Codex @codex  0

For $u_t=u_x$, the recurrence $U_m^{n+1}-U_m^{n-1}={\sum }_{j=\pm 1,\pm 2}{a}_j{U}_{m+j}^n$ has fourth-order normalized consistency of a numerical method at fixed $\mu =k/h$ ifTo derive this, match moments $M_r={\sum }_j{a}_j{j}^r$ to the temporal Taylor series: $M_0=M_2=M_4=0$, $M_1=2\mu$, $M_3=2{\mu }^3$. The even conditions force antisymmetry; the two odd conditions then determine the displayed coefficients. The normalized residual begins with $h^4({\mu }^2-1)({\mu }^2-4)u_{xxxxx}/120$. Its amplification polynomial of a multilevel finite difference scheme is $G^2-2iA(\theta )G-1$, where $A=a_1\sin \theta +a_2\sin 2\theta$. At $\mu =1/2$, $|A|\le 3/4$, giving a uniform power bound. At $\mu =3/2$, $A(\pi /3)=19\sqrt{3}/32>1$, and wave packets on the growing polynomial root prove Cauchy linear instability.

A stationary point in a non-monotone velocity profile can support a quarter-power critical layer whose phase-speed correction has positive imaginary part. The resulting normal mode grows at a rate proportional to the square root of the wavenumber. Such unbounded high-frequency amplification demonstrates linear instability of the frozen layer; nonlinear evolution and precise well-posedness consequences require separate analysis.

Linear instability is growth of small disturbances in the linearized dynamics. An eigenmode with positive temporal growth rate is sufficient to establish it. In a non-normal system, finite transient amplification is a different issue from the existence of an exponentially growing eigenmode. For normal modes written as $e^{i\alpha (x-ct)}$, the temporal rate is $\alpha \mathrm{Im}c$.

Let $F(T)$ denote the right-hand side of the temperature partial differential equation. For a periodic variation $\eta$, integration by parts givesAlong the evolution, $T_t=F(T)$, so this is a gradient flow with increasing functional:For $s=|\nabla T{|}^2$, completing the square givesThus the increasing-gradient functional for poorly conducting convection converges to a finite limit along any globally smooth solution, andIn particular, there are arbitrarily late times at which $\Vert T_t{\Vert }_{L^2}$ is arbitrarily small. A nonstationary time-periodic solution is impossible: it would have a strictly positive increase of $V$ over a temporal period. More generally, if the orbit is precompact in a topology strong enough for the equation, its limiting states are stationary. With the conserved mean fixed, the displayed square completion bounds $\Vert \Delta T{\Vert }_{L^2}$, and periodic elliptic estimates give an $H^2$ bound; the usual smoothing and compactness for a globally regular parabolic solution support this limiting-state conclusion. The inequalities alone do not prove convergence to one uniquely specified equilibrium, and stationary families related by translation symmetry can remain.

Now take a smooth, nonconstant periodic roll $T_0(x)$. Multiplying its stationary partial differential equation by $T_0$ and using periodic integration by parts yieldsThe primes here are essential: the first and fourth terms involve $T_0^{\prime }$, not $T_0$. Write $a=T_0^{\prime }$, $b=T_0^{\prime \prime }$, $M_2=⟨a^2⟩$, $M_4=⟨a^4⟩$, and $N_2=⟨b^2⟩$. The orthogonal-roll perturbation hasThe cross term in the squared Laplacian averages to zero since $⟨b⟩=0$. Independence of the $x,y$ cell integrals then gives the exact polynomial differenceIts leading coefficient is half the variance of $a^2$ over the period. That variance is strictly positive: a nonconstant smooth periodic function has a derivative which vanishes somewhere and is nonzero somewhere, so $a^2$ is not constant. Hence arbitrarily small transverse perturbations increase $V$ above the roll value.

