NUMERICAL

ANALYSIS
(SOLVED EXERCISES)

Olayinka G. Okeola

Question:
Determine the values of such that the b.v.p u"u 0 ; u (0) 0 ; u (1) 0 has non-trivial
solution for n 5 using canomical form of solution.
Solution
Recall Chebyshev polynomial
Tn ( x) cos(arc cos x) ; 1 x 1

n 0 To ( x) cos 0 1
n 1 T1 ( x) cos(arc cos x ) x
The recursive relation generated as follows:
T2 ( x) 2 x 2 1
T3 ( x ) 4 x 3 3 x

T4 ( x) 8 x 4 8 x 2 1
T5 ( x ) 16 x 5 20 x 3 5 x

Given condition: u (0) 0 ; u (1) 0, 0 x 1

Transforming Tn (x) , 1 x 1 into 0 x 1

x , are constants
0

(1)

(2)

1
2
Hence

1
1
x
2
2

Page

x 2 1

2 x 1

To ( x) 1

T1 ( x) 2 x 1
T2 ( x) 2(2 x 1) 2 1 8 x 2 8 x 1
T3 ( x ) 4( 2 x 1) 3 3( 2 x 1) 32 x 3 48 x 2 1

T4 ( x) 8(2 x 1) 4 8(2 x 1) 2 1 128 x 4 256 x 3 160 x 2 32 x 1

T5 ( x ) 16( 2 x 1) 5 20( 2 x 1) 3 5(2 x 1) 512 x 5 1280 x 4 1120 x 3 400 x 2 50 x 1

U " U 0
2
)U 0
x 2
LU 0

x 2
LQi ( x) x i
L

LQi ( x) i (i 1) x i 2 x i
LQi ( x) i (i 1) LQi 2 ( x) LQi
L{LQi ( x)} i (i 1) LQi 2 ( x) LQi
LQi ( x) i (i 1)Qi 2 ( x) Qi

Page

Qi ( x) LQi ( x) i(i 1)Qi 2 ( x)

1
Qi ( x) LQi ( x) i (i 1)Qi 2 ( x)

1
Qi ( x) x i i (i 1)Qi 2 ( x)

x
i 1 Q1 ( x)

x2 2

i 2 Q2 ( x )
2
x 3 6x

i 3 Q3 ( x)
2
x 4 12 24

i 4 Q4 ( x )
2 3
x 5 20 x 3 120 x
2 3
i 5 Q5 ( x)

i 0 Qo ( x)

LU 0
LU n ( x) 1 ( x)Tn ( x) 2 ( x)Tn1 ( x)
n

1 ( x)Tn ( x) 1 ( x)ci ( n ) x i
i 0

n 1

2 ( x)Tn 1 ( x) 2 ( x)ci ( n 1) x i
i 0

n 1

LU n ( x) 1 ( x)ci x i 2 ( x)ci
(n)

i 0

( n 1)

xi

i 0

(n)
( n 1)
LU n ( x) 1 ( x)ci 2 ( x)ci
Qi ( x)
i0
i 0

n 1

For U(0) = 0
n 1
n
( n)
( n 1)
0 1 ( x )c i 2 ( x )c i
Qi (0)
i 0
i 0

(1)

For U(1) =0
n 1
n
(n)
( n 1)
0 1 ( x )c i 2 ( x ) c i
Qi (1)
i 0
i 0

Qi (0)
i 0
1 0
n 1
0
( n 1)
ci
Qi (1) 2

i 0

n 1

( n 1)

Page

n (n)
c i Qi (0)
i n0

(n)
c i Qi (1)
i 0

(2)

For n=5
5

ci Qi (0) c0 Q0 (0) c1 Q1 (0) c 2 Q2 (0) c3 Q3 (0) c 4 Q4 (0) c5 Q5 (0)

i 0

1) (1)

1
(2)
24
(50)(0) (400)
(1120)(0) (1280)
(512)(0)

2
3

1 800 30720

2
3

c Q (0) c Q (0) c Q (0) c Q (0) c Q (0) c Q (0)

i 0

4
i

4
0

4
1

4
2

4
3

4
4

1
(2)
24
(32)(0) (160) 2 (256)(0) (128) 3

1 320 3072
2 3

2) (1)

ci Qi (1) c0 Q0 (1) c1 Q1 (1) c 2 Q2 (1) c3 Q3 (1) c 4 Q4 (1) c5 Q5 (1)

i 0

3) (1)

1 2
1 6
1 12 24
1 20 120
1
(1120)
(1280)
(512)

(50)( 1 ) (400)

2
2
2
3

2 3

1 800 92160

2
3

c Q (1) c Q (1) c Q (1) c Q (1) c Q (1) c Q (1)

i 0

4
i

4
0

4
1

4
2

4
3

4
4

1
1
1 2
1 6
1 12 24
(32) (160) 2 (256) 2 (128) 2 3

1 320 3072
2 3

4) (1)

