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

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Detailed expressions for the matrix entries

The nonzero elements are given by $$ \begin{align} A_{i,i-1} &= -F_o\\ A_{i,i} &= 1+ 2F_o\\ A_{i,i+1} &= -F_o \end{align} $$

for \( i=1,\ldots,N_x-1 \).

The equations for the boundary points correspond to $$ A_{0,0} = 1,\quad A_{0,1} = 0,\quad A_{N_x,N_x-1} = 0,\quad A_{N_x,N_x} = 1 $$

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