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Solution of Partial Differential

Equations
B. D. Mulmi
November, 2020

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Introduction
• Many physical phenomena like vibration of
string, heat flow, fluid flow, electrical
distribution, etc. in applied science and
engineering and described by partial
differential equations(PDEs).
• A differential equation having more than one
independent variables is known as the partial
differential equation.

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Introduction
• If we represent the dependent variable is 𝑢 and
the two independent variables as 𝑥 and 𝑦
• A general linear second order PDE is

𝐴 +𝐵 +𝐶 = 𝐹(𝑥, 𝑦, 𝑢, 𝜕𝑥, 𝜕𝑦) …. (1)

𝑖. 𝑒. 𝐴𝑢 + 𝐵𝑢 + 𝐶𝑢 = 𝐹(𝑥, 𝑦, 𝑢, 𝑢 , 𝑢 )

𝐴, 𝐵, & 𝐶 are the function of 𝑥 and 𝑦

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Introduction
Equation (1) can be represents

Elliptic if 𝐵 − 4𝐴𝐶 < 0

Parabolic if 𝐵 − 4𝐴𝐶 = 0
Hyperbolic if 𝐵 − 4𝐴𝐶 > 0

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Elliptic Equation
a) Laplace’s Equation
b) Poisson’s Equation

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Laplace’s Equation
𝜕 𝑢 𝜕 𝑢
+ =0
𝜕𝑥 𝜕𝑦
𝑖. e. 𝑢 + 𝑢 = 0
𝑖. 𝑒. ∇ 𝑢 = 0 - (1)

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Poisson’s Equation
𝜕 𝑢 𝜕 𝑢
+ = 𝑓(𝑥, 𝑦)
𝜕𝑥 𝜕𝑦
𝑖. e. 𝑢 + 𝑢 = 𝑓(𝑥, 𝑦)
𝑖. 𝑒. ∇ 𝑢 = 𝑓(𝑥, 𝑦) (2)

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Finite Difference Method

𝑢 = 𝑢 𝑥, 𝑦 = 𝑢 𝑥 , 𝑦 =𝑢 , =𝑢,
𝑢
𝜕 𝑢 1
= 𝑢 , − 2𝑢 , + 𝑢 ,
𝜕𝑥 ℎ
𝑦
𝜕 𝑢 1 k
= 𝑢, − 2𝑢 , + 𝑢 ,
𝜕𝑦 𝑘
h
From equation no (1) 𝑥

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Laplace’s Equation
𝜕 𝑢 𝜕 𝑢
+ =0
𝜕𝑥 𝜕𝑦
𝑢 , − 2𝑢 , + 𝑢 , + 𝑢, − 2𝑢 , + 𝑢 , =0
……
………

𝑢, = 𝑢 , +𝑢 , +𝑢, +𝑢 , ℎ=𝑘
Standard Five – Point Formula

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Laplace’s Equation
𝑢

(i-1,j+1) (i,j+1) (i+1,j+1)

(i-1,j) (i,j) 𝑥 = 𝑥 = 𝑥 + 𝑖ℎ = 𝑖ℎ
(i+1,j)
𝑦 = 𝑦 = 𝑦 + 𝑗ℎ = 𝑗ℎ
(i-1,j-1) 𝑘=ℎ
(i,j-1) (i+1,j-1)

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Example
# Solve the Laplace equation 𝑢 + 𝑢 = 0 for the square mesh with
boundary conditions as shown in figure below:
𝑢 60 60 60 60

40 50

20 40

0 10 20 30

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Solution
Solution:
Let 𝑢 , 𝑢 , 𝑢 , 𝑢 be the values of 𝑢 at the
interior mesh points.
𝑢 = 𝑢 1,1
𝑢 = 𝑢(2,1)
𝑢 = 𝑢(1,2)
𝑢 = 𝑢(2,2)

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Example
The given mesh becomes,
𝑢 60 60 60 60

40 50
𝑢 𝑢

20 40
𝑢 𝑢

0 10 20 30

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Example :: Solution
a) Formation of equation using Laplace Standard 5 – point formula. We
have,

1
𝑢, = 𝑢 , +𝑢 , +𝑢, +𝑢, − (1)
4
For 𝑖 = 1 and 𝑗 = 1 in eqn (1). We get,
1
𝑢 , = 𝑢 , +𝑢 , +𝑢 , +𝑢 ,
4
1
𝑢 = 𝑢 + 20 + 𝑢 + 10
4
𝑢 = 𝑢 + 𝑢 + 30 … (2)

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Example :: Solution
For 𝑖 = 2 and 𝑗 = 1 in eqn (1). We get,
1
𝑢 = 𝑢 + 20 + 𝑢 + 40
4
𝑢 = 𝑢 + 𝑢 + 60 ……. (3)

For 𝑖 = 1 and 𝑗 = 2 in eqn(1). We get,

1
𝑢 = 𝑢 + 60 + 𝑢 + 40
4
𝑢 = 𝑢 + 𝑢 + 100 … (4)

For 𝑖 = 2 and 𝑗 = 2 in eqn (1). We get,

𝑢 = 𝑢 + 60 + 𝑢 + 50

𝑢 = 𝑢 + 𝑢 + 110 … (5)
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Example :: Solution
• 𝑢 = 𝑢 + 𝑢 + 30

• 𝑢 = 𝑢 + 𝑢 + 60

• 𝑢 = 𝑢 + 𝑢 + 100

• 𝑢 = 𝑢 + 𝑢 + 110

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Example :: Solution
b) Calculation of initial guesses:

1
𝑢 = 𝑢 + 20 + 𝑢 + 10
4
1
𝑢 = 40 + 20 + 60 + 10
4
1
𝑢 = 130
4
𝑢 = 32.50

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Example :: Solution
1
𝑢 = 20 + 20 + 60 + 40
4
𝑢 = 35

1
𝑢 = 10 + 60 + 50 + 40
4
𝑢 = 40

1
𝑢 = 20 + 60 + 40 + 50
4
𝑢 = 42.50

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Example :: Solution
Further calculation are shown in the following table
using Gauss – Seidel iteration method.
𝑖 𝒖𝟏 (𝐴) 𝒖𝟐 (𝑩) 𝒖𝟑 (𝑪) 𝒖𝟒 (𝑫)
1 - 35.000 40.000 42.500
2 26.250 32.188 42.188 46.094
3
4
5
6
7
8
𝐻𝑒𝑛𝑐𝑒
19
𝑢 = 26.667 𝑢 = 33.333 𝑢 = 43.333 𝑢 = 46.667
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Example
Solve the equation ∇ 𝑢 = 0 over the square grid
with boundary conditions as shown in the
figure. 0 100 200 100 0

