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

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Newton's method (1)

Need to evaluate \( F_i(u^{-}) \): $$ F_i \approx \hat F_i = \int_\Omega (u^{-}\baspsi_i + \Delta t\,\dfc(u^{-}) \nabla u^{-}\cdot\nabla \baspsi_i - \Delta t f(u^{-})\baspsi_i - u^{(1)}\baspsi_i)\dx $$

To compute the Jacobian we need $$ \begin{align*} \frac{\partial u}{\partial c_j} &= \sum_k\frac{\partial}{\partial c_j} c_k\baspsi_k = \baspsi_j\\ \frac{\partial \nabla u}{\partial c_j} &= \sum_k\frac{\partial}{\partial c_j} c_k\nabla \baspsi_k = \nabla \baspsi_j \end{align*} $$

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