Write . The update can be rearranged as
When , the right side is a convex combination of old values: its coefficients are nonnegative and sum to one. Assume all old values lie in . A new maximum is interior because boundary values are zero and . At its node the left side is at least , while the right side is at most , a contradiction. A new minimum similarly makes the left side at most and the right side at least , again a contradiction.
The initial values satisfy the bounds by construction; mathematical induction proves
The new-time matrix is a strictly diagonally dominant matrix with positive diagonal and nonpositive off-diagonal entries, so the linear update is uniquely solvable. This Crank-Nicolson maximum principle under a step restriction concerns preservation of value bounds, which is a stronger requirement than scalar A-stability.
For nonnegative initial data, . The proved Crank-Nicolson maximum principle under a step restriction immediately gives for all indices. For nonpositive initial data, and the same bound gives . Equivalently, apply positivity to , since the finite difference method is linear and has homogeneous Dirichlet boundary conditions. Both conclusions use .