Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 69 5 1 Solution Created 2026-10-03 Updated 2026-10-14
Take the endpoint values and evolve the interior indices . This matches on . If the printed upper index is retained, the odd ghost extension makes its boundary equation identically compatible; it does not add an interior unknown.
Writing and , this is the theta method with parameter :For a smooth exact heat solution, its normalized residual at isThus the generic consistency orders are first in time and second in space for , and second in both time and space for , the Crank-Nicolson method. These are independent-step orders. Along the special parabolic refinement , the leading combined residual cancels if , giving a higher combined smooth-data order; it does not change the generic temporal order at independently varied meshes.
The given L2 initial condition need not have pointwise values or four derivatives. Initialize by a bounded cell-average or projection operator, as in L2-compatible initialization of grid data. The Taylor estimate applies to smooth data or sufficiently positive times after heat smoothing, rather than an unqualified uniform high-order estimate at the initial instant for arbitrary rough data. Stability and convergence for rough data are distinct from this consistency order.
At , arbitrarily stiff heat modes approach amplification : the Crank-Nicolson method is contractive but does not rapidly damp unresolved rough components. The Backward Euler method instead has limit zero. Thus unconditional linear stability and strong stiff decay are different requirements. High smooth-data consistency order alone does not imply a uniform high-order estimate down to the initial instant for arbitrary L2 initial conditions.