MATH 591 Problems -----------------------

Problem #1

Write a code to solve the heat equation with (a) the explicit scheme and (b) the implicit scheme, where f(x) = sin(pi x), a(t) = b(t) = 0, and nu = 1/6. Graph true and approximate solutions at t = 0.001, 0.06, 0.1, 0.9, and 50.0. Experiment with the values of M (and hence Delta x) and Delta t.

Problem #2

Using the definitions, analyze convergence, consistency, and stability for both the FTFS and FTCS schemes for the one-way wave equation initial-value problem.

Problem #3

Using the discrete Fourier transform, analyze stability for the FTFS, BTFS, and BTCS schemes for the one-way wave equation initial-value problem.

Problem #4

Analyze the stability for the FTFS scheme applied to the one-way wave equation initial-boundary-value problem (with negative wave speed a).

Problem #5

Write codes to solve the one-way wave equation on 0 < x < 1 with periodic boundary conditions with (a) the FTBS scheme, (b) the Lax-Friedrichs scheme, and (c) the Lax-Wendroff explicit scheme. The initial data is f(x) = f1(x) or f2(x) where f1(x) is 1 on [0.4,0.6] and zero elsewhere while f2(x) is 1 on [0,0.2] and zero elsewhere. Let a = 1. Graph true and approximate solutions at t = 0.4, 0.5, 0.6, 1.0, and 2.0. In particular, try M = 100 and R = 0.8.

Problem #6

Analyze the dissipation and dispersion for the Lax-Wendroff scheme applied to the one-way wave equation initial-boundary-value problem (with positive wave speed a). Use both asymptotic and graphical techniques.

Problem #7

Use your Lax-Wendroff code to solve the one-way wave equation on 0 < x < 1 with periodic boundary conditions. The initial data is f(x) = sin^{40}(pi*x). Let a = 1. Use all the techniques we have developed to investigate the features of this scheme.

Problem #8

Analyze the dissipation and dispersion for the Lax-Wendroff scheme applied to the one-way wave equation initial-boundary-value problem. Use the modified partial differential equation.

Problem #9

Write codes to solve the linear advection-diffusion equation on 0 < x < 1 with homogeneous Dirichlet boundary conditions with (a) the centered explicit scheme, (b) the Lax-Wendroff explicit scheme, and (c) the Crank-Nicolson scheme. The initial data is f(x) = f1(x) or f2(x) where f1(x) is 1 on [0.4,0.6] and zero elsewhere while f2(x) = sin(2*pi*x). Let a = -1 and try both nu = 1 and nu = 0.00001. Graph approximate solutions at t = 0.4, 0.5, 0.6, 1.0, and 2.0. In particular, try M = 100.

Problem #10

Write codes to solve the nonlinear Burgers' equation on 0 < x < 1 with homogeneous Dirichlet boundary conditions with (a) the centered explicit scheme, (b) the Lax-Wendroff explicit scheme, and (c) the Crank-Nicolson scheme. The initial data is f(x) = f1(x) or f2(x) where f1(x) is 1 on [0.4,0.6] and zero elsewhere while f2(x) = sin(2*pi*x). Try nu = 1, nu = 0.00001, and nu = 0. Graph approximate solutions at t = 0.1, 0.2, 0.3, 0.4, and 1.0. In particular, try M = 100. -----------------------

Last Updated: December 17, 1997