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A consistent but unstable explicit spectral-grid heat step

Example

Use the same c0 heat IVP and finite spectral grids. For m≥1, let Gm=span⁡{e0,…,em−1}, where ej is the sequence with value 1 at coordinate j and 0 elsewhere. Index the scheme by ν∈N using m=ν+1. Give Gm the supremum norm, choose τm=m−1, and use the explicit Euler grid update Qmej=(1−τmj2)ej for 0≤j<m. 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 Qm in the example above.

[F1]

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.

[F2]

The finite-grid lift has Sm=RmQmPm+U(τm)(I−RmPm) when PmRm=I and ker⁡Pm is invariant (Finite-grid restriction, reconstruction, and common-space lift).

[F3]

The diagonal heat maps are a contractive strongly continuous semigroup on c0 (The diagonal heat semigroup on c0 is contractive and strongly continuous).

[F6]

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

1.1F2F3F4F6construct

Let D be the finite-support sequences. It is dense by [F4] and invariant under the diagonal semigroup [F3]. Since m=ν+1, τm=m−1>0 and τm→0. For each m, take Pm to be coordinate truncation and Rm inclusion. The estimate ∥Pmx∥∞≤∥x∥∞ and identity ∥Rmg∥∞=∥g∥∞, together with testing e0 in [F6], give ∥Pm∥=∥Rm∥=1. Then PmRm=I and ker⁡Pm is invariant under diagonal U(τm). The finite maximum Lm:=max⁡0≤j<m∣1−τmj2∣ gives ∥Qmg∥∞≤Lm∥g∥∞, so Qm is bounded. Thus [F2] gives a bounded common-space step.

2.1F1F3F5step 1.1algebrachoose

Fix v∈D with support in coordinates 0,…,N. For m>N, every supported coordinate is updated by 1−τmj2; since 0<exp⁡(−rτmj2)≤1, we have max⁡r∈Nrτm≤T∥(Sm−U(τm))U(rτm)v∥∞τm≤∥v∥∞max⁡0≤j≤N∣1−τmj2−exp⁡(−τmj2)∣τm. For j=0 the quotient vanishes. For each fixed 1≤j≤N, with z=τmj2, the quotient equals j2∣(1−exp⁡(−z))/z−1∣, which tends to zero by [F5]. The finite maximum tends to zero: for any tolerance choose a threshold for each of the finitely many j (or use threshold 1 if there is no positive j), then take the largest threshold. Multiplication by fixed ∥v∥∞ preserves the limit, uniformly in the permitted r. Thus the family is consistent.

3.1F2F6step 1.1algebra∎

On the highest grid mode em−1, the one-step multiplier is 1−(m−1)2m=3−m−1m. For m≥4 its magnitude is m−3+1/m, which tends to infinity. Given any T>0, all sufficiently large m also satisfy τm=1/m≤T; then the allowed power n=1 already has ∥Sm∥op≥m−3+1/m by testing the unit vector em−1 in [F6]. No uniform finite-time power bound can hold, so the family is unstable.

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