Paper 3, Section II, A

Numerical Analysis
Part II, 2011

(i) The difference equation

uin+1=uin+32μ(ui1n2uin+ui+1n)12μ(ui1n12uin1+ui+1n1)u_{i}^{n+1}=u_{i}^{n}+\frac{3}{2} \mu\left(u_{i-1}^{n}-2 u_{i}^{n}+u_{i+1}^{n}\right)-\frac{1}{2} \mu\left(u_{i-1}^{n-1}-2 u_{i}^{n-1}+u_{i+1}^{n-1}\right)

where μ=Δt/(Δx)2\mu=\Delta t /(\Delta x)^{2}, is the basic equation used in the second-order AdamsBashforth method and can be employed to approximate a solution of the diffusion equation ut=uxxu_{t}=u_{x x}. Prove that, as Δt0\Delta t \rightarrow 0 with constant μ\mu, the local error of the method is O(Δt)2O(\Delta t)^{2}.

(ii) By applying the Fourier stability test, show that the above method is stable if and only if μ1/4\mu \leqslant 1 / 4.

(iii) Define the leapfrog scheme to approximate the diffusion equation and prove that it is unstable for every choice of μ>0\mu>0.