(i) The diffusion equation
∂t∂u=∂x2∂2u,0⩽x⩽1,t⩾0
with the initial condition u(x,0)=ϕ(x),0⩽x⩽1, and with zero boundary conditions at x=0 and x=1, can be solved by the method
umn+1=umn+μ(um−1n−2umn+um+1n),m=1,2,…,M,n⩾0,
where Δx=1/(M+1),μ=Δt/(Δx)2, and umn≈u(mΔx,nΔt). Prove that μ⩽21 implies convergence.
(ii) By discretizing the same equation and employing the same notation as in Part (i), determine conditions on μ>0 such that the method
(121−21μ)um−1n+1+(65+μ)umn+1+(121−21μ)um+1n+1=(121+21μ)um−1n+(65−μ)umn+(121+21μ)um+1n
is stable.