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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

Let $U_m^n=u(mh,nk)$ be the sampled exact solution and let $A_h$ denote the update matrix of the Forward Euler diffusion scheme. For $0\le \mu \le 1/2$,is a convex combination, with the homogeneous boundary values included. ThereforeThis is the parabolic discrete maximum principle and proves max-norm stability directly.

The Taylor theorem and the second-order central difference give the exact-grid residualfor a sufficiently smooth solution on a fixed interval $0\le t\le T$. If $e^n=U^n-u^n$, thenIteration for $nk\le T$ yieldsThus $\mu \le 1/2$ implies convergence when the initial grid values converge to the initial data.

Here $\Delta x=1/M$ and periodic indexing is taken modulo $2M$. The second-order central difference matrix is the real symmetric circulant matrixSince $V$ is real diagonal, $H=A-V$ is Hermitian. Therefore $iH$ is skew-Hermitian, and