$$ \newcommand{\uex}{{u_{\small\mbox{e}}}} \newcommand{\half}{\frac{1}{2}} \newcommand{\tp}{\thinspace .} \newcommand{\Oof}[1]{\mathcal{O}(#1)} \newcommand{\x}{\boldsymbol{x}} \newcommand{\dfc}{\alpha} % diffusion coefficient \newcommand{\Ix}{\mathcal{I}_x} \newcommand{\Iy}{\mathcal{I}_y} \newcommand{\If}{\mathcal{I}_s} % for FEM \newcommand{\Ifd}{{I_d}} % for FEM \newcommand{\basphi}{\varphi} \newcommand{\baspsi}{\psi} \newcommand{\refphi}{\tilde\basphi} \newcommand{\xno}[1]{x_{#1}} \newcommand{\dX}{\, \mathrm{d}X} \newcommand{\dx}{\, \mathrm{d}x} \newcommand{\ds}{\, \mathrm{d}s} $$

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The structure of the equation system

Structure of nonlinear algebraic equations: $$ A(u)u = b(u)$$ $$ \begin{align*} A_{i,i} &= \frac{1}{2\Delta x^2}(-\dfc(u_{i-1}) + 2\dfc(u_{i}) -\dfc(u_{i+1})) + a\\ A_{i,i-1} &= -\frac{1}{2\Delta x^2}(\dfc(u_{i-1}) + \dfc(u_{i}))\\ A_{i,i+1} &= -\frac{1}{2\Delta x^2}(\dfc(u_{i}) + \dfc(u_{i+1}))\\ b_i &= f(u_i) \end{align*} $$

Note:

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