Chapter 7

Examples in Chapter 3

7.1 Example 3.1 (i) - Linear, Dirichlet BC

Use finite difference method to solve the following boundary value prob-
lem.
y 00 + xy 0 + y = x2,
y(0) = 0, y(1) = 1, and h = 0.25. (7.1)

Solution First of all, draw the following one-dimensional molecule

diagram to identify which values of y that need to be determined. Here
y(0) = y(x0) = y0 = 0 and y(1) = y(x4) = y4 = 1 are obtained from
the first and second boundary conditions respectively.
80 CHAPTER 7. EXAMPLES IN CHAPTER 3

From equation (7.1), we have

yi00 + xi yi0 + yi = x2i
   
yi−1 − 2yi + yi+1 yi+1 − yi−1
2
+ xi + yi = x2i
h 2h
2 (yi−1 − 2yi + yi+1 ) + hxi (yi+1 − yi−1 ) + 2h2 yi = 2h2 x2i


(2 − hxi ) yi−1 + −4 + 2h2 yi + (2 + hxi ) yi+1 = 2h2 x2i
(2 − 0.25xi ) yi−1 − 3.8750yi + (2 + 0.25xi ) yi+1 = 0.125x2i .
. . . . . . . . . (master equation)

Now, we start our calculation to find the solution of yi for i = 1, 2, 3

using the master equation.
For i = 1:
(2 − 0.25x1 ) y0 − 3.8750y1 + (2 + 0.25x1 ) y2 = 0.125x21
(1.9375) 0 − 3.8750y1 + (2.0625) y2 = 0.0078
−3.8750y1 + 2.0625y2 = 0.0078. (7.2)

For i = 2:
(2 − 0.25x2 ) y1 − 3.8750y2 + (2 + 0.25x2 ) y3 = 0.125x22
1.8750y1 − 3.8750y2 + 2.1250y3 = 0.0313. (7.3)

For i = 3:
(2 − 0.25x3 ) y2 − 3.8750y3 + (2 + 0.25x3 ) y4 = 0.125x23
(1.8125) y2 − 3.8750y3 + (2.1875) 1 = 0.0703
1.8125y2 − 3.8750y3 = −2.1172. (7.4)

Writing the linear equations (7.2), (7.3) and (7.4) into their system
of Ay = b, then we have
    
−3.8750 2.0625 0 y1 0.0078
 1.8750 −3.8750 2.1250   y2  =  0.0313  .
0 1.8125 −3.8750 y3 −2.1172
Basically we have several numerical techniques to solve the system such
as Doolittle, Cholesky, Gauss elimination and Thomas decomposition
7.1. EXAMPLE 3.1 (I) - LINEAR, DIRICHLET BC 81

methods. But since the matrix A is just of size 3 × 3 and there is no

specific method that we should use, so we may apply inverse technique
to solve the system.

Ay = b
−1
A (Ay) = A−1 (b)
y = A−1 b
 
0.3162
y = 0.5979 ♣
0.8261
82 CHAPTER 7. EXAMPLES IN CHAPTER 3

7.2 Example 3.4 (i) - Linear, Neumann

BC
Consider the nonlinear differential equation, Use finite difference method
to solve the following boundary value problem

y 00 = y + x,
y 0(0) = 1, y(1) = 2, h = 0.25. (7.5)

Solution As usual, your first move should be draw the following one-
dimensional molecule diagram to identify which values of y that need
to be found. Here y(1) = y(x4) = y4 = 2 is obtained from the second
boundary condition.

