(i) The diffusion equation
∂t∂u=∂x2∂2u,0⩽x⩽1,t⩾0
with the initial condition u(x,0)=ϕ(x),0⩽x⩽1, and with zero boundary conditions at x=0 and x=1, can be solved numerically by the method
umn+1=umn+μ(um−1n−2umn+um+1n),m=1,2,…,M,n⩾0
where Δx=1/(M+1),μ=Δt/(Δx)2, and umn≈u(mΔx,nΔt). Prove that μ⩽1/2 implies convergence.
(ii) By discretising the diffusion equation and employing the same notation as in (i) above, determine [without using Fourier analysis] conditions on μ and the constant α such that the method
umn+1−21(μ−α)(um−1n+1−2umn+1+um+1n+1)=umn+21(μ+α)(um−1n−2umn+um+1n)
is stable.