Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 60 5 b Solution Created 2026-10-03 Updated 2026-10-14
Insert a Fourier mode . With and , the amplification polynomial isIts two roots have product , of modulus one. Thus if both roots are bounded by one, both must have modulus exactly one. Set . The equation becomesWhen , both roots have modulus one and their separation obeys for every frequency. The companion matrix has bounded entries and can be diagonalized with the two eigenvectors . The uniform separation bounds the inverse eigenvector matrix. Hence every matrix power is bounded uniformly in and , and the Parseval identity proves L2 norm stability for the two starting levels on the whole grid.
If , frequencies near give one root outside the unit circle, so the scheme is unstable. If , the Nyquist polynomial is , a repeated unit root. The corresponding companion matrix has a nontrivial Jordan block and solutions containing . Thus the endpoints are unstable as well. On the whole line the individual Nyquist plane wave is not square-summable, but Fourier packets localized arbitrarily close to that frequency realize the unbounded power norm by continuity. Therefore the uniform stability of a shifted two-level advection scheme criterion isIn particular is stably exact with compatible starts, whereas is formally exact but unstable under arbitrary perturbations. Checking only the moduli of the roots and retaining both endpoints would miss this essential distinction.