380 Difference Schemes with Constant Coefficients
- The problem
au
at
u (x, 0) = 0,
u(x,t) = 0, x E 8G, t > 0,
is approximated by the explicit difference scheme on the grid
whT=wh x WT, WT ={tn = nT, r>O},
w h = {x(i) 1 ) x(j)} 2 ) x(i) 1 = ih ll x(j) 2 = J.h 2l
i=l,2, ... ,N 1 -l, j=l,2, ... ,N 2 -l, h 1 N 1 = l 1 , h 2 N2 = l 2.
What inaxirnal step T in tirne should be taken to provide stability of the
scheme when l 1 = 1, l 2 = 10, N 1 = 10, N 2 = 100?
- Prove for the problem
au
at
au
ox J t > 0,
u (x, 0) = u 0 (x),
u(O,t)=O,
that the difference scheme
yf+l -y{
T
YI -y{-1
h
is absolutely unstable and the scheme
"j+l Yi - Yi .. J _ "j Yi+l - "j Yi
T h
is stable under the condition T < h.
-00 < x < 0 J
- Show that for any T and h a pure irnplicit difference scheme (a forward
difference scheme) approximating the problem
au 82 tt
at - 8x^2 J
tt(x, 0) = tt 0 (x),
O<x<l,
au au
ox (0,t) =ox (l,t) = 0 J
is not asymptotically stable.
t > 0 J