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

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Backward Euler scheme

Backward difference in time, centered difference in space: $$ \begin{equation} [D_t^- u = D_xD_x u]^n_i \tag{9} \end{equation} $$

Written out: $$ \begin{equation} \frac{u^{n}_i-u^{n-1}_i}{\Delta t} = \dfc\frac{u^{n}_{i+1} - 2u^n_i + u^n_{i-1}}{\Delta x^2} \tag{10} \end{equation} $$

Assumption: \( u^{n-1}_i \) is computed, but all quantities at the new time level \( t_n \) are unknown.

Notice.

We cannot solve wrt \( u^n_i \) because that unknown value is coupled to two other unknown values: \( u^n_{i-1} \) and \( u^n_{i+1} \). That is, all the new unknown values are coupled to each other in a linear system of algebraic equations.

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