From equation (7.5), we have

yi00 = yi + xi
 
yi−1 − 2yi + yi+1
= yi + xi
h2
yi−1 − 2yi + yi+1 = h2 yi + h2 xi
yi−1 − 2yi + yi+1 − h2 yi = h2 xi


yi−1 + −2 − h2 yi + yi+1 = h2 xi
yi−1 − 2.0625yi + yi+1 = h2 xi . . . . . . (master equation)
7.2. EXAMPLE 3.4 (I) - LINEAR, NEUMANN BC 83

From the first boundary condition in equation (7.5), we obtain

y 0(0) = 1
y 0(x0 ) = 1
y00 = 1
 
y1 − y−1
=1
2h
y1 − y−1 = 2h
y−1 = y1 − 2h
y−1 = y1 − 0.5. (7.6)

Now, we start our calculation to find the solution of yi for i = 0, 1, 2, 3

using master equation.
For i = 0:
y−1 − 2.0625y0 + y1 = h2x0 . (7.7)
Substituting y−1 from equation (7.6) into equation (7.7), we retrieve

(y1 − 0.5) − 2.0625y0 + y1 = h2 x0

−2.0625y0 + 2y1 = 0.5. (7.8)

For i = 1:
y0 − 2.0625y1 + y2 = h2 x1
y0 − 2.0625y1 + y2 = 0.0156. (7.9)

For i = 2:
y1 − 2.0625y2 + y3 = h2 x2
y1 − 2.0625y2 + y3 = 0.0313. (7.10)

For i = 3:
y2 − 2.0625y3 + y4 = h2x3
y2 − 2.0625y3 + 2 = 0.0469
y2 − 2.0625y3 = −1.9531. (7.11)

Writing the linear equations (7.8), (7.9), (7.10) and (7.11) into their
84 CHAPTER 7. EXAMPLES IN CHAPTER 3

system of Ay = b, then we have

    
−2.0625 2 0 0 y0 0.5
 1 −2.0625 1 0   y1   0.0156 
=
  0.0313  .
  
 0 1 −2.0625 1   y2
0 0 1 −2.0625 y3 −1.9531

Basically we have several numerical techniques to solve the system but

since matrix A is a tri-diagonal matrix (also the size of 4×4 is difficult to
be computed using existing scientific calculator), so it is most suitable
if we may apply Thomas algorithm here. Recall the standard formula
for system of equation Ax = b for Thomas algorithm where we have
   
d1 e1 0 0 x1 b1
 c2 d2 e2 0   x2   b2 
=
  b3  .
  
 0 c3 d3 e3   x3
0 0 c4 d4 x4 b4

By comparing both systems, we may calculate to following values.

i 1 2 3 4(= n)
ci n/a 1 1 1
di -2.0625 -2.0625 -2.0625 -2.0625
ei 2 1 1 n/a
bi 0.5 0.0156 0.0313 -1.9531
α1 = d1 , -2.0625
αi = di − ci βi−1 , -1.0928 -1.1474 -1.1910
ei
βi = -0.9697 -0.9151 -0.8715 n/a
αi
b1
w1 = , -0.2424
α1
bi − ci wi−1
wi = -0.2361 -0.2330 1.4442
αi
x n = wn , 1.4442
xi = xi − βixi+1 0.4387 0.7024 1.0256
7.2. EXAMPLE 3.4 (I) - LINEAR, NEUMANN BC 85

Here (n/a) notation is refer to not available value. Since we are looking
solutions of y, hence we get
     
y0 x1 0.4387
 y1   x2   0.7024 
 y2  =  x3  =  1.0256  ♣
     

y3 x4 1.4442
86 CHAPTER 7. EXAMPLES IN CHAPTER 3

7.3 Example 3.5 (ii) - Linear, Robin BC

Use finite difference method to solve the following boundary value prob-
lem.

y 00 − y = 1,
1
y(0) − y 0 (0) = 1, y(1) + y 0(1) = 1, and h = 0.25. (7.12)
2

Solution First of all, draw the following one-dimensional molecule

diagram to identify which values of y that need to be determined.

