Paper 2, Section II, D

Numerical Analysis
Part II, 2012

(i) The diffusion equation

ut=2ux2,0x1,t0\frac{\partial u}{\partial t}=\frac{\partial^{2} u}{\partial x^{2}}, \quad 0 \leqslant x \leqslant 1, t \geqslant 0

with the initial condition u(x,0)=ϕ(x),0x1u(x, 0)=\phi(x), 0 \leqslant x \leqslant 1, and with zero boundary conditions at x=0x=0 and x=1x=1, can be solved numerically by the method

umn+1=umn+μ(um1n2umn+um+1n),m=1,2,,M,n0u_{m}^{n+1}=u_{m}^{n}+\mu\left(u_{m-1}^{n}-2 u_{m}^{n}+u_{m+1}^{n}\right), \quad m=1,2, \ldots, M, n \geqslant 0

where Δx=1/(M+1),μ=Δt/(Δx)2\Delta x=1 /(M+1), \mu=\Delta t /(\Delta x)^{2}, and umnu(mΔx,nΔt)u_{m}^{n} \approx u(m \Delta x, n \Delta t). Prove that μ1/2\mu \leqslant 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\mu and the constant α\alpha such that the method

umn+112(μα)(um1n+12umn+1+um+1n+1)=umn+12(μ+α)(um1n2umn+um+1n)u_{m}^{n+1}-\frac{1}{2}(\mu-\alpha)\left(u_{m-1}^{n+1}-2 u_{m}^{n+1}+u_{m+1}^{n+1}\right)=u_{m}^{n}+\frac{1}{2}(\mu+\alpha)\left(u_{m-1}^{n}-2 u_{m}^{n}+u_{m+1}^{n}\right)

is stable.