2.II.38C

Numerical Analysis
Part II, 2008

The advection equation

ut=ux,xR,t0,u_{t}=u_{x}, \quad x \in \mathbb{R}, \quad t \geqslant 0,

is solved by the leapfrog scheme

umn+1=μ(um+1num1n)+umn1,u_{m}^{n+1}=\mu\left(u_{m+1}^{n}-u_{m-1}^{n}\right)+u_{m}^{n-1},

where n1n \geqslant 1 and μ=Δt/Δx\mu=\Delta t / \Delta x is the Courant number.

(a) Determine the local error of the method.

(b) Applying the Fourier technique, find the range of μ>0\mu>0 for which the method is stable.