Power boundedness of a two-level Fourier scheme

For a two-level Fourier recurrence ${\hat{u}}^{n+1}=a(\theta ){\hat{u}}^n+b(\theta ){\hat{u}}^{n-1}$, the amplification matrix isStability requires its powers to be uniformly bounded in the time index and the mesh frequencies. If its two amplification roots have modulus at most one and their separation has a positive mesh-independent lower bound, the eigenvectors $({\xi }_j,1{)}^T$ give a uniformly bounded diagonalization of a matrix, proving stability. A repeated unit-modulus root of this companion matrix instead produces a Jordan block and linear growth in time. Thus checking only the moduli of the roots is insufficient.

For $U_m^{n+1}=(1-2\mu )(U_m^n-U_{m+1}^n)+U_{m+1}^{n-1}$, write an amplification root as $G=e^{i\theta /2}\lambda$. Its equation is ${\lambda }^2+2i(1-2\mu )\sin (\theta /2)\lambda -1=0$. The roots have modulus one and a positive frequency-uniform separation exactly for $0<\mu <1$, giving L2 norm stability through a uniformly bounded diagonalization. At either endpoint the Nyquist symbol has a repeated unit root and a Jordan block, producing linear growth. The normalized local truncation error is generally second order; at $\mu =1/2$ and $1$ exactly sampled characteristics solve the recurrence, although the latter parameter is unstable for arbitrary perturbations.