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A mesh-dependent grid norm hides common-space instability
Example
Let with the identity semigroup . For each , put and let , where is the sequence with value at coordinate and elsewhere. Reconstruct by inclusion, restrict by coordinate truncation, and equip with the mesh-dependent norm Define the grid update by for and . Use time step 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.
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).
The finite-grid lift uses bounded restriction/reconstruction maps with and invariant kernel (Finite-grid restriction, reconstruction, and common-space lift).
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).
Real with its supremum norm is Banach (The sequence spaces c_0 and ell-infinity, Real and complex are Banach).
Finite-support sequences are dense in (Finite truncations approximate null and summable sequences).
The operator norm is the supremum over the unit ball; consequently for all implies (The operator norm as the least bound and as the unit-sphere or unit-ball supremum).
A property true at and preserved by successor holds for every (The principle of mathematical induction).
Verification
Let be the finite-support sequences. By [F4], is Banach; the identity maps form a strongly continuous semigroup with finite-time bound . By [F5], is dense and it is invariant under . The positive steps tend to zero, so this is common-space scheme data.
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 , and inclusion satisfies , so both are bounded. Also and is invariant under . For , the zeroth output coordinate is , coordinates through if present remain , and coordinate becomes . Since , , and for , it follows that , including . Thus is bounded and the grid lift [F2] is defined. Also : it fixes each for , and . By induction [F7], for every : the base is immediate, and implies . Meanwhile . By [F6], for every , so the grid updates are stable in their mesh norms.
Fix and choose such that for every (take for the zero sequence). For , one has , the high coordinate since , and . Since , the lift gives . Thus the local defect is zero on every for all sufficiently large , which proves consistency.
For , the lift gives . Its common-space norm is therefore , while . Testing this unit vector in [F6] gives . For every , all sufficiently large have , so the common-space family is not stable.
The same vector satisfies but ; thus no positive uniform lower comparison constant exists. Also by testing the unit vector 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.
Depends on
- Common Banach-space interface for a linear IVP and its time schemes
- Finite-grid restriction, reconstruction, and common-space lift
- Grid and common-space stability agree under uniform norm comparison
- The sequence spaces c_0 and ell-infinity
- Real and complex $c_0$ are Banach
- Finite truncations approximate null and summable sequences
- The operator norm as the least bound and as the unit-sphere or unit-ball supremum
- The principle of mathematical induction
Used by
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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)