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Periodic leapfrog amplification, finite-time bounds, and the Nyquist endpoint

Statement

On a periodic grid of length L=Nh, let ν=ck/h>0, V0=(U1−U0)/k, and write Un=∑ℓ=0N−1wℓnϕℓ in the discrete Fourier basis; write V^ℓ0 for the coefficient of V0 in the same basis. Then wℓn+1−2(1−2ν2sℓ)wℓn+wℓn−1=0,sℓ=sin⁡2(πℓ/N). For 0<ν≤ν0<1, the nonconstant roots are distinct and have modulus one, and ∥Un∥2,h≤(1+ν01−ν02)∥U0∥2,h+tn∥V0∥2,h. The mean mode is w0n=w00+tnV^00. At ν=1 and even N, the Nyquist mode has the repeated root −1 and solution wN/2n=(−1)n(A+nB), where B=0 exactly when wN/21=−wN/20. Thus arbitrary starting pairs do not have a uniform endpoint power bound.

Facts & Assumptions

Given: N≥2, fixed L=Nh, c,h,k>0, and the periodic centered leapfrog scheme.

[F1]

The periodic branch obeys Ujn+1−2Ujn+Ujn−1=ν2(Uj+1n−2Ujn+Uj−1n) (Centered leapfrog wave recurrence with Dirichlet and periodic rows).

[F2]

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

[F3]

The displayed periodic Fourier modes form a basis of the complexified grid space (Periodic heat-stencil eigenvalues and θ amplification factor).

[F4]

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

[F6]

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

Proof

1.1F1F2algebra

Substituting one mode from [F2] into [F1] uses −Δhϕℓ=4h−2sℓϕℓ and gives the displayed scalar recurrence, whose characteristic polynomial is pℓ(r)=r2−2(1−2ν2sℓ)r+1.

2.1F5step 1.1algebra

For ℓ=0, s0=0, so successive first differences are constant and w0n=w00+n(w01−w00)=w00+tnV^00. For ℓ≠0 and ν<1, put q=1−2ν2sℓ; then −1<q<1, and ρ=q+i1−q2 and ρˉ are distinct roots with modulus one.

2.2step 1.1F5algebra

For a nonconstant mode the recurrence solution matching wℓ0,wℓ1 is wℓn=wℓ0ρn+ρˉn2+(wℓ1−qwℓ0)ρn−ρˉnρ−ρˉ. Indeed both sequences solve the recurrence and the right side equals wℓ0,wℓ1 at n=0,1. The quotient is ∑r=0n−1ρn−1−rρˉr, so its modulus is at most n. Also ∣(ρn−ρˉn)/(ρ−ρˉ)∣≤1/1−q2 since ∣ρn−ρˉn∣≤2 and ∣ρ−ρˉ∣=21−q2.

3.1F2step 2.2algebra

Since wℓ1−qwℓ0=kV^ℓ0+(1−q)wℓ0 and 1−q1−q2=νsℓ1−ν2sℓ≤ν01−ν02, step 2.2 gives ∣wℓn∣≤(1+ν0/1−ν02)∣wℓ0∣+tn∣V^ℓ0∣. The same bound holds for the mean mode.

4.1F3F4F5F6step 3.1algebra

The modes are a basis by [F3] and orthogonal by [F4]. By [F6], each has squared norm Nh, so Parseval's identity holds in ∥⋅∥2,h. Squaring the coefficient bounds, summing, and using (∑ℓaℓbℓ)2≤(∑ℓaℓ2)(∑ℓbℓ2), which follows by expanding ∑ℓ<r(aℓbr−arbℓ)2≥0, yields the stated weighted-grid norm estimate.

5.1F1step 1.1algebra∎

If ν=1, N is even, and ℓ=N/2, then sℓ=1 and pℓ(r)=(r+1)2. Its solutions are (−1)n(A+nB); the initial values give B=−wℓ1−wℓ0, so B=0 exactly when wℓ1=−wℓ0. For B≠0 the mode grows linearly in n, proving the endpoint caveat.

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