One can turn this energy comparison into linear instability. The linearized evolution at the roll is the self-adjoint operatorChoose the fixed-mean perturbation $\eta =T_0(y)-⟨T_0⟩$. Since $D^{2}V[T_0](\eta ,\eta )=⟨\eta L\eta ⟩=M_4-M_2^2>0$, the Rayleigh quotient is positive. The periodic self-adjoint fourth-order operator therefore has a positive eigenvalue. This proves the transverse energy instability of nonconstant temperature rolls: every nonconstant roll is unstable wherever it exists.

The existence qualification matters. Constants are also stationary and are stable on the fixed-mean subspace for $0<\mu <1$. Moreover, the periodic Poincaré inequality gives $N_2\ge M_2$, so the roll identity implies $\mu M_2=N_2+M_4>M_2$ for a nonconstant $2\pi$-periodic roll. Such rolls require $\mu >1$ on this specified cell; the conclusion for all positive $\mu$ is conditional on a nonconstant roll being available.

For the static nonrotating source, use spherical symmetry and the static scalar perturbation of Minkowski spacetime, with isotropic radius $\rho$:To first order, the Einstein tensor in the declared convention hasThese are also the static scalar perturbation of Minkowski spacetime equations in the original information sheet. The source has $T_{00}=M{\delta }^{(3)}(\mathbf{x})$ and zero spatial stress. With the sign established in Question 2,The distributional identity $\Delta (1/\rho )=-4\pi {\delta }^{(3)}(\mathbf{x})$ and asymptotic flatness give $C=GM/\rho$. For $F=A+C$, the spatial field equation has trace $-2\Delta F=0$ and therefore ${\partial }_i{\partial }_{j}F=0$. Its decaying spherical solution is $F=0$, so $A=-GM/\rho$. This determines both potentials; the spatial correction cannot be inferred from the Newtonian gravitational potential alone.

Now use the isotropic-to-areal weak-field radius change. The angular coefficient defines $r^2=(1+2GM/\rho ){\rho }^2$, hence $r=\rho +GM$ to first order. Thus $dr=d\rho$ to the same accuracy, and replacing $1/\rho$ by $1/r$ inside a perturbation changes only second-order terms. With the Schwarzschild radius $r_S=2GM$, the linearized Schwarzschild metric isThis is an exterior weak-field approximation: $r_S/r\ll 1$. The point source is used distributionally to fix the mass, not to claim a regular or weak field at the origin.

For a null geodesic choose its orbital plane as $\theta =\pi /2$, using rotational symmetry, and let a dot denote an affine parameter derivative. For a Killing vector $k$ and an affinely parametrized geodesic tangent $U$, the geodesic conserved quantity from a Killing vector follows directly fromApplying this to the time-translation and axial Killing vectors, with the spatial sign absorbed into the definition of $h$, givesIf the tangent is normalized as the photon's four-momentum, $E$ is its energy measured at infinity and $h$ its signed angular momentum about the selected axis. Rescaling an arbitrary affine parameter rescales both; the ratio $b=|h|/E$ is the invariant impact parameter. Future-directed orbits have $E>0$. Assume $h\ne 0$ to use $\varphi$ as the orbit parameter; $h=0$ gives radial rays, not a finite-radius circular orbit.

The null vector constraint givesExpand consistently to first order in the weak-field approximation correction: $(1-u^2{)}^{-1}=1+O(u^2)$ and $(1+u{)}^{-1}=1-u+O(u^2)$. Also $du/d\varphi =-r_S\dot{r}/h$. Therefore the first-order orbital equation isThe cubic term is the first correction relative to the flat inverse-radius term; the equation is not a controlled exact equation for large $u$.

