$$ \newcommand{\uex}{{u_{\small\mbox{e}}}} \newcommand{\half}{\frac{1}{2}} \newcommand{\halfi}{{1/2}} \newcommand{\xpoint}{\boldsymbol{x}} \newcommand{\normalvec}{\boldsymbol{n}} \newcommand{\Oof}[1]{\mathcal{O}(#1)} \newcommand{\Ix}{\mathcal{I}_x} \newcommand{\Iy}{\mathcal{I}_y} \newcommand{\It}{\mathcal{I}_t} \newcommand{\setb}[1]{#1^0} % set begin \newcommand{\sete}[1]{#1^{-1}} % set end \newcommand{\setl}[1]{#1^-} \newcommand{\setr}[1]{#1^+} \newcommand{\seti}[1]{#1^i} \newcommand{\Real}{\mathbb{R}} $$

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Neumann condition and a variable coefficient

Consider \( \partial u/\partial x=0 \) at \( x=L=N_x\Delta x \): $$ \frac{u_{i+1}^{n} - u_{i-1}^n}{2\Delta x} = 0\quad u_{i+1}^n = u_{i-1}^n, \quad i=N_x $$

Insert \( u_{i+1}^n=u_{i-1}^n \) in the stencil (30) for \( i=N_x \) and obtain $$ u^{n+1}_i \approx - u_i^{n-1} + 2u_i^n + \left(\frac{\Delta x}{\Delta t}\right)^2 2q_{i}(u_{i-1}^n - u_{i}^n) + \Delta t^2 f^n_i $$

(We have used \( q_{i+\half} + q_{i-\half}\approx 2q_i \).)

Alternative: assume \( dq/dx=0 \) (simpler).

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