400 400

500 500

400 400

0 100 200 100 0

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Solution
𝐶
0 100 200 100 0

400 400
𝑢 𝑢 𝑢

500 500
𝑢 𝑢 𝑢 𝐵
𝐴
400 400
𝑢 𝑢 𝑢

0 100 200 100 0

𝐷
Let 𝑢 , 𝑢 , 𝑢 , … … … 𝑢 denote the values of u at the
different grid points. Since the square mesh is symmetric
about the horizontal line AB and vertical line CD, we have,
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Solution
About axis AB,
𝑢 = 𝑢 ,𝑢 = 𝑢 ,𝑢 = 𝑢

About axis CD,

𝑢 = 𝑢 ,𝑢 = 𝑢 ,𝑢 = 𝑢

∴𝑢 =𝑢 =𝑢 =𝑢
Let,
𝑢 = 𝑢 1,1 , 𝑢 = 𝑢 2,1 , 𝑢 = 𝑢 1,2 , 𝑢 = 𝑢(2,2)

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Solution
0 100 200 100 0

400 400
𝑢 𝑢 𝑢

500 500
𝑢 𝑢 𝑢
400 400
𝑢 𝑢 𝑢

0 100 200 100 0

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Solution
a) Formation of equation using SFPF. We have,
1
𝑢, = 𝑢 , +𝑢 , +𝑢, +𝑢, − (1)
4
For i = 1, j=1 in eqn(1) we get,
1
𝑢 , = 𝑢 , +𝑢 , +𝑢 , +𝑢 ,
4
1
𝑢 = 𝑢 + 400 + 𝑢 + 100
4
𝑢 = 𝑢 + 𝑢 + 500 - (2)
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Solution
For i =2 and j = 1 in eqn (1). We get,
1
𝑢 = 𝑢 + 200 + 𝑢 + 𝑢
4
𝑢 = 2𝑢 + 𝑢 + 200 ……. (3)
For i =2, j= 1 in eqn (1) . We get,
1
𝑢 = 𝑢 + 𝑢 + 𝑢 + 500
4
1
𝑢 = (2𝑢 + 𝑢 + 500)
4

Do yourself….

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Exercise
A plate of dimension 2.4m x 2.4m is subjected to
temperatures as follows: left side at 750c, right
side at 1000c, upper part at 3000c and lower part
at 500c. If square grid length of 0.8m x 0.8m is
assumed. What will be temperature at the
interior nodes.

A1 = 1 – 4 h =1
A2 = 4 – 14 h =2
A = A1 + A2
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Exercise :: Solution
Solution:
Dimension of Plate L = W = 2.4m
Since height and width (Grid)
h = k = 0.8m
Thus, we can divided a plate into m x n grids
where,
m = L/h = 3
n = W/k = 3

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Solution
Then the mesh become,
3000

750 𝑡 𝑡 1000

𝑡 𝑡

500

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Solution

𝐷𝑜 𝑦𝑜𝑢𝑟𝑠𝑒𝑙𝑓 ⋯ ⋯ ⋯

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Poisson’s Equation
𝜕 𝑢 𝜕 𝑢
+ = 𝑓(𝑥, 𝑦)
𝜕𝑥 𝜕𝑦
𝑖. e. 𝑢 + 𝑢 = 𝑓(𝑥, 𝑦)
𝑖. 𝑒. ∇ 𝑢 = 𝑓(𝑥, 𝑦) (2)

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Poisson’s Equation
𝜕 𝑢 𝜕 𝑢
+ = 𝑓(𝑥, 𝑦)
𝜕𝑥 𝜕𝑦
𝑖. e. 𝑢 + 𝑢 = 𝑓(𝑥, 𝑦)
𝑖. 𝑒. ∇ 𝑢 = 𝑓(𝑥, 𝑦) (2)

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Finite Difference Method

𝜕 𝑢 1
= 𝑢 , − 2𝑢 , + 𝑢 ,
𝜕𝑥 ℎ
𝜕 𝑢 1
= 𝑢, − 2𝑢 , + 𝑢 ,
𝜕𝑦 𝑘
From equation no (2)

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Poisson’s Equation
𝜕 𝑢 𝜕 𝑢
+ = 𝑓(𝑥, 𝑦)
𝜕𝑥 𝜕𝑦
𝑢 , − 2𝑢 , + 𝑢 , + 𝑢, − 2𝑢 , + 𝑢 , = 𝑓 𝑖ℎ, 𝑗𝑘
……
………
1
𝑢, = 𝑢 , +𝑢 , +𝑢, +𝑢, − ℎ 𝑓(𝑖ℎ, 𝑗ℎ)
4
ℎ=𝑘
𝐹𝑖𝑣𝑒 – 𝑃𝑜𝑖𝑛𝑡 𝐹𝑜𝑟𝑚𝑢𝑙𝑎
# 𝑊𝑟𝑖𝑡𝑒 𝐷𝑖𝑎𝑔𝑜𝑛𝑎𝑙 𝐹𝑖𝑣𝑒 – 𝑃𝑜𝑖𝑛𝑡 𝐹𝑜𝑟𝑚𝑢𝑙𝑎.
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Example
# Solve the equation 𝑢 + 𝑢 = 2𝑥 𝑦 for the square mesh with boundary
conditions as shown in figure below: [Take h = 1]
u 60 60 60 60

40 50

20 40

0 10 20 30

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Solution
Solution:
Let 𝑢 , 𝑢 , 𝑢 , 𝑢 be the values of 𝑢 at the interior mesh
points.
𝑢 = 𝑢 1,1
𝑢 = 𝑢(2,1)
𝑢 = 𝑢(1,2)
𝑢 = 𝑢(2,2)
Function:
𝑓 𝑥, 𝑦 = 2𝑥 𝑦
𝑓 𝑖ℎ, 𝑗ℎ = 2 𝑖ℎ ∗ 𝑗ℎ [ℎ = 𝑘]
= 2𝑖 𝑗 [ ℎ = 1]
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Example
The given mesh becomes,
u 60 60 60 60

40 50
𝑢 𝑢
20 40
𝑢 𝑢

0 10 20 30

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Solution
a) Formation of equation using Poisson Standard 5 – point formula. We have,

1
𝑢, = 𝑢 , +𝑢 , +𝑢, +𝑢, − ℎ 𝑓(𝑖ℎ, 𝑗ℎ)
4
1
𝑢, = 𝑢 , +𝑢 , +𝑢, +𝑢, − 2𝑖 𝑗 − (1)
4
For i =1 and j =1 in eqn (1). We get,
1
𝑢 , = 𝑢 , +𝑢 , +𝑢 , +𝑢 , −2
4
1
𝑢 = 𝑢 + 20 + 𝑢 + 10 − 2
4
𝑢 = 𝑢 + 𝑢 + 28 … (2)

