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Q1
(a) 7 marks
(b) 13 marks
(a)
Given
the
heat
equation
ut ! u xx , 0
x 1, t"0
with
conditions
u 0, t ! u 1, t ! 0 and u ( x, 0) ! sin T x . By using explicit finite-difference method, find the approximate solution to the heat equation for x ! 0 to 1 and t e 0.04 only. Take (x ! 0.2 , (t ! 0.02 .
(b)
x 1, 0 t and
u 0, t ! u 1, t ! 0, 0 e t e 0.3
u ( x, 0) ! sin T x, ut x ! 0, for 0 e x e 1 . By taking h ! (x ! 0.2 and k ! (t ! 0.1 , solve for u by using explicit finite-difference method.
Q2
(Final Exam Sem II 08/09) (a) 9 marks (a) and (b) are compulsory, (c) is an optional
(b) 11 marks
(b) 11 marks
(a)
A string is tightly stretched between x = 0 and x = L and is initially at rest. Each point of the string is given an initial velocity of T x y t ( x,0) ! Q sin 3 . L Find numerically the displacement of the string with time t = 0 (0.5) 1.0, assuming ytt ! E 2 y xx , 0 e x e L by taking E = 1, Q = 1, (x = 0.5 and L = 3.0 .
(b)
Given the Poissons equation u xx u yy ! 8 x 2 y 2 , with boundary conditions u ( x, 0) ! u ( x,1) ! u (0, y) ! u (1, y) ! 0 for 0 x 1 and 0 y 1 . By taking (x = (y = 1/3, use finite-difference method to derive a system of linear equations that approximate the solution for the square region. (Do NOT solve the system)
with boundary conditions, u (0, t ) ! 20e t and u (1, t ) ! 60e 2 t for t " 0 and initial condition u ( x,0) ! 20 40 x for 0 e x e 1. By using implicit Crank-Nicolson method, solve the heat equation at first level only for t e 0.1 by taking (x ! h ! 0.25 , and (t ! k ! 0.1 using your calculator.
Q3
(a) 13 marks
(b) 7 marks
(a)
Let y ( x, t ) denotes displacement of a vibrating string. If T is the tension in the string, [ is the weight per unit length, and g is acceleration due to gravity, then y satisfies the equation x 2 y Tg x 2 y , 0 ! [ xx 2 xt 2 x 6 , t " 0.
Suppose a particular string is 6 feet long and is fixed at both ends. By taking T ! 32 pounds, [ ! 0.01 pounds/foot and g ! 32 feet/seconds, use the finitedifference method to solve for y up to level 2 only. The initial conditions are x 0e xe3 , y ( x , 0) ! 6 6 x , 3e xe6 6 xy ( x , 0) ! xx 6 . xt
and
(b)
with boundary condition u (0, t ) ! 0 and u (1, t ) ! t and initial condition, u ( x, 0) ! x(1 x) . By using explicit finite-difference method, solve the heat equation up to first level only (t e 0.01) by taking (x ! h ! 0.2 and (t ! k ! 0.01 .
3 Q4 (Final Exam Sem II 07/08) (a) 11 marks (a) is compulsory, (b) is an optional (b) 10 marks
(a)
Let u x, t be the displacement distribution of particles of a vibrating string of unit length fixed at both ends. At time t ! 0 second, the position of particles are given by xu u x, 0 ! x 1 x , x,0 ! 0, for 0 e x e 1 . xt Solve the wave equation x 2u x 2u ! c 2 2 , 0 e x e 1, t u 0, and c ! 1, xt 2 xx for 0 e t e 0.1 with h ! (x ! 0.2 and k ! (t ! 0.1 by using finite-difference method.
(b)
Given the heat conduction equation ut ! E u xx , 0 with boundary conditions, u 0, t ! u 1, t ! 0 for t u 0 and initial condition, u x, 0 ! sin T x for 0 e x e 1 where u x, t is temperature and E ! k is thermal diffusivity. By using implicit V cv Crank-Nicolson Method, derive a system of linear equations to solve the heat equation for 0 e t e 0.8 by taking (x ! h ! 0.25 , and (t ! k ! 0.08 .Do NOT solve the obtained system of linear equations. x 1, t " 0, E ! T
Q5
(Final Exam Sem I 07/08) (a) 9 marks (a) is compulsory, (b) is an optional
(b) 13 marks
(a)
xu x 2u ! E 2 , 0 x 1 , t " 0 with the boundary xt xx conditions u (0, t ) ! u (1, t ) ! 1 for t " 0 and the initial conditions, u ( x,0) ! e x (1 x ) for 0 e x e 1 . By using implicit Crank-Nicolson method, find u (x, 0.01) by taking h ! (x ! 0.2 , k ! (t ! 0.01 and E ! 0.5. Do not solve the system. Given the heat equation
4 (b) A 6 cm and 5 cm rectangular silver plate has being heat uniformly generated at each point at the rate q ! 1.5 cal/cm3s . Let x represent the distance along the edge of the plate of length 6 cm and y be the distance along the edge of the plate of length 5 cm. Suppose that the temperature u along the edges is kept as the following temperatures: u ( x,0) ! x(6 x) , u (0, y ) ! y (5 y ) , u ( x,5) ! 0 u (6, y ) ! 0
0e xe6 0e ye5
where the origin lies at a corner of a plate with coordinates (0,0) and the edge lie along the positive x -axis and y -axis. The steady state temperature u ! u ( x, y ) satisfies Poissons equation: x 2u x 2u q 2 ! , 2 xx xy K
0 x 6,
5,
where K , the thermal conductivity, is 1.04 cal/(cm)(degree)(s) . Use the finite difference method with h ! 1.5 and k ! 2.5 to approximate the temperature u ( x, y ) .
