MAT 3310 Computational and Applied Mathematics

(2009-2010, Second Term)

Assignment 3

Due day: 5:00 p.m., 26 March (Friday).

1. Given the following problem:
(
3u00 (x) + u(x) = 1,
u(1) = 1, u(3) = 0,

1<x<3

(1)

(a) Derive the algorithm of the finite difference scheme for the above problem.
(b) Prove that the system you get in (a) is uniquely solvable.
(c) Solve the problem numerically by the algorithm in (a).
(d) Suppose u C 4 ([1, 3]), denote ei = u(xi ) ui , ~e = (e0 , e1 , , eN +1 )T , prove
k~ek

C(C + 1) 2
h
36

(2)

where C = max1x3 |u(x)|.

2. Given the boundary value problem
(
u00 (x) = cos x, 1 < x < 2
u(1) = 0, u0 (2) = 0,

(3)

(a) Derive the variational formulation of the above equation.

+1
(b) Let V h = span{hj (x)}N
j=0 be the piecewise linear finite element space on the
partition:
T h : 1 = x0 < x1 < < xN +1 = 2

of the interval [1, 2], where xj = 1+jh and h = 1/(N +1). Derive the algorithm
of the finite element method to get the approximation of u(x) in V h .
(c) Prove that the system you get in (b) is uniquely solvable.

(d) Write a program to realize the algorithm, and graph the error between its
numerical solution and exact solution.
3. Refer to question 2:
(a) The interpolant of u(x) is defined as
uI (x) =

N
+1
X

u(xj )hj (x),

(4)

j=0

and suppose u(x) C 2 [1, 2], prove

maxxj1 xxj |u0 (x) u0I (x)| hmaxxj1 xxj |u00 (x)|,
1
maxxj1 xxj |u(x) uI (x)| h2 maxxj1 xxj |u00 (x)|.
2
(b) Denote uh (x) =

N
+1
X

(5)
(6)

uh (xj )hj (x) the numerical solution of question 2, prove

j=0

that
ku uh ka Ch

(7)

where ku uh k2a = a(u uh , u uh ), C = max1x2 |u00 (x)|.

4. Given the following differential equation:
(
du
(t) 2u(t) = sin t,
dt
u(1) = 3.

1<t<5

(8)

(a) Formulate a finite difference scheme for the problem, where u0 (t) is approximated by the forward differencing.
(b) Compute a numerical solution with the scheme in (a), and graph the solution.
(c) Suppose u C 2 ([1, 5]), denote the error em = u(tm ) um , the mesh size
= tm+1 tm , clearly e0 = u(1) u0 = 0 , prove the following error estimate :
|em |

C
((1 + 2 )m 1),
4

(9)

Where C = max1t5 |u00 (t)|.

(d) Note that log(1 + 2 ) 2 , prove that
maxm |em | C 0 ,
with C 0 =

C 8
(e
4

1).

(10)