Thanks to visit codestin.com
Credit goes to www.scribd.com

Scribd
Upload
58 views2 pages

Class 15th Jan

The document provides exercises on numerical methods for solving differential equations: 1) It asks to write pseudo-code for computing approximations of an initial value problem using Forward Euler, Backward Euler, Trapezoidal, and Leapfrog methods. 2) For each method, it asks to calculate the local truncation error and order of convergence to determine if the method is consistent. 3) It asks to apply the methods to a test problem to determine if the method is zero-stable by examining the eigenvalues of the difference equation. 4) It asks to find the stability region for each method. 5) It notes that despite consistency and zero-stability, convergence is not guaranteed for every

Uploaded by

mileknz
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
58 views2 pages

Class 15th Jan

The document provides exercises on numerical methods for solving differential equations: 1) It asks to write pseudo-code for computing approximations of an initial value problem using Forward Euler, Backward Euler, Trapezoidal, and Leapfrog methods. 2) For each method, it asks to calculate the local truncation error and order of convergence to determine if the method is consistent. 3) It asks to apply the methods to a test problem to determine if the method is zero-stable by examining the eigenvalues of the difference equation. 4) It asks to find the stability region for each method. 5) It notes that despite consistency and zero-stability, convergence is not guaranteed for every

Uploaded by

mileknz
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 2

Numerical Methods for Differential Equations

and Applications
Camile Fraga Delfino Kunz
15th January 2019

Exercises

1) Consider the Initial Value Problem (IVP):


(
u0 (t) = λu(t) , t ∈ (0, 1]
u(0) = η
in which λ and η are constants.
Write a pseudo-code for computing approximations at successive times t1 , t2 , . . ..
Use k to denote the time step, so tn = nk for n ≥ 0. Use each one of the fol-
lowing methods:

U n+1 − U n
a) Forward Euler: = f (U n )
k
U n+1 − U n
b) Backward Euler: = f (U n+1 )
k
U n+1 − U n 1
c) Trapezoidal: = [f (U n ) + f (U n+1 )]
k 2
U n+1 − U n−1
d) Leapfrog (midpoint): = f (U n )
2k

2) For each one of the methods on 1), calculate the Local Truncation Er-
ror (LTE) and show the order of convergence of the method. Is the method
consistent?

3) Consider the methods from 1), apply them to the problem


(
u0 (t) = 0
u(0) = 0
and solve the difference equation associated to it. Looking to it’s eingenvalues,
how can you conclude that the method is zero-stable?

1
4) Find the stability region for each one of the methods.

5) Why despite the methods being consistent and zero-stable, we don’t have
convergence for every choice of k and λ?

References

1. Leveque, R. J. Finite difference methods for ordinary and partial differen-


tial equations. SIAM, 2007.

You might also like