Find u such that PSK \(\displaystyle-{u}^{{''}}{\left({x}\right)}+{b}{\left({x}\right)}{u}^{{'}}{\left({x}\right)}+{c}{\left({x}\right)}{u}{\left({x}\right)}={f{{\left({x}\right)}}}\ \ \text{ in

Justine White

Justine White

Answered question

2022-04-05

Find u such that
u (x)+b(x)u (x)+c(x)u(x)=f(x)   in  (0,1),
and conditions u(0)=u(1)=0, where
b(x)=x2, c(x)=1+x, f(x)=2+13x2+3x3x45x5

Answer & Explanation

anita1415snck

anita1415snck

Beginner2022-04-06Added 19 answers

Step 1
Looking at the last scheme, the approximations being used are are follows:
u(xi)=1h2(u(xi+1)2u(xi)+u(xi1))h212u(4)(ξi)
u(xi)=12h(u(xi+1)u(xi1))+h26u(3)(ζi)
Step 2
So, when you write the equation at x=xi, and denote Wi=u(xi), you get
dWi+12Wi+Wi1h2+bidWi+1Wi12h+ciWi=fi+Ei
where Ei=h214u(4)(ξi)h26bi,u(3)(ζi)
Step 3
Since the system your will actually solve does not include the Ei terms, the global error can now be estimated by standard perturbation analysis on the rhs of a linear system. Basically, you are solving some system AW=F, instead of A(W+δW)=F+δF, which leads to an (absolute) error estimate |δW||A1||δF|.
enchantsyseq

enchantsyseq

Beginner2022-04-07Added 19 answers

Explanation:
The classical way to get to the truncation error at point i is to expand the terms Ui±1 in a Taylor series around that point i. As a practical advice, you can first just do linear expansion, see if only the desired terms persist (by comparing to the PDE) and then include also higher order terms (quadratic) and so on. At some point there are higher-order derivatives arising which are not vanishing anymore. This is your truncation error, which is accompanied with some power of h, which then defines the order of your local truncation error.

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