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The Nyquist mode at and beyond the leapfrog CFL endpoint

Example

Let N be even and consider the periodic centered leapfrog wave scheme. At ν=1, its Nyquist mode has a repeated root −1 and admits linear-in-time growth unless the starting coefficient satisfies w1=−w0. The usual modified quadratic energy is semidefinite there and is indefinite for ν>1.

Facts & Assumptions

Given: An even periodic grid of real-valued states, ν=ck/h>0, and a Nyquist mode ϕN/2(j)=(−1)j.

[F1]

The periodic wave recurrence is defined in Centered leapfrog wave recurrence with Dirichlet and periodic rows.

[F2]

At ν=1 and even N, the periodic wave theorem gives the Nyquist root and compatibility condition (Periodic leapfrog amplification, finite-time bounds, and the Nyquist endpoint).

[F3]

The one-dimensional heat symbol with unit diffusivity gives −Δhϕℓ=4h−2sℓϕℓ (Periodic heat-stencil eigenvalues and θ amplification factor).

[F4]

The finite root-of-unity sum gives orthogonality of distinct Fourier modes (Orthogonality of the characters x↦e2πikx/N on Z/NZ).

[F5]

The periodic grid norm is ∥v∥2,h2=h∑j∣vj∣2 (Uniform periodic, infinite, and Dirichlet grid conventions).

[F6]

The periodic forward-difference inner product is ⟨D+p,D+q⟩e,h=h∑j(D+p)j(D+q)j‾ (Uniform periodic, infinite, and Dirichlet grid conventions).

Verification

1.1F1F2algebra

For the Nyquist mode, sN/2=1, so the recurrence polynomial is r2−2(1−2ν2)r+1. At ν=1 this is (r+1)2, with solution wn=(−1)n(A+nB); the coefficient B vanishes exactly when w1=−w0.

1.2F1algebra

If ν>1, then q=1−2ν2<−1. The roots of r2−2qr+1 are real and negative because the discriminant is 4(q2−1)>0, their product is 1, and their sum is 2q<−2. Hence one root has modulus greater than one.

1.3F3F4F5F6algebra

Define the periodic modified energy of adjacent states X=Un, Y=Un+1 by Eper(Y,X)=12k2∥Y−X∥2,h2+c22Re⁡⟨D+Y,D+X⟩e,h. For one normalized Fourier mode ψℓ=ϕℓ/L with coefficients x,y, put m=(x+y)/2 and v=(y−x)/k. Reindexing the finite periodic sum gives ⟨D+p,D+q⟩e,h=⟨−Δhp,q⟩2,h. Thus [F3] gives ∥D+ψℓ∥e,h2=4h−2sℓ, while [F4] gives orthogonality; the N nonzero orthogonal vectors form a basis of the N-dimensional space CJN. By [F5] they are normalized by L. Since x=m−kv/2 and y=m+kv/2, Re⁡(yx‾)=∣m∣2−k2∣v∣2/4. Summing these diagonal contributions using [F6] gives the modal energy 12(1−ν2sℓ)∣v∣2+2c2h−2sℓ∣m∣2. At ν=1, 0≤sℓ≤1, so every modal term is nonnegative, while the Nyquist velocity coefficient is zero. Orthogonal Fourier decomposition makes Eper semidefinite.

1.4F3F5F6algebra

Set the real amplitude A=1 and take X=AϕN/2 and Y=−X. Then X≠0, ∥Y−X∥2=4∥X∥2, and ⟨D+Y,D+X⟩e,h=−4h−2∥X∥2, so Eper(−X,X)=2k2(1−ν2)∥X∥2,h2. It is zero at ν=1 and negative at ν>1.

2.1F5step 1.4algebra∎

The state (Y,X)=(0,X) has Eper(0,X)=∥X∥2,h2/(2k2)>0. Together with step 1.4, this shows that the form is indefinite for ν>1.

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