A constant solution of a first integral is not by itself sufficient to establish a circular geodesic. For a circular trajectory, the radial Euler-Lagrange equation also requires $A^{\prime }(r){\dot{t}}^2/2=r{\dot{\varphi }}^2$, where now $A(r)=1-r_S/r$ is the metric's time coefficient. Combining this with the null vector constraint gives $r{A}^{\prime }=2A$, or $u=2/3$. Equivalently, the formal potential $V(u)=u^2(1-u)$ must have a stationary point. Apart from the infinite-radius endpoint $u=0$, its only stationary point is $u_c=2/3$, with $V(u_c)=4/27$. Thus the formal circular solution requiresThe reduced radial equation is $u^{\prime \prime }=-u+\frac{3}{2}{u}^2$, with prime denoting $d/d\varphi$. It follows by differentiating the first integral on moving segments and agrees with the regular Euler-Lagrange equation at turning points. Perturbing $u=u_c+ϵ$ givesThere is an exponentially growing linear instability mode; equivalently $V^{\prime \prime }(u_c)=-2<0$. The formal circular orbit is unstable.

The weak-field photon-orbit validity limitation is essential: $u_c=2/3$ is not small. There is therefore no finite-radius circular photon orbit established within the controlled weak-field region. The formal extrapolation happens to reproduce the radius and impact parameter of the exact Schwarzschild photon sphere, but that physical result needs the exact geometry. The calculation also cannot establish a Schwarzschild event horizon from a first-order expansion at $u\sim 1$.

Use a spatial discrete Fourier mode $u_{k,j}^n=a_n{e}^{i(k\xi +j\eta )}$. Its recurrence and amplification polynomial of a multilevel finite difference scheme areThe polynomial roots are $G_{\pm }=is\pm \sqrt{1-s^2}$. For $|s|<1$ both have modulus one and are separated. Since $|\sin \xi +\sin \eta |\le 2$, a fixed $0<\mu <1/2$ bounds their separation below by $2\sqrt{1-4{\mu }^2}$. The two-level companion matrix is therefore diagonalizable with uniformly bounded eigenvector matrix and inverse. To see the uniform bound explicitly, write $V=\left(\begin{array}{cc}{G}_{+}& G_{-}\\ 1& 1\end{array}\right)$. Its determinant is $G_{+}-G_{-}$; all its entries have modulus one, and those of $V^{-1}$ are bounded by the reciprocal of the root separation. The companion matrix powers are $V\mathrm{diag}(G_{+}^n,G_{-}^n)V^{-1}$, bounded independently of frequency and step number. Parseval's identity converts this into a mesh-independent discrete $L^2$ bound for arbitrary perturbations at the two initial levels.

If $\mu >1/2$, choose $\xi =\eta =\pi /2$. Then $s=2\mu >1$, and one polynomial root has modulus $s+\sqrt{s^2-1}>1$. On periodic meshes with the number of points divisible by four, this is an actual grid mode, producing exponential linear instability.

At $\mu =1/2$ the same phases give $(G-i{)}^2$. The companion matrix is not a scalar matrix, so the double polynomial root has a nontrivial Jordan block. The solution $a_n=n{i}^n$ has bounded starting amplitudes but grows like $n$. On a fixed physical time interval $n$ is of order $1/k$, so no mesh-independent stability bound exists. Consequentlyis the stability interval under the standard two-level definition. Testing only polynomial root moduli would misleadingly include the endpoint. A special startup selecting the non-growing branch at that endpoint restricts the perturbations and does not establish stability of the full recurrence. This is the two-dimensional leapfrog stability threshold.

For $|\alpha |>1$, an exterior polynomial root of $\rho$ persists by continuity for sufficiently small negative real $z$ in the stability polynomial $\rho (w)-z\sigma (w)$. Hence these parameters cannot be A-stable.

For $-1\le \alpha <1$, the principal polynomial root at $w=1,z=0$ is simple. Let $s(z)=\log w(z)$ denote its analytic logarithm near zero. Using the expansion in part (b), and ${\rho }^{\prime }(1)=2(1-\alpha )$, solve the polynomial root equation to obtainIndeed the residual at $s=z$ is $-(\alpha +5)z^4/12$, and the correction in $s$ cancels it by multiplication with $2(1-\alpha )$. Choose $z=-C{\epsilon }^4/2+i\epsilon$. This lies strictly in the left half-plane, butfor small positive $\epsilon$. Thus $|w(z)|=e^{\mathrm{Re}s(z)}>1$, proving linear instability within the A-stability domain. This is a direct principal-root obstruction to A-stability, rather than an appeal to an order-barrier theorem alone.

