The difference equation
umn+1=umn+23μ(um−1n−2umn+um+1n)−21μ(um−1n−1−2umn−1+um+1n−1),
where μ=Δt/(Δx)2, is used to approximate a solution of the diffusion equation ut=uxx.
(a) Prove that, as Δt→0 with constant μ, the local error of the method is O(Δt)2.
(b) Applying the Fourier stability test, show that the method is stable if and only if μ⩽41.