Indian Institute of Technology, Bombay

MA 540 - Spring 2017: Tutorial Sheet 1

2017-18
(1) Develop a finite difference scheme for the following two point boundary value problem with
homogeneous Dirchlet boundary conditions
−u00 + bu0 = f (x), x ∈ (0, 1), (b > 0)
using uniform partition and by replacing u00 as well as u0 by central difference quotients. Find
a relation between b and the mesh size h so that the resulting matrix is strictly diagonally
dominant. Discuss the local truncation error.
(2) Let a < 0 and consider the numerical scheme ∂t+ Ujk + a∂x+ Ujk = 0 for the transport equation.
Prove that the scheme is stable under appropriate conditions on ∆t and ∆x and prove an
error estimate.
(3) Discuss the consistency, stability and convergence of the leap-frog scheme and Lax Friedrich’s
scheme for the transport equation.
(4) Show that the following modified Lax-Friedrichs scheme for the transport equation ut +aux =
0 given by
1 k aλ
Ujk+1 = (Uj+1 k
+ Uj−1 )− (U k − Uj−1k
)
2 1 + (aλ)2 j+1
is stable for all values of λ.
(5) Under appropriate assumptions on the discretization parameters, compare the FTCS scheme
for the transport and heat equations (Are the schemes stable, consistent and do they con-
verge?).
(6) Show by constructing appropriate initial data that the difference scheme Ujk+1 = Ujk +µ(Ujk −
k
Uj−1 ) with µ = a∆t/∆x for transport equation is unstable if µ > 1.