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

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The linear system for a general \( N_x \)

$$ \begin{equation} - F_o u^n_{i-1} + \left(1+ 2F_o \right) u^{n}_i - F_o u^n_{i+1} = u_{i-1}^{n-1} \tag{11} \end{equation} $$ for \( i=1,\ldots,Nx-1 \).

What are the unknowns in the linear system?

  1. either \( u^n_i \) for \( i=1,\ldots,N_x-1 \) (all internal spatial mesh points)
  2. or \( u^n_i \), \( i=0,\ldots,N_x \) (all spatial points)
The linear system in matrix notation: $$ \begin{equation*} AU = b,\quad U=(u^n_0,\ldots,u^n_{N_x}) \end{equation*} $$

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