From equation (7.12), we have

yi00 − yi =1
 
yi−1 − 2yi + yi+1
− yi =1
h2
yi−1 − 2yi + yi+1 − h2yi = h2


yi−1 − 2 + h2 yi + yi+1 = h2
yi−1 − 2.0625yi + yi+1 = 0.0625 . . . . . . (master equation)
7.3. EXAMPLE 3.5 (II) - LINEAR, ROBIN BC 87

From the first boundary condition in equation (7.12), we obtain

1
y(0) − y 0(0) = 1
2
1 0
y(x0) − y (x0 ) = 1
2
1
y0 − y00 = 1
 2
1 y1 − y−1
y0 − =1
2 2h
4hy0 − y1 + y−1 = 4h
y−1 = 4h − 4hy0 + y1
y−1 = 1 − y0 + y1 . (7.13)

From the second boundary condition in equation (7.12), we get

y(1) + y 0(1) = 1
y(x4) + y 0(x4 ) = 1
y4 + y40 = 1
 
y5 − y3
y4 + =1
2h
2hy4 + y5 − y3 = 2h
y5 = 2h − 2hy4 + y3
y5 = 0.5 − 0.5y4 + y3 . (7.14)

Now, we start our calculation to find the solution of yi for i = 0, 1, 2, 3, 4

using our master equation.
For i = 0:
y−1 − 2.0625y0 + y1 = 0.0625. (7.15)
Substituting y−1 from equation (7.13) into (7.15), we retrieve

(1 − y0 + y1 ) − 2.0625y0 + y1 = 0.0625
−3.0625y0 + 2y1 = −0.9375. (7.16)

For i = 1:
y0 − 2.0625y1 + y2 = 0.0625. (7.17)
88 CHAPTER 7. EXAMPLES IN CHAPTER 3

For i = 2:
y1 − 2.0625y2 + y3 = 0.0625. (7.18)

For i = 3:
y2 − 2.0625y3 + y4 = 0.0625. (7.19)

For i = 4:
y3 − 2.0625y4 + y5 = 0.0625. (7.20)

Substituting y5 from equation (7.14) into (7.20), we get

y3 − 2.0625y4 + (0.5 − 0.5y4 + y3) = 0.0625

2y3 − 2.5625y4 = −0.4375. (7.21)

Writing the linear equations (7.16), (7.17), (7.18), (7.19) and (7.21)
into their system of Ay = b, then we have
    
−3.0625 2 0 0 0 y0 −0.9375

 1 −2.0625 1 0 0 
 y1  
  0.0625 


 0 1 −2.0625 1 0 
 y2 =
  0.0625 .

 0 0 1 −2.0625 1  y3   0.0625 
0 0 0 2 −2.5625 y4 −0.4375

Once again as previous example it is most suitable if we may apply

Thomas algorithm here. Recall the standard formula for system of
equation Ax = b for Thomas algorithm where we have
    
d1 e1 0 0 0 x1 b1

 c2 d2 e2 0 0 
 x2  
  b2 


 0 c3 d3 e3 0 
 x3 =
  b3 .

 0 0 c4 d4 e4  x4   b4 
0 0 0 c5 d5 x5 b5

And comparing both systems leads us to get the following values.

7.3. EXAMPLE 3.5 (II) - LINEAR, ROBIN BC 89

i 1 2 3 4 5(= n)
ci n/a 1 1 1 2
di -3.0625 -2.0625 -2.0625 -2.0625 -2.5625
ei 2 1 1 1 n/a
bi -0.9375 0.0625 0.0625 0.0625 -0.4375
α1 = d1 , -3.0625
αi = di − ci βi−1 , -1.4094 -1.3530 -1.3234 -1.0513
ei
βi = -0.6531 -0.7095 -0.7391 -0.7556 n/a
αi
b1
w1 = , 0.3061
α1
bi − ci wi−1
wi = 0.1728 0.0815 0.0144 0.4435
αi
x n = wn , 0.4435
xi = xi − βi xi+1 0.5764 0.4139 0.3398 0.3495

Since we are looking solutions of y, hence we get

     
y0 x1 0.5764
 y1   x2   0.4139 
     
 y2  =  x3  =  0.3398
 ♣
   
 y3   x4   0.3495 
y4 x5 0.4435
90 CHAPTER 7. EXAMPLES IN CHAPTER 3

7.4 Example 3.7 - Nonlinear, Dirichlet BC

Consider the nonlinear differential equation,

y 00 + 2y 2 = 8x2 y 3, 0 ≤ x ≤ 1, (7.22)

with boundary conditions

y(0) = 1, y(1) = 0.5.