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Example :: Solution
For i =2 and j = 1 in eqn (1). We get,
1
𝑢 = 𝑢 + 20 + 𝑢 + 40 − 8
4
𝟏
𝒖𝟐 = 𝟒 𝒖𝟒 + 𝒖𝟏 + 𝟓𝟐 ……. (3)

For i = 1 and j = 2 in eqn(1). We get,

1
𝑢 = 𝑢 + 60 + 𝑢 + 40 − 8
4
𝟏
𝒖𝟑 = 𝒖𝟏 + 𝒖𝟒 + 𝟗𝟐 … (4)
𝟒

For i = 2 and j = 2 in eqn (1). We get,

𝑢 = 𝑢 + 60 + 𝑢 + 50 − 32
𝟏
𝒖𝟒 = 𝒖𝟐 + 𝒖𝟑 + 𝟕𝟖 … (5)
𝟒 38
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Example :: Solution
b) Calculation of initial guesses:
• 𝑢 = 10 + 20 + 60 + 40 − 2
𝑢 = 32
• 𝑢 =
𝑢 = 33
• 𝑢 =
𝑢 = 38
• 𝑢 =
• 𝑢 = = 34.50
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Example :: Solution
Further calculation are shown in the following table
using Gauss – Seidel iteration method.
i 𝒖𝟏 (𝐴) 𝒖𝟐 (𝑩) 𝒖𝟑 (𝑪) 𝒖𝟒 (𝑫)
1 - 33 38 34.50
2 24.750 27.813 37.813 35.906
3 23.406 27.828 37.828 35.914
4
5
6
7
8
𝐻𝑒𝑛𝑐𝑒
𝑢 = 23.417, 𝑢 = 27.833, 𝑢 = 37.833, 𝑢 = 35.91640
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Exercise
# Solve the equation ∇ 𝑢 = −10(𝑥 + 𝑦 + 10) over the
square with sides 𝑥 = 0 = 𝑦, 𝑥 = 3 = 𝑦 𝑤𝑖𝑡ℎ 𝑢 = 0 on the
boundary and mesh length = 1
# Solve the Poisson equation 𝑢 + 𝑢 = −81𝑥𝑦,
0 < 𝑥 < 1, 0 < 𝑦 < 1 given that 𝑢 0, 𝑦 = 0, 𝑢 𝑥, 0 =
0, 𝑢 𝑥, 1 = 𝑢 1, 𝑦 = 100 𝑎𝑛𝑑 ℎ = .

# Solve 𝑈 + 𝑈 = 0 for the square mesh bounded by

0 ≤ 𝑥 ≤ 3; 0 ≤ 𝑦 ≤ 3 and the boundary conditions
𝑢 0, 𝑦 = 150, 𝑢 3, 𝑦 = 250, 𝑢 𝑥, 0 = 100, 𝑢 𝑥, 3 =
100; 0 < 𝑥 < 3; 0 ≤ 𝑦 ≤ 3 .Find the values of 𝑢 𝑖, 𝑗

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Example
The given mesh becomes,
u 0 100 100 100 (1,1)

0 100
𝑢 𝑢
0 100
𝑢 𝑢

0 0 0 0

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PARABOLIC EQUATIONS
• The one – dimensional heat conduction
equation
𝜕𝑢 𝜕 𝑢
=𝑐 − (1)
𝜕𝑡 𝜕𝑥
Is a well – known example parabolic partial
differential equation.

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Parabolic Equations
The solution of this equation is temperature
function 𝑢 𝑥, 𝑡 . Which is define for values of 𝑥
from 0 to 𝑙 and for values of time t from 0 to ∞.

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Parabolic Equations
𝑅𝑜𝑑
𝑢(𝑥, 𝑡)

𝑢(𝑥, 𝑡)
𝑢(𝑙, 𝑡)

𝑥=0 𝑥=𝑙
𝑥 𝐼𝑛𝑠𝑢𝑙𝑎𝑡𝑖𝑜𝑛

𝐹𝑖𝑔𝑢𝑟𝑒: 𝐻𝑒𝑎𝑡 𝑓𝑙𝑜𝑤 𝑖𝑛 𝑅𝑜𝑑

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Parabolic Equations
1. Schmidt Method
Consider a rectangular mesh in the 𝑥 − 𝑡 plane
with spacing ℎ along 𝑥 direction and 𝑘 along
time 𝑡 direction. Denoting a mesh point 𝑥, 𝑡 =
(𝑖ℎ, 𝑗𝑘) as simply 𝑖, 𝑗. We have,

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Schmidt Method
𝜕𝑢 𝑢, −𝑢 ,
= 2
𝜕𝑡 𝑘

𝜕 𝑢 𝑢 , − 2𝑢 , + 𝑢 ,
= 3
𝜕𝑥 ℎ

Substituting in eqn (1). We get,

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Schmidt Method
𝜕𝑢 𝜕 𝑢
=𝑐
𝜕𝑡 𝜕𝑥

𝑢, −𝑢, 𝑢 , − 2𝑢 , + 𝑢 ,
=𝑐
𝑘 ℎ

𝑘𝑐
𝑢, −𝑢, = 𝑢 , − 2𝑢 , + 𝑢 ,
ℎ
𝑜𝑟, 𝑢 , −𝑢, =𝛼 𝑢 , − 2𝑢 , + 𝑢 ,
Where,
𝑘𝑐
𝛼= ∶ 𝑖𝑠 𝑡ℎ𝑒 𝑚𝑒𝑠ℎ 𝑟𝑎𝑡𝑖𝑜 𝑝𝑎𝑟𝑎𝑚𝑒𝑡𝑒𝑟.
ℎ

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Schmidt Method
𝑢, = 𝛼𝑢 , + 1 − 2𝛼 𝑢 , + 𝛼𝑢 , − (4)
This is called the Schmidt explicit formula which is
valid only for 0 < 𝛼 ≤ ⁄ .

2. Bender – Schmidt Recurrence Relation

1
𝛼=
2
1
∴ 𝑢, = (𝑢 , + 𝑢 , )
2
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Bender – Schmidt Recurrence Relation

(𝑖 − 1, 𝑗 + 1) (𝑖, 𝑗 + 1) (𝑖 + 1, 𝑗 + 1)

(𝑖 − 1, 𝑗) (𝑖, 𝑗) (𝑖 + 1, 𝑗)

𝐴+𝐵
𝐶=
2

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Example:
# Solve = boundary condition 𝑢 0, 𝑡 = 0,
𝑢 5, 𝑡 = 0, 𝑢 𝑥, 0 = 𝑥 25 − 𝑥 taking ℎ = 1
upto 3 seconds only. Using Bender – Schmidt
recurrence relation.

