Let be the periodic centered second-difference matrix minus the real diagonal matrix containing . It is a Hermitian matrix, so the semidiscrete system iswith a skew-Hermitian matrix generator. ConsequentlyIts exact propagator is a unitary matrix, and therefore the semidiscretization is stable in the discrete -norm, uniformly for all times and mesh sizes.
Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 341 4 b Solution 2026-09-28
Write the semidiscrete system as . With zero boundary values, the centered second-difference matrix is symmetric negative definite and the centered first-difference matrix is skew-symmetric. ThereforeThis is a mesh-uniform stability estimate for the centered convection-diffusion semidiscretization, valid for every real .
Both centered differences have local spatial error for a sufficiently smooth solution. Stability plus consistency gives convergence, equivalently by the semidiscrete form of the Lax equivalence theorem. Thus