(i) Find the nonlinear system F(y) = 0 when we solve the problem
above using finite difference method with step size h = 0.25.

(ii) Solve the nonlinear system in part (i) using Newton’s method
with initial vector y(0) = 0 and apply stopping criteria ||y(k+1) −
y(k)||∞ < 0.005.

Solution

(i) As usual, your first move should be draw the following one-dimensional
molecule diagram to identify which values of y that we need to
be found.
7.4. EXAMPLE 3.7 - NONLINEAR, DIRICHLET BC 91

From equation (7.22), we have

yi00 + 2yi2 = 8x2i yi3

 
yi−1 − 2yi + yi+1
+ 2yi2 = 8x2i yi3
h2
yi−1 − 2yi + yi+1 + 2h2 yi2 − 8h2 x2i yi3 =0
yi−1 − 2yi + 2h2 yi2 − 8h2 x2i yi3 + yi+1 =0
yi−1 − 2yi + 0.125yi2 − 0.5x2i yi3 + yi+1 = 0 . . . (master equation)

Now, we start our calculation to find the solution of yi for i =

1, 2, 3 using our master equation.
For i = 1:

y0 − 2y1 + 0.125y12 − 0.5x21 y13 + y2 = 0

1 − 2y1 + 0.125y12 − 0.0313y13 + y2 = 0, (7.23)

where y0 = y(x0) = y(0) = 1 from the first boundary condition.

For i = 2:

y1 − 2y2 + 0.125y22 − 0.5x22y23 + y3 = 0

y1 − 2y2 + 0.125y22 − 0.125y23 + y3 = 0. (7.24)

For i = 3:

y2 − 2y3 + 0.125y32 − 0.5x23 y33 + y4 = 0

y2 − 2y3 + 0.125y32 − 0.2813y33 + 0.5 = 0, (7.25)

where y4 = y(x4) = y(1) = 0.5 from the second boundary condi-

tion.
Writing the nonlinear equations (7.23), (7.24) and (7.25) into their
system of F(y) = 0, then we have
   
1 − 2y1 + 0.125y12 − 0.0313y13 + y2 0
 y1 − 2y2 + 0.125y22 − 0.125y23 + y3  =  0  ,
y2 − 2y3 + 0.125y32 − 0.2813y33 + 0.5 0
92 CHAPTER 7. EXAMPLES IN CHAPTER 3

or denoted by
   
f1 (y1, y2, y3 ) 0
 f2 (y1, y2, y3 )  =  0  .
f3 (y1, y2, y3 ) 0

(ii) We want to solve nonlinear system of equations using Newton’s

method. So we have the formula of Newton as follows

−1

y(k+1) = y(k) − J y(k) F y(k) .

The Jacobian matrix is

J y(k)
 
∂f1 ∂f1 ∂f1
 ∂y1 ∂y2 ∂y3 
 
 ∂f2 ∂f2 ∂f2 
= 
 ∂y 1 ∂y 2 ∂y 3 

 ∂f3 ∂f3 ∂f3 
∂y1 ∂y2 ∂y3
 
−2 + 0.25y1 − 0.0938y12 1 0
 
= 1 −2 + 0.25y2 − 0.375y22 1 .

0 1 −2 + 0.25y3 − 0.8438y32
7.4. EXAMPLE 3.7 - NONLINEAR, DIRICHLET BC 93



k y(k) F y(k) J y(k)
     
0 1 −2 1 0
0 0 0  1 −2 1 
0 0.5 0 1 −2
     
0.8750 0.0747 −1.8531 1 0
1 0.7500   0.0176   1 −2.0234 1 
0.6250 −0.0198 0 1 −2.1734
     
0.9410 0.0003 −1.8487 1 0
2 0.7977  −0.0005  1 −2.0392 1 
0.6378 0 0 1 −2.1838

k y(k+1) ky(k+1) − y(k)k∞

  <
0.0050
= ε
0.8750 0.875

0 0.7500   0.75 

0.6250 0.625
∞

  =
0.875 >ε
0.9410 0.066

1 0.7977  0.0477 

0.6378 0.0128
∞

  =
0.066 > ε
0.9410
0

2 0.7974  −0.0003 

0.6377 −0.0001
∞
= 0.0003 < ε (stop)

