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

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Finite difference discretization in a 2D problem

$$ u_t = \nabla\cdot(\dfc(u)\nabla u) + f(u)$$

Backward Euler in time, centered differences in space: $$ [D_t^- u = D_x\overline{\dfc(u)}^xD_x u + D_y\overline{\dfc(u)}^yD_y u + f(u)]_{i,j}^n $$ $$ \begin{align*} u^n_{i,j} &- \frac{\Delta t}{h^2}( \half(\dfc(u_{i,j}^n) + \dfc(u_{i+1,j}^n))(u_{i+1,j}^n-u_{i,j}^n)\\ &\quad - \half(\dfc(u_{i-1,j}^n) + \dfc(u_{i,j}^n))(u_{i,j}^n-u_{i-1,j}^n) \\ &\quad + \half(\dfc(u_{i,j}^n) + \dfc(u_{i,j+1}^n))(u_{i,j+1}^n-u_{i,j}^n)\\ &\quad - \half(\dfc(u_{i,j-1}^n) + \dfc(u_{i,j}^n))(u_{i,j}^n-u_{i-1,j-1}^n)) - \Delta tf(u_{i,j}^n) = u^{n-1}_{i,j} \end{align*} $$

Nonlinear algebraic system on the form \( A(u)u=b(u) \)

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