Q6
(Final Exam Sem II 06/07) (a) 9 marks (a) is compulsory, (b) is an optional
(b) 20 marks
(a)
xu x 2u ! E 2 , 0 x 4 , t " 0 with the boundary xt xx 2 conditions u (0 , t ) ! t ln 2t and u (4 , t ) ! t 2 for t " 0 and the initial conditions, Given the heat equation x 0 e x e 2, , u ( x,0) ! 4 x, 2 e x e 4. By using the implicit Crank-Nicolson method, solve the heat equation at first level only (t e 0.2) by taking h ! (x ! 1 , k ! (t ! 0.2 and E ! 1.
(b)
Given the wave equation, x 2u x 2u !4 2 xt 2 xx over the region, R ! _ x, y ) : 0 e x e 1 , 0 e t e 0.4a with the boundary conditions ( u (0 , t ) ! 0 and u (1 , t ) ! 3.125 ,
5 and the initial conditions 1 5 x for 0 e x e , 2 2 u ( x,0) ! 30 x 5 for 1 e x e 1, 8 2 Let h ! (x ! 0.25 and k ! (t ! 0.2 . (i) (ii) Sketch the grid for the problem and show all the boundary values in the diagram. Solve for u ( x, t ) by using the finite-difference method.
and
u t ( x,0) ! 0, for 0 e x e 1 .
Q7
(Final Exam Sem I 05/06) (a) 11 marks (a) and (b) are compulsory, (c) is an optional
(b) 12 marks
(c) 13 marks
(a)
u 1, t ! t ,
for t u 0 for 0 e x e 1
Find u x, 0.125 by using implicit Crank-Nicolson Method from x ! 0.25 to x ! 0.75 with (x ! h ! 0.25 and (t ! k ! 0.125 .
(b)
Consider wave equation 9utt ! 4u xx , t " 0, 0 with conditions u 0, t
! u T , t
! 0 u x, 0
! sin x and ut x, 0
! sin x . By taking h ! (x !
2
x T
for t u 0 for 0 e x e T
The boundary values in this problem are u x, 0 ! u x,1 ! x 1 x , u 0, y ! 0, u 1, y ! sin 2T y , Assume h ! (x ! for 0 e x e 1, for 0 e y e 1.
1 1 and k ! (y ! , obtain a system of linear equations in matrix 3 3 form generated here. Do NOT solve the system.
Q8
(Final Exam Sem II 04/05) (a) 15 marks (a) is compulsory, (b) and (c) are optional
(b) 14 marks
(c) 6 marks
(a)
Find the solution of the wave equation with step size h ! k ! 0.5 x 2u x 2u !2 2, 0 xt 2 xx subject to the boundary conditions : u 0, t ! u 2, t ! 0 for 0 e t e 1 And the initial conditions : u x, 0 ! sin T x xu x, 0 !0 xt , 0e xe2 , 0e xe2 x 2, t " 0
(b)
Referring to the following elliptic equation u xx u yy ! f x, y over the region 0 x a and 0 y b . Given that a ! b ! 1.2 , f x, y ! 0 , h ! k ! 0.4 and the boundary conditions : u (0, y) ! 150, u (a, y ) ! 300 , u ( x, 0) ! 50, u ( x, b) ! 400 Show that 4 1 1 0 0 4 1 1 1 4 0 1 0 1 1 4 u1,1 200 u1,2 ! 350 u2,1 550 u 700 2,2
Q9
(a) 8 marks
(b) 12 marks
(a)
Given the heat equation, xu x 2u ! 0.5 2 , 0 e x e 1, t " 0, xt xx with the boundary conditions : u 0, t ! u 1, t ! 1 for t " 0, and initial conditions : u x, 0 ! e x1 x , 0 e x e 1.
Find u x, 0.001 and u x, 0.002 by using explicit finite difference method, for x ! 0.1 to x ! 0.9 with h ! (x ! 0.1 .
(b)
Given the wave equation, x 2u x 2u , 0 ! xt 2 xx 2 with the boundary conditions, u 0, t ! u 1, t ! 0, and the initial conditions, u x, 0 ! sin T x ut x, 0 ! 0 , 0 e x e 1, , 0 e x e 1. t " 0, x 1, t " 0 ,
Assuming h ! (x ! 0.2 and k ! (t ! 0.1 , solve for u at the first level only by using finite difference method.
8 Q10 Consider the Laplace equation : x 2u x 2u !0 xx 2 xy 2 with boundary conditions that are shown by Figure 1 below :
y u!0 0.75 u !0 u !0
a, b
u ! ln 1 x
0.75
Show that
4 1 1 0 1 0 4 1 1 4 0 1 0 1 1 4