CHAPTER 4

Numerical Solution of Partial Differential Equation: Hyperbolic

Assistant Professor of Department of Applied Mathematics and Humanities,

Yeshwantrao Chavan college of Engineering, Nagpur-441110, India

4.1 Introduction

We begin our study of finite difference methods for partial differential equations by considering
the important class of partial differential equations called hyperbolic equations.
In mathematics, a hyperbolic partial differential equation has a well-posed initial value
problem. The wave equation is an important second-order linear partial differential
equation for the description of waves—as they occur in classical physics—such as mechanical
waves (e.g. water waves, sound waves and seismic waves) or light waves. It arises in fields
like acoustics, electromagnetics, and fluid dynamics.

Historically, the problem of a vibrating string such as that of a musical instrument was studied
by Jean le Rond d'Alembert, Leonhard Euler, Daniel Bernoulli, and Joseph-Louis Lagrange. In
1746, d’Alembert discovered the one-dimensional wave equation, and within ten years Euler
discovered the three-dimensional wave equation.

We begin this chapter by considering the simplest hyperbolic equation which is called wave
equation. The wave equation 𝑢𝑡𝑡 = 𝑐 2 𝑢𝑥𝑥 which models the vibrations of a string in one
dimension 𝑢 = 𝑢(𝑥, 𝑡), the vibrations of a thin membrane in two dimensions
𝑢 = 𝑢(𝑥, 𝑦, 𝑡) or the pressure vibrations of an acoustic wave in air 𝑢 = 𝑢(𝑥, 𝑦, 𝑧, 𝑡). The
constant c gives the speed of propagation for the vibrations.

4.2 Wave Equation in One Dimension

The wave equation 𝑢𝑡𝑡 = 𝑐 2 𝑢𝑥𝑥 is the simplest example of the hyperbolic partial differential
equations. Its solution is the displacement function 𝑢(𝑥, 𝑡) defined for the values of 𝑥 from 0
to l and for 𝑡 from 0 to ∞, satisfying the initial and boundary condition defined by
𝑢(𝑥, 0) = 𝑓(𝑥), 𝑢𝑡 (𝑥, 0) = 𝜑(𝑥), 𝑢(0, 𝑡) = ∅1 (𝑡), 𝑢(1, 𝑡) = ∅2 (𝑡),
for 0 ≤ 𝑡 ≤ 𝑇.
4.3 Finite Difference Approximations for one Dimension
Use the difference approximations for derivatives
1 𝑛
𝑢𝑥𝑥 = (𝑢 − 2𝑢𝑖𝑛 + 𝑢𝑖+1 𝑛
) + 𝑂(ℎ2 )
ℎ2 𝑖−1
1
𝑢𝑡𝑡 = 2 (𝑢𝑖𝑛−1 − 2𝑢𝑖𝑛 + 𝑢𝑖𝑛+1 ) + 𝑂(𝑘 2 )
𝑘

From wave equation, we obtain the following difference equation

1 𝑛−1 𝑛 𝑛+1 𝑐2 𝑛
(𝑢 − 2𝑢 + 𝑢 ) = (𝑢 − 2𝑢𝑖𝑛 + 𝑢𝑖+1
𝑛
)
𝑘2 𝑖 𝑖 𝑖
ℎ2 𝑖−1

𝑐 2𝑘2
Taking 𝜆2 = ℎ2

➢ 𝑢𝑖𝑛+1 = −𝑢𝑖𝑛−1 + 𝜆2 (𝑢𝑖−1

𝑛 𝑛
+ 𝑢𝑖+1 ) + 2(1 − 𝜆2 )𝑢𝑖𝑛 4.1

Equation (4.1) shows that the function values at the nth and (n-1)th time level are required
to determine those at the (n+1)th time level. Such difference schemes are called three level
difference schemes compared to the two level schemes derived in the parabolic case.
Equation (4.1) is also called the explicit scheme.
Formula (4.1) holds good if 𝜆2 ≤ 1, which is the condition for stability.

