One step
Assume a recurrence of the form:
Amplification factor
Let
Multiply both sides by
Hence we find:
with
Theorem
The method is stable iff
Proof
One side is easy, due to the above calculations.
In particular, using Parseval’s Identity:
Suppose now that
Find a small nbd
Now define
Now we calculate:
The integral diverges so the method is unstable.
Multi-step
Suppose we end up with an equation of the form:
Then we would find the solutions to the equation
Tricks like this are used for other multi-step methods.
More dimensions
Suppose now that
Then the Fourier Transform is given by:
and it is an isometry from
ie:
Amplification factor