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Example
Solution:
Given relation:
𝜕𝑢 𝜕 𝑢
= − (1)
𝜕𝑡 𝜕𝑥
ℎ=1
Parabolic equation, we have
𝜕𝑢 𝜕 𝑢
=𝑐 − 2
𝜕𝑡 𝜕𝑥
Comparing eqn (1 and 2)
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Example
𝑐 =1
We have,
𝑘𝑐
𝛼= (3)
ℎ
𝛼= (in Bender – Schmidt )
From eqn(3)
∴ 𝑘 = 0.5

Bender – Schmidt, we have,

1
𝑢, = 𝑢 , +𝑢 , (4)
2
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Now,
𝑡 = 0, 𝑡 = 0.5, 𝑡 = 1, 𝑡 = 1.5, 𝑡 = 2, 𝑡 = 2.5, 𝑡 = 3
𝑥 = 0, 𝑥 = 1, 𝑥 = 2, 𝑥 = 3, 𝑥 = 4, 𝑥 = 5
Given boundary condition,
𝒖 𝟎, 𝒕 = 𝟎 𝒖 𝟓, 𝒕 = 𝟎
𝑢 0,0 = 0 𝑢 5,0 = 0
𝑢 0,0.5 = 0 𝑢 5,0.5 = 0
𝑢 0,1 = 0 𝑢 5,1 = 0
𝑢 0,1.5 = 0 𝑢 5,1.5 = 0
𝑢 0,2 = 0 𝑢 5,2 = 0
𝑢 0,2.5 = 0 𝑢 5,2.5 = 0
𝑢 0,3 = 0 𝑢 5,3 = 0

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Cont’d…
𝑢 𝑥, 0 = 𝑥 (25 − 𝑥 )

𝑡 = 0, 𝑥 = 0, 𝑢 0,0 = 0 25 − 0 = 0
𝑡 = 0, 𝑥 = 1, 𝑢 1,0 = 1 25 − 1 = 24
𝑡 = 0, 𝑥 = 2, 𝑢 2,0 = 4 25 − 4 = 84
𝑡 = 0, 𝑥 = 3, 𝑢 3,0 = 9 25 − 9 = 144
𝑡 = 0, 𝑥 = 4, 𝑢 4,0 = 16 25 − 16 = 144
𝑡 = 0, 𝑥 = 5, 𝑢 5,0 = 25 25 − 25 = 0
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Cont’d…
0 0
0 0
0 0
0 0
0 0
0 0

0 24 84 144 144 0

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Example::Solution
The further calculations are shown in the following
table using eqn (4)
𝑥
i 0 1 2 3 4 5
t j
0 0 0 24 84 144 144 0
0.5 1 0 42 84 114 72 0
1.0 2 0 42 78 78 57 0
1.5 3 0 39 60 67.50 39 0
2.0 4 0 30 53.25 49.50 33.75 0
2.5 5 0 ? ? ? ? 0
3.0 6 0 ? ? ? ? 0
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Example
𝑇𝑜 𝐶𝑎𝑙𝑐𝑢𝑙𝑎𝑡𝑒 𝑠𝑒𝑐𝑜𝑛𝑑 𝑟𝑜𝑤,
𝐹𝑜𝑟 𝑖 = 1,2,3,4 𝑎𝑛𝑑 𝑗 = 0 𝑢𝑠𝑖𝑛𝑔 𝑒𝑞𝑛 (4)
1
𝑢, = 𝑢 , +𝑢 ,
2
1
𝑢 , = 𝑢 , +𝑢 ,
2
1
𝑢 , = 0 + 84 = 42
2

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Exercise
# Solve the boundary value problem 2𝑢 = 𝑢
under conditions 𝑢 0, 𝑡 = 𝑢 1, 𝑡 = 0 𝑎𝑛𝑑
𝑢 𝑥, 0 = sin 𝜋𝑥, 0 ≤ 𝑥 ≤ 1 using Bender –
Schmidt method. [Take h = 0.2]

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CRANK - NICOLSON

𝐶𝑜𝑛𝑠𝑖𝑑𝑒𝑟 𝑡ℎ𝑒 𝑝𝑎𝑟𝑎𝑏𝑜𝑙𝑖𝑐 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛

𝜕𝑢 𝜕 𝑢
=𝑐 … 1
𝜕𝑡 𝜕𝑥
𝜕 𝑢
𝑖𝑠 𝑟𝑒𝑝𝑙𝑎𝑐𝑒𝑑 𝑏𝑦 𝑡ℎ𝑒 𝑎𝑣𝑒𝑟𝑎𝑔𝑒 𝑣𝑎𝑙𝑢𝑒 𝑜𝑓 𝑖𝑡𝑠 𝑓𝑖𝑛𝑖𝑡𝑒
𝜕𝑥
𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑐𝑒 𝑎𝑝𝑝𝑟𝑜𝑥𝑖𝑚𝑎𝑡𝑖𝑜𝑛𝑠 𝑜𝑛 𝑡ℎ𝑒 𝑗 𝑎𝑛𝑑 𝑗 + 1 𝑟𝑜𝑤𝑠
𝑖𝑚𝑝𝑙𝑦𝑖𝑛𝑔
𝜕 𝑢 𝑢 , − 2𝑢 , + 𝑢 ,
=
𝜕𝑥 ℎ

𝜕 𝑢 𝑢 , − 2𝑢 , +𝑢 ,
=
𝜕𝑥 ℎ 60
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𝜕 𝑢 1 𝑢 , − 2𝑢 , + 𝑢 , 𝑢 , − 2𝑢 , +𝑢 ,
= ( + )
𝜕𝑥 2 ℎ ℎ

(𝑖 − 1, 𝑗 + 1) (𝑖, 𝑗 + 1) (𝑖 + 1, 𝑗 + 1)

(𝑖 − 1, 𝑗) (𝑖, 𝑗) (𝑖 + 1, 𝑗)

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𝜕𝑢 𝑢 , −𝑢,
=
𝜕𝑡 𝑘
𝜕 𝑢 𝜕𝑢
𝑁𝑜𝑤 𝑝𝑢𝑡𝑡𝑖𝑛𝑔 𝑡ℎ𝑖𝑠 𝑣𝑎𝑙𝑢𝑒 𝑜𝑓 𝑎𝑛𝑑 𝑖𝑛 𝑒𝑞𝑛 1 . 𝑊𝑒 𝑔𝑒𝑡,
𝜕𝑥 𝜕𝑡
𝜕𝑢 𝜕 𝑢
=𝑐
𝜕𝑡 𝜕𝑥
𝑢, −𝑢, 1 𝑢 , − 2𝑢 , + 𝑢 , 𝑢 , − 2𝑢 , +𝑢 ,
=c ( + )
𝑘 2 ℎ ℎ

