of the characteristic roots. However, for , requires , leaving only two independent eigenvectors. HenceThis weak hyperbolicity of the unsteady top-hat plume prevents a complete set of independent characteristic fields. For example, freezing in the homogeneous principal part gives and . A Fourier perturbation of wave number therefore produces a term proportional to in . Real characteristic roots alone do not provide uniform control of high-frequency perturbations. The flux-variable transformation above is invertible in the stated region, so changing to does not remove this degeneracy.
Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 90 2 c Solution Created 2026-10-03 Updated 2026-10-14
For the state vector , the primitive equations are , withThe characteristic polynomial isConsequently the three characteristic speeds areFor and , the hyperbolic system has three distinct real eigenvalues. The long-wave speed relative to the current is , while transports a buoyancy/contact disturbance.
A left eigenvector for the material characteristic is , givingFor , left eigenvectors can be chosen asMultiplying by these rows gives the characteristic compatibility for an entraining triangular-channel current. With all differentials evaluated along the indicated characteristic,The source follows directly from and .
Since , an equivalent form isCombining it with the material buoyancy equation also givesOnly when entrainment vanishes and is spatially constant do become constant Riemann invariants on these characteristic curves. Dropping the buoyancy differential in the general problem would lose one of the required transport couplings. The characteristic formulas with apply to the nondegenerate region ; dry or neutrally buoyant limits require their conservative form instead.
Past exam of the mathematics course of the University of Cambridge 2010 iii Paper 71 1 b Solution Created 2026-10-03 Updated 2026-10-14
Assume the ambient fluid has zero downslope velocity, no bed drag, and an entrainment coefficient . The entraining shallow-water layer receives volume at rate , but neither excess buoyancy nor downslope momentum from that ambient fluid. Consequently volume conservation, conservation of excess buoyancy, and momentum conservation giveThe pressure contribution is the integral of the hydrostatic pressure from part (a). The last source is the downslope component of the gravitational force.
With , the equivalent equations areThe last term is the momentum required to accelerate newly entrained fluid. For variables , the matrix of the spatial derivatives isThus it is a strictly hyperbolic system for and . At all three characteristic speeds coincide and the matrix is not diagonalizable. The exclusion of that angle presumes the physical range with : allowing an overhanging channel with would also destroy hyperbolicity.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 63 7 Solution Created 2026-10-03 Updated 2026-10-07
A stability analysis asks whether perturbations in an evolution remain bounded on a fixed physical time interval by a constant independent of the mesh. For a linear update , the basic requirement isThis permits physical growth bounded by ; it need not require every step to be a contraction. Consistency of a numerical method measures how well its stencil reproduces the differential equation, whereas stability of a numerical method controls the accumulated defects. For a well-posed linear problem, the Lax equivalence theorem connects stability and convergence for a consistent approximation in the specified norm.
On the whole line or a periodic grid, constant-coefficient stencils commute with translations. The Fourier modes diagonalize such spatial operators, turning a scalar one-step scheme intoThe Fourier symbol is found simply by replacing a shift by . The Parseval identity makes this modal calculation a norm estimate: if at every resolvable frequency, then the discrete norm cannot increase. More generally, a uniform gives and a fixed-time stability bound. All frequencies matter, including those near the grid scale; a small-wavenumber expansion establishes consistency but cannot test the entire stability range.
For the heat equation, put and . The Forward Euler diffusion scheme hasThe condition for every is exactly . This illustrates a parabolic time-step restriction . The Backward Euler diffusion scheme instead haswhich is contractive for every . The Crank-Nicolson diffusion scheme hasand is likewise unconditionally stable. However, its high-frequency amplification approaches for large , so it need not damp rapidly decaying modes effectively and may produce alternating transients from nonsmooth data. An A-stable time integrator can stabilize a diffusion semidiscretization with left-half-plane spectrum, but damping and accuracy remain separate questions.
For transport , define the hyperbolic Courant number . Forward Euler with a centered spatial difference gives and . It is unstable under a fixed nonzero CFL ratio. For , the upwind finite difference scheme hasThus is the stable range. Upwinding for negative reverses the spatial difference and gives . The Lax-Wendroff advection scheme gives a second-order example:It is stable for , but that result does not imply monotonicity or exclude oscillations at shocks. The Courant–Friedrichs–Lewy condition has a domain-of-dependence interpretation for explicit hyperbolic schemes; the Fourier calculation supplies the sharper algebraic stability criterion for the particular stencil.
For multilevel methods, each frequency gives an amplification polynomial and a companion matrix. Every amplification root must lie in the closed unit disk, with unit-modulus roots simple. Uniformity across frequencies and meshes is essential: one also needs control of the associated matrix powers, for example through a uniformly bounded diagonalization or the uniform power bound from separated amplification roots. A repeated unit root generates a Jordan block and polynomial growth in the number of steps. The same issue occurs for systems: checking only eigenvalue moduli of a nonnormal Fourier amplification matrix is insufficient. For instancehas unit eigenvalues but no fixed-time mesh-uniform bound as . For a hyperbolic system with a constant coefficient matrix admitting a uniformly bounded characteristic diagonalization, scalar modal estimates for each characteristic speed do give a system estimate. A positive energy symmetrizer provides another route. Frozen-coefficient Fourier tests for variable coefficients are useful local diagnostics, but a global estimate must also account for coefficient variation and boundary terms.
