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Strict spectral CFL positivity and Yee modified energy

Statement

Set K=CTMbC. If the retained electric cochain space is zero-dimensional, define λmax⁡:=0; otherwise set λmax⁡:=max⁡e≠0eTKeeTMee. For a lossless, source-free update from Lossless or midpoint-conductive Yee leapfrog update, define En:=12(en)TMeen+12(bn−1/2)TMbbn+1/2,bcn:=bn−1/2+bn+1/22. Then En is independent of n, and En≥12(1−Δt2λmax⁡4)∥en∥Me2+12∥bcn∥Mb2. Consequently, the actual strict spectral condition Δt2λmax⁡<4 makes this modified energy positive on admissible staggered states and controls the electric field and the centered magnetic field. When λmax⁡>0, at equality the energy loses coercivity and a maximal mode has a repeated root −1; above equality a mode grows exponentially. If λmax⁡=0, the strict condition is automatic for every Δt>0 and neither endpoint case occurs.

Facts & Assumptions

Given: Δt>0, a finite Yee complex, symmetric positive definite Me,Mb, no source, and S=0.

[F1]

The mass matrices are symmetric positive definite, and K=CTMbC is the curl-curl matrix. (Oriented Maxwell cochains, masses, and the Yee grid)

[F2]

The lossless rows are bn+1/2=bn−1/2−ΔtCen and Me(en+1−en)=ΔtCTMbbn+1/2. (Lossless or midpoint-conductive Yee leapfrog update)

Proof

1.1F1F2givenalgebra

If Ne=0, the electric cochain is necessarily zero and C is the zero map from the zero space. The Faraday row in [F2] makes bn+1/2=bn−1/2 at every step, while the electric row is an equality in the zero space. Thus bcn=bn+1/2 is constant and En=12∥bcn∥Mb2. With the stated convention λmax⁡=0, this proves conservation, the lower bound, and positivity on the remaining magnetic state for every Δt>0; there is no positive-eigenvalue endpoint case. For the rest of the proof assume Ne>0. The quotient defining λmax⁡ is continuous on the compact set {e:eTMee=1}, so the maximum exists and is finite. Also eTKe=(Ce)TMb(Ce)≥0, hence λmax⁡≥0. From the first row of [F2], bn−1/2=bcn+ΔtCen/2 and bn+1/2=bcn−ΔtCen/2. Expanding their Mb inner product gives En=12∥en∥Me2+12∥bcn∥Mb2−Δt28∥Cen∥Mb2.

1.2F2algebra

Using [F2], the electric-energy increment is 12∥en+1∥Me2−12∥en∥Me2=(en+1+en2)TMe(en+1−en)=Δt(en+1+en2)TCTMbbn+1/2. The magnetic cross-energy increment is 12(bn+1/2)TMb(bn+3/2−bn−1/2)=−Δt(en+1+en2)TCTMbbn+1/2, by applying the Faraday row at times n and n+1. The two increments cancel, proving conservation.

2.1step 1.1F1F2algebra

By the definition of λmax⁡, ∥Cen∥Mb2=(en)TKen≤λmax⁡∥en∥Me2. Substitution into step 1.1 gives the stated lower bound. When Δt2λmax⁡<4, its electric coefficient is positive. If an admissible staggered state has zero energy, the bound forces en=0 and bcn=0; the Faraday row in [F2] then gives bn+1/2=bn−1/2, so bcn=bn−1/2=bn+1/2=0. Thus the energy is positive definite on update states.

3.1F1F2algebra∎

Subtract the electric row in [F2] at indices n and n−1, then use the magnetic row to replace bn+1/2−bn−1/2; this gives Me(en+1−2en+en−1)+Δt2Ken=0. If Δt2λmax⁡=4, a maximizing vector v satisfies Kv=λmax⁡Mev by the constrained Rayleigh-quotient maximum. Thus en=qnv obeys qn+1−2qn+qn−1+Δt2λmax⁡qn=0, whose characteristic polynomial is (r+1)2. Hence qn=(−1)n(a+bn) is a solution and grows linearly when b≠0. It is compatible with the full first-order rows by setting bn+1/2=(qn+1−qn)Cv/(Δtλmax⁡): the Ampere row follows from Kv=λmax⁡Mev, and the Faraday row follows from the scalar recurrence. For Δt2λmax⁡>4, the same recurrence has real reciprocal roots, one with modulus greater than one. This proves the endpoint caveat and instability above it.

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