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Boundary Value Problems: On Higher Order Differential Equations

This document discusses solving boundary value problems for higher order differential equations numerically. It provides two examples of using a three-point finite difference approximation to discretize a second order differential equation over a domain with boundary conditions specified. The resulting finite difference equations are then solved as a system to determine the unknown values at interior points.

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119 views3 pages

Boundary Value Problems: On Higher Order Differential Equations

This document discusses solving boundary value problems for higher order differential equations numerically. It provides two examples of using a three-point finite difference approximation to discretize a second order differential equation over a domain with boundary conditions specified. The resulting finite difference equations are then solved as a system to determine the unknown values at interior points.

Uploaded by

anon_561818908
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Boundary Value Problems

on Higher Order Differential Equations

Asifur Rahman

CEN 205 Numerical Methods Asifur Rahman March 26, 2018 1/3
Example 1 Boundary Value Problems

Now rewriting the boxed equation by taking three points at a


Ques. Solve the following second order differential equation. time, we find,
d2 y
=1 Node 0,1,2 : y0 − 2y1 +y2 = (∆x)2
dx2
Use ∆x = 0.25. Given that, y(0) = 0 and y(1) = 0. Node 1,2,3 : y1 −2y2 +y3 = (∆x)2
Solution. Node 2,3,4 : y2 −2y3 +y4 = (∆x)2
Any second order differential can be numerically approximated
by following equation, Here, y0 = 0 and y4 = 0, the two boundary conditions.
d2 y yi−1 − 2yi + yi+1 Substituting these along with ∆x = 0.25, we find,
=
dx2 (∆x) 2 −2y1 + y2 = 0.252
Substituting it into the given differential equation we find, y1 − 2y2 + y3 = 0.252
yi−1 − 2yi + yi+1
=1 y2 − 2y3 = 0.252
(∆x)2
By solving the system, y1 = −0.09375, y2 = −0.125 and
yi−1 − 2yi + yi+1 = (∆x)2 y3 = −0.09375.

According to boundary conditions, the range of x is from 0 to 1.


This range is divided into four equal segments of width of 0.25
0 0
unit. The nodes are marked with 0, 1, 2, 3 and 4.

0 1 2 3 4 −0.09375 −0.09375
0 0.25 0.5 0.75 1 −0.125

∆x ∆x ∆x ∆x

Ans. y1 = −0.09375, y2 = −0.125 and y3 = −0.09375.

CEN 205 Numerical Methods Asifur Rahman March 26, 2018 2/3
Example 2 Boundary Value Problems

Substituting and rewriting the given differential equation,


Ques. According to conservation of heat, the temperature of
Ti−1 − 2Ti + Ti+1
the following rod along its length can be expressed by, + kTa − kTi = 0
(∆x)2
d2 T
+ k(Ta − T) = 0 By rearranging,
dx2
Ti−1 − 2 + k (∆x)2 Ti + Ti+1 = −kTa (∆x)2
h i
where k = 0.01m−2 is heat transfer rate, Ta = 20◦ C is
surrounding temperature. The rod is 8 m of length and the Substituting k = 0.01, Ta = 20 and ∆x = 2,
boundary conditions are T(0) = 40◦ C and T(8) = 200◦ C.
Ta = 20◦ C Ti−1 − 2.04Ti + Ti+1 = −0.8
T = 40◦ C T = 200◦ C
Now rewriting the boxed equation for all nodes by taking three
nodes at a time, we find,
x=0 x = 8m
T0 − 2.04T1 + T2 = −0.8
Determine the intermediate temperatures along the length of
the rod. Use segment size ∆x = 2m T1 − 2.04T2 + T3 = −0.8
T2 − 2.04T3 + T4 = −0.8
Solution.
The rod is divided into four equal segments of each ∆x = 2m
Here, T0 = 20 and T4 = 200, the two boundary conditions.
length. Now we have to find temperature of node 1, 2 and 3.
Substituting and rearranging, we find,

0 1 2 3 4 −2.04T1 + T2 = −40.8
x=0 x = 8m T1 − 2.04T2 + T3 = −0.8
∆x ∆x ∆x ∆x T2 − 2.04T3 = −200.8
The second order temperature differential can be numerically By solving the system, T1 = 75.1◦ C, T3 = 112.5◦ C and
approximated by, T3 = 153.6◦ C.
d2 T Ti−1 − 2Ti + Ti+1
= Ans. T1 = 75.1◦ C, T3 = 112.5◦ C and T3 = 153.6◦ C.
dx2 (∆x)2

CEN 205 Numerical Methods Asifur Rahman March 26, 2018 3/3

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