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with initial condition u(x, 0) = u0 (x) for 0 x 1. Show that E(t) is decreasing, where 1 E(t) = 0 u(x, t)2 dx. Hence prove that the PDE problem has at most one solution. 2. For a time step k , dene the explicit Euler approximations Xn to the solution X(t) of dX = f (X), dt at t = nk , where X0 is given. For the case f (X) = X 2 and X0 = 1, determine the exact solution X(t) and the explicit Euler approximation at t = 0.2 with time step k = 0.1. Compute the error in approximating X(0.2) by the explicit Euler method for k = 0.1. 3. The solution X(t) to the ODE dX = f (X), dt X(0) = X0 , X(0) = X0

where f : R R, can be approximated by X(tn ) Xn , where tn = nk and Xn+1 = Xn + kf ((Xn + Xn+1 )/2). This is known as the trapezoidal method. (a) Let f (X) = X and X0 = 2. Compute the approximation by the trapezoidal method to X(1) with time step k = 0.2 and k = 0.1. Compare with the exact solution. (b) The linear test equation is the case f (X) = X , for parameter . Find all values of k such that |Xn | 0 as n . Sketch the region k in the complex plane. (c) Is the trapezoidal method implicit or explicit? 4. Consider the following PDE on x [0, 1] ut = uxx u, ux (0, t) = ux (1, t) = 0

with initial condition u(x, 0) = u0 (x). Assume u(x, t) can be written as the series

u(x, t) =

j=0

uj (t) cos(jx),

for some uj (t). (a) Derive a system of ODEs for uj (t). (b) Find the initial condition for uj (0) as an integral involving u0 (x). (c) Describe the methods of lines approximation for the above PDE. In particular, describe the explicit Euler method and why the implicit Euler method is preferred in practical computations. MATH20401(PDEs): Problem Sheet IV: Page 1

5. Let u(x, t) satisfy the heat equation: ut = uxx , 0 < x < 1, t > 0,

subject to u(0, t) = 0 = u(1, t) for t > 0, and the initial condition u(x, 0) = u0 (x). (a) Consider the initial condition u0 (x) = sin (x) + sin (3x). Take six intervals in space and the timestep k = 0.002 and apply the explicit nite dierence scheme to approximate to u(xj , 0.002). Compare the nite dierence solution with the exact solution at the grid points given by separation of variables: u(x, t) = e t sin (x) + e9 t sin (3x) . (b) If the ratio = k/h2 is xed, show that the truncation error of the explicit nite dierence scheme satises |Tjm | = O(k), so that the consistency is rst order. 6. Consider the explicit nite dierence method for the heat equation um+1 um = um 2um + um j j1 j j+1 j um =um = 0, 0 n where = k/h2 and h = 1/n and j = 1, . . . , n 1 and m = 0, 1, . . . . We know from class that the method is stable if 1 2 0. We show this condition is necessary. (a) For N = n 1, let um = am sin(jN h). j By substituting um into the nite dierence method, show that um is a solution if j j am satises am+1 am = 2(cos N h 1)am . (b) By considering the limit of cos N h as h 0, show that am if am = 0 and > 1/2. 7. Let u(x, t) satisfy the heat equation: ut = uxx , 0 < x < 1, t > 0,

2 2

subject to u(0, t) = 0 = u(1, t) for t > 0, and the initial condition u(x, 0) = u0 (x). If the ratio = k/h2 is xed, show that the truncation error of the implicit nite dierence scheme satises |Tjm | = O(k). 8. Determine whether or not the nite dierence scheme 1 m+1 1 (uj um1 ) = 2 um (um+1 + um1 ) + um j+1 j1 j j j 2k h is consistent with the heat equation in the two cases of being the xed ratio satisfying (a) = k/h. (b) = k/h2 .

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