The (m 1) (m 1) tridiagonal matrix is involved in the Backward Difference method

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The (m ˆ’ 1) × (m ˆ’ 1) tridiagonal matrix
1+ 2a 1+2a -a A = 1+ 2a

is involved in the Backward Difference method to solve the heat equation. For the stability of the method we need ρ(Aˆ’1) a. α = 1 / 4
b. α = 1 / 2
c. α = 3/4
When is the method stable?

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Numerical Analysis

ISBN: 978-0538733519

9th edition

Authors: Richard L. Burden, J. Douglas Faires

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