Past exam of the mathematics course of the University of Cambridge 2019 ii Paper 3 40C b Solution Created 2026-09-24 Updated 2026-10-03
Let be the symmetric Dirichlet second-difference matrix on the interior points. The method isThe orthogonal sine vectors diagonalize , with eigenvaluesBecause the two time-level matrices are real symmetric polynomials in the same symmetric matrix, they share this orthonormal eigenbasis. Whenever the left matrix is invertible, the amplification matrix is therefore normal, so its Euclidean operator norm is the largest modulus of its eigenvalues. The th amplification factor isFor the physical Courant number ,Hence exactly when . Requiring this uniformly for every mesh, whose values become dense in , givesEquivalently, and . Under these inequalities the denominator is nonzero for every : if this is immediate, while if then gives . Thus the necessary and sufficient mesh-uniform stability conditions areThis is the stability of a two-parameter implicit-explicit diffusion scheme. If consistency with the stated diffusion equation is also required, comparison of the leading Taylor terms gives , so and the stable consistent family has .