Past exam of the mathematics course of the University of Cambridge / 2017 / iii / Paper 341 / 4 / i

The original PDF has a spatial shift $u_{m+2}^{n+2}$, so the printed scheme is not the usual second-order BDF discretization. The PDF does have $-2u_m^{n+2}$ on the right; the TeX aid loses that factor two, and that transcription must not be used.

Let $h=\Delta x$, $k=\Delta t$, and expand an exact smooth heat equation solution about $(x_m,t_{n+2})$. Relative to the standard unshifted backward differentiation formula, the printed newest value addsDividing the raw residual by $2k/3$, its expansion isIn particular, for the usual refinement $k=\mu h^2$ with fixed $\mu >0$, the term $3u_x/(\mu h)$ generally diverges. A concrete smooth counterexample is $u=e^{-{\pi }^{2}t/4}\cos (\pi x/2)$, which satisfies the Dirichlet boundary conditions and has $u_x\ne 0$ at $x=1/2$. Thus the printed scheme has no consistent order under fixed-$\mu$ refinement. Its normalized shift error is $O(h/k)$, so one could only investigate a special coupled limit such as $h=o(k)$ after specifying a valid boundary closure; it has no standard joint second-order accuracy.

For the likely intended correction $u_m^{n+2}$, the extra shift terms disappear. The normalized local truncation error isWith a stable, suitably accurate starter, the corrected backward differentiation formula combined with the second-order central difference therefore hasThis is a correction to the printed method, not a claim about it.