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𝑘𝑐
2𝑢 , − 2𝑢 , = (𝑢 , − 2𝑢 , + 𝑢 , +𝑢 , − 2𝑢 , +𝑢 , )
ℎ
𝐿𝑒𝑡,
𝑘𝑐
𝛼=
ℎ
2𝑢 , − 2𝑢 , = 𝛼 𝑢 , − 2𝑢 , + 𝑢 , +𝑢 , − 2𝑢 , +𝑢 ,

−𝛼𝑢 , + 2𝑢 , 1 + 𝛼 − 𝛼𝑢 , = 𝛼𝑢 , + 2𝑢 , 1 − 𝛼 + 𝛼𝑢 ,

𝑂𝑛 𝑡ℎ𝑒 𝐿𝐻𝑆 𝑜𝑓 𝑡ℎ𝑖𝑠 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑤𝑒 ℎ𝑎𝑣𝑒 𝑡ℎ𝑟𝑒𝑒 𝑢𝑛𝑘𝑛𝑜𝑤𝑛𝑠 𝑤ℎ𝑖𝑙𝑒 𝑜𝑛 𝑅𝐻𝑆 𝑎𝑙𝑙
𝑡ℎ𝑒 𝑡ℎ𝑟𝑒𝑒 𝑎𝑟𝑒 𝑘𝑛𝑜𝑤𝑛. 𝑇ℎ𝑖𝑠 𝑖𝑚𝑝𝑙𝑖𝑐𝑖𝑡 𝑓𝑜𝑟𝑚𝑢𝑙𝑎 𝑖𝑠 𝑘𝑛𝑜𝑤𝑛 𝑎𝑠 𝐶𝑟𝑎𝑛𝑘 − 𝑁𝑖𝑐𝑜𝑙𝑠𝑜𝑛
𝐿𝑒𝑡,
𝛼=1
4𝑢 , =𝑢 , +𝑢 , +𝑢 , +𝑢 , 63
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(𝑖 − 1, 𝑗 + 1) (𝑖, 𝑗 + 1) (𝑖 + 1, 𝑗 + 1)
𝐴 𝐸 𝐵

(𝑖 − 1, 𝑗) (𝑖, 𝑗) (𝑖 + 1, 𝑗)
𝐶 𝐷

1
𝐸= (𝐴 + 𝐵 + 𝐶 + 𝐷)
4

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Example:
 𝑈𝑠𝑖𝑛𝑔 𝐶𝑟𝑎𝑛𝑘 − 𝑁𝑖𝑐𝑜𝑙𝑠𝑜𝑛 𝑠 𝑚𝑒𝑡ℎ𝑜𝑑, 𝑠𝑜𝑙𝑣𝑒 16𝑢 = 𝑢 ,
0 < 𝑥 < 1, 𝑡 > 0 𝑔𝑖𝑣𝑒𝑛 𝑢 𝑥, 0 = 0, 𝑢 0, 𝑡 = 0,
𝑢 1, 𝑡 = 50𝑡. 𝐶𝑜𝑚𝑝𝑢𝑡𝑒 𝑢 𝑓𝑜𝑟 𝑜𝑛𝑒 𝑠𝑡𝑒𝑝 𝑖𝑛 𝑡 𝑑𝑖𝑟𝑒𝑐𝑡𝑖𝑜𝑛,
1
𝑡𝑎𝑘𝑖𝑛𝑔 ℎ = 𝑎𝑛𝑑 𝛼 = 1
4

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Example:: Solution
𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛:
𝐺𝑖𝑣𝑒𝑛 𝑟𝑒𝑙𝑎𝑡𝑖𝑜𝑛:
𝜕𝑢 𝜕 𝑢
16 = − (1)
𝜕𝑡 𝜕𝑥
1
ℎ=
4
𝑃𝑎𝑟𝑎𝑏𝑜𝑙𝑖𝑐 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛, 𝑤𝑒 ℎ𝑎𝑣𝑒
𝜕𝑢 𝜕 𝑢
=𝑐 − 2
𝜕𝑡 𝜕𝑥
𝐶𝑜𝑚𝑝𝑎𝑟𝑖𝑛𝑔 𝑒𝑞𝑛 (1 𝑎𝑛𝑑 2)

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Example:: Solution
1
𝑐 =
16
𝑊𝑒 ℎ𝑎𝑣𝑒,
𝑘𝑐
𝛼= (3)
ℎ
𝐿𝑒𝑡, 𝛼 = 1
𝐹𝑟𝑜𝑚 𝑒𝑞𝑛(3)
∴𝑘=1
𝐶𝑟𝑎𝑛𝑘 − 𝑁𝑖𝑐𝑜𝑙𝑠𝑜𝑛 𝑓𝑜𝑟𝑚𝑢𝑙𝑎. 𝑊𝑒 ℎ𝑎𝑣𝑒,
−𝛼𝑢 , + 2𝑢 , 1 + 𝛼 − 𝛼𝑢 , = 𝛼𝑢 , + 2𝑢 , 1 − 𝛼 + 𝛼𝑢 ,

1
𝑢, = 𝑢 , +𝑢 , +𝑢 , +𝑢 , … (4)
4
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Example:: Solution
Now,
𝑡 = 0, 𝑡 = 1
𝑥 = 0, 𝑥 = 0.25, 𝑥 = 0.50, 𝑥 = 0.75, 𝑥 = 1
𝐺𝑖𝑣𝑒𝑛 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛,
𝒖 𝒙, 𝟎 = 𝟎 𝒖 𝟎, 𝒕 = 𝟎
𝑢 0,0 = 0 𝒖 𝟎, 𝟏 = 𝟎
𝑢 0.25,0 = 0
𝑢 0.50,0 = 0
𝑢 0.75,0 = 0
𝑢 1,0 = 0

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Example:: Solution
𝑢 1, 𝑡 = 50𝑡
𝑡 = 1, 𝑥 = 1, 𝑢 1,1 = 50 ∗ 1 = 50

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Example:: Solution
0 50
0
0 0 0 0

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Example:: Solution
𝑥
0 0.25 0.50 0.75 1
i 0 1 2 3 4
t j
0 0 0 0 0 0 0
1 1 0 𝑢 𝑢 𝑢 50

