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
Analysis of the Crank-Nicolson scheme
The scheme
[D_t u = \dfc D_xD_x \overline{u}^x]^{n+\half}_q
leads to
A = \frac{ 1 - 2F\sin^2p}{1 + 2F\sin^2p}
u^n_q = \left(\frac{ 1 - 2F\sin^2p}{1 + 2F\sin^2p}\right)^ne^{ikp\Delta x}
Stability:
The criteria A>-1 and A < 1 are fulfilled for any \Delta t >0