*3.2. Backward Difference Scheme*

The backward difference scheme for Equation (2) is given by

$$w\_{n,j-1} = -\alpha w\_{n+1,j} + (1+2\alpha)w\_{n,j} - \alpha w\_{n-1,j}.$$

This scheme is Backward in Time and Centered in Space (BTCS). This is an implicit and unconditionally stable scheme [22].
