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Use Euler's Method To Approximate The Solution To: Dy DT T

1. Use Euler's method to approximate the solution to dy/dt = y - t at time t = 1 given the initial condition y = 2/1 at t = 0. Repeat using a fully implicit scheme and note which is more accurate compared to the analytic solution. 2. For the ODE d2y/dx2 + 3dy/dx + 2y = 0, there are limitations on the step size when using an explicit forward Euler scheme to solve it numerically. 3. (a) The finite difference approximation for the second derivative of a function u(x,y) on a grid is second-order accurate and has a truncation error of O((Δx)2).

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65 views1 page

Use Euler's Method To Approximate The Solution To: Dy DT T

1. Use Euler's method to approximate the solution to dy/dt = y - t at time t = 1 given the initial condition y = 2/1 at t = 0. Repeat using a fully implicit scheme and note which is more accurate compared to the analytic solution. 2. For the ODE d2y/dx2 + 3dy/dx + 2y = 0, there are limitations on the step size when using an explicit forward Euler scheme to solve it numerically. 3. (a) The finite difference approximation for the second derivative of a function u(x,y) on a grid is second-order accurate and has a truncation error of O((Δx)2).

Uploaded by

ノエル ビクトリア
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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S31 Numerical Methods

1. Use Euler’s method to approximate the solution to


dy
=y−t
dt
at time t = 1 given that y = 21 at t = 0. Do this in 3 steps. Redo the estimate, this
time with a fully implicit scheme. Is one scheme more accurate than the other? Note:
the analytic solution to this problem is y(t) = t + 1 − 12 exp(t), so that the true solution
at t = 1 is y = 0.640859.

2. Consider the second order ordinary differential equation

d2 y dy
2
+3 + 2y = 0.
dx dx
If you solve it numerically with an explicit forward (Euler) scheme, are there limitations
on the updating step? If so what are the limitations?

3. (a) Consider the finite difference approximation to the second derivative of a


function u(x, y) on an evenly spaced grid with spacing ∆x and ∆y.

∂2u ui+1,j − 2ui,j + ui−1,j


∼
∂x2 (∆x)2

The subscripts i and j index the grid cells in the x and y directions. Determine the
accuracy of the approximation and give an explicit expression for the truncation error.
(b) Given a two-dimensional function f (x, y), find a second-order accurate (i.e.
O((∆x)2 , (∆y)2 )) finite difference expression for the mixed derivative

∂2f
.
∂x∂y

4. The question of estimating the heat transfer to a wall


∂T
q=κ
∂z
raises the problem of how to compute an approximation to a derivative at a boundary.
Here κ is the thermal conductivity (assumed to be constant) and z is the direction
perpendicular to the wall. Let grid point 1 be on the wall with points 2 and 3 a distance
∆z and 2∆z above the wall respectively.
(i) Assuming that T can be expressed by a second order polynomial T = a + bz +
cz 2 , find a finite difference approximation for ∂T
∂z at the wall in terms of the temperature
at grids points 1, 2, and 3.
(ii) Use a Taylor series expansion to show its order of accuracy.

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