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where u denotes the solution of our model problem ( 8.1 )-( 8.3 ). In particular, this
means that
j u .x; t / j max
x
j f.x/ j
for all x 2 .0; 1/ and t 0:
Let us see if we can prove a similar property for the approximations generated by
the explicit scheme. To this end, assume that t and x satisfy
t
x 2
1
2 :
˛ D
Note that, if this condition holds, then
1 0;
(8.85)
and this turns out to be the key point in the present analysis.
To simplify the notation, we introduce the symbol u ` for the maximum of the
absolute value of the discrete approximation at time step t ` ,thatis,
u ` D max
i
j u i j
for ` D 0;:::;m;
and note that
u 0 D max
i
j f.x i / j :
If (8.85) holds, then it follows from (7.91) and the triangle inequality that
j u ` C 1
i
jDj ˛ u i 1 C .1 2˛/ u i C ˛ u i C 1 j
j ˛ u i 1 jCj .1 2˛/ u i jCj ˛ u i C 1 j
D ˛ j u i 1 jC .1 2˛/ j u i jC ˛ j u i C 1 j
˛ u ` C .1 2˛/ u ` C ˛ u `
D u `
(8.86)
for i D 2;:::;n 1. Moreover, we have
u ` C 1
1
D u ` C 1
n
D 0;
and consequently, since ( 8.86 ) is valid for i D 2;:::;n 1,
j u ` C 1
i
j u ` ;
max
i
or
u ` C 1 u ` :
 
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