Past exam of the mathematics course of the University of Cambridge / 2021 / iii / Paper 341 / 4 / b

For the Cauchy problem, insert the Fourier mode $u_m=e^{im\vartheta }$. The spatial symbol isIts real part is nonpositive for every $\vartheta$, so each mode has modulus $e^{t\mathrm{Re}{\lambda }_h}\le 1$. By the discrete Fourier transform and Parseval identity, the scheme is stable in the discrete $L^2$ norm.