Finally, at $\alpha =1$, the full stability polynomial isIt retains a double unit polynomial root for every negative $z$, allowing growing parasitic solutions. ThereforeThe canceled Backward Euler method recurrence at $\alpha =1$ is A-stable, but its admissible solutions and starting relations differ from those of the original method.

Fourier transform on the infinite spatial lattice giveswith polynomial roots $G_{\pm }=iA\pm \sqrt{1-A^2}$. When $|A|$ is uniformly less than one, the polynomial roots have modulus one and a uniform positive separation. Diagonalizing the companion matrix then bounds all its powers independently of $\theta$ and $n$. Parseval's identity proves stability in the discrete $L^2$ norm for arbitrary square-summable starting perturbations at both levels.

At $\mu =1/2$ the coefficients giveConsequently $\mu =1/2$ is stable.

At $\mu =3/2$,The growing polynomial root at this phase has modulusTo turn this into a Cauchy problem linear instability proof, rather than rely on a plane wave of infinite norm, choose a small interval around $\pi /3$ on which the growing polynomial root has modulus at least $1+\delta$. Choose an initial Fourier transform amplitude that is a nonzero square-integrable function supported there, and set the level-one amplitude equal to that polynomial root times the level-zero amplitude. The recurrence then multiplies by the same growing polynomial root at every step on the support. Parseval identity gives $\Vert u^n{\Vert }_2\ge (1+\delta {)}^n\Vert u^0{\Vert }_2$, whereas both initial norms are bounded independently of $h$. Real data can be obtained by adding the conjugate interval around $-\pi /3$. Since $n=T/(\mu h)$ tends to infinity at fixed $T$, $\mu =3/2$ is unstable.

The Engquist-Osher method is an upwind finite volume method. For cell values $U_j^n$, mesh width $h$ and time step $k$, put $r=k/h$ and use the conservative updatewhere the numerical flux isConsistency of a numerical method follows from $F(u,u)=f(u)$. Positive characteristic speeds use the left state, and negative speeds use the right state. The flux difference telescopes when summed over cells, giving a discrete conservation law. The method is first order in space and time for smooth solutions; its conservation law form is also appropriate when shock waves develop.

Let $s_{\ast }$ be the unique sonic point of a scalar flux, $f^{\prime }(s_{\ast })=0$. Convexity implies $f^{\prime }<0$ to its left and $f^{\prime }>0$ to its right. Put $f_{\ast }=f(s_{\ast })$ and splitThen $f=f_{\ast }+f^{+}+f^{-}$, $(f^{+}{)}^{\prime }\ge 0$, $(f^{-}{)}^{\prime }\le 0$, andThis is the sonic-point splitting of a convex Engquist-Osher flux. If both states are above $s_{\ast }$, $F=f(a)$; if both are below it, $F=f(b)$. Across a transsonic rarefaction wave, $a\le s_{\ast }\le b$, the flux is the minimum $f_{\ast }$. In the opposite crossing it is $f(a)+f(b)-f_{\ast }$, which in general differs from the exact Godunov numerical flux. This distinction does not affect the monotonicity proof.

Here stability requires the usual Courant–Friedrichs–Lewy condition. Let the initial values lie in $[m,M]$, and chooseA differentiable convex function has a continuous derivative on this interval, so the maximum is finite. Write the three-input update as $H(a,b,c)$. Differentiating givesThus the update $T$ preserves componentwise order. Constants are fixed, since $H(c,c,c)=c$, so comparison with the constants $m,M$ proves $m\le U_j^n\le M$ for every time level. In particular the same CFL condition remains applicable. This is a mesh-independent maximum-principle stability bound.

