Semidiscrete finite element heat equation ($M\dot{c}+Sc=F$)

The spatial Galerkin method for the heat equation gives a mass matrix $M$ and a diffusion stiffness matrix $S$. With zero forcing, $\frac{d}{dt}(c^{T}Mc)=-2c^{T}Sc\le 0$. The quadratic form $c^{T}Mc$ is the squared L2 norm of the represented finite-element function, proving an energy contraction. For nonzero forcing, the corresponding identity has the additional term $2c^{T}F$, which can be estimated using the Cauchy-Schwarz inequality.

If $M$ is symmetric positive definite and $K$ symmetric negative semidefinite, the update $(M-\Delta tK/2)U^{k+1}=(M+\Delta tK/2)U^k$ is uniquely solvable for every positive step. Multiply its difference form by $(U^{k+1}+U^k{)}^T$ to obtainFor finite element heat flow, the mass norm is precisely the spatial $L^2$ norm, giving unconditional stability of the Crank-Nicolson method.

For a uniform piecewise-linear Galerkin heat discretization, the consistent mass matrix is $M=(h/6)\mathrm{tridiag}(1,4,1)$ and the stiffness matrix is $K=h^{-1}\mathrm{tridiag}(-1,2,-1)$. The generalized eigenvalues are $6(1-\cos \theta )/[h^2(2+\cos \theta )]$. Applying forward Euler method requires $k\lambda \le 2$, giving the displayed uniform bound for $\mu =k/h^2$. For $J$ intervals with Dirichlet endpoints the exact finite-grid upper bound is $(2-\cos (\pi /J))/[3(1+\cos (\pi /J))]$, which approaches $1/6$. Replacing the consistent mass matrix by a lumped one changes the stability restriction.