Boundary conditions change the allowable modes and can change the conclusion. A periodic calculation is exact only for a periodic closure. On a finite interval with zero Dirichlet boundary conditions, the centered diffusion matrix is diagonalized instead by the discrete sine transform. On interior points its eigenvalues are before scaling by . Thus the exact fixed-grid Forward Euler restriction iswhich tends to the whole-line threshold as the grid is refined. Backward Euler and Crank-Nicolson remain stable for all nonnegative . An appropriate Neumann boundary condition uses cosine-type modes and includes a constant mode with eigenvalue zero. The constant mode must be preserved, rather than forced to decay; depending on the boundary stencil, the natural discrete inner product may have endpoint weights.
For hyperbolic transport, the continuous and discrete boundary closures must respect the direction of propagation. If on , prescribe the left inflow value; prescribing an independent outflow value can overdetermine the problem. The energy method exposes this directly:Homogeneous inflow is dissipative, while forced inflow contributes data to the estimate. A compatible upwind boundary update has the same one-sided information flow. For diffusion,The last term vanishes for homogeneous Dirichlet or Neumann conditions. With Robin boundary conditions of dissipative sign it contributes a further nonpositive term. A non-dissipative boundary can produce genuine PDE growth, which a valid stability estimate should represent rather than incorrectly suppress.
Even a perfectly stable interior symbol cannot detect every defective boundary closure of a difference scheme. As a concrete counterexample, leave a stable explicit heat stencil on all grid points away from the left endpoint, but replace its first interior row by , still keeping . The interior Fourier symbol is unchanged, yet makes the finite-interval update unstable. The faulty boundary-adjacent row creates a mode absent from the periodic interior calculation. Thus the entire finite update matrix, or an energy estimate including its boundary rows, must be examined.
A more systematic boundary stability of a finite-difference method analysis transforms time and any tangential spatial variables, then looks for modes with and on a half-line. The interior dispersion relation selects decaying spatial modes; the boundary equations must determine their coefficients without admitting a nonzero growing homogeneous mode. A uniform inverse estimate for the boundary system, expressed by the Uniform Kreiss--Lopatinskii condition, also rules out arbitrarily weak boundary control near limiting frequencies. Merely excluding one obvious unstable mode is weaker than proving a mesh-uniform estimate. Discrete summation by parts and suitable boundary penalties offer an energy-based alternative.
Finally, nonlinear scalar conservation laws can develop discontinuities, so linearized Fourier stability is only one part of the analysis. A monotone conservative scheme, such as the Engquist-Osher method under its CFL restriction, has an invariant state range and L1 contraction of a monotone conservative scheme, with a discrete entropy inequality selecting admissible shocks. These complement the Fourier and boundary estimates. For an evolution problem, the meaningful outcome is a stability bound in a specified norm, uniform over the chosen mesh family and compatible with the actual boundary and initial data.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 74 2 b Solution Created 2026-10-03 Updated 2026-10-06
The channel is prismatic: its width depends on height, not on . A layer of depth has cross-sectional area . Volume conservation gives . With , the integrated excess hydrostatic pressure force isThus the streamwise momentum balance is . Under the specified vertical-settling approximation, the horizontal projection of the depositional boundary has width , so the particle balance is , where is the downward speed magnitude. The prismatic triangular-channel shallow water equations are thereforeThe pressure coefficient is the section-weighted mean of . The factor two in deposition comes from top width divided by area. There is no streamwise widening term, because is constant along the channel.
Define the positive characteristic speed scale . In variables the equations becomeThe coefficient matrix of this hyperbolic system has eigenvalues . Hence the three characteristic families areAlong , the concentration equation is the ordinary differential equation . Along , the left eigenvectors give the sedimenting triangular-channel characteristic compatibility equationsHere every derivative in a given equation follows that characteristic family, and . These three compatibility equations form the characteristic description; they are not three independent closed equations for all fields on any one curve. In particular, are not conserved Riemann invariants when the concentration varies: its differential and the deposition source must both be retained. The description assumes ; the dry or zero-buoyancy limit is degenerate.
Past exam of the mathematics course of the University of Cambridge 2022 iii Paper 345 2 b Solution 2026-09-28
Define the concentration-dependent reduced gravityUnder the Boussinesq approximation, the three shallow water equations can be written in advective form asThe coefficient matrix of this quasilinear system has characteristic speedsThus this is a hyperbolic system when . Along the intermediate characteristic curve , the concentration obeysIt decreases because ambient entrainment dilutes the chemical; detrainment does not change the concentration of a well-mixed parcel.
For the prismatic triangular-channel shallow water equations, . The characteristic speeds are . Along , . Along , the hyperbolic system has compatibility relationThe concentration differential cannot generally be discarded to obtain Riemann invariants . Positive depth and concentration are required for this nondegenerate form.