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Periodic leapfrog amplification, finite-time bounds, and the Nyquist endpoint
Statement
On a periodic grid of length , let , , and write in the discrete Fourier basis; write for the coefficient of in the same basis. Then For , the nonconstant roots are distinct and have modulus one, and The mean mode is . At and even , the Nyquist mode has the repeated root and solution , where exactly when . Thus arbitrary starting pairs do not have a uniform endpoint power bound.
Facts & Assumptions
Given: , fixed , , and the periodic centered leapfrog scheme.
The periodic branch obeys (Centered leapfrog wave recurrence with Dirichlet and periodic rows).
The one-dimensional specialization of the periodic heat symbol lemma with unit diffusivity gives (Periodic heat-stencil eigenvalues and θ amplification factor).
The displayed periodic Fourier modes form a basis of the complexified grid space (Periodic heat-stencil eigenvalues and θ amplification factor).
The finite root-of-unity sum gives orthogonality of distinct periodic Fourier modes (Orthogonality of the characters on ).
Complex conjugation and modulus have their coordinate, multiplication, and triangle laws (Real and imaginary parts, complex conjugation, and modulus, Conjugation is an involutive real-field automorphism, , and modulus is definite, multiplicative, and subadditive).
The periodic grid norm is (Uniform periodic, infinite, and Dirichlet grid conventions).
Proof
Substituting one mode from [F2] into [F1] uses and gives the displayed scalar recurrence, whose characteristic polynomial is
For , , so successive first differences are constant and . For and , put ; then , and and are distinct roots with modulus one.
For a nonconstant mode the recurrence solution matching is Indeed both sequences solve the recurrence and the right side equals at . The quotient is , so its modulus is at most . Also since and .
Since and step 2.2 gives . The same bound holds for the mean mode.
The modes are a basis by [F3] and orthogonal by [F4]. By [F6], each has squared norm , so Parseval's identity holds in . Squaring the coefficient bounds, summing, and using which follows by expanding , yields the stated weighted-grid norm estimate.
If , is even, and , then and . Its solutions are ; the initial values give , so exactly when . For the mode grows linearly in , proving the endpoint caveat.
Depends on
- Centered leapfrog wave recurrence with Dirichlet and periodic rows
- Uniform periodic, infinite, and Dirichlet grid conventions
- Periodic heat-stencil eigenvalues and θ amplification factor
- Orthogonality of the characters $x\mapsto e^{2\pi ikx/N}$ on $\mathbb Z/N\mathbb Z$
- Real and imaginary parts, complex conjugation, and modulus
- Conjugation is an involutive real-field automorphism, $z\overline z=|z|^2$, and modulus is definite, multiplicative, and subadditive
Used by
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Sources
- Endre Süli, B6.1 Numerical Solution of Partial Differential Equations (standard reference, not scraped)