Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 63 5 Solution Created 2026-10-03 Updated 2026-10-07
For fixed finite matrices, the matrix exponential and a Taylor expansion showThis agrees through degree two with , even when and do not commute. On a fixed time interval, and the telescoping identityturns the one-step defect into global error for . Hence Strang splitting is second order in general; for commuting matrices it is exact.
For the spatial discretization, use , and the interior vector , with . The central finite differences giveHere lists lower diagonal, main diagonal and upper diagonal, in that order. Thus and . Discrete summation by parts givesThe matrix exponential is consequently a contraction in the Euclidean norm, while is an orthogonal matrix for real . ThereforeRepeated split steps are contractive in the mesh-weighted norm , uniformly in the spatial mesh and without a Courant–Friedrichs–Lewy condition. The split semidiscretization is unconditionally stable. No commutativity or shared eigenvectors are needed for this Strang splitting contraction for symmetric diffusion and skew advection. Its time-order proof is for fixed spatial matrices; as , commutators can grow, so this stability result alone is not a uniform-in-mesh second-order error estimate.