Past exam of the mathematics course of the University of Cambridge / 2018 / ii / Paper 3 / 41E / a / Solution

Let ${\delta }_x^2{u}_m=u_{m-1}-2u_m+u_{m+1}$. For an exact smooth solution of the diffusion equation, the second-order central difference givesSince the Courant number $\mu =k/h^2$ is fixed, $h^2=O(k)$. Taylor expansion in time givesUsing $u_t=u_{xx}$ and $u_{tt}=u_{xxt}$ cancels the leading terms. Because $k{h}^2=O(k^2)$, the residual, and hence the local truncation error in the convention of the question, is