A3.19 B3.20

Numerical Analysis
Part II, 2001

(i) The diffusion equation

ut=2ux2\frac{\partial u}{\partial t}=\frac{\partial^{2} u}{\partial x^{2}}

is discretized by the finite-difference method

umn+112(μα)(um1n+12umn+1+um+1n+1)=umn+12(μ+α)(um1n2umn+um+1n)u_{m}^{n+1}-\frac{1}{2}(\mu-\alpha)\left(u_{m-1}^{n+1}-2 u_{m}^{n+1}+u_{m+1}^{n+1}\right)=u_{m}^{n}+\frac{1}{2}(\mu+\alpha)\left(u_{m-1}^{n}-2 u_{m}^{n}+u_{m+1}^{n}\right)

where umnu(mΔx,nΔt),μ=Δt/(Δx)2u_{m}^{n} \approx u(m \Delta x, n \Delta t), \mu=\Delta t /(\Delta x)^{2} and α\alpha is a constant. Derive the order of magnitude (as a power of Δx\Delta x ) of the local error for different choices of α\alpha.

(ii) Investigate the stability of the above finite-difference method for different values of α\alpha by the Fourier technique.