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Stability
Observations:
- Numerical solution has constant amplitude (desired!), but phase error
- Constant amplitude requires \sin^{-1}(\omega\Delta t/2) to be
real-valued \Rightarrow |\omega\Delta t/2| \leq 1
- \sin^{-1}(x) is complex if |x| > 1 , and then \tilde\omega becomes
complex
What is the consequence of complex \tilde\omega ?
- Set \tilde\omega = \tilde\omega_r + i\tilde\omega_i
- Since \sin^{-1}(x) has a *negative* imaginary part for
x>1 , \exp{(i\omega\tilde t)}=\exp{(-\tilde\omega_i t)}\exp{(i\tilde\omega_r t)}
leads to exponential growth e^{-\tilde\omega_it}
when -\tilde\omega_i t > 0
- This is instability because the qualitative behavior is wrong