Example 1
Solve the equation 𝑢𝑡𝑡 = 𝑢𝑥𝑥 subject to condition 𝑢(0, 𝑡) = 0, 𝑢(1, 𝑡) = 0, 𝑡 > 0 and
1
𝑢𝑡 (𝑥, 0) = 0, 𝑢(𝑥, 0) = 𝑠𝑖𝑛3 (𝜋𝑥), 0 ≤ 𝑥 ≤ 1 using Explicit method. Taking ℎ = 4 ,
3
𝑘 = 0.2. This solution has an exact solution given by 𝑢(𝑥, 𝑡) = 𝑠𝑖𝑛 𝜋𝑥 𝑐𝑜𝑠 𝜋𝑡 −
4
1
𝑠𝑖𝑛 3𝜋𝑥 𝑐𝑜𝑠 3𝜋𝑡 . Find the error.
4

Solution:
1 𝑐𝑘 0.2
Let ℎ = 4 , 𝑘 = 0.25 then 𝜆 = = = 0.8, so 𝜆2 = 0.64 < 1 (Stability condition).
ℎ 0.25

Here 0 ≤ 𝑥 ≤ 1, if ℎ = 1/4, then 𝑥0 = 0, 𝑥1 = 𝑥0 + ℎ = 1/4,

𝑥2 = 𝑥1 + ℎ = 2/4, 𝑥3 = 𝑥2 + ℎ = 3/4, 𝑥4 = 𝑥3 + ℎ = 4/4 = 1,
The given boundary conditions are
 𝑢(0, 𝑡) = 𝑢0𝑛 = 0, 𝑢(1, 𝑡) = 𝑢4𝑛 = 0,
From the initial condition 𝑢(𝑥, 0) = 𝑢𝑥0 = 𝑠𝑖𝑛3 (𝜋𝑥), we have
1 𝜋 1 2 𝜋
𝑢(4 , 0) = 𝑢10 = 𝑠𝑖𝑛3 (4 ) = (√2)3 = 0.3536, 𝑢(4 , 0) = 𝑢20 = 𝑠𝑖𝑛3 (2 ) = 1,

3 0 3
3𝜋 1 3
𝑢( , 0) = 𝑢3 = 𝑠𝑖𝑛 ( ) = ( ) = 0.3536
4 4 √2
From the other boundary condition 𝑢𝑡 (𝑥, 0) = 0
𝑢𝑖𝑛+1 −𝑢𝑖𝑛−1
➢ ( ) =0
2𝑘 𝑛=0

➢ 𝑢𝑖−1 = 𝑢𝑖1

With 𝜆2 = 0.64, the explicit formula (4.1) is given by

𝑢𝑖𝑛+1 = −𝑢𝑖𝑛−1 + 0.64(𝑢𝑖−1
𝑛 𝑛
+ 𝑢𝑖+1 ) + 2(0.36)𝑢𝑖𝑛 4.2

Putting 𝑛 = 0, we have first iteration

0 0
𝑢𝑖1 = −𝑢𝑖−1 + 0.64(𝑢𝑖−1 + 𝑢𝑖+1 ) + 0.72𝑢𝑖0

0 0
➢ 𝑢𝑖1 = −𝑢𝑖−1 + 0.64(𝑢𝑖−1 + 𝑢𝑖+1 ) + 0.72𝑢𝑖0 (since 𝑢𝑖−1 = 𝑢𝑖1 )

0 0
➢ 𝑢𝑖1 = 0.32(𝑢𝑖−1 + 𝑢𝑖+1 ) + 0.36𝑢𝑖0 4.3

Putting 𝑖 = 1, 2, 3
𝑢11 = 0.32(𝑢00 + 𝑢20 ) + 0.36𝑢10
= 0.32 (0 + 1) + 0.36(0.3536)
= 0.4473

Similarly,

𝑢21 = 0.32(𝑢10 + 𝑢30 ) + 0.36𝑢20 = 0.5867

𝑢31 = 0.32(𝑢20 + 𝑢40 ) + 0.36𝑢30 = 0.4473

Putting n=1 in equation (4.2)

𝑢𝑖2 = −𝑢𝑖0 + 0.72 𝑢𝑖1 + 0.64(𝑢𝑖−1
1 1
+ 𝑢𝑖+1 )
 Putting 𝑖 = 1, 2, 3
𝑢12 = 0.344 , 𝑢22 = −0.005, 𝑢32 = 0.344
The computation can be continued for 𝑛 = 2, 3, ….

