Past exam of the mathematics course of the University of Cambridge 2015 ia Paper 1 8A b Solution Created 2026-09-24 Updated 2026-10-06
For a Hermitian matrix, , so and is a normal matrix. If with , part (a)(iii) gives . Since also , we obtain . Thus every eigenvalue is real.
Past exam of the mathematics course of the University of Cambridge 2015 ia Paper 1 8A c Solution Created 2026-09-24 Updated 2026-10-06
For a skew-Hermitian matrix, , so both and equal . It is therefore a normal matrix. On an eigenvector with eigenvalue , part (a)(iii) givesThus , and every eigenvalue lies in , including the possible eigenvalue zero.
Past exam of the mathematics course of the University of Cambridge 2015 ia Paper 1 8A d Solution Created 2026-09-24 Updated 2026-10-06
For a unitary matrix, , so both defining products for a normal matrix are . The matrix is invertible, hence no eigenvalue is zero. If , then , while part (a)(iii) gives . Therefore , andThus all eigenvalues have unit modulus.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 341 6 Solution Created 2026-10-03 Updated 2026-10-06
A Runge-Kutta method advances through stagesThe Butcher tableau records , normally with . Linear absolute stability tests the amplification of a linear decay mode; nonlinear B-stability compares distances between two solutions of a dissipative vector field. Both describe propagation of perturbations, but they impose different conditions.
For the Dahlquist test equation, elimination of stages givesThe linear stability domain consists of for which the step is defined and . Poles or singular stage systems must be excluded, even if an output formula has a formal cancellation. For a scalar test equation, the proof is : the powers are bounded exactly when . For , the update is . If is a normal matrix, unitary diagonalization of a normal matrix makes the operator norm equal to the largest scalar amplification modulus. For a diagonalizable matrix, powers are bounded by the condition number of the eigenvector matrix times the maximal scalar power. These constants must remain uniform for mesh-dependent systems. A defective unit-modulus eigenvalue can instead produce a growing Jordan block; the scalar spectral test alone does not control a general matrix.
An A-stable method accepts the entire closed left half-plane. The Explicit Euler method has and a disk of stability , so it is not A-stable. No nonconstant polynomial stability function can be A-stable, since it is unbounded on the negative real axis; this excludes all consistent explicit Runge-Kutta methods. The Backward Euler method has , and when , proving A-stability. It is also L-stable, because for large left-half-plane .
The implicit midpoint rule and the trapezoidal rule have the same scalar stability function,The identity proves A-stability. On the imaginary axis their amplification has unit modulus, and along the negative real axis it tends to . Thus neither is L-stable; very stiff decay can persist as alternating numerical values. In contrast, the two-stage Radau IIA method has , with the explicit nonnegative modulus-gap proof in question 1, and is L-stable. This illustrates why L-stability matters beyond A-stability for a stiff differential equation.
For nonlinear problems, assume a real or complex Euclidean inner product and the dissipativity hypothesisfor all relevant states at each common time. Exact solutions satisfyA B-stable Runge-Kutta method reproduces this nonexpansion of distances whenever its stages exist. Put , , and . Then . Expansion of the output squared norm, followed by substituting in its linear terms, proves the Runge-Kutta contractivity identityIf and is a positive semidefinite matrix, the first sum is nonpositive by dissipativity, and the second is nonnegative: expand each coordinate of the stage vectors to express it as a sum of nonnegative quadratic forms. These are exactly the conditions for algebraic stability of a Runge-Kutta method. Hence algebraic stability implies B-stability. Applying B-stability to the linear dissipative problem , or its two-dimensional real form, also proves A-stability whenever stages are well defined.
The Backward Euler method has , hence ; the implicit midpoint rule has , , hence . Both are algebraically stable and B-stable. For the two-stage Radau IIA method,a positive semidefinite matrix, while both weights are positive. It therefore combines third-order accuracy, B-stability, and L-stability. The distinction between stability and solvability is essential: for Lipschitz continuous , the stage map is a contraction when , so the contraction mapping theorem proves small-step unique solvability. The preceding algebraic stability proof is an estimate for existing stages; it is not a theorem asserting stage existence for arbitrary step sizes and domains.
