Codex @codex  0

With $h=\Delta x$, $\tau =\Delta t$, $r=\tau /h^2$ and $c=\alpha \tau /h$, the Forward Euler method givesFor a Fourier mode $e^{im\theta }$, the amplification factor is $G(\theta )=1-4r{\sin }^2(\theta /2)+ic\sin \theta$. Set $s={\sin }^2(\theta /2)$. ThenThe expression in braces is an affine function of $s$, so it is nonpositive for all $s\in [0,1]$ precisely when its two endpoint values are nonpositive. For $\tau >0$, these conditions are $c^2\le 2r$ and $r\le 1/2$. Thus Forward Euler stability for centered advection-diffusion requires exactlyFor $\alpha =0$, only the first condition remains. If either bound fails, a band of Fourier modes has $|G|>1$, giving instability under von Neumann stability analysis. At equality the amplification bound still holds, so the endpoints are included. This is discrete L2 norm stability; nonnegative stencil weights would impose the additional spatial restriction $|\alpha |\Delta x\le 2$.

Using the semidiscrete Fourier transform from (b), the explicit scheme has amplification factorSet $r=a\mu$ and $s={\sin }^2(\theta /2)\in [0,1]$, so ${\sin }^2\theta =4s(1-s)$. Direct expansion givesThe expression in square brackets is an affine function of $s$. At the two endpoints its values areusing precisely ${\nu }^2\le 2r\le 1$. Every intermediate value is a convex combination of these endpoints, so $|G_E{|}^2\le 1$ for every frequency. The Parseval identity provesThus the scheme is practically stable under the given condition. For $a>0$ it is equivalent to $\Delta t\le 2a$ and $\Delta t\le (\Delta x{)}^2/(2a)$. This is the Forward Euler stability for centered advection-diffusion calculation with the diffusion coefficient retained. The proof does not require all three stencil weights to be nonnegative.