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The algorithm

  1. Compute u^0_i=I(x_i) for i=0,\ldots,N_x
  2. Compute u^1_i by (10) and set u_i^1=0 for the boundary points i=0 and i=N_x , for n=1,2,\ldots,N-1 ,
  3. For each time level n=1,2,\ldots,N_t-1
    1. apply (9) to find u^{n+1}_i for i=1,\ldots,N_x-1
    2. set u^{n+1}_i=0 for the boundary points i=0 , i=N_x .

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