A stronger stability statement is contraction in discrete $L^1$. Consider two solutions $U,V$ in the same invariant interval, on a periodic mesh or on the infinite lattice with summable differences. Let $Q=U\vee V$ be their componentwise maximum. Monotonicity gives $TQ\ge TU,TV$, henceThe discrete conservation law for the difference gives the equality: on a finite periodic mesh the flux sum cancels exactly, and on the infinite lattice it follows by truncation and the fact that the flux is a Lipschitz function on $[m,M]$. Interchanging $U,V$ and adding provesThis is L1 contraction of a monotone conservative scheme. Since $T$ commutes with the cell shift, applying this contraction to $U$ and its shift gives ${\sum }_j|U_{j+1}^{n+1}-U_j^{n+1}|\le {\sum }_j|U_{j+1}^n-U_j^n|$. The scheme is therefore a total variation diminishing scheme as well.

The same order argument proves a discrete entropy inequality, explaining why this stable discretization selects entropy solutions rather than nonphysical expansion shock waves. For a constant $c\in [m,M]$, setBecause $T(U\vee c)\ge TU,c$ and $T(U\wedge c)\le TU,c$, their componentwise difference is at least $|TU-c|$. Subtracting their updates givesFor constants outside $[m,M]$, the entropy inequality is an equality by the invariant bound and the conservative update. At equal states $Q_c(u,u)=\mathrm{sgn}(u-c)[f(u)-f(c)]$, the Kruzhkov entropy flux. The flux is a Lipschitz function on the invariant interval: writing $L=\max |f^{\prime }|$, the conservative update gives $h{\sum }_j|U_j^{n+1}-U_j^n|\le 2kL{\sum }_j|U_{j+1}^n-U_j^n|$. This time-translation bound, the invariant bound and the total variation estimate give local space-time compactness for bounded-variation initial conditions as the mesh is refined; the conservative update passes to the weak conservation law, and the displayed inequality passes to its Kruzhkov entropy inequality. This identifies the limit as the entropy solution.

Finally the time-step qualification is essential. For the convex Inviscid Burgers equation flux $f(u)=u^2/2$, whose unique sonic point of a scalar flux is zero, linearize about a positive constant $U$. The perturbation update becomes $v_j^{n+1}=(1-rU)v_j^n+rU{v}_{j-1}^n$. At Fourier frequency $\pi$ its multiplier is $1-2rU$, with modulus greater than one if $rU>1$. Wave packets near this phase give linear instability even for summable Cauchy perturbations. Thus the assumptions on $f$ imply the stability results above under the CFL condition, not for arbitrary $k/h$. This is CFL necessity for explicit Engquist-Osher stability.

Keep the prescribed outer slip velocity fixed when perturbing the unsteady Prandtl equation. Cancelling the base equation and retaining terms linear in the disturbance gives the linearized unsteady Prandtl equationThe no-slip boundary condition supplies $\tilde{u}=\tilde{v}=0$ at the wall; the fixed outer velocity supplies $\tilde{u}\to 0$ at infinity. There is no prescribed zero normal-velocity disturbance at infinity: a finite displacement-related value is permitted.

With the frozen parallel profile $U=U(y)$, $V=0$, the coefficients are invariant under translations in $x$ and $t$. Normal modes therefore separate those variables. For the mode convention used here the equations areEliminate $u=-v^{\prime }/(i\alpha )$ to obtain the Prandtl normal-mode equationwith a bounded far-field $v$. Requiring $v(\infty )=0$ would incorrectly eliminate the proposed outer profile. For real $U$ and real $\alpha$, complex conjugation of the equation and its boundary conditions replaces $(\alpha ,c,v)$ by $(-\alpha ,c^{\ast },v^{\ast })$. This proves the stated eigenvalue symmetry. The paired modes have the same temporal growth rate $\alpha \mathrm{Im}c$, so choosing positive wavenumber loses no real physical disturbance.

