4.II.39C

Numerical Analysis
Part II, 2006

The difference equation

umn+1=umn+32μ(um1n2umn+um+1n)12μ(um1n12umn1+um+1n1),u_{m}^{n+1}=u_{m}^{n}+\frac{3}{2} \mu\left(u_{m-1}^{n}-2 u_{m}^{n}+u_{m+1}^{n}\right)-\frac{1}{2} \mu\left(u_{m-1}^{n-1}-2 u_{m}^{n-1}+u_{m+1}^{n-1}\right),

where μ=Δt/(Δx)2\mu=\Delta t /(\Delta x)^{2}, is used to approximate a solution of the diffusion equation ut=uxxu_{t}=u_{x x}.

(a) Prove that, as Δt0\Delta t \rightarrow 0 with constant μ\mu, the local error of the method is O(Δt)2\mathcal{O}(\Delta t)^{2}.

(b) Applying the Fourier stability test, show that the method is stable if and only if μ14\mu \leqslant \frac{1}{4}.