MATH 582 Problems -----------------------

Problem #1

HW 4.2.1 Write a code to solve the heat equation, (4.2.10)-(4.2.13) with the explicit scheme (4.2.5)-(4.2.9) where nu = 1. Use Mx = My = 20, Delta t = 0.0005 and compare true and approximate solutions at t = 0.06, 0.1, and 0.9. Next use Delta t = 0.001 and finally use Mx = 10 and My = 20.

Problem #2

HW 4.2.7 Write a code to solve the heat equation, (4.2.14)-(4.2.17) with the explicit scheme (4.2.5)-(4.2.9) where nu = 1. Note the Neumann boundary condition. Use Mx = My = 10, Delta t = 0.001 and compare true and approximate solutions at t = 0.06, 0.1, and 0.9. Use a second-order approximation to the Neumann boundary condition.

Problem #3

Show that the explicit scheme (4.2.5) is consistent of order (2,2,1) (thus O(Delta x^2) + O(Delta y^2) + O(Delta t)) both pointwise and in sup-norm.

Problem #4

HW 4.3.2 Discuss the stability of the scheme in HW 4.3.2 for the two-dimensional pure initial-value advection-diffusion equation.

Problem #5

HW 4.3.4 Discuss the stability of the two-dimensional Crank-Nicolson scheme for the initial-boundary-value heat equation.

Problem #6

HW 4.4.11 Show that the three-dimensional Peaceman-Rachford scheme in (4.4.102)-(4.4.104) is conditionally stable.

Problem #7

HW 5.3.3 Verify that the explicit MacCormack scheme is equivalent to the explicit Lax-Wendroff scheme (hence stability and consistency results follow).

Problem #8

HW 5.4.5 Verify the consistency and stability properties of the implicit Lax-Wendroff scheme.

Problem #9

HW 5.7.1 Use the CFL condition to obtain necessary conditions for the convergence of the Lax-Friedrichs, Beam-Warming, and MacCormack methods.

Problem #10

HW 5.8.1 For the upwind scheme applied to the two-dimensional one-way wave equation plot the modulus of the symbol for R_x and R_y satisfying R_x + R_y < 1. Assume that a and b are greater than zero.

Problem #11

HW 6.2.2 Analyze the properties of the standard implicit method for the hyperbolic system of partial differential equations given in (6.2.38).

Problem #12

HW 6.2.6 Analyze the stability of the explicit flux split scheme (6.2.61).

Problem #13

HW 6.3.1 Determine the assignment of the boundary conditions for the hyperbolic system (6.3.32).

Problem #14

HW 6.3.5 Use the FTFS scheme to approximate the solution to the hyperbolic system (6.3.32) in Problem #13 using the initial conditions v_1(x,0) = 2e^{x-1}, v_2(x,0) = sin(pi x), and M = 100. -----------------------

Last Updated: December 17, 1997