Therefore,    
y1 0.9410
y = y(3) = y2  = 0.7974  ♣
y3 0.6377
94 CHAPTER 7. EXAMPLES IN CHAPTER 3

7.5 Example 3.13 - Nonlinear, Neumann

BC
Consider the nonlinear differential equation,

2xy 00 + (y 0)2 − 4y = 4x, 1 ≤ x ≤ 2, (7.26)

with boundary conditions

y 0 (1) = 4, y 0(2) = 6.

(i) Find the nonlinear system F(y) = 0 when we solve the problem
above using finite difference method with step size h = 0.5.

(ii) Compute y(2) using Broyden’s method if initial vector y(0) =

(1, 1, 1)T .

Solution

(i) Firstly, draw the following one-dimensional molecule diagram in

order to identify which values of y that we need to calculate.
7.5. EXAMPLE 3.13 - NONLINEAR, NEUMANN BC 95

From equation (7.26), we have

2xi yi00 + (yi0 )2 − 4yi = 4xi

   2
yi−1 − 2yi + yi+1 yi+1 − yi−1
2xi + − 4yi = 4xi
h2 2h
8xi (yi−1 − 2yi + yi+1) + (yi+1 − yi−1 )2 − 16h2 yi − 16h2 xi = 0
8xi (yi−1 − 2yi + yi+1 ) + (yi+1 − yi−1 )2 − 4yi − 4xi = 0
. . . . . . . . . (master equation)

From the first boundary condition in equation (7.26), we obtain

y 0(1) = 4
y 0(x0) = 4
y00 = 4
 
y1 − y−1
=4
2h
y1 − y−1 = 4h
y−1 = y1 − 8h
y−1 = y1 − 4. (7.27)

From the second boundary condition in equation (7.26), we get

y 0(2) = 6
y 0(x2 ) = 6
y20 = 6
 
y3 − y1
=6
2h
y3 = 12h + y1
y3 = 6 + y1 . (7.28)

Now, we start our calculation to find the solution of yi for i =

0, 1, 2 using our master equation.
96 CHAPTER 7. EXAMPLES IN CHAPTER 3

For i = 0:
8x0 (y−1 − 2y0 + y1 ) + (y1 − y−1 )2 − 4y0 − 4x0 = 0. (7.29)
Substituting y−1 from equation (7.27) into (7.29), we retrieve
2
8x0 ((y1 − 4) − 2y0 + y1 ) + (y1 − (y1 − 4)) − 4y0 − 4x0 = 0
8(2y1 − 2y0 − 4) + 16 − 4y0 − 4 = 0
16y1 − 16y0 − 32 + 16 − 4y0 − 4 = 0
−20y0 + 16y1 − 20 = 0.
(7.30)
For i = 1:
8x1 (y0 − 2y1 + y2) + (y2 − y0)2 − 4y1 − 4x1 = 0
12y0 − 24y1 + 12y2 + (y2 − y0 )2 − 4y1 − 6 = 0
12y0 − 28y1 + 12y2 + (y2 − y0 )2 − 6 = 0. (7.31)

For i = 2:
8x2 (y1 − 2y2 + y3 ) + (y3 − y1 )2 − 4y2 − 4x2 = 0. (7.32)
Substituting y3 from equation (7.28) into (7.32), we get
8x2 (y1 − 2y2 + (6 + y1 )) + ((6 + y1 ) − y1)2 − 4y2 − 4x2 = 0
16 (2y1 − 2y2 + 6) + 36 − 4y2 − 8 = 0
32y1 − 36y2 + 124 = 0.
(7.33)
Writing the nonlinear equations (7.30), (7.31) and (7.33) into their
system of F(y) = 0, then we have
   
