$$ \newcommand{\uex}{{u_{\small\mbox{e}}}} \newcommand{\Aex}{{A_{\small\mbox{e}}}} \newcommand{\half}{\frac{1}{2}} \newcommand{\tp}{\thinspace .} \newcommand{\Oof}[1]{\mathcal{O}(#1)} \newcommand{\dfc}{\alpha} % diffusion coefficient $$

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Step 3: Replacing derivatives by finite differences

Use a forward difference in time and a centered difference in space (Forward Euler scheme): $$ \begin{equation} [D_t^+ u = \dfc D_xD_x u]^n_i \tag{6} \end{equation} $$

Written out, $$ \begin{equation} \frac{u^{n+1}_i-u^n_i}{\Delta t} = \dfc \frac{u^{n}_{i+1} - 2u^n_i + u^n_{i-1}}{\Delta x^2} \tag{7} \end{equation} $$

Initial condition: \( u^0_i = I(x_i) \), \( i=0,1,\ldots,N_x \).

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