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

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Damping of a discontinuity; Backward Euler scheme

Discrete model: $$ [D_t^- u = \dfc D_xD_x]^n_i $$

results in a (tridiagonal) linear system $$ - F u^n_{i-1} + \left(1+ 2F \right) u^{n}_i - F u^n_{i+1} = u_{i-1}^{n-1} $$

where $$ F = \dfc\frac{\Delta t}{\Delta x^2} $$

is the mesh Fourier number

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