Loading [MathJax]/extensions/TeX/boldsymbol.js
\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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Analysis of the Backward Euler scheme

\begin{equation*} [D_t^- u = \dfc D_xD_x u]^n_q\end{equation*} u^n_q = A^n e^{ikq\Delta x} A = (1 + 4F\sin^2p)^{-1} u^n_q = (1 + 4F\sin^2p)^{-n}e^{ikq\Delta x}

Stability: We see that |A| < 1 for all \Delta t>0 and that A>0 (no oscillations)

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