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Implicit Scheme

We obtain now \begin{equation*} u_{i,j-1}= -\alpha u_{i-1,j}+(1-2\alpha)u_{i,j}-\alpha u_{i+1,j}. \end{equation*} Here u_{i,j-1} is the only unknown quantity. Defining the matrix \mathbf{A} \begin{equation*} \mathbf{A}=\begin{bmatrix}1+2\alpha&-\alpha&0& 0 &\dots\\ -\alpha&1+2\alpha&-\alpha & 0 & \dots \\ \dots & \dots & \dots & \dots &\dots \\ \dots & \dots & \dots & \dots & -\alpha \\ 0 & 0 &\dots &-\alpha& 1+2\alpha\end{bmatrix}, \end{equation*} we can reformulate again the problem as a matrix-vector multiplication \begin{equation*} \mathbf{A}V_{j} = V_{j-1} \end{equation*}