(i)
Given the finite-difference method
k=−r∑sαkum+kn+1=k=−r∑sβkum+kn,m,n∈Z,n⩾0
define
H(z)=∑k=−rsαkzk∑k=−rsβkzk
Prove that this method is stable if and only if
∣∣∣H(eiθ)∣∣∣⩽1,−π⩽θ⩽π.
[You may quote without proof known properties of the Fourier transform.]
(ii) Find the range of the parameter μ such that the method
(1−2μ)um−1n+1+4μumn+1+(1−2μ)um+1n+1=um−1n+um+1n
is stable. Supposing that this method is used to solve the diffusion equation for u(x,t), determine the order of magnitude of the local error as a power of Δx.