−20y0 + 16y1 − 20 0
 12y0 − 28y1 + 12y2 + (y2 − y0)2 − 6  =  0  ,
32y1 − 36y2 + 124 0
or denoted by
   
f1 (y0, y1, y2 ) 0
 f2 (y0, y1, y2 )  =  0  .
f3 (y0, y1, y2 ) 0
7.5. EXAMPLE 3.13 - NONLINEAR, NEUMANN BC 97

(ii) We want to solve nonlinear system of equations using Broyden’s

method up to y(2). So we have the formula of Broyden’s method
as follows

y(k+1) ≈ y(k) − A−1
k F y
(k)
,
where
T −1
Sk − A−1
k−1 zk Sk Ak−1
A−1
k = A−1+
k−1 −1 ,
ST
k Ak−1 zk



zk = F y(k) − F y(k−1) ,
Sk = y(k) − y(k−1) ,
(0) −1


A−1
0 = J y .
If you take a look at the standard formula of Broyden’s method
as given in Chapter

2, we
need to find the solution x and use
(k)
yk = F x − F x(k−1) . For this example, we must change



both notations into solution y and use zk = F y(k) − F y(k−1)
respectively.
The Jacobian matrix is


J y(k)
 ∂f ∂f ∂f1 
1 1
 ∂y0 ∂y1 ∂y2 
 
 ∂f2 ∂f2 ∂f2 
= 

 ∂y0 ∂y1 ∂y2 

 ∂f3 ∂f3 ∂f3 
∂y0 ∂y1 ∂y2
 
−20 16 0
 
 12 − 2(y2 − y0) −28 12 + 2(y2 − y0 )  .
= 

0 32 −36
98 CHAPTER 7. EXAMPLES IN CHAPTER 3

k y(k) Sk F y(k) zk J y(k)
     
1 −24 −20 16 0
0 1 n/a −10 n/a  12 −28 12 
1 120 0 32 −36
       
1.4138 0.4138 −0.0008 23.9992
1 3.0172  2.0172  22.2094  32.2094 n/a
6.1264 5.1264 0 −120

−1
k ST
k Ak−1 zk A−1
k y(k+1)
   
−0.1121 −0.1034 −0.0345 1.4138
0 n/a −0.0776 −0.1293 −0.0431 3.0172 
−0.0690 −0.1149 −0.0661 6.1264
   
0.0075 0.0884 0.06 −0.5495
1 10.6904 0.0718 0.1104 0.075   0.5653 
0.0638 0.0982 0.0389 3.9455

Therefore,    
y0 −0.5495
y = y(2) = y1 =  0.5653  ♣
y2 3.9455
7.6. EXAMPLE 3.15 (I) - NONLINEAR, ROBIN BC 99

7.6 Example 3.15 (i) - Nonlinear, Robin

BC
For the following boundary value problems, find the system of nonlinear
equation F(y) = 0 if we approximate the solution using finite difference
method.
2y
y 00 + 4yy 0 + = 0, 0 ≤ x ≤ 1,
(1 + x2)
y(0) + y 0(0) = 1, y 0(1) = 0, h = 0.25. (7.34)

Solution Once again, do not forget to draw the following one-dimensional

molecule diagram in order to identify which values of y that we need
to find.

From equation (7.34), we have

2y
0 = y 00 + 4yy 0 +
(1 + x2 )
0 = (1 + x2 )y 00 + 4(1 + x2 )yy 0 + 2y
0 = (1 + x2i )yi00 + 4(1 + x2i )yiyi0 + 2yi
   
2 yi−1 − 2yi + yi+1 2 yi+1 − yi−1
0 = (1 + xi ) + 4(1 + xi )yi + 2yi
h2 2h
0 = 2(1 + x2i ) (yi−1 − 2yi + yi+1 ) + 4h(1 + x2i )yi (yi+1 − yi−1 ) + 4h2 yi
0 = 2(1 + x2i ) (yi−1 − 2yi + yi+1 ) + (1 + x2i )yi (yi+1 − yi−1 ) + 0.25yi
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (master equation)
100 CHAPTER 7. EXAMPLES IN CHAPTER 3