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Example:: Solution
𝐴𝑝𝑝𝑙𝑦 𝑒𝑞𝑛 4 𝑎𝑡 𝑡ℎ𝑒 𝑚𝑒𝑠ℎ 𝑝𝑜𝑖𝑛𝑡 𝑢 , 𝑢 𝑎𝑛𝑑 𝑢 , 𝑤𝑒 𝑔𝑒𝑡,
1
𝑢 = 0+0+0+𝑢
4
1
𝑢 = 𝑢
4
4𝑢 − 𝑢 = 0 … 5
1
𝑢 = 0+0+𝑢 +𝑢
4
1
𝑢 = 𝑢 +𝑢
4
−𝑢 + 4𝑢 − 𝑢 = 0 … 6
1
𝑢 = 0 + 0 + 𝑢 + 50
4
1
𝑢 = 𝑢 + 50
4
−𝑢 + 4𝑢 = 50 … (7)
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Example:: Solution
𝑂𝑛 𝑠𝑜𝑙𝑣𝑖𝑛𝑔 𝑒𝑞𝑛 5, 6, 𝑎𝑛𝑑 7. 𝑊𝑒 𝑔𝑒𝑡,
𝑢 = 0.8929
𝑢 = 3.5714
𝑢 = 13.3929

𝐻𝑒𝑛𝑐𝑒
𝑥
0 0.25 0.50 0.75 1
i 0 1 2 3 4
t j
0 0 0 0 0 0 0
1 1 0 0.8929 3.5714 13.3929 50

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Example:
𝜕𝑢 𝜕 𝑢
# 𝑆𝑜𝑙𝑣𝑒 = 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑢 0, 𝑡 = 0,
𝜕𝑡 𝜕𝑥
𝑢 5, 𝑡 = 0, 𝑢 𝑥, 0 = 𝑥 25 − 𝑥 𝑡𝑎𝑘𝑖𝑛𝑔 ℎ = 1 𝑢𝑝𝑡𝑜 2 𝑠𝑒𝑐𝑜𝑛𝑑𝑠
𝑜𝑛𝑙𝑦. 𝑈𝑠𝑖𝑛𝑔 𝐶𝑟𝑎𝑛𝑘 – 𝑁𝑖𝑐𝑜𝑙𝑠𝑜𝑛 𝑚𝑒𝑡ℎ𝑜𝑑.

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Example
𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛:
𝐺𝑖𝑣𝑒𝑛 𝑟𝑒𝑙𝑎𝑡𝑖𝑜𝑛:
𝜕𝑢 𝜕 𝑢
= − (1)
𝜕𝑡 𝜕𝑥
ℎ=1
𝑃𝑎𝑟𝑎𝑏𝑜𝑙𝑖𝑐 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛, 𝑤𝑒 ℎ𝑎𝑣𝑒
𝜕𝑢 𝜕 𝑢
=𝑐 − 2
𝜕𝑡 𝜕𝑥

𝐶𝑜𝑚𝑝𝑎𝑟𝑖𝑛𝑔 𝑒𝑞𝑛 (1 𝑎𝑛𝑑 2)

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Example::Solution
𝑐 =1
We have,
𝑘𝑐
𝛼= …… (3)
ℎ
𝑙𝑒𝑡, 𝛼 = 1

𝐹𝑟𝑜𝑚 𝑒𝑞𝑛 (3)

∴𝑘=1

𝐶𝑟𝑎𝑛𝑘 − 𝑁𝑖𝑐𝑜𝑙𝑠𝑜𝑛 𝑓𝑜𝑟𝑚𝑢𝑙𝑎. 𝑊𝑒 ℎ𝑎𝑣𝑒,

−𝛼𝑢 , + 2𝑢 , 1 + 𝛼 − 𝛼𝑢 , = 𝛼𝑢 , + 2𝑢 , 1 − 𝛼 + 𝛼𝑢 ,

1
𝑢, = 𝑢 , +𝑢 , +𝑢 , +𝑢 , … (4)
4

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Example::Solution
𝑁𝑜𝑤,
𝑡 = 0, 𝑡 = 1, 𝑡 = 2
𝑥 = 0, 𝑥 = 1, 𝑥 = 2, 𝑥 = 3, 𝑥 = 4, 𝑥 = 5

𝐺𝑖𝑣𝑒𝑛 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛,

𝒖 𝟎, 𝒕 = 𝟎 𝒖 𝟓, 𝒕 =𝟎
𝑢 0,0 = 0 𝑢 5,0 =0
𝑢 0,1 = 0 𝑢 5,1 =0
𝑢 0,2 = 0 𝑢 5,2 =0

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Example::Solution…
𝑢 𝑥, 0 = 𝑥 (25 − 𝑥 )

𝑡 = 0, 𝑥 = 0, 𝑢 0,0 = 0 25 − 0 = 0
𝑡 = 0, 𝑥 = 1, 𝑢 1,0 = 1 25 − 1 = 24
𝑡 = 0, 𝑥 = 2, 𝑢 2,0 = 4 25 − 4 = 84
𝑡 = 0, 𝑥 = 3, 𝑢 3,0 = 9 25 − 9 = 144
𝑡 = 0, 𝑥 = 4, 𝑢 4,0 = 16 25 − 16 = 144
𝑡 = 0, 𝑥 = 5, 𝑢 5,0 = 25 25 − 25 = 0
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Example::Solution
0 0
0 0
0 0
24 84 144 144

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Example::Solution

𝑥
i 0 1 2 3 4 5
t j
0 0 0 24 84 144 144 0
1 1 0 𝑢 𝑢 𝑢 𝑢 0
2 2 0 𝑢 𝑢 𝑢 𝑢 0

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Example::Solution
𝐴𝑝𝑝𝑙𝑦 𝑒𝑞𝑛 4 𝑎𝑡 𝑡ℎ𝑒 𝑚𝑒𝑠ℎ 𝑝𝑜𝑖𝑛𝑡 𝑢 , 𝑢 , 𝑢 , 𝑎𝑛𝑑 𝑢 . 𝑊𝑒 𝑔𝑒𝑡,
1
𝑢 = 0 + 84 + 0 + 𝑢
4
4𝑢 − 𝑢 = 84 … 5
1
𝑢 = 24 + 144 + 𝑢 + 𝑢
4
−𝑢 + 4𝑢 − 𝑢 = 168 … 6
1
𝑢 = 84 + 144 + 𝑢 + 𝑢
4
−𝑢 + 4𝑢 − 𝑢 = 228 … 7
1
𝑢 = 144 + 0 + 𝑢
4
−𝑢 + 4𝑢 = 144 … 8
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Example::Solution
𝑂𝑛 𝑠𝑜𝑙𝑣𝑖𝑛𝑔 𝑒𝑞𝑛 5, 6, 7 𝑎𝑛𝑑 8. 𝑊𝑒 𝑔𝑒𝑡,
𝑢 = 39.6172
𝑢 = 74.4689
𝑢 = 90.2584
𝑢 = 58.5646