Linear A-stability is insufficient for nonlinear B-stability. The trapezoidal rule fails B-stability, even though its scalar stability function is identical to that of the B-stable implicit midpoint rule. Its Runge-Kutta method coefficients areFailure of this sufficient algebraic stability test alone would not prove failure of B-stability. An actual counterexample does: take and . Dissipativity follows fromThe unique step map obeys , because the left-hand side is strictly increasing and onto. At , , and implicit differentiation givesNearby initial states expand in distance. This proves a true nonlinear failure rather than merely failure of a coefficient criterion.
Finally, stability of a numerical method on finite intervals connects these contractivity properties to accuracy. If a one-step map is nonexpansive and its exact one-step defect has norm at most , then the error satisfies , hence for . A Lipschitz step bound gives the same order using the discrete Gronwall inequality. For a stiff differential equation, the value of B-stability is that the propagation estimate need not grow with a large negative dissipative rate. The accuracy constant still needs appropriate smoothness and uniform derivative bounds; stability alone does not establish a mesh-uniform error order.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 341 7 Solution Created 2026-10-03 Updated 2026-10-06
For a fully discrete linear partial differential equation evolution, write in a specified discrete norm. Finite-time stability of a numerical method meanswith independent of the allowed meshes. For a multistep method, augment the state with its time-history values and include a stable starter. Bounds may grow as when the continuous problem has growth; demanding decay for all time would be a stronger assertion. The treatment of initial data, forcing, Dirichlet boundary conditions, and the norm is part of the hypothesis, not a detail supplied by an interior calculation.
For constant coefficients on an infinite or periodic uniform grid, Von Neumann stability analysis substitutes the Fourier mode . The discrete Fourier transform and the Parseval identity turn a uniform multiplier estimate into a discrete L2 norm estimate. In a one-step scalar scheme, proves contractivity, while gives finite-time stability. In a multilevel scheme, every root of a polynomial in its amplification polynomial of a multilevel finite difference scheme matters, as does uniform control of the associated companion matrix.
For the Forward Euler diffusion scheme with ,Thus for all frequencies exactly whenSufficiency follows since ; necessity follows from the highest-frequency mode on even periodic grids. This gives the usual parabolic mesh restriction . For the Backward Euler diffusion scheme,so every is stable. The Crank--Nicolson method hasagain of modulus at most one for all , but stiff modes approach rather than zero. These are PDE manifestations of the A-stability and L-stability distinctions for time integration.
For advection , assume and set . The upwind finite difference scheme is , withIt is contractive when . This also has a direct maximum-norm proof: each newest value is a convex combination of two old values. The resulting Courant–Friedrichs–Lewy condition expresses that the numerical domain of dependence covers the physical one. For negative , the upwind direction must be reversed. By contrast, Forward Euler method time stepping with the centered first finite difference has and for nonzero . Under fixed nonzero refinement it is unstable, since a fixed nontrivial mode grows geometrically over steps. This is not a claim of instability under every imaginable mesh coupling: instead bounds its spurious finite-time growth, since .
The leapfrog advection scheme illustrates a multilevel subtlety. Its amplification polynomial of a multilevel finite difference scheme isFor , both roots of a polynomial have unit modulus and separation at least . A uniformly conditioned eigenbasis of the companion matrix then proves power boundedness of a two-level Fourier scheme for arbitrary history data. At and a grid admitting , the roots coincide on the unit circle, and a Jordan block produces growth. Thus the endpoint fails the ordinary arbitrary-history root condition for a multistep method; checking only that both moduli equal one misses the instability. Restricting the starter or filtering the parasitic mode is an additional hypothesis.
