1.II.38A

Numerical Analysis
Part II, 2005

Let

μ4um1n+1+umn+1μ4um+1n+1=μ4um1n+umn+μ4um+1n,\frac{\mu}{4} u_{m-1}^{n+1}+u_{m}^{n+1}-\frac{\mu}{4} u_{m+1}^{n+1}=-\frac{\mu}{4} u_{m-1}^{n}+u_{m}^{n}+\frac{\mu}{4} u_{m+1}^{n},

where nn is a positive integer and mm ranges over all integers, be a finite-difference method for the advection equation

ut=ux,<x<,t0\frac{\partial u}{\partial t}=\frac{\partial u}{\partial x}, \quad-\infty<x<\infty, \quad t \geqslant 0

Here μ=ΔtΔx\mu=\frac{\Delta t}{\Delta x} is the Courant number.

(a) Show that the local error of the method is O((Δx)3)O\left((\Delta x)^{3}\right).

(b) Determine the range of μ>0\mu>0 for which the method is stable.