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A mesh-dependent grid norm hides common-space instability

Example

Let X=c0(R) with the identity semigroup U(t)=IX. For each ν∈N, put m=ν+2 and let Gm=span⁡{e0,…,em−1}, where ej is the sequence with value 1 at coordinate j and 0 elsewhere. Reconstruct by inclusion, restrict by coordinate truncation, and equip Gm with the mesh-dependent norm ∥g∥Gm:=max⁡(∣g0∣,…,∣gm−2∣,m∣gm−1∣). Define the grid update by Qmej=ej for j<m−1 and Qmem−1=me0. Use time step τm=m−1 and the common-space lift from Finite-grid restriction, reconstruction, and common-space lift.

Facts & Assumptions

Given: The common-space identity IVP, finite-grid maps and mesh norms in the example above.

[F1]

The common-space interface requires a Banach space, a strongly continuous semigroup, and defines stability in the common norm (Common Banach-space interface for a linear IVP and its time schemes).

[F2]

The finite-grid lift uses bounded restriction/reconstruction maps with PmRm=I and invariant kernel (Finite-grid restriction, reconstruction, and common-space lift).

[F3]

Under uniform reconstruction-norm comparison and a uniform restriction bound, grid-power stability transfers to the common-space lift (Grid and common-space stability agree under uniform norm comparison).

[F4]

Real c0 with its supremum norm is Banach (The sequence spaces c_0 and ell-infinity, Real and complex c0 are Banach).

[F5]

Finite-support sequences are dense in c0 (Finite truncations approximate null and summable sequences).

[F6]

The operator norm is the supremum over the unit ball; consequently ∥Tx∥≤C∥x∥ for all x implies ∥T∥op≤C (The operator norm as the least bound and as the unit-sphere or unit-ball supremum).

[F7]

A property true at 0 and preserved by successor holds for every n∈N (The principle of mathematical induction).

Verification

1.1F1F4F5construct

Let D be the finite-support sequences. By [F4], X is Banach; the identity maps U(t)=IX form a strongly continuous semigroup with finite-time bound MT=1. By [F5], D is dense and it is invariant under U. The positive steps τm=1/m tend to zero, so this is common-space scheme data.

2.1F2F6F7step 1.1algebra

The positive coordinate weights make the displayed maximum a norm: homogeneity and definiteness hold coordinatewise, and the triangle inequality follows by applying the scalar triangle inequality in every coordinate before taking the maximum. The truncation satisfies ∥Pmx∥Gm≤m∥x∥∞, and inclusion satisfies ∥Rmg∥∞≤∥g∥Gm, so both are bounded. Also PmRm=IGm and ker⁡Pm is invariant under U=I. For g=∑j<mgjej, the zeroth output coordinate is g0+mgm−1, coordinates 1 through m−2 if present remain gj, and coordinate m−1 becomes 0. Since ∣g0∣≤∥g∥Gm, m∣gm−1∣≤∥g∥Gm, and ∣gj∣≤∥g∥Gm for 1≤j≤m−2, it follows that ∥Qmg∥Gm≤2∥g∥Gm, including m=2. Thus Qm is bounded and the grid lift [F2] is defined. Also Qm2=Qm: it fixes each ej for j<m−1, and Qm2em−1=Qm(me0)=me0=Qmem−1. By induction [F7], Qmn=Qm for every n≥1: the base n=1 is immediate, and Qmn=Qm implies Qmn+1=QmQm=Qm2=Qm. Meanwhile Qm0=I. By [F6], ∥Qmn∥Gm→Gm≤2 for every n≥0, so the grid updates are stable in their mesh norms.

3.1F1step 2.1algebra

Fix v∈D and choose N∈N such that vj=0 for every j>N (take N=0 for the zero sequence). For m≥N+2, one has Pmv=v, the high coordinate vm−1=0 since m−1>N, and Qmv=v. Since U=I, the lift gives Smv=v. Thus the local defect is zero on every v∈D for all sufficiently large m, which proves consistency.

3.2F1F2F6step 2.1algebra

For em−1, the lift gives Smem−1=me0. Its common-space norm is therefore m, while ∥em−1∥∞=1. Testing this unit vector in [F6] gives ∥Sm∥X→X≥m. For every T>0, all sufficiently large m have τm≤T, so the common-space family is not stable.

4.1F3F6step 2.1step 3.2∎

The same vector satisfies ∥em−1∥Gm=m but ∥Rmem−1∥∞=1; thus no positive uniform lower comparison constant a exists. Also ∥Pm∥X→Gm≥m by testing the unit vector em−1 in [F6]. The hypotheses needed in [F3] fail, exactly where the grid norm ceases to control the reconstructed common-space norm and the restriction norm. The grid stability calculation therefore cannot certify common-space stability.

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