Example 2
Solve the boundary value problem defined by 𝑢𝑡𝑡 = 4 𝑢𝑥𝑥 subject to condition
𝑢(0, 𝑡) = 0, 𝑢(4, 𝑡) = 0, 𝑡 > 0 and 𝑢𝑡 (𝑥, 0) = 0, 𝑢(𝑥, 0) = 4𝑥 − 𝑥 2 0 ≤ 𝑥 ≤ 1.
Assume 𝜆2 = 1.

Solution:
𝑐𝑘
Let ℎ = 1, then 𝜆 = = 1, so 𝑘 = 0.25.
ℎ

Here 0 ≤ 𝑥 ≤ 4, if ℎ = 1, then 𝑥0 = 0, 𝑥1 = 𝑥0 + ℎ = 1, 𝑥2 = 𝑥1 + ℎ = 2,
𝑥3 = 𝑥2 + ℎ = 3, 𝑥4 = 𝑥3 + ℎ = 4,

The given boundary conditions are

𝑢(0, 𝑡) = 𝑢0𝑛 = 0, 𝑢(4, 𝑡) = 𝑢4𝑛 = 0,
From the initial condition 𝑢(𝑥, 0) = 𝑢𝑥0 = 4𝑥 − 𝑥 2 , we have
𝑢(1, 0) = 𝑢10 = 4 − 1 = 3, 𝑢(2, 0) = 𝑢20 = 8 − 4 = 4,
𝑢(3, 0) = 𝑢30 = 12 − 9 = 3
From the other boundary condition 𝑢𝑡 (𝑥, 0) = 0
𝑢𝑖𝑛+1 −𝑢𝑖𝑛−1
➢ ( ) =0
2𝑘 𝑛=0

➢ 𝑢𝑖−1 = 𝑢𝑖1

With 𝜆2 = 1, the explicit formula (4.1) is given by

𝑢𝑖𝑛+1 = −𝑢𝑖𝑛−1 + (𝑢𝑖−1
𝑛 𝑛
+ 𝑢𝑖+1 )

Putting 𝑛 = 0, we have first iteration

0 0
𝑢𝑖1 = −𝑢𝑖−1 + (𝑢𝑖−1 + 𝑢𝑖+1 )

0 0
➢ 𝑢𝑖1 = −𝑢𝑖1 + (𝑢𝑖−1 + 𝑢𝑖+1 ) (since 𝑢𝑖−1 = 𝑢𝑖1 )
 0 1 0
➢ 𝑢𝑖1 = (𝑢𝑖−1 + 𝑢𝑖+1 ) 4.3
2

Putting 𝑖 = 1, 2, 3 in equation (4.2)

1
𝑢11 = (𝑢00 + 𝑢20 ) = 2
2
Similarly,

1
𝑢21 = 2 (𝑢10 + 𝑢30 ) = 3

𝑢31 = (𝑢20 + 𝑢40 ) = 2

The computation can be continued for 𝑛 = 1, 2, ….

4.4 Finite Difference Approximations for Two Dimension

Two-dimensional wave equation is given by 𝑢𝑡𝑡 = 𝑢𝑥𝑥 + 𝑢𝑦𝑦 4.4
Use the difference approximations for derivatives
1 𝑛 𝑛 𝑛
𝑢𝑥𝑥 = (𝑢 − 2𝑢𝑖,𝑗 + 𝑢𝑖+1,𝑗 ) + 𝑂(ℎ2 )
ℎ2 𝑖−1,𝑗
1 𝑛 𝑛 𝑛
𝑢𝑦𝑦 = 2 (𝑢𝑖,𝑗−1 − 2𝑢𝑖,𝑗 + 𝑢𝑖,𝑗+1 ) + 𝑂(ℎ2 )
ℎ
1 𝑛−1 𝑛 𝑛+1
𝑢𝑡𝑡 = 2 (𝑢𝑖,𝑗 − 2𝑢𝑖,𝑗 + 𝑢𝑖,𝑗 ) + 𝑂(𝑘 2 )
𝑘

