(a) Given the finite-difference recurrence
k=r∑sakum+kn+1=k=r∑sbkum+kn,m∈Z,n∈Z+
that discretises a Cauchy problem, the amplification factor is defined by
H(θ)=(k=r∑sbkeikθ)/(k=r∑sakeikθ)
Show how H(θ) acts on the Fourier transform u^n of un. Hence prove that the method is stable if and only if ∣H(θ)∣⩽1 for all θ∈[−π,π].
(b) The two-dimensional diffusion equation
ut=uxx+cuyy
for some scalar constant c>0 is discretised with the forward Euler scheme
ui,jn+1=ui,jn+μ(ui+1,jn−2ui,jn+ui−1,jn+cui,j+1n−2cui,jn+cui,j−1n)
Using Fourier stability analysis, find the range of values μ>0 for which the scheme is stable.