Suppose instead of (14 16) on page 294, we had chosen the scheme where the last term in parenthesis is with respect to time (m 1) Prove that this scheme is still explicit and use a martingale argument to show that the stability condition (14 23) on page 295, as well as the additional condition 2 n ...

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Suppose instead of (14.16) on page 294, we had chosen the scheme where the last term in

Question:

Suppose instead of (14.16) on page 294, we had chosen the scheme

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where the last term in parenthesis is with respect to time τ = (m + 1)Δτ. Prove that this scheme is still explicit and use a martingale argument to show that the stability condition (14.23) on page 295, as well as the additional condition σ²_n≥ b have to hold, in order for the scheme to be consistent.

(14.16)

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