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where f represents a given initial temperature distribution.
For given positive integers n and m we define the discretization parameters x
and t by
1
n 1
x D
and
t D T
m ;
where T represents the endpoint of the time interval Œ0; T in which we want to
discretize the model problem ( 8.108 )-( 8.110 ). As in the text above, the grid points
are given by
x i
D .i 1/x
for i D 1;:::;n;
t `
D `t
for ` D 0;:::;m;
and in addition we introduce the notation
x i C 1=2 D x i
C x=2
for i D 1;:::;n 1:
Let
k i C 1=2 D k.x i C 1=2 /;
u i
u .x i ;t ` /;
for i D 1;:::;n 1 and ` D 0; 1; : : : ; m;
and consider the approximations
u ` C 1
i
u i
t
u t .x i ;t ` /
;
(8.111)
.k u x /.x i C 1=2 ;t ` / .k u x /.x i 1=2 ;t ` /
x
.k u x / x .x i ;t ` /
;
(8.112)
u i C 1 u i
x
.k u x /.x i C 1=2 ;t ` / k i C 1=2
;
(8.113)
u i
u i 1
x
.k u x /.x i 1=2 ;t ` / k i 1=2
:
(8.114)
(a) Use the approximations ( 8.111 )-( 8.114 ) to derive the scheme
D ˛k i 1=2 u i 1 C 1 ˛.k i 1=2 C k i C 1=2 / u i
u ` C 1
i
C ˛k i C 1=2 u i C 1
(8.115)
for i D 2;:::;n 1 and ` D 0;:::;m 1. The boundary conditions ( 8.109 )
and the initial condition ( 8.110 ) are handled by setting
 
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