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

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Damping of a discontinuity; Forward Euler scheme

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

results in the explicit updating formula $$ u^{n+1}_i = u^n_i + F\left( u^{n}_{i+1} - 2u^n_i + u^n_{i-1}\right) $$

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