Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 69 5 2 Solution Created 2026-10-03 Updated 2026-10-14
The Dirichlet difference Laplacian has an orthogonal sine basis with eigenvalues , where for . On a mode the theta method amplification isIf , the denominator is positive andThus for every mode and every . Orthogonality gives a uniform discrete L2 norm contraction, not merely individual eigenvalue estimates.
If , a positive makes the implicit matrix singular. If , becomes arbitrarily large. If , tends to , whose magnitude is greater than one. Hence unconditional stability holds exactly for .
For completeness, is contractive under ; the mesh-independent sufficient restriction is . This follows from the same squared-modulus difference and keeps the denominator positive even for negative . At , very high frequencies approach amplification , so A-stability does not imply damping of rough heat data. At the Backward Euler method damps them strongly; this is the rough-data damping distinction for the theta method.