The energy method handles variable coefficients and finite boundaries for which Fourier stability analysis may be unavailable. For the Backward Euler diffusion scheme with homogeneous Dirichlet boundary conditions, define . The discrete summation by parts identity isTake the inner product of with . The elementary identity givesThis proves unconditional contractivity including the actual boundary treatment. More generally, a dissipative operator gives of operator norm at most one: with , dissipativity implies , and the Cauchy-Schwarz inequality gives . In finite dimensions this also proves invertibility. For the second-order backward differentiation formula, the BDF2 discrete energy identity used in question 4 controls both time levels and proves unconditional diffusion stability. A repeated root strictly inside the disk is harmless here; the energy argument supplies the uniform bound without a singular eigenvector formula.
A second technique is eigenvalue stability analysis of a finite difference method. Under the method of lines, a time integrator advances by . If is a normal matrix, the scalar linear stability domain criterion on all controls its powers exactly in the corresponding L2 norm. For the centered Dirichlet discrete Laplacian, its eigenvalues lie between and zero; intersecting this interval with a time integrator's stability interval determines its mesh restriction. A uniform bound on the diagonalization of a matrix is needed for nonnormal diagonalizable systems. Eigenvalues alone can be misleading. For example,has both eigenvalues inside the disk for , but the upper-right entry of is . Taking , , this grows like . Hence stable scalar eigenvalues do not give mesh-uniform stability. Boundary closures can introduce precisely the extra growth that an interior Fourier symbol overlooks, so boundary stability of a finite-difference method must be checked separately.
For nonlinear spatial discretizations, a useful replacement for Fourier stability analysis is a convexity argument. If the Forward Euler method map is nonexpansive in a chosen norm for , the second-order strong stability preserving Runge-Kutta methodis also nonexpansive under the same restriction. Indeed, for two inputs, the triangle inequality gives . Its Taylor expansion is , proving order two. Such strong stability preserving Runge-Kutta methods transfer suitable forward-step bounds without relying on a linear spectral calculation.
Finally, consistency of a numerical method explains what stability buys. For a linear Hadamard well-posed problem, the Lax equivalence theorem equates convergence of a consistent discretization with its stability, under the stated approximation-space and norm hypotheses. Directly, if the error satisfies , iteration gives the discrete Duhamel principleThus vanishing normalized local truncation error and initial error yield convergence. With a nonlinear Lipschitz step estimate, the discrete Gronwall inequality plays the same role. A stable but inconsistent stencil, such as the literal defective formulas in questions 3 and 4 under their usual refinement, is not rescued by any amplification bound. The decisive checks are a mesh-uniform evolution bound, a valid boundary closure, and consistency with the actual PDE.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 331 4 a iii Solution Created 2026-10-03 Updated 2026-10-05
A normal matrix admits unitary diagonalization of a normal matrix: with orthonormal eigenvectors. ThusFor , the largest weight belongs to an eigenvalue with maximal real part. The weighted average is bounded by that weight and attains it on the corresponding eigenspace. Therefore the optimal energy amplification of a linear system isIf the largest real part is repeated, any nonzero combination within that maximal eigenspace is optimal. For negative times the ordering reverses; the displayed formula concerns forward evolution.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 331 4 b iv Solution Created 2026-10-03 Updated 2026-10-05
A normal matrix satisfies . Direct multiplication, with all parameters real, gives the normality criterion for a two-mode shear model:For , , both and are required. Their only common solution is . HenceThe original PDF really has these signs and . Thus parts (v) and (vi) have no physical positive-Reynolds-number case as printed. We give their algebraic continuation at below, without silently changing the matrix. The tempting value makes the off-diagonal magnitudes equal but fails the off-diagonal commutator condition.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 341 7 Solution Created 2026-10-03 Updated 2026-10-05
An -stage Runge-Kutta method for is defined byThe Butcher tableau records , and ; internal consistency usually sets , and first-order consistency requires . A strictly lower triangular gives an explicit method, while other stage dependencies generally require an implicit Runge-Kutta method. The stage solvability of an implicit Runge-Kutta method must be checked separately: if is globally Lipschitz continuous in with constant , the stage fixed-point map is a contraction in the maximum stage norm whenever . This is a sufficient small-step condition, not a restriction intrinsic to the definitions of A-stability or B-stability.
