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    Boundary-Value Problems: Example 6.1-1

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    Munir Aslam
    The document discusses boundary-value problems for ordinary differential equations. It provides an example of using the finite difference method and the Thomas algorithm to solve a second-order boundary-value problem. The problem involves solving a differential equation between boundaries of 1 and 3, with given conditions at the boundaries. The Thomas algorithm is used to solve the tridiagonal matrix equations generated by the finite difference method to obtain the solution at each node point.

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    Boundary-Value Problems: Example 6.1-1

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    Munir Aslam
    48 views4 pages
    The document discusses boundary-value problems for ordinary differential equations. It provides an example of using the finite difference method and the Thomas algorithm to solve a second-order boundary-value problem. The problem involves solving a differential equation between boundaries of 1 and 3, with given conditions at the boundaries. The Thomas algorithm is used to solve the tridiagonal matrix equations generated by the finite difference method to obtain the solution at each node point.

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    The document discusses boundary-value problems for ordinary differential equations. It provides an example of using the finite difference method and the Thomas algorithm to solve a second-order boundary-value problem. The problem involves solving a differential equation between boundaries of 1 and 3, with given conditions at the boundaries. The Thomas algorithm is used to solve the tridiagonal matrix equations generated by the finite difference method to obtain the solution at each node point.

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    © All Rights Reserved
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    Download as doc, pdf, or txt
    48 views4 pages

    Boundary-Value Problems: Example 6.1-1

    Uploaded by

    Munir Aslam
    The document discusses boundary-value problems for ordinary differential equations. It provides an example of using the finite difference method and the Thomas algorithm to solve a second-order boundary-value problem. The problem involves solving a differential equation between boundaries of 1 and 3, with given conditions at the boundaries. The Thomas algorithm is used to solve the tridiagonal matrix equations generated by the finite difference method to obtain the solution at each node point.

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    © All Rights Reserved
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    of 4

    Chapter 6

    Boundary-Value Problems

    6.1 Introduction

    The solution of an ordinary differential equation requires auxiliary conditions. For an nth-
    order equation, n conditions are required. If all the conditions are specified at the same value
    of the independent variable, we have an initial-value problem. If the conditions are known at
    different values of the independent variable, usually at the extreme points or boundaries of a
    system, we have a boundary-value problem.

    Example 6.1-1 _____________________________________________________

    Solve the following ordinary differential equation (ODE) using finite difference with x =
    0.5

    d2y x
    (1 ) y = x ; y(1) = 2,
    dx 2
    5
    y(3) = 1

    Solution

    y0 y1 y2 y3 y4

    x 1 1 .5 2 2 .5 3

    There are five nodes with x = 0.5: y0, y1, y2, y3, and y4. However there are only three
    unknowns since y0 = y(1) = 2 and y4 = y(3) = 1. In finite difference form, the ODE becomes

    yi 1 2 yi yi 1 x
    (1 i ) yi = xi i = 1, 2, 3
    x 2
    5

    The above equation can be rearranged to

    xi
    yi-1 [2 + x2(1 ) ]yi + yi+1 = x2xi
    5

    1.5
    i = 1, xi = 1.5 y0 [2 + .52(1 ) ]y1 + y2 = .521.5
    5

    2
    i = 2, xi = 2.0 y1 [2 + .52(1 ) ]y2 + y3 = .522
    5

    1
    2 .5
    i = 3, xi = 2.5 y2 [2 + .52(1 ) ]y3 + y4 = .522.5
    5
    In matrix notation

    2.175 1 0 y1 1.625
    1 2.150 1 y
    2 = 0.5
    0 1 2.125 y 1.625
    3

    The three linear equations can be solved for the three unknowns to obtain

    y1 = 0.5520, y2 = 0.4244, and y3 = 0.9644

    Let solve the problem again with h = x = 0.2. We now have 9 unknowns that can be solved
    from the following system

    Ay = r

    where

    A =
    2.0304 1 0 0 0 0 0 0 0
    1 2.0288 1 0 0 0 0 0 0

    0 1 2.0272 1 0 0 0 0 0

    0 0 1 2.0256 1 0 0 0 0
    0 0 0 1 2.0240 1 0 0 0

    0 0 0 0 1 2.0224 1 0 0
    0 0 0 0 0 1 2.0208 1 0

    0 0 0 0 0 0 1 2.0192 1
    0 0 0 0 0 0 0 1 2.0176

    y = y1 y 2 y 3 y 4 y5 y 6 y 7 y8 y 9 T
    r = 1.952 0.056 0.064 0.072 0.080 0.088 0.096 0.104 1.112 T

    Applying finite difference method to an ordinary differential equation, we obtain tridiagonal


    matrix equations of the form

    b1 c1 0 0 y1 r1
    a b2 c2 0 0 y r
    2 2 2
    0 a3 b3 c3 0 y3 r3
    =

    0 0 a n 1 bn 1 cn 1 y n 1 rn 1

    0 0 an bn y n rn

    For example 6.1-1, we have


    2
    ai = 1, i = 1, , 9

    xi
    bi = [2 + x2(1 ) ], i = 1, , 9
    5

    ci = 1, i = 1, , 9

    r1 = x2x1 y0; ri = x2xi, i = 2, , 8; r9 = x2x9 y10

    The Thomas algorithm can be used to obtain the solutions for tridiagonal matrix system as
    follows:

    1 = b1

    1 = r1/1

    For i = 2, , n

    i = bi (ai ci-1/i-1)

    i = (ri ai i-1)/i

    yn = n

    For j = 1, , n1

    yn-j = n-j cn-j yn-j+1/n-j

    End

    Table 6.1-1 lists the MATLAB program using the Thomas algorithm to solve example 6.1-1.

    Table 6.1-1 Matlab program using the Thomas algorithm -------------


    %
    % Example 6.1-1
    x=1.2:.2:2.8;
    h=.2;n=length(x);
    b=-(2+h*h*(1-x/5));
    c=ones(1,n);a=c;
    r=h*h*x;
    r(1)=r(1)-2;r(n)=r(n)+1;
    beta=c;gam=c;y=c;
    beta(1)=b(1);gam(1)=r(1)/beta(1);
    for i=2:n
    beta(i)=b(i)-a(i)*c(i-1)/beta(i-1);
    gam(i)=(r(i)-a(i)*gam(i-1))/beta(i);

    3
    end
    y(n)=gam(n);
    for j=1:n-1
    y(n-j)=gam(n-j)-c(n-j)*y(n-j+1)/beta(n-j);
    end
    disp('y =');disp(y')

    y=
    1.3513
    0.7918
    0.3110
    -0.0974
    -0.4362
    -0.7055
    -0.9025
    -1.0224
    -1.0579

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