1 320 3072

3 0
2
1
1 320 3072 2 0

3
2

Page

1 800 30720
2
3

1 800 92160

3
2

A 0
1 800 30720 1 320 3072 1 800 92160 1 320 3072
3 2
3 0
2


3 2

3 2


2 2240 456754 14745600 18874360
2 3

4
5
6
24 22403 4567042 14745600 188743680 0
f ( ) 24 22403 4567042 14745600 188743680
f ' ( ) 83 67202 913408 14745600
By Newton-Raphson method

n 1 n
n
2
3
4
5
6
7
8
9
10

f ( )
f ' ( )

11.51573
11.06039
10.70213
10.42561
10.21848
10.07066
9.97386
9.92118
9.85577

Page

9.9

Problem Statement
1) Use the explicit method to solve for the temperature distribution of a long, thin rod with a
length lf 10cm and the following value: k ' 0 .49 Cal /( s .cm o C ) , x 2cm . At t = 0, the
temperature of the rod is zero and the boundary conditions are fixed for all times at
T(0)=1000C and T(10) =500C. Note that the rod is aluminum with c 0.2174Cal /( g .o C )
and 2.7 g / cm 3 . Compute results to t =0.2 and compare those in example 24.1
2) Use the Crank-Nocolson method to solve problem 1 above for x 2.5cm .

Solutions
1)

Page

x 2cm
t 0.05s
t 0.2
k (0.49)
0.835cm 2 / s
(2.7 0.2174)
kt
2 0.010437
x

Ti j 1 Ti j (Ti j 1 2Ti j Ti j 1 )

At t= 0.05s
i 1, j 0

T11 T10 (T20 2T10 T00 ) 0 (0 2(0) 100) 1.0437

i 2, j 0

T21 T20 (T30 2T20 T10 ) 0 (0 2(0) 0) 0

i 3, j 0

T31 T30 (T40 2T30 T20 ) 0 (0 2(0) 0) 0

i 4, j 0

T41 T40 (T50 2T40 T30 ) 0 (50 2(0) 0) 0.52185

At t = 0.1s
i 1, j 1

T12 T11 (T21 2T11 T01 ) 1.0437 (0 2( 2.0875) 100) 2.04382

i 2, j 1

T22 T21 (T31 2T21 T11 ) 0 (0 2(0) 1.0437) 0.01089

i 3, j 1

T32 T31 (T41 2T31 T21 ) 0 (0.52185 2(0) 0) 0.00544

i 4, j 1

T42 T41 (T51 2T41 T31 ) 0.52185 (50 2(0.52185) 0) 1.02191

At t = 0.15s
i 1, j 2

T13 T12 (T21 2T12 T02 ) 2.04382 (0.01089 2( 2.04382) 100) 3.04497
i 2, j 2

T23 T22 (T32 2T22 T12 ) 0.01089 (0.00544 2(0.01089) 2.04382) 0.03205
i 3, j 2

T33 T32 (T42 2T32 T22 ) 0.00544 (1.02191 2(0.00544) 0.01089) 0.0161

Page

T43 T42 (T52 2T42 T32 ) 1.02191 (50 2(1.02191) 0.00544 ) 1.52248

i 4, j 2

At t = 0.2s
i 1, j 3

T14 T13 (T23 2T13 T03 ) 3.04497 (0.03205 2(3.04497) 100) 4.02544
i 2, j 3

T24 T23 (T33 2T23 T13 ) 0.03205 (0.0161 2(0.03205) 3.04497) 0.06333
i 3, j 3

T34 T33 (T43 2T33 T23 ) 0.0161 (1.52248 2(0.00161) 0.03205) 0.03198
i 4, j 3

T44 T43 (T53 2T43 T33 ) 1.52248 (50 2(1.52248 ) 0.0161) 2.01272

(2)
Using Crank-Nicolson to solve the problem 1 with x 2.5cm

x 2.5cm
t 0.1s
t 0.2s
k 0.835cm 2 / s
kt
2 0.01336
x
First interior node
2(1 )T1l 1 T2l 1 f 0 (t l ) 2(1 )T1l T2l f 0 (t l 1 )

Last interior node

Tml 11 2(1 )Tml 1 f m 1 (t l ) 2(1 )Tml 1 Tml f m 1 (t l 1 )

Inner nodes

Page

Ti l 11 2(1 )Ti l 1 Ti l 11 Ti l1 2(1 )Ti l Ti l1

At t = 0.1s
2(1 )T11 T21 f 0 (t 0 ) 2(1 )T10 T20 f 0 (t 1 )
i 1, l 0 2.02672T11 0.01336T21 (100) 0 0 (100)

(1)

2.02672T11 0.01336T21 2.672

i 4, l 0

T21 2(1 )T31 T41 T20 2(1 )T30 T40

0.01336T21 2.02672T31 0.01336T41 0

T31 2(1 )T41 f 5 (t ' ) 2(1 )T30 T 0 f 5 (t ' )