Linear stability begins with the Dahlquist test equation . Solving the stages givesThe linear stability domain consists of test values for which the stage system is well defined and . A-stability means this includes the closed left half-plane. For , this gives stability with no scalar decay-mode step restriction. For a normal matrix in , unitary diagonalization of a normal matrix reduces the norm estimate to these scalar factors. For a non-normal matrix, eigenvalues alone do not establish a uniform norm bound: eigenvector conditioning and transient amplification matter. Mesh-uniform estimates for discretized PDEs must control operator powers, not only their spectra.
Every consistent explicit Runge-Kutta method has a nonconstant polynomial stability function and therefore cannot be A-stable, since that polynomial is unbounded on the negative real axis. For example, Forward Euler method has , stability disk , and restriction for . For a pure imaginary mode , , so it is unstable for every positive step. The classical fourth-order Runge-Kutta method instead hasIt is stable on the imaginary axis exactly for , an illustrative conditional stability range for oscillatory evolution.
Backward Euler method has and is A-stable. L-stability adds as in the left half-plane; backward Euler satisfies this and strongly damps unresolved rapidly decaying modes in a stiff differential equation. The implicit midpoint rule and the trapezoidal rule both have , so they are A-stable but not L-stable. They preserve the modulus of a pure imaginary test mode, but their stiff-decay limit is , leaving oscillatory numerical remnants. The three-stage Lobatto IIIA method has the fourth-order rational function found in Question 2 and likewise lacks L-stability. Thus high order and A-stability do not themselves imply efficient stiff damping.
Nonlinear stability measures differences between solutions of the same equation. A one-sided Lipschitz condition isDifferentiating the squared difference and applying the Gronwall inequality gives . A dissipative vector field has and is contractive. A B-stable method preserves this property for every positive step size for which the stages are well defined:This includes time-dependent vector fields when dissipativity holds at each common time argument. Applying it to scalar linear dissipative fields shows that B-stability implies A-stability when the linear stages are well defined; the converse fails.
The standard sufficient theorem is algebraic stability implies B-stability, subject to stage solvability. Define and . Algebraic stability of a Runge-Kutta method means and is a positive semidefinite matrix. To prove the theorem, set , and . Expanding the output difference and using yields the Runge-Kutta contractivity identityDissipativity makes the first sum nonpositive, while positive semidefiniteness makes the last quadratic form nonnegative. The latter follows by factoring and writing it as a sum of squared norms of linear combinations of the . This proves the claimed contraction. It is a sufficient theorem; absence of algebraic stability is not, by itself, a proof of failure of B-stability for every representation.
Several examples make the distinctions concrete. For backward Euler, , , so : it is both L-stable and B-stable. For implicit midpoint, , , so : it is B-stable and preserves squared norms for a skew-Hermitian linear equation, but lacks stiff damping. For the two-stage Gauss--Legendre Runge-Kutta method,the matrix vanishes as well. The collocation theorem gives order four, and its stability function is exactly the same as the three-stage Lobatto IIIA function. Yet the Gauss method is algebraically stable, whereas that Lobatto method is not. Identical scalar linear stability functions need not imply identical nonlinear stability properties.
An example combining stiff damping and nonlinear contraction is the two-stage Radau IIA method, withIts positive weights and positive semidefinite prove B-stability; its rational function has denominator roots and, for , satisfiesThus it is A-stable; the limit then proves L-stability. The standard Radau IIA collocation theorem gives order , here three. These properties explain its usefulness for stiff nonlinear equations.
Finally, A-stability alone does not imply B-stability. The trapezoidal rule fails B-stability even for the scalar dissipative equation . With , its step map is uniquely defined byAt , . Implicit differentiation givesThus nearby starting values are separated by approximately twice their original distance after one step, although the exact flow is contractive. This example and the contractivity theorem show why scalar linear analysis, stiff damping and genuinely nonlinear norm estimates answer different stability questions.
