A3.19 B3.20

Numerical Analysis
Part II, 2004

(i) The diffusion equation

ut=2ux2,0x1,t0\frac{\partial u}{\partial t}=\frac{\partial^{2} u}{\partial x^{2}}, \quad 0 \leqslant x \leqslant 1, \quad t \geqslant 0

with the initial condition u(x,0)=ϕ(x),0x1u(x, 0)=\phi(x), 0 \leqslant x \leqslant 1, and with zero boundary conditions at x=0x=0 and x=1x=1, can be solved by the method

umn+1=umn+μ(um1n2umn+um+1n),m=1,2,,M,n0,u_{m}^{n+1}=u_{m}^{n}+\mu\left(u_{m-1}^{n}-2 u_{m}^{n}+u_{m+1}^{n}\right), \quad m=1,2, \ldots, M, \quad n \geqslant 0,

where Δx=1/(M+1),μ=Δt/(Δx)2\Delta x=1 /(M+1), \mu=\Delta t /(\Delta x)^{2}, and umnu(mΔx,nΔt)u_{m}^{n} \approx u(m \Delta x, n \Delta t). Prove that μ12\mu \leqslant \frac{1}{2} implies convergence.

(ii) By discretizing the same equation and employing the same notation as in Part (i), determine conditions on μ>0\mu>0 such that the method

(11212μ)um1n+1+(56+μ)umn+1+(11212μ)um+1n+1=(112+12μ)um1n+(56μ)umn+(112+12μ)um+1n\begin{aligned} &\left(\frac{1}{12}-\frac{1}{2} \mu\right) u_{m-1}^{n+1}+\left(\frac{5}{6}+\mu\right) u_{m}^{n+1}+\left(\frac{1}{12}-\frac{1}{2} \mu\right) u_{m+1}^{n+1}= \\ &\left(\frac{1}{12}+\frac{1}{2} \mu\right) u_{m-1}^{n}+\left(\frac{5}{6}-\mu\right) u_{m}^{n}+\left(\frac{1}{12}+\frac{1}{2} \mu\right) u_{m+1}^{n} \end{aligned}

is stable.