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Numerisk Behandling av Dierentialekvationer I

Thursday 2008-12-18 kl 813

No means of help allowed. To pass 13 credits of max 27 is needed, provided enough credits

have been achieved at the labs (at least 18) and the project (at least 1).

1. Assume that the n n matrix A is diagonalizable with eigenvalues in the diagonal matrix

D and the corresponding eigenvectors as columns in the matris S.

(1) a) What is the denition of the exponential matrix eAt ?

(2) b) Calculate eAt when

A=

1 0

2 2

(2) c) In the denition of eAt , nothing is said about the lengths of the eigenvectors of

A. Verify that eAt does not depend on the lengths of the eigenvectors.

2. Given a dierential equation and a corresponding approximating dierence equation

du

d2 u

= 0,

+

dx2

dx

2 un

un

=0

+

h2

h

and the stepsize h > 0.

(1) a) For which values of is the dierential equation stable?

(2) b) What is the characteristic equation of the dierential equation and what is the

characteristic equation of the dierence equation given above?

(2) c) For which values of h is the dierence equation stable?

(3) 3. Derive an unsymmetric dierence approximation formula y (0) = ay(h) + by(0) +

cy(h) + dy(2h) + O(hp ) being of highest possible order p. It is enough to present the

system of equations dening a, b, c and d. For full credit also compute p.

(2) 4. What is meant by an upwind scheme for solving the advection equation? (a > 0)

u

u

+a

=0

t

x

Which are the characteristics when a = 2?

5. Given the parabolic problem

2u

u

=

,

t

x2

u(x, 0) = f (x),

u(0, t) = u(1, t) = 0,

0 x 1, t > 0

Discretization of the problem will lead to an initial value problem for a linear system of

ODEs.

(x, t) = nk=1 ak (t)k (x) and

describe the matrices and vectors in the ODE-system for the coecients ak (t).

b) (2) Present the Method of Lines (MoL), describe the matrices and vectors in the

ODE-system and show the recursion formula when the trapezoidal method is used

to solve the ODE-system.

6. The following PDE models the temperature T (z, r) of a liquid being transported in a

cylindrical tube with radius R and length L. The liquid is heated by the wall and the heat

energy is transported by convection in the z-direction and diusion in the r-direction.

Dr (

T

2T

1 T

)v

= 0,

+

2

r

r r

z

0 r R, 0 z L

(1a)

T (R, z) = T0 ,

T

(0, z) = 0, 0 z L,

r

T (r, 0) = 0, 0 r R

(1b)

(1) a) What kind of PDE is this, parabolic, elliptic or hyperbolic?

(4) b) Introduce a suitable notation and a suitable grid with constant stepsize in the

r-direction to formulate the Method of Lines (MoL) for the problem. Be careful

to mention which dierence approximations have been used and their order of

accuracy. When some of the BCs have been discretized and inserted into the ODEsystem, it will be of the form

dT

= AT + b

(2)

dz

What is A and b for this problem? Finally what is the initial vector of the ODEsystem (2)?

(3) c) Assume that the problem is changed so that heat is transported with diusion

also in the z-direction, i.e. the PDE is changed to

Dr (

2T

1 T

T

2T

)

+

D

=0

+

v

z

r 2

r r

z 2

z

(3)

hyperbolic? Suggest a modication of the BCs given in (1b) suitable for this problem

(hint: one BC is missing). If the PDE-problem (3) is treated numerically, what kind

of numerical method should be used after discretization? (You dont have to present

the discretization but just give a brief description of how the problem (3) turns

into a numerical problem and what method should be used to solve the problem

eciently).

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