Past exam of the mathematics course of the University of Cambridge 2020 ii Paper 3 40E a Solution Created 2026-09-24 Updated 2026-09-29
A complex square matrix is a normal matrix if it commutes with its conjugate transpose:By unitary diagonalization of a normal matrix, there are a unitary matrix and a diagonal matrix such thatThe matrix 2-norm is invariant under multiplication by unitary matrices, soFor a diagonal matrix,with equality on a coordinate vector belonging to an eigenvalue of greatest modulus. Hencethe matrix 2-norm of a normal matrix.
Past exam of the mathematics course of the University of Cambridge 2020 ii Paper 3 40E b Solution Created 2026-09-24 Updated 2026-09-29
Let be the Toeplitz antisymmetric tridiagonal matrix with , , and zero diagonal. Fixed homogeneous endpoint values give the homogeneous updateThe hint gives the eigenvaluesBecause each is purely imaginary, for every real , so the left matrix is invertible. The two matrices are polynomials in and therefore have the same orthonormal eigenvectors. The amplification matrixhas eigenvaluesThe numerator and denominator are complex conjugates, so . Moreover, the common orthonormal eigenbasis makes a normal matrix. By the matrix 2-norm of a normal matrix,for every . Thus the Crank-Nicolson centered-advection scheme on a finite interval is unconditionally stable:
Past exam of the mathematics course of the University of Cambridge 2023 ia Paper 1 2C a Solution Created 2026-09-24 Updated 2026-09-25
For ,Multiplying on the left by and on the right by shows that it is equivalent to . Taking inverses gives . Thus is unitary exactly when is a normal matrix.
Past exam of the mathematics course of the University of Cambridge 2023 ii Paper 4 19H Solution Created 2026-09-23 Updated 2026-09-25
Schur lemma says that an intertwining linear map between irreducible finite-dimensional complex representations is either zero or an isomorphism. In particular, every endomorphism of an irreducible complex representation is a scalar multiple of the identity.
A continuous representation of a topological group is a continuous homomorphismfor a finite-dimensional complex vector space . It is a unitary representation if has a positive-definite Hermitian inner product for whichfor every and .
For , start with any positive-definite Hermitian form and average it using normalized Haar measure:Translation invariance makes this form -invariant, and positivity is preserved, proving unitarity. Since is abelian, the operators commute; since they are unitary, they are normal. Simultaneous diagonalization therefore decomposes into common one-dimensional eigenspaces. Thus every representation of the circle group is a direct sum of one-dimensional representations.
WriteThe group law and inverse areA calculation givesEvery element of the centre occurs by taking, for example, and . Hence the commutator subgroup is exactly . The image of a one-dimensional representation is abelian, so the one-dimensional representation kills the commutator subgroup and its kernel contains .
Now let be a complex representation of . Its restriction to the central subgroupis a representation of the circle group. Decompose it into its distinct weight spaces:Because is central, every commutes with its action and preserves every common eigenspace. Thus the are -subrepresentations, as asserted by the central circle weight-space decomposition.
Let . The mapis a one-dimensional representation of ; after composition with , its kernel contains . On its value isso . A continuous character of has the form ; the displayed identity forces . Therefore every is trivial. Since the were distinct, and .
It follows that every finite-dimensional complex representation of kills the entire nontrivial central circle . Its kernel is therefore nontrivial, so no such representation is faithful. This is the real Heisenberg quotient has no faithful finite-dimensional representation.
Past exam of the mathematics course of the University of Cambridge 2023 ii Paper 4 40C c Solution Created 2026-09-24 Updated 2026-09-25
If is a real symmetric matrix, the finite-dimensional spectral theorem lets us choose the normalized left eigenvector and right eigenvector to be the same vector. Thus
More generally, the unitary diagonalization of a normal matrix shows that a real normal matrix also has coincident normalized left and right eigenspaces for each real eigenvalue. Since the question assumes , one can again choose , and every such simple eigenvalue has
Past exam of the mathematics course of the University of Cambridge 2024 ia Paper 1 8B b iii Solution Created 2026-09-24 Updated 2026-10-03