$$
\newcommand{\uex}{{u_{\small\mbox{e}}}}
\newcommand{\uexd}[1]{{u_{\small\mbox{e}, #1}}}
\newcommand{\vex}{{v_{\small\mbox{e}}}}
\newcommand{\vexd}[1]{{v_{\small\mbox{e}, #1}}}
\newcommand{\Aex}{{A_{\small\mbox{e}}}}
\newcommand{\half}{\frac{1}{2}}
\newcommand{\halfi}{{1/2}}
\newcommand{\tp}{\thinspace .}
\newcommand{\Ddt}[1]{\frac{D #1}{dt}}
\newcommand{\E}[1]{\hbox{E}\lbrack #1 \rbrack}
\newcommand{\Var}[1]{\hbox{Var}\lbrack #1 \rbrack}
\newcommand{\Std}[1]{\hbox{Std}\lbrack #1 \rbrack}
\newcommand{\xpoint}{\boldsymbol{x}}
\newcommand{\normalvec}{\boldsymbol{n}}
\newcommand{\Oof}[1]{\mathcal{O}(#1)}
\newcommand{\x}{\boldsymbol{x}}
\newcommand{\X}{\boldsymbol{X}}
\renewcommand{\u}{\boldsymbol{u}}
\renewcommand{\v}{\boldsymbol{v}}
\newcommand{\w}{\boldsymbol{w}}
\newcommand{\V}{\boldsymbol{V}}
\newcommand{\e}{\boldsymbol{e}}
\newcommand{\f}{\boldsymbol{f}}
\newcommand{\F}{\boldsymbol{F}}
\newcommand{\stress}{\boldsymbol{\sigma}}
\newcommand{\strain}{\boldsymbol{\varepsilon}}
\newcommand{\stressc}{{\sigma}}
\newcommand{\strainc}{{\varepsilon}}
\newcommand{\I}{\boldsymbol{I}}
\newcommand{\T}{\boldsymbol{T}}
\newcommand{\dfc}{\alpha} % diffusion coefficient
\newcommand{\ii}{\boldsymbol{i}}
\newcommand{\jj}{\boldsymbol{j}}
\newcommand{\kk}{\boldsymbol{k}}
\newcommand{\ir}{\boldsymbol{i}_r}
\newcommand{\ith}{\boldsymbol{i}_{\theta}}
\newcommand{\iz}{\boldsymbol{i}_z}
\newcommand{\Ix}{\mathcal{I}_x}
\newcommand{\Iy}{\mathcal{I}_y}
\newcommand{\Iz}{\mathcal{I}_z}
\newcommand{\It}{\mathcal{I}_t}
\newcommand{\If}{\mathcal{I}_s} % for FEM
\newcommand{\Ifd}{{I_d}} % for FEM
\newcommand{\Ifb}{{I_b}} % for FEM
\newcommand{\setb}[1]{#1^0} % set begin
\newcommand{\sete}[1]{#1^{-1}} % set end
\newcommand{\setl}[1]{#1^-}
\newcommand{\setr}[1]{#1^+}
\newcommand{\seti}[1]{#1^i}
\newcommand{\sequencei}[1]{\left\{ {#1}_i \right\}_{i\in\If}}
\newcommand{\basphi}{\varphi}
\newcommand{\baspsi}{\psi}
\newcommand{\refphi}{\tilde\basphi}
\newcommand{\psib}{\boldsymbol{\psi}}
\newcommand{\sinL}[1]{\sin\left((#1+1)\pi\frac{x}{L}\right)}
\newcommand{\xno}[1]{x_{#1}}
\newcommand{\Xno}[1]{X_{(#1)}}
\newcommand{\yno}[1]{y_{#1}}
\newcommand{\Yno}[1]{Y_{(#1)}}
\newcommand{\xdno}[1]{\boldsymbol{x}_{#1}}
\newcommand{\dX}{\, \mathrm{d}X}
\newcommand{\dx}{\, \mathrm{d}x}
\newcommand{\ds}{\, \mathrm{d}s}
\newcommand{\Real}{\mathbb{R}}
\newcommand{\Integerp}{\mathbb{N}}
\newcommand{\Integer}{\mathbb{Z}}
$$
PDE solvers should save memory
Important to minimize the memory usage.
The algorithm only needs to access the
three most recent time levels, so we need only three arrays for
\( u_i^{n+1} \), \( u_i^n \), and \( u_i^{n-1} \), \( i=0,\ldots,N_x \).
Storing all the solutions in a two-dimensional array of
size \( (N_x+1)\times (N_t+1) \)
would be possible in this simple one-dimensional PDE problem, but not
in large 2D problems and not even in small 3D problems.