𝑁𝑜𝑤, 𝑥
i 0 1 2 3 4 5
t j
0 0 0 24 84 144 144 0
1 1 0 𝑥
39.6172 74.4689 90.2584 58.5646 0
2 2 0 0 𝑢 0.25 𝑢 0.50 𝑢 0.75 𝑢 1 0

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Example::Solution
𝐴𝑔𝑎𝑖𝑛, 𝑎𝑝𝑝𝑙𝑦 𝑒𝑞𝑛 4 𝑎𝑡 𝑡ℎ𝑒 𝑚𝑒𝑠ℎ 𝑝𝑜𝑖𝑛𝑡 𝑢 , 𝑢 , 𝑢 , 𝑎𝑛𝑑 𝑢 . 𝑊𝑒 𝑔𝑒𝑡,

𝐷𝑜 𝑦𝑜𝑢𝑟𝑠𝑒𝑙𝑓 … … …

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Example::Solution
𝐻𝑒𝑛𝑐𝑒,
𝑥
i 0 1 2 3 4 5
t j
0 0 24 84 144 144 0
1 0 39.6172 74.4689 90.2584 58.5646 0
2 0 ? ? ? ? 0

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Exercise

𝜕 𝑢 𝜕𝑢
𝑈𝑠𝑖𝑛𝑔 𝐶𝑟𝑎𝑛𝑘 − 𝑁𝑖𝑐𝑜𝑙𝑠𝑜𝑛 𝑚𝑒𝑡ℎ𝑜𝑑, 𝑠𝑜𝑙𝑣𝑒 − 16 = 0. 𝐺𝑖𝑣𝑒𝑛 𝑢 𝑥, 0 = 0,
𝜕𝑥 𝜕𝑡
𝑢 0, 𝑡 = 0, 𝑢 1, 𝑡 = 200𝑡. 𝐶𝑜𝑚𝑝𝑢𝑡𝑒 𝑢 𝑓𝑜𝑟 𝑡𝑤𝑜 𝑠𝑡𝑒𝑝 𝑖𝑛 𝑡 𝑑𝑖𝑣𝑖𝑠𝑖𝑜𝑛 ℎ = 0.25
[3.5714,14.2857,53.5714]
𝜕 𝑢 𝜕𝑢
𝑈𝑠𝑖𝑛𝑔 𝐶𝑟𝑎𝑛𝑘 − 𝑁𝑖𝑐𝑜𝑙𝑠𝑜𝑛 𝑚𝑒𝑡ℎ𝑜𝑑, 𝑠𝑜𝑙𝑣𝑒 − = 0 𝑤𝑖𝑡ℎ 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦
𝜕𝑥 𝜕𝑡
𝑥
𝑢 𝑥, 0 = 0, 𝑢 0, 𝑡 = 0, 𝑢 1, 𝑡 = 16 − 𝑥 . 𝐹𝑖𝑛𝑑 𝑢 , 𝑓𝑜𝑟 𝑖 = 0,1,2,3,4;
3
𝑗 = 0,1,2. 𝑇𝑎𝑘𝑒 ℎ = 1

𝜕 𝑢 𝜕𝑢
𝑆𝑜𝑙𝑣𝑒 𝑏𝑦 𝐶𝑟𝑎𝑛𝑘 − 𝑁𝑖𝑐𝑜𝑙𝑠𝑜𝑛 𝑚𝑒𝑡ℎ𝑜𝑑, − = 0; 0 ≤ 𝑥 ≤ 1 𝑠𝑢𝑏𝑗𝑒𝑐𝑡𝑒𝑑 𝑡𝑜
𝑑𝑥 𝜕𝑡
𝑡ℎ𝑒 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑢 0, 𝑡 = 0, 𝑢 1, 𝑡 = 0, 𝑢 𝑥, 0 = 100𝑥 1 − 𝑥 , 𝑡𝑎𝑘𝑖𝑛𝑔 ℎ = 0.25
𝑓𝑜𝑟 𝑜𝑛𝑒 𝑠𝑡𝑒𝑝. [19.821, 14.286, 19.821]

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Hyperbolic Equation
𝜕 𝑢 𝜕 𝑢
𝑐 =𝑇 1
𝜕𝑡 𝜕𝑥
𝑇 – 𝑇ℎ𝑒 𝑡𝑒𝑛𝑠𝑖𝑜𝑛 𝑖𝑛 𝑡ℎ𝑒 𝑠𝑡𝑟𝑖𝑛𝑔.
𝑐 – 𝑖𝑠 𝑡ℎ𝑒 𝑚𝑎𝑠𝑠 𝑝𝑒𝑟 𝑢𝑛𝑖𝑡 𝑙𝑒𝑛𝑔𝑡ℎ.
𝑢 0, 𝑡 = 0 ≤ 𝑡 ≤ 𝑏
𝑢 𝑙, 𝑡 = 0 ≤ 𝑡 ≤ 𝑏
𝑇𝑤𝑜 𝑖𝑛𝑖𝑡𝑖𝑎𝑙 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑎𝑟𝑒:

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Hyperbolic Equation
𝑢 𝑥, 0 = 𝑢 𝑥 0 ≤ 𝑥 ≤ 𝑎
𝑢 𝑥, 0 = 𝑔 𝑥 0 ≤ 𝑥 ≤ 𝑎

1
𝑢 = 𝑢 , − 2𝑢 , + 𝑢 ,
ℎ
1
u = 𝑢, − 2𝑢 , + 𝑢 ,
𝑘

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Hyperbolic Equation
𝐹𝑟𝑜𝑚 𝑒𝑞𝑛 (1)
𝜕 𝑢 𝜕 𝑢
𝑐 =𝑇
𝜕𝑡 𝜕𝑥

1 1
𝑇 𝑢 , − 2𝑢 , + 𝑢 , =c 𝑢, − 2𝑢 , + 𝑢 ,
ℎ 𝑘
𝑂𝑛 𝑠𝑜𝑙𝑣𝑖𝑛𝑔,
𝑇𝑘 𝑇𝑘
𝑢, = −𝑢 , +2 1− 𝑢, + (𝑢 , +𝑢 , )
𝑐ℎ 𝑐ℎ
𝐼𝑓 𝑤𝑒 𝑐𝑎𝑛 𝑚𝑎𝑘𝑒,
= 1
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𝑇ℎ𝑒𝑛 𝑤𝑒 ℎ𝑎𝑣𝑒,
𝑢, =𝑢 , +𝑢 , −𝑢, (2)
𝑢 , = (𝑢 , +𝑢 , ) (3)

(𝑖 − 1, 𝑗 − 1) (𝑖, 𝑗 + 1) (𝑖 + 1, 𝑗 + 1)

(𝑖 − 1, 𝑗) (𝑖, 𝑗) (𝑖 + 1, 𝑗)

