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Numerical Partial Differential Equations 1 Homework 1

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Numerical Partial Differential Equations 1 Homework 1

(Due: Oct. 25, 2006)

1. Problem 1

Chapter 1, page 4, Example 1.1

2. Problem 2

Chapter 1, page 8, Exercise 1.1

3. Problem 3

Chapter 2, page 37, Exercise 2.2

4. Problem 4

Chapter 2, page 37, Exercise 2.3

5. Problem 5

Use (2.10) to write a program to solve the boundary value problem using the direct solver, cg method and inverse matrix:

u00(x) = f (x) for − 1 < x < 1 (1)

u(−1) = α, u(1) = β. (2)

Solve the problem with various grid sizes and the conditions below

• f(x) = 2, α = β = 1

• f(x) = 12x2, α = β = 1

• f(x) = ex, α = e−1, β = e1 Discuss the results.

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