Past exam of the mathematics course of the University of Cambridge / 2021 / iii / Paper 341 / 6

Stability asks whether perturbations already present in data, arithmetic, or an earlier numerical step remain controlled under subsequent evolution. It complements consistency of a numerical method: consistency says that an exact smooth solution nearly satisfies one numerical step, while stability prevents the accumulated local defects from being amplified without bound. For a well-posed differential equation these two properties are what make convergence possible.

For a linear multistep method, zero-stability concerns the limit $h\to 0$. The roots of its first characteristic polynomial must lie in the closed unit disk, and every root on the unit circle must be simple. The Dahlquist equivalence theorem states that a consistent linear multistep method converges precisely when it is zero-stable. The parasitic root $5/11$ in Question 1 decays, whereas a repeated root at $1$ would turn small defects into secular growth.

Absolute stability instead fixes $z=h\lambda$ for the Dahlquist test equation. A one-step method has amplification factor $R(z)$ and absolute-stability regionA-stability means that $\mathcal{S}$ contains the entire closed left half-plane, matching every decaying scalar linear problem. L-stability additionally requires $R(z)\to 0$ as $z\to -\infty$, which suppresses unresolved fast transients in a stiff differential equation. Backward Euler is L-stable; the trapezoidal rule is A-stable but approaches $-1$ and can retain stiff oscillations; forward Euler is stable only in the disk $|1+z|\le 1$.

For nonlinear dissipative systems, scalar absolute stability can be insufficient. B-stability controls distances between numerical solutions of contractive differential equations. For Runge–Kutta methods, algebraic stability—nonnegative weights and positive semidefiniteness of $BA+A^{T}B-b{b}^T$—is a useful sufficient condition for B-stability. Question 2 shows how a single negative diagonal entry disproves it.

After spatial discretization of a partial differential equation, stability can be studied through the semidiscrete matrix. If its Hermitian part is nonpositive, the energy method proves contractivity without diagonalizing it. A skew-Hermitian generator instead conserves norm, as in the discrete Schrodinger problem of Question 3. Eigenvalues alone can be misleading for a non-normal matrix: transient growth may be large even when every eigenvalue lies in the left half-plane, so matrix norms, logarithmic norms, resolvent bounds, or a pseudospectrum may be needed.

For constant-coefficient Cauchy problems, Von Neumann stability analysis inserts Fourier modes and bounds their amplification factors. Question 4 gives a typical result: centered diffusion contributes a negative real symbol and centered advection an imaginary symbol. Semidiscrete evolution is stable, yet forward Euler imposes both the parabolic restriction $\Delta t=O(\Delta x^2)$ and an advection-diffusion restriction. This illustrates a Courant–Friedrichs–Lewy condition: a stable spatial approximation need not remain stable under an arbitrary time stepper.

For a well-posed linear initial-value problem and a consistent finite-difference approximation, the Lax equivalence theorem identifies stability with convergence. Its hypotheses matter: it does not by itself cover nonlinear equations, inconsistent boundary closures, changing norms, or non-smooth solutions. Boundaries also defeat a naive whole-line Fourier argument; an energy estimate, normal-mode boundary analysis, or a discrete semigroup bound must include the boundary treatment.

Practical stability analysis therefore starts from the structure of the differential equation. Conservation laws favor unitary or symplectic methods, diffusion favors A- or L-stable implicit methods, monotone transport may require strong-stability-preserving time stepping and upwind fluxes, and stiff splitting requires attention to both the factors and their commutators. Stability does not guarantee accuracy: a heavily damped method may be stable while erasing the solution, and a stable computation with $h\lambda$ near the edge of its stability region may have an unacceptable phase error.