0.01336T31 2.02672T41 1.336

(2)

(3)

(4)

10

i 3, l 0

0.01336T11 2.02672T21 0.01336T31 0

Page

i 2, l 0

T11 2(1 )T21 T31 T10 2(1 )T20 T30

2.02672 0.01336
T11 2.672
0.01336 2.02672 0.01336
1 0

T2

0.01336 2.02672 0.01336 T31 0

0.01336 2.02672 T41 1.336

Using Gauss elimination method[1]

[1]

See Appendix

T11 1.3183
T21 0.0087
T31 0.00428
T41 0.65917

At t = 0.2s
2(1 )T12 T22 f 0 (t 1 ) 2(1 )T11 T21 f 0 (t 2 )
i 1, l 1 2.02672T12 T22 (100) 1.97328(1.3183) (0.0087) (100)

(1)

2.02672T12 0.01336T22 1.336 2.6014 0.00012 1.336 5.2733

T12 2(1 )T22 T32 T11 2(1 )T21 T31

i 2, l 1

0.01336T12 2.02672T22 0.01336T32 0.01761 0.01717 0.0006

(2)

0.01336T12 2.02672T22 0.01336T32 0.0005

T22 2(1 )T32 T42 T21 2(1 )T31 T41
i 3, l 1

0.01336T22 2.02672T32 0.01336T42 0.00012 0.0084 0.00881

(3)

T32 2(1 )T42 f 5 (t ' ) 2(1 )T31 T41 f 5 (t 2 )

0.01336T32 2.02672T42 (50) 0.01701 0.00881 (50) 1.36182

(4)

Page

i 4, l 1

11

0.01336T22 2.02672T32 0.01336T42 0.01713

0
0
2.02672 0.01336
T12 5.2733
0.01336 2.02672 0.01336
2 0.0005
0

T2

0.01336 2.02672 0.01336 T32 0.01713

0

0.01336 2.02672 T42 1.36182

0
0

Using Gauss elimination method[2]

[2]

See Appendix

T11 2.60214
T21 0.02074
T31 0.50645
T41 0.67526

Appendix [1]

0
0
2.02672 0.01336
T11 2.672
0.01336 2.02672 0.01336
1 0
0

T2

0.01336 2.02672 0.01336 T31 0

0

0.01336 2.02672 T41 1.336

0
0

m21 0.01336

2.02672

which gives

0
0
2.02672 0.01336
T11 2.672
0
1 0.01761
2.02672 0.01336
0

T2

0.01336 2.02672 0.01336 T31

0

0
0.01336 2.02672 T4 1.336
0
6.59222 10 3 which gives

0
0
2.02672 0.01336
T11 2.672
0
1 0.01761
2
.
02663

0
.
01336
0

T2

0
0
2.02672 0.01336 T31 0.000116

0
0.01336 2.02672 T41 1.336
0

12

2.0266

Page

m32 0.01336

m43 m32 which gives

0
0
2.02672 0.01336
T11 2.672
0
1 0.01761
2.02663 0.01336
0

T2

0
0
2.02663 0.01336 T31 0.000116

0
0
2.02663 T41 1.3359
0

Solving by back substitution give

T41 1.3359

0.05917
2.02663
2.02663T31 0.01336(0.65917) 0.000116 T31 0.004288

2.02663T21 0.01336T31 0.01761 T21 0.008666

2.02663T11 0.01336T21 2.672 T11 1.3183

Appendix [2]
0
0
2.02672 0.01336
T12 5.2733
0.01336 2.02672 0.01336
2 0.0005
0

T2

0
0.01336 2.02672 0.01336 T32 0.01713

0
0
0.01336 2.02672 T42 1.36182

m21 0.01336

2.02672

which gives

2.0266

6.59222 10 3 which gives

Page

m32 0.01336

13

0
0
2.02672 0.01336
T12 5.2733
0
2 0.03526
2
.
02663

0
.
01336
0

T2

0
0.01336 2.02672 0.01336 T32 0.01713

0
0.01336 2.02672 T42 1.36182
0

0
0
2.02672 0.01336
T12 5.2733
0
2 0.03526
2.02663 0.01336
0

T2

0
0
2.02672 0.01336 T32 1.01736

0.01336 2.02672 T42 1.36182

0
0

m43 m32 which gives

0
0
2.02672 0.01336
T12 5.2733
0
2 0.03526
2
.
02663

0
.
01336
0

T2

0
0
2.02672 0.01336 T32 1.01736

0
0
2.02663 T42 1.36852
0
Solving by back substitution give
T42 1.36852

0.67526
2.02663
2.02663T32 0.01336(0.67526) 1.01736 T32 0.50645
2.02663T22 0.01336T32 0.03526 T22 0.02074

Page

14

2.02663T12 0.01336T22 5.2733 T12 2.60214