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A consistent but unstable explicit spectral-grid heat step
Example
Use the same heat IVP and finite spectral grids. For , let , where is the sequence with value at coordinate and elsewhere. Index the scheme by using . Give the supremum norm, choose , and use the explicit Euler grid update for . Reconstruct by inclusion and use the exact heat semigroup on the complementary coordinates, as specified in Finite-grid restriction, reconstruction, and common-space lift.
Facts & Assumptions
Given: The common-space heat IVP, finite-grid lift, and family in the example above.
The same-norm common-space definitions of consistency and stability are those of Common Banach-space interface for a linear IVP and its time schemes.
The finite-grid lift has when and is invariant (Finite-grid restriction, reconstruction, and common-space lift).
The diagonal heat maps are a contractive strongly continuous semigroup on (The diagonal heat semigroup on is contractive and strongly continuous).
Finite-support sequences are dense in (The sequence spaces c_0 and ell-infinity, Finite truncations approximate null and summable sequences).
The operator norm is the supremum over the unit ball (The operator norm as the least bound and as the unit-sphere or unit-ball supremum).
Verification
Let be the finite-support sequences. It is dense by [F4] and invariant under the diagonal semigroup [F3]. Since , and . For each , take to be coordinate truncation and inclusion. The estimate and identity , together with testing in [F6], give . Then and is invariant under diagonal . The finite maximum gives , so is bounded. Thus [F2] gives a bounded common-space step.
Fix with support in coordinates . For , every supported coordinate is updated by ; since , we have For the quotient vanishes. For each fixed , with , the quotient equals , which tends to zero by [F5]. The finite maximum tends to zero: for any tolerance choose a threshold for each of the finitely many (or use threshold if there is no positive ), then take the largest threshold. Multiplication by fixed preserves the limit, uniformly in the permitted . Thus the family is consistent.
On the highest grid mode , the one-step multiplier is For its magnitude is , which tends to infinity. Given any , all sufficiently large also satisfy ; then the allowed power already has by testing the unit vector in [F6]. No uniform finite-time power bound can hold, so the family is unstable.
Depends on
- Common Banach-space interface for a linear IVP and its time schemes
- Finite-grid restriction, reconstruction, and common-space lift
- The diagonal heat semigroup on $c_0$ is contractive and strongly continuous
- The sequence spaces c_0 and ell-infinity
- Finite truncations approximate null and summable sequences
- The exponential function is smooth and $(\exp)'=\exp$
- The operator norm as the least bound and as the unit-sphere or unit-ball supremum
Used by
Nothing in the library uses this result yet.
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Sources
- Lloyd N. Trefethen, Finite Difference and Spectral Methods, Chapter 4, §4.2 (standard reference, not scraped)
- R. J. LeVeque, AMath 585–6 Notes, Chapter 12, §§12.1–12.5.1 (standard reference, not scraped)