Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 69 2 a Solution Created 2026-10-03 Updated 2026-10-14
Write , , and assume are sufficiently smooth for the following Taylor expansions. The symmetric half-grid diffusion consistency calculation giveswhereThe normalized local truncation error of the full update is consequentlyThe PDF prints an advection equation, , whereas this stencil approximates conservative diffusion, . For the literal printed equation the leading defect is , which generally does not vanish: the method is inconsistent, with an normalized defect.
For the intended variable-coefficient conservative diffusion equation, the first two terms cancel and . Under the parabolic step scaling , this is , while the unnormalized one-step local truncation error is . These two orders use different normalizations. With numerical stability and compatible smooth initial and boundary conditions, the intended diffusion problem has global error on a fixed time interval. Positivity and boundedness of alone do not justify the displayed Taylor expansion; coefficient regularity is also needed for that error formula.