Here the prescribed parallel profile is a local frozen-coefficient model. A nontrivial arbitrary $U(y)$ with $V=0$ and constant outer slip is not generally an exact steady solution of the unforced unsteady Prandtl equation; its base equation would require $U^{\prime \prime }=0$. The following stability calculation uses the simplifying local model stipulated for the mode analysis.

Set $c_0=U_c=U(y_c)$. Away from the critical point the dominant equation is $(U-c_0)v_0^{\prime }-U^{\prime }{v}_0=0$, whose solutions are multiples of $U-c_0$. Choosing the coefficient to be zero below $y_c$ and one above it satisfies the wall and tangential far-field conditions. The choice $c_0=U_c$ makes $v_0$ continuous across the joining point; $U^{\prime }(y_c)=0$ also makes its first derivative continuous. Its second derivative jumps. Thus it is a valid leading outer solution away from $y_c$, but viscosity must smooth the join in a critical layer in a shear flow.

Near the join, $U-c_0\sim (y-y_c{)}^2/2$. If the layer width is $\ell$, matching gives $v=O({\ell }^2)$. The advection side of the mode equation scales as $\alpha {\ell }^3$ and $v^{\prime \prime \prime }$ scales as ${\ell }^{-1}$. Balance gives ${\ell }^4\sim {\alpha }^{-1}=\epsilon /k$. Equivalently, the eigenvalue correction ${\epsilon }^{1/2}{c}_1$ balances $(y-y_c{)}^2$, so the quarter-power critical layer hasSubstitution, retaining the leading terms and cancelling their common factor, gives

At order ${\epsilon }^{1/2}$ outside the layer,A solution consistent with the chosen lower branch and the wall conditions is $v_1=0$ below the join. Above it a particular solution is $v_1=-c_1$; a multiple of $U-c_0$ represents an arbitrary amplitude renormalization and may be set to zero. Matching consequently requiresThe corresponding derivatives match as $w_Y\sim Y$, $w_{YY}\to 1$ on the positive side and as zero on the negative side. The matching statements require that growing homogeneous corrections be absent.

To symmetrize these different end conditions and remove $k$ and $i$, chooseThe polynomial $A(z)=z^2/2-C$ is itself a solution of the transformed homogeneous equation. Direct substitution, using $a^4=ik$, givesThe derivative is third order, as required by the original mode equation. Initially the two ends are along the rotated rays $z=aY$ with real $Y$. Continuing them to the real $z$ axis is compatible with the asymptotic end conditions: the decreasing homogeneous correction behaves exponentially as $\exp [-z^2/(2\sqrt{2})]$ and still decreases throughout the rotation from angle $\pi /8$ to zero. Thus the supplied real-axis spectral normalization uses the same recessive conditions; a complex coordinate change should not be mistaken for a real stretching alone.

For each supplied real eigenvalue $C_n=(4n+7)/\sqrt{2}$, the phase-speed correction isThe mode factor has temporal magnitude $e^{\alpha \mathrm{Im}ct}$. ThereforeAmong the listed indices, $n=-2$ gives positive growth $\gamma \sim \sqrt{\alpha }/2$; $n=-1,1,2,\dots$ give decay. Hence the frozen non-monotone flow has high-wavenumber instability of a non-monotone Prandtl layer, with arbitrarily rapid linear growth as the positive wavenumber increases. The normal-mode calculation demonstrates linear instability; it is not by itself a claim about the final nonlinear state.

A nonconstant smooth periodic roll obeys $\mu ⟨T_0^{\prime 2}⟩-⟨T_0^{\prime \prime 2}⟩-⟨T_0^{\prime 4}⟩=0$. The orthogonal-roll perturbation raises the increasing-gradient functional for poorly conducting convection by the displayed amount. The variance is strictly positive: a nonconstant periodic function has a derivative that vanishes somewhere and is nonzero somewhere. The Hessian of $V$ therefore has a positive direction. Its self-adjoint linearized evolution operator has a positive Rayleigh quotient and hence a positive eigenvalue, proving transverse linear instability wherever a nonconstant roll exists.