Past exam of the mathematics course of the University of Cambridge 2009 iii Paper 72 3 a Solution Created 2026-10-03 Updated 2026-10-14
Let , and . For the exact solution of the advection equation, the three left-hand samples are translations by , and relative to ; the right-hand samples are translations by zero and .
Denote their coefficients by , , , and . Taylor expansion compares momentswhere in the zeroth moment. Direct calculation givesThus the unscaled exact-solution residual isFor fixed nonzero , dividing by the time step yieldsThe scheme is therefore third order under fixed-Courant refinement, with an unscaled one-step defect of order four. Stability then gives third-order accumulated error for smooth data with periodic boundary conditions. Calling the unscaled defect fourth order is a different convention, not fourth-order approximation of the differential equation.
At , the amplification factor in (b) becomes exactly : the numerical step translates the grid data by that integer number of cells and is exact for this constant-speed advection equation. At it is the identity, a zero-time-step limit. These are exact special shifts, rather than merely a cancellation of one term of the Taylor expansion. This is the implicit advection scheme with exact integer shifts.