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MATH20401(PDEs)

Tony Shardlow Problems Part III

1. Explain in your own words why is it important for a PDE to be well posed. 2. Prove that there is at most one solution to u (x) + u(x) = f (x), 3. Show that u = 0 is the unique solution of u (x) + u3 (x) = 0, u(0) = u(1) = 0. u (0) = u (1) = 0.

4. Consider the linear inhomogeneous second order two point BVP a(x)u (x) + b(x)u (x) = f (x), for some functions a, b, f . (a) If a(x) > 0 and f (x) > 0 for x [0, 1], show that u(x) attains its maximum value at one of the two end points x = 0, 1. (b) By substituting v(x) = u(x) + ex , show if a(x) > 0 and f (x) 0 that u(x) attains its maximum value at one of the two end points x = 0, 1. (c) Let u satisfy a(x)u + b(x)u =0, u(0) = , Show that |u(x)| max{||, ||}. 5. Let u satisfy a(x)u (x) + b(x)u (x) =f (x), u (0) = + , u (1) = + . u(1) = . 0x1

Suppose that a(x) > 0 for x [0, 1]. Show that |e(x)| = |u0 (x) u (x)| | | for 0 x 1. 6. Consider the wave equation utt =uxx u(0, t) =g(t), u(x, 0) =u0 (x), u(1, t) = h(t), ux (x, 0) = u1 (x), t>0 x [0, 1]

for given functions g(t), h(t) and u0 (x), u1 (x). (a) Let
1

E(u, t) =
0

ut (x, t)2 + ux (x, t)2 dx


1 0

and show that d E(u, t) = 2 dt

ux (x, t)ut (x, t) dx. x

(b) Show that the solution to the above wave equation is unique. MATH20401(PDEs): Problem Sheet III: Page 1

7. Let u(x) = ex . Compute the nite dierence approximations (u(x + h) u(x h))/2h and (u(x + h) u(x))/h to u (0) at x = 0 for h = 0.1, 0.01. Which is the most accurate? We write e = O(hk ) if there exists a constant C such that |e| C|h|k as h 0. By using Taylors Theorem, show that u (x) = and u (x) = 8. For a spacing h, let 2 (x) = u(x + h) + u(x h) 2u(x), D2 (x) = u(x + 5h) + 5u(x h) 6u(x) . 15 u(x + h) u(x h) + O(h2 ) 2h u(x + h) u(x) + O(h). h

Consider approximating u (x) by 2 (x)/h2 and by D2 (x)/h2 . (a) Compute 2 (0)/h2 and D2 (0)/h2 for u(x) = ex and h = 0.1. Which is most accurate? (b) Show that 2 (x)/h2 is a second order accurate approximation to u (x). That is, prove 2 (x)/h2 = u (x) + O(h2 ). (c) Show that D2 (x)/h2 is a rst order accurate approximation to u (x). That is, prove D2 (x)/h2 = u (x) + O(h). 9. Forw > 0, let u be the solution of d2 u du +w = 0, with u(0) = 1, u(1) = 0. (1) dx2 dx (a) Derive a centered dierence approximation to u on grid xj = jh for j = 0, . . . , n and h = 1/n. Dene the truncation error Tj and show that the truncation error |Tj | = O(h2 ). (b) Write down the problem as a linear system of equations Ax = f , where the matrix A and vectors f and x should be specied. 10. Consider d2 u du = f (x), 0 < x 1, with u(0) = 0, (1) = 0 dx2 dx Derive the centred nite dierence approximation and formulate as linear system of equations Au = f , where u = [u1 , . . . , un ]T . HINT: add an extra grid point at xn+1 and approximate u (1) with a centered nite dierence. In the case n = 3 and f = 1, solve the resulting linear system of equations to nd approximation at the grid points. 11. Let u be the solution of d2 u = f (x), with u(0) = 1, u(1) = 0. (2) dx2 For a uniformly spaced grid xj = jh for j = 0, . . . , n and h = 1/n, the centred nite dierence approximation uj to u(xj ) is the solution to 1 2 uj = fj , h2 j = 1, . . . , n 1

where 2 uj = 2uj + uj1 + uj+1 . Prove that the solution of the linear system for uj is unique. MATH20401(PDEs): Problem Sheet III: Page 2

12. Consider the radially symmetric diusion problem: nd u(r) satisfying d2 u 1 du = 4, dr2 r dr r (0, 1),

with boundary conditions u(0) = 1 and u(1) = 0. (a) For a spacing h = 1/n, let rj = jh for j = 0, . . . , n and derive the centred nite dierence approximation uj for u(rj ). (b) Write down a linear system of equations Au = f for u = [u1 , . . . , un1 ]T , where the matrix A and vector f should be dened. (c) Let h = 1/3 and nd the approximation uj to u(rj ) for j = 1, 2. (d) Solve the dierential equation to nd the exact solution and compare with the numerical solution. 13. For the PDE in question 8., write down the upwind nite dierence approximation. (a) Show that the truncation error Tj satises |Tj | = O(h). (b) By using the discrete maximum principle, show that the upwind nite dierence method is stable Prove that the global error |u(x) uj | = O(h).

MATH20401(PDEs): Problem Sheet III: Page 3