From wave equation (4.4), we obtain the following difference equation

1 𝑛−1 𝑛 𝑛+1 𝑐2 𝑛 𝑛 𝑛 𝑛 𝑛 𝑛
(𝑢 − 2𝑢𝑖,𝑗 + 𝑢𝑖,𝑗 ) = 2 [(𝑢𝑖,𝑗−1 − 2𝑢𝑖,𝑗 + 𝑢𝑖,𝑗+1 ) + (𝑢𝑖,𝑗−1 − 2𝑢𝑖,𝑗 + 𝑢𝑖,𝑗+1 )]
𝑘 2 𝑖,𝑗 ℎ

𝑐 2𝑘2
Taking 𝜆2 = ℎ2

𝑛+1 𝑛−1 𝑛 𝑛 𝑛 𝑛 𝑛
➢ 𝑢𝑖,𝑗 = −𝑢𝑖,𝑗 + 𝜆2 (𝑢𝑖−1,𝑗 + 𝑢𝑖+1,𝑗 + 𝑢𝑖,𝑗−1 + 𝑢𝑖,𝑗+1 ) + 2(1 − 2𝜆2 )𝑢𝑖,𝑗 (4.5)

which is called the explicit scheme for two-dimensional problem.

Example 3
Solve the two dimensional boundary value problem 𝑢𝑡𝑡 = 𝑢𝑥𝑥 + 𝑢𝑦𝑦 , subject to condition
𝑢(𝑥, 𝑦, 𝑡) = 0, 𝑡 > 0 on the boundary and
1 1
𝑢𝑡 (𝑥, 𝑦, 0) = 0, 𝑢(𝑥, 𝑦, 0) = sin 𝜋𝑥 sin 𝜋𝑦 0 ≤ 𝑥, y ≤ 1, with ℎ = 3, 𝜆 = using
3

Explicit method.
Solution:
From the boundary condition 𝑢(𝑥, 𝑦, 𝑡) = 0, we have
𝑛 𝑛 𝑛 𝑛 𝑛 𝑛 𝑛
𝑢(0, 0, 𝑡) = 𝑢0,0 = 0, 𝑢1,0 = 𝑢2,0 = 𝑢3,0 = 0, 𝑢0,1 = 𝑢0,2 = 𝑢0,3 = 0,
𝑛 𝑛 𝑛 𝑛 𝑛 𝑛
𝑢3,1 = 𝑢3,2 = 𝑢3,3 = 0, 𝑢0,3 = 𝑢1,3 = 𝑢2,3 =0

0 0

0 U1,2 0
U2,2

0 0
U1,1 U2,1

0 0

From the initial condition 𝑢(𝑥, 𝑦, 0) = sin 𝜋𝑥 sin 𝜋𝑦

𝑛
➢ 𝑢𝑖,𝑗 = sin(𝜋𝑖ℎ) sin (𝜋𝑗ℎ)
0 1 1 𝜋 𝜋
➢ 𝑢1,1 = 𝑢 (3 , 3 , 0) = sin (3 ) sin (3 ) = 0.75,
0 2 1 2𝜋 𝜋
𝑢2,1 = 𝑢 (3 , 3 , 0) = sin ( 3 ) sin ( 3 ) = 0.75,
0 1 2 𝜋 2𝜋
𝑢1,2 = 𝑢 (3 , 3 , 0) = sin (3 ) sin ( 3 ) = 0.75
0 2 2 2𝜋 2𝜋
𝑢2,2 = 𝑢 (3 , 3 , 0) = sin ( 3 ) sin ( 3 ) = 0.75