From the first boundary condition in equation (7.34), we obtain

y(0) + y 0(0) = 1
y(x0) + y 0(x0) = 1
y0 + y00 = 1
 
y1 − y−1
y0 + =1
2h
2hy0 + y1 − y−1 = 2h
y−1 = 2hy0 + y1 − 2h
y−1 = 0.5y0 + y1 − 0.5. (7.35)

From the second boundary condition in equation (7.34), we get

y 0(1) = 0
y 0(x4) = 0
y40 = 0
 
y5 − y3
=0
2h
y5 − y3 = 0
y5 = y3 . (7.36)

Now, we start our calculation to find the solution of yi for i = 0, 1, 2, 3, 4

using our master equation.
For i = 0:

2(1 + x20) (y−1 − 2y0 + y1 ) + (1 + x20)y0 (y1 − y−1 ) + 0.25y0 = 0. (7.37)

Substituting y−1 from equation (7.35) into (7.37), we retrieve

2 ((0.5y0 + y1 − 0.5) − 2y0 + y1 ) + y0 (y1 − (0.5y0 + y1 − 0.5)) + 0.25y0 = 0

2 (−1.5y0 + 2y1 − 0.5) + y0 (−0.5y0 + 0.5) + 0.25y0 = 0
−3y0 + 4y1 − 1 − 0.5y02 + 0.5y0 + 0.25y0 = 0
−2.25y0 − 0.5y02 + 4y1 − 1 = 0.
(7.38)
7.6. EXAMPLE 3.15 (I) - NONLINEAR, ROBIN BC 101

For i = 1:

2(1 + x21) (y0 − 2y1 + y2) + (1 + x21)y1 (y2 − y0 ) + 0.25y1 = 0

2.1250y0 − 4.25y1 + 2.1250y2 + 1.0625y1 y2 − 1.0625y0 y1 + 0.25y1 = 0
2.1250y0 − 1.0625y0 y1 − 4y1 + 1.0625y1 y2 + 2.1250y2 = 0.
(7.39)
For i = 2:

2(1 + x22) (y1 − 2y2 + y3) + (1 + x22)y2 (y3 − y1 ) + 0.25y2 = 0

2.5y1 − 5y2 + 2.5y3 + 1.25y2 y3 − 1.25y1 y2 + 0.25y2 = 0
2.5y1 − 1.25y1 y2 − 4.75y2 + 1.25y2 y3 + 2.5y3 = 0. (7.40)

For i = 3:

2(1 + x23 ) (y2 − 2y3 + y4 ) + (1 + x23 )y3 (y4 − y2) + 0.25y3 = 0

3.125y2 − 6.25y3 + 3.125y4 + 1.5625y3 y4 − 1.5625y2 y3 + 0.25y3 = 0
3.125y2 − 1.5625y2 y3 − 6y3 + 1.5625y3 y4 + 3.125y4 = 0.
(7.41)
For i = 4:

2(1 + x24) (y3 − 2y4 + y5) + (1 + x24)y4 (y5 − y3 ) + 0.25y4 = 0. (7.42)

Substituting y5 from equation (7.36) into (7.42), we get

2(1 + x24) (y3 − 2y4 + y3) + (1 + x24)y4 (y3 − y3 ) + 0.25y4 = 0

4(2y3 − 2y4 ) + 0.25y4 = 0
8y3 − 7.75y4 = 0. (7.43)

Writing the nonlinear equations (7.38), (7.39), (7.40), (7.41) and (7.43)
into their system of F(y) = 0, then we have
   
−2.25y0 − 0.5y02 + 4y1 − 1 0
 2.1250y0 − 1.0625y0 y1 − 4y1 + 1.0625y1 y2 + 2.1250y2   0 
   

 2.5y 1 − 1.25y 1 y 2 − 4.75y 2 + 1.25y 2 y 3 + 2.5y 3
 =  0 ♣
  
 3.125y2 − 1.5625y2 y3 − 6y3 + 1.5625y3 y4 + 3.125y4   0 
8y3 − 7.75y4 0
102 CHAPTER 7. EXAMPLES IN CHAPTER 3