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Unconditional weighted L2 stability for θ at least one half

Statement

On a finite two-dimensional rectangular Dirichlet grid with zero boundary data, let θ∈[1/2,1], Δt>0, and consider one θ step of Fully discrete θ heat finite-difference scheme with source vector qn. It is uniquely solvable and satisfies

∥Un+1∥h≤∥Un∥h+2Δt∥qn∥h.

In particular, when qn=0 every step is contractive in weighted grid L2. The contraction constant 1 is independent of the mesh, time step, and number of steps, so this is unconditional finite-time grid-norm stability.

Facts & Assumptions

Given: A finite two-dimensional zero-Dirichlet grid, θ∈[1/2,1], Δt>0, and the source-form θ update of Fully discrete θ heat finite-difference scheme.

[F1]

Fully discrete θ heat finite-difference scheme gives the update Un+1−Un+ΔtAhUθ=Δtqn, where Uθ=(1−θ)Un+θUn+1, in the weighted grid inner product.

[F2]

Symmetry and positivity of the rectangular Dirichlet heat operator: Ah is self-adjoint and ⟨Ahv,v⟩h≥0.

[F3]

Unique solvability of an implicit θ heat step: for every right-hand side the finite Dirichlet θ step has a unique solution.

Proof

1.1F1F3algebra

By [F3] the step has a unique solution. Write δU=Un+1−Un. The identity Uθ=Un+θδU gives ⟨δU,Uθ⟩h=12(∥Un+1∥h2−∥Un∥h2)+(θ−12)∥δU∥h2 by expanding the two squared norms.

2.1F1F2step 1.1algebra

Taking the inner product of [F1] with Uθ and using step 1.1 gives 12(∥Un+1∥h2−∥Un∥h2)+(θ−12)∥δU∥h2+Δt⟨AhUθ,Uθ⟩h=Δt⟨qn,Uθ⟩h. The two terms after the norm difference on the left are nonnegative by θ≥1/2 and [F2]. Cauchy–Schwarz and the triangle inequality give ∣⟨qn,Uθ⟩h∣≤∥qn∥h∥Uθ∥h≤∥qn∥hmax⁡(∥Un∥h,∥Un+1∥h).

3.1step 2.1givenalgebra∎

Put a=∥Un∥h, b=∥Un+1∥h, and r=∥qn∥h. If b≤a, the claimed bound is immediate. If b>a, step 2.1 gives (b2−a2)/2≤Δt rb; dividing by (a+b)/2>0 yields b−a≤2Δtr b/(a+b)≤2Δtr. This proves the forced estimate in all cases. When qn=0, it gives b≤a; iteration over any finite number of steps preserves the same mesh-independent constant 1.

Remarks

The bound is in the weighted finite-grid norm. It does not imply positivity or high-frequency damping. No choice axiom is used.

Depends on

Used by

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Sources