From the condition 𝑢𝑡 (𝑥, 𝑦, 0) = 0, we have

 𝑛+1 𝑛−1
𝑢𝑖,𝑗 − 𝑢𝑖,𝑗
=0
2𝑘
𝑛+1 𝑛−1
➢ 𝑢𝑖,𝑗 = 𝑢𝑖,𝑗

1 −1
➢ For 𝑛 = 0, 𝑢𝑖,𝑗 = 𝑢𝑖,𝑗
Using Explicit scheme for two-dimensional wave equation
𝑛+1 𝑛−1 𝑛 𝑛 𝑛 𝑛 𝑛
𝑢𝑖,𝑗 = −𝑢𝑖,𝑗 + 𝜆2 (𝑢𝑖−1,𝑗 + 𝑢𝑖+1,𝑗 + 𝑢𝑖,𝑗−1 + 𝑢𝑖,𝑗+1 ) + 2(1 − 2𝜆2 )𝑢𝑖,𝑗

Putting 𝑛 = 0, 𝑖 = 1,2 and 𝑗 = 1

1 −1
1 0 0 0 0 0
𝑢1,1 = −𝑢1,1 + (𝑢0,1 + 𝑢2,1 + 𝑢1,0 + 𝑢1,2 ) + 2(1 − 2𝜆2 )𝑢1,1
9
1 1 7
➢ 2𝑢1,1 = 9 (0 + 0.75 + 0 + 0.75) + 2. 9 (0.75)
1 2
➢ 𝑢1,1 =3
1 2
Similarly, 𝑢2,1 =3

Again Putting 𝑛 = 0, 𝑖 = 1,2 and 𝑗 = 2, we obtain,

1 21 2
𝑢1,2 = 3, 𝑢2,2 =3

For the second iteration Putting 𝑛 = 1, we have

2 47 2 47 2 472 47
𝑢1,1 = 108, 𝑢2,1 = 108 , 𝑢1,2 = 108, 𝑢2,2 = 108

4.5 Implicit scheme for one dimension

There exists implicit finite difference scheme which is stable for every value of 𝜆.
In this scheme, second order derivative with respect to x, 𝑢𝑥𝑥 replaced by the average of its
finite difference approximations on the nth and (n+1)th time level.
𝑐2 𝑛
𝑢𝑥𝑥 = 2 (𝑢𝑖−1 − 2𝑢𝑖𝑛 + 𝑢𝑖+1
𝑛 𝑛+1
+ 𝑢𝑖−1 − 2𝑢𝑖𝑛+1 + 𝑢𝑖+1
𝑛+1
)
2ℎ
For the wave equation 𝑢𝑡𝑡 = 𝑢𝑥𝑥 , the finite difference scheme is

1 𝑛−1 𝑛 𝑛+1 𝑐2
(𝑢 − 2𝑢 + 𝑢 ) = (𝑢𝑛 − 2𝑢𝑖𝑛 + 𝑢𝑖+1
𝑛 𝑛+1
+ 𝑢𝑖−1 − 2𝑢𝑖𝑛+1 + 𝑢𝑖+1
𝑛+1
)
𝑘2 𝑖 𝑖 𝑖
2ℎ2 𝑖−1

𝑛+1
➢ 𝜆2 𝑢𝑖−1 − 2(𝜆2 + 1)𝑢𝑖𝑛+1 + 𝜆2 𝑢𝑖+1
𝑛+1 𝑛
= −𝜆2 𝑢𝑖−1 + 2(𝜆2 − 2)𝑢𝑖𝑛 − 𝜆2 𝑢𝑖+1
𝑛
+ 2𝑢𝑖𝑛−1
 𝑐 2𝑘2
where, 𝜆2 = ℎ2

Example 4
Solve the boundary value problem defined by 𝑢𝑡𝑡 = 4 𝑢𝑥𝑥 subject to condition
𝑢(0, 𝑡) = 0, 𝑢(4, 𝑡) = 0, 𝑡 > 0 and 𝑢𝑡 (𝑥, 0) = 0, 𝑢(𝑥, 0) = 4𝑥 − 𝑥 2 0 ≤ 𝑥 ≤ 4. Use
implicit scheme. Assume 𝜆2 = 1.

