Equation (10) written for i=1,…,Nx−1=1,2 becomes un1−un−11Δt=αun2−2un1+un0Δx2un2−un−12Δt=αun3−2un2+un1Δx2
(The boundary values un0 and un3 are known as zero.)
Collecting the unknown new values on the left-hand side and writing as 2×2 matrix system: (1+2F−F−F1+2F)(un1un2)=(un−11un−12)