Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 341 2 iii Solution Created 2026-10-03 Updated 2026-10-06
On the Dahlquist test equation, , so the amplification polynomial of a multistep method becomesBoth roots of a polynomial, including the parasitic one, must satisfy the root condition for a multistep method.
For , multiply by seven and set . The polynomial is . The complex quadratic Schur criterion says that its roots of a polynomial are strictly in the unit disk ifHere is a direct verification on the entire left half-plane. Put , , , and . Thenand expansion of the squared inequality givesEvery term is nonnegative, and at least one is positive unless . Since , taking square roots proves the strict complex quadratic Schur criterion for . At , the roots of a polynomial are the simple values and . The leading coefficient cannot vanish because . Thus the method at is A-stable. Its order three is compatible with the Second Dahlquist barrier: that barrier concerns first-derivative linear multistep methods, whereas this method uses a second derivative.
For , choose , strictly in the left half-plane. The amplification polynomial of a multistep method reduces toOne root of a polynomial has modulus . Thus the method at is not A-stable.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 341 4 ii Solution Created 2026-10-03 Updated 2026-10-06
The spatial shift in the PDF also requires a boundary value beyond the supplied right endpoint: if is the last interior index, the newest value is outside the interval. Thus the printed Dirichlet method has no specified boundary closure, and no unique stability range can be assigned to it as stated.
For completeness, the literal interior formula has an exact Von Neumann stability analysis on an infinite or periodic grid. Substitution of a Fourier mode givesFor the root of a polynomial tending to one as , expansion givesConsequently is unstable: sufficiently small nonzero frequencies have a root of a polynomial of modulus greater than one, and arbitrarily fine periodic grids contain such frequencies.
Conversely, if and , thenFor with ,Since , the complex quadratic Schur criterion yields both roots of a polynomial in the unit disk, strictly inside except at , where they are and . Uniform stability follows directly from the BDF2 discrete energy identity: the modal recurrence is , whose energy decreases because . Summing the modal energies proves a bound independent of the grid and even of ; no eigenvector-separation assumption is needed. This is the stability of a spatially shifted BDF2 stencil. Thus the literal periodic-grid result isThis cannot establish stability of an unspecified Dirichlet boundary condition closure. It also does not restore consistency of a numerical method.
For the intended unshifted backward differentiation formula, a spatial eigenvalue givesThe Schur stability criterion gives the root condition for a multistep method for every , with strict inequalities for . A useful uniform energy method proof, including the repeated interior roots that a bare separation argument would miss, is the BDF2 discrete energy identity. With andthe corrected Dirichlet discrete Laplacian scheme satisfiesThis follows by taking the inner product of with and using summation by parts. It controls both time levels uniformly, regardless of the mesh ratio. Hence the corrected method is stable for
Past exam of the mathematics course of the University of Cambridge 2018 ib Paper 3 13F c Solution Created 2026-09-24 Updated 2026-10-03
Because avoids the closed negative real axis, its principal square root is holomorphic, satisfies , and has . The Cayley transform between the half-plane and diskmaps the right half-plane into the unit disk and has . By Schwarz lemma, . When ,Thusso one may take the universal constant .
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 341 1 b Solution Created 2026-10-03 Updated 2026-10-05
For the Dahlquist test equation, put . The amplification roots satisfyWe show that no root can reach the unit circle for . If , solving the quadratic in givesWrite , , and . Then andSince , this gives . Consequently , so both possible have nonnegative real part. Equality can occur only at , which gives or .
The leading coefficient has zeros , both in the right half-plane. Hence the amplification roots vary continuously as a pair throughout the left half-plane. At they are and ; neither can leave the unit disk without crossing the unit circle, which the preceding calculation excludes. The same conclusion extends to the imaginary axis, with strict inequality away from . At zero the roots satisfy the simplicity requirement.
Thus the method is A-stable. Its third order does not contradict the usual second-order barrier, because it is a multiderivative multistep method.
Past exam of the mathematics course of the University of Cambridge 2019 ii Paper 4 23H e Solution Created 2026-09-24 Updated 2026-10-03
Use the Poisson integral to choose a smooth harmonic function on the unit disk whose boundary value is . Seek in the form , which is the standard homogenization of Dirichlet boundary data. Then and, since ,Part (d) gives a unique such , and henceis the unique weak solution with boundary value .
Past exam of the mathematics course of the University of Cambridge 2021 ii Paper 2 2H ii Solution Created 2026-09-24 Updated 2026-10-03