Solution:
𝑐𝑘
Let ℎ = 1, then 𝜆 = = 1, so 𝑘 = 0.25.
ℎ

Here 0 ≤ 𝑥 ≤ 4, if ℎ = 1, then 𝑥0 = 0, 𝑥1 = 𝑥0 + ℎ = 1, 𝑥2 = 𝑥1 + ℎ = 2,
𝑥3 = 𝑥2 + ℎ = 3, 𝑥4 = 𝑥3 + ℎ = 4,

The given boundary conditions are

𝑢(0, 𝑡) = 𝑢0𝑛 = 0, 𝑢(4, 𝑡) = 𝑢4𝑛 = 0,
From the initial condition 𝑢(𝑥, 0) = 𝑢𝑥0 = 4𝑥 − 𝑥 2 , we have
𝑢(1, 0) = 𝑢10 = 4 − 1 = 3, 𝑢(2, 0) = 𝑢20 = 8 − 4 = 4,
𝑢(3, 0) = 𝑢30 = 12 − 9 = 3
From the other boundary condition 𝑢𝑡 (𝑥, 0) = 0
𝑢𝑖𝑛+1 −𝑢𝑖𝑛−1
➢ ( ) =0
2𝑘 𝑛=0

➢ 𝑢𝑖−1 = 𝑢𝑖1
Using Implicit scheme
𝑛+1
𝜆2 𝑢𝑖−1 − 2(𝜆2 + 1)𝑢𝑖𝑛+1 + 𝜆2 𝑢𝑖+1
𝑛+1 𝑛
= −𝜆2 𝑢𝑖−1 + 2(𝜆2 − 2)𝑢𝑖𝑛 − 𝜆2 𝑢𝑖+1
𝑛
+ 2𝑢𝑖𝑛−1
For 𝜆2 = 1,
𝑛+1
𝑢𝑖−1 − 4𝑢𝑖𝑛+1 + 𝑢𝑖+1
𝑛+1 𝑛
= −𝑢𝑖−1 − 2𝑢𝑖𝑛 − 𝑢𝑖+1
𝑛
+ 2𝑢𝑖𝑛−1
Putting 𝑛 = 0,
0
1
𝑢𝑖−1 − 4𝑢𝑖1 + 𝑢𝑖+1
1
= −𝑢𝑖−1 − 2𝑢𝑖0 − 𝑢𝑖+1
0
+ 2𝑢𝑖−1

0
1
➢ 𝑢𝑖−1 − 6𝑢𝑖1 + 𝑢𝑖+1
1
= −𝑢𝑖−1 − 2𝑢𝑖0 − 𝑢𝑖+1
0
(since 𝑢𝑖−1 = 𝑢𝑖1 )
 Now putting 𝑖 = 1, we obtain,

𝑢01 − 6𝑢11 + 𝑢21 = −𝑢00 − 2𝑢10 − 𝑢20

➢ −6𝑢11 + 𝑢21 = −2 × 3 − 4
➢ −6𝑢11 + 𝑢21 = −10 4.5

putting 𝑖 = 2
𝑢11 − 6𝑢21 + 𝑢31 = −𝑢10 − 2𝑢20 − 𝑢30

➢ 𝑢11 − 6𝑢21 + 𝑢31 = −14 4.6

putting 𝑖 = 3
𝑢21 − 6𝑢31 + 𝑢41 = −𝑢20 − 2𝑢30 − 𝑢40

➢ 𝑢21 − 6𝑢31 = −10 4.7

Solving equations (4.5), (4.6), (4.7) , we get the solution
𝑢11 = 2.17, 𝑢21 = 3.05, 𝑢31 = 2.17

Exercise:
1. Solve the equation 𝑢𝑡𝑡 = 𝑢𝑥𝑥 subject to condition 𝑢(0, 𝑡) = 0, 𝑢(1, 𝑡) = 0, 𝑡 > 0
and 𝑢𝑡 (𝑥, 0) = 0, 𝑢(𝑥, 0) = sin(𝜋𝑥) , 0 ≤ 𝑥 ≤ 1. Taking ℎ = 0.25,
𝑘 = 0.2, Compute 𝑢(0.5, 0.4) in two time steps and compare the result with exact
solution given by 𝑢(𝑥, 𝑡) = 𝑠𝑖𝑛 𝜋𝑥 𝑐𝑜𝑠 𝜋𝑡.