(𝑖, 𝑗 − 1)

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# 𝑆𝑜𝑙𝑣𝑒 𝑛𝑢𝑚𝑒𝑟𝑖𝑐𝑎𝑙𝑙𝑦 𝑡ℎ𝑒 𝑤𝑎𝑣𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛

𝑢 𝑥, 𝑡 = 4𝑢 𝑥, 𝑡 ; 0 ≤ 𝑥 ≤ 5
𝑤𝑖𝑡ℎ 𝑡ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛𝑠
𝑢 0, 𝑡 = 0 𝑎𝑛𝑑 𝑢 5, 𝑡 = 0
𝑎𝑛𝑑 𝑖𝑛𝑖𝑡𝑖𝑎𝑙 𝑣𝑎𝑙𝑢𝑒𝑠,
𝑢 𝑥, 0 = 𝑓 𝑥 = 𝑥 5 − 𝑥
𝑢 𝑥, 0 = 𝑔 𝑥 = 0
[𝑇𝑎𝑘𝑒 ℎ = 1]

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Solution
Hyperbolic equation, we have,
𝜕 𝑢 𝜕 𝑢
𝑐 =𝑇
𝜕𝑡 𝜕𝑥
𝜕 𝑢 𝑇𝜕 𝑢
∴ = 1
𝜕𝑡 𝑐 𝜕𝑥
Given Relation,
𝑢 𝑥, 𝑡 = 4𝑢 𝑥, 𝑡
𝜕 𝑢 𝜕 𝑢
𝑖. 𝑒. =4 (2)
𝜕𝑡 𝜕𝑥
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Solution
𝐶𝑜𝑚𝑝𝑎𝑟𝑖𝑛𝑔 𝑒𝑞𝑛 (1) 𝑎𝑛𝑑 (2)
𝑇
=4
𝑐
𝑊𝑒 ℎ𝑎𝑣𝑒,
𝑇𝑘
=1
𝑐ℎ

∴ 𝑘 = 0.5

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Solution
𝑊𝑒 ℎ𝑎𝑣𝑒,
𝑢, =𝑢 , +𝑢 , −𝑢, (3)
1
𝑢 , = (𝑢 , +𝑢 , ) (4)
2

𝐺𝑖𝑣𝑒𝑛 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛

𝑢 0, 𝑡 = 𝑡 = 𝑡 = 𝑡 = 𝑡 = 𝑡 = 𝑡 = 0
𝑢 5, 𝑡 = 𝑡 = 𝑡 = 𝑡 = 𝑡 = 𝑡 = 𝑡 = 0

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Solution
𝑢 𝑥, 0 =𝑢 0,0 =𝑥 5−𝑥 =0 5−0 =0
𝑢 𝑥, 0 =𝑢 1,0 =𝑥 5−𝑥 =1 5−1 =4
𝑢 𝑥, 0 =𝑢 2,0 =𝑥 5−𝑥 =2 5−2 =6
𝑢 𝑥, 0 =𝑢 3,0 =𝑥 5−𝑥 =3 5−3 =6
𝑢 𝑥, 0 =𝑢 4,0 =𝑥 5−𝑥 =4 5−4 =4
𝑢 𝑥, 0 =𝑢 5,0 =𝑥 5−𝑥 =5 5−5 =0

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Solution
𝑇𝑜 𝑐𝑎𝑙𝑐𝑢𝑙𝑎𝑡𝑒 𝑡ℎ𝑒 𝑠𝑒𝑐𝑜𝑛𝑑 𝑟𝑜𝑤, 𝑤𝑒 ℎ𝑎𝑣𝑒,
1
𝑢 , = (𝑢 , +𝑢 , )
2
𝐹𝑜𝑟 𝑖 = 1,2,3,4 𝑗 = 0 𝑖𝑛 𝑒𝑞𝑛 (4). 𝑊𝑒 𝑔𝑒𝑡,
1 1
𝑢 , = (𝑢 , + 𝑢 , ) = 6+0 =3
2 2
1 1
𝑢 , = (𝑢 , + 𝑢 , ) = 6+4 =5
2 2
1 1
𝑢 , = (𝑢 , + 𝑢 , ) = 4+6 =5
2 2
1 1
𝑢 , = (𝑢 , + 𝑢 , ) = 0+6 =3
2 2

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Solution
𝑇𝑜 𝑐𝑎𝑙𝑐𝑢𝑙𝑎𝑡𝑒 𝑓𝑜𝑟 𝑟𝑜𝑤 3𝑟𝑑 𝑡𝑜 5𝑡ℎ. 𝑊𝑒 ℎ𝑎𝑣𝑒,
𝑢, =𝑢 , +𝑢 , −𝑢, (4)

𝐹𝑜𝑟 𝑖 = 1,2,3,4 𝑗 = 1 𝑖𝑛 𝑒𝑞𝑛 (4). 𝑊𝑒 𝑔𝑒𝑡,

𝑢 , = (𝑢 , + 𝑢 , − 𝑢 , ) = 1
𝑢 , =2
𝑢 , =2
𝑢 , =1

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Example::Solution
𝑇ℎ𝑒 𝑓𝑢𝑟𝑡ℎ𝑒𝑟 𝑐𝑎𝑙𝑐𝑢𝑙𝑎𝑡𝑖𝑜𝑛𝑠 𝑎𝑟𝑒 𝑠ℎ𝑜𝑤𝑛 𝑖𝑛 𝑡ℎ𝑒 𝑓𝑜𝑙𝑙𝑜𝑤𝑖𝑛𝑔
𝑡𝑎𝑏𝑙𝑒 𝑢𝑠𝑖𝑛𝑔 𝑒𝑞𝑛 (3) 𝑎𝑛𝑑 (4)
𝑥
i 0 1 2 3 4 5
t j
0 0 0 4 6 6 4 0
0.5 1 0 3 5 5 3 0
1.0 2 0 1 2 2 1 0
1.5 3 0 -1 -2 -2 -1 0
2.0 4 0 -3 -5 -5 -3 0
2.5 5 0 -4 -6 -6 -4 0

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Exercise
# 𝑆𝑜𝑙𝑣𝑒 𝑡ℎ𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑢 = 16𝑢 , 𝑇𝑎𝑘𝑖𝑛𝑔 ∆𝑥 = 1 𝑢𝑝𝑡𝑜
𝑡 = 1.25. 𝑇ℎ𝑒 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛𝑠 𝑎𝑟𝑒:
𝑢 0, 𝑡 = 𝑢 5, 𝑡 = 0; 𝑢 𝑥, 0 = 0 𝑎𝑛𝑑 𝑢 𝑥, 0 = 𝑥 (5 − 𝑥);

98