1549301742-The_Theory_of_Difference_Schemes__Samarskii

(jair2018) #1
380 Difference Schemes with Constant Coefficients


  1. 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?


  1. 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



  1. 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

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