2. Solve the wave equation 𝑢𝑡𝑡 = 16 𝑢𝑥𝑥 subject to condition 𝑢(0, 𝑡) = 0, 𝑢(5, 𝑡) = 0,
𝑡 > 0 and 𝑢𝑡 (𝑥, 0) = 0, 𝑢(𝑥, 0) = 𝑥 2 (5 − 𝑥), 0 ≤ 𝑥 ≤ 5. Taking 𝜆1 = 1, integrate
upto two time steps.

3. Solve the wave equation 𝑢𝑡𝑡 = 𝑢𝑥𝑥 for 𝑥 = 0, 0.1, 0.2, 0.3, 0.4, 0.5 and
𝑡 = 0.1, 0.2 subject to condition 𝑢(0, 𝑡) = 0, 𝑢(1, 𝑡) = 0, 𝑡 > 0 and 𝑢𝑡 (𝑥, 0) =
1
0, 𝑢(𝑥, 0) = 8 sin(𝜋𝑥) , 0 ≤ 𝑥 ≤ 1.

4. Solve the wave equation 𝑢𝑡𝑡 = 16 𝑢𝑥𝑥 subject to condition 𝑢(0, 𝑡) = 0, 𝑢(4, 𝑡) = 0,
 𝑡 > 0 and 𝑢𝑡 (𝑥, 0) = 0, 𝑢(𝑥, 0) = 100 𝑥 2 (4 − 𝑥), 0 ≤ 𝑥 ≤ 4.
Taking 𝜆1 = 1, integrate upto one-time step. Use Implicit scheme.
5. Solve the wave equation 𝑢𝑡𝑡 = 𝑢𝑥𝑥 subject to condition 𝑢(0, 𝑡) = 0, 𝑢(3, 𝑡) = 0,
1
𝑡 > 0 and 𝑢𝑡 (𝑥, 0) = 0, 𝑢(𝑥, 0) = 3𝑥(𝑥 − 3), 0 ≤ 𝑥 ≤ 3. Taking 𝜆 = 4,

integrate upto two-time step. Use explicit scheme.

6. Solve the initial boundary value problem 𝑢𝑡𝑡 = 16( 𝑢𝑥𝑥 + 𝑢𝑦𝑦 ) ,
subject to condition 𝑢(𝑥, 𝑦, 𝑡) = 0, 𝑡 > 0 on the boundary and 𝑢𝑡 (𝑥, 𝑦, 0) = 0,
𝑢(𝑥, 𝑦, 0) = 𝑥𝑦(4 − 𝑥)(4 − 𝑦) 0 ≤ 𝑥, y ≤ 4 with ℎ = 1, 𝜆 = 1.

Ans :
1. 𝑢22 = 𝑢(0.5, 0.4) = 0.320469, Exact 𝑢22 = 𝑢(0.5, 0.4) = 0.309017
2. 𝑢11 = 8, 𝑢21 = 10, 𝑢31 = 10, 𝑢41 = 2
𝑢12 = 6, 𝑢22 = 6, 𝑢32 = −6, 𝑢42 = −6
3. 𝑛 = 0, 0.031, 0.059, 0.082, 0.096, 0.101
𝑛 = 1, 0.023, 0.043, 0.059, 0.07, 0.074
4. 𝑢11 = −335.3, 𝑢21 = −611.6, 𝑢31 = −535.3
5. 𝑢11 = −5.811, 𝑢21 = −5.811, 𝑢12 = −5.25, 𝑢22 = −5.25

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