Deck 15: Numerical Solutions of Partial Differential Equations

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Question
In the previous two problems, let c=1c = 1 . Thesolutionforu along the line t=0.25t = 0.25 at the mesh points is Select all that apply.

A) u31=33/8u _ { 31 } = 33 / 8
B) u11=9/8u _ { 11 } = 9 / 8
C) u11=11/8u _ { 11 } = 11 / 8
D) u21=9/4u _ { 21 } = 9 / 4
E) u21=11/4u _ { 21 } = 11 / 4
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Question
Laplace's equation is

A) 2ux2+2uy2=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial ^ { 2 } u } { \partial y ^ { 2 } } = 0
B) 2ux2=2uy2\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } = \frac { \partial ^ { 2 } u } { \partial y ^ { 2 } }
C) 2ux2+ut=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial u } { \partial t } = 0
D) 2ux2ut=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } - \frac { \partial u } { \partial t } = 0
E) 2ux22ut2=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } - \frac { \partial ^ { 2 } u } { \partial t ^ { 2 } } = 0
Question
In the previous three problems, the values of ui,1u _ { i , - 1 } are

A) ui,1=ui,0kg(xi)u _ { i , - 1 } = u _ { i , 0 } - k g ( x i )
B) ui,1=ui,02kg(xi)u _ { i , - 1 } = u _ { i , 0 } - 2 k g ( x i )
C) ui,1=ui,1+2kg(xi)u _ { i , - 1 } = u _ { i , 1 } + 2 k g ( x i )
D) ui,1=ui,1+kg(xi)u _ { i , - 1 } = u _ { i , 1 } + k g ( x i )
E) ui,1=ui,12kg(xi)u _ { i , - 1 } = u _ { i , 1 } - 2 k g ( x i )
Question
The heat equation is

A) hyperbolic
B) parabolic
C) elliptic
D) none of the above
Question
In the previous problem, is the value of λ\lambda such that the scheme is stable?

A) yes
B) no
C) It is right on the borderline.
D) It cannot be determined from the available data.
Question
The five-point approximation of the Laplacian is

A) [u(x+h,y)+u(x,y+h)+u(xh,y)+u(x,y+h)4u(x,y)][ u ( x + h , y ) + u ( x , y + h ) + u ( x - h , y ) + u ( x , y + h ) - 4 u ( x , y ) ]
B) [u(x+h,y)+u(x,y+h)+u(xh,y)+u(x,y+h)2u(x,y)][ u ( x + h , y ) + u ( x , y + h ) + u ( x - h , y ) + u ( x , y + h ) - 2 u ( x , y ) ]
C) [u(x+h,y)+u(x,y+h)+u(xh,y)+u(x,y+h)4u(x,y)]/h[ u ( x + h , y ) + u ( x , y + h ) + u ( x - h , y ) + u ( x , y + h ) - 4 u ( x , y ) ] / h
D) [u(x+h,y)+u(x,y+h)+u(xh,y)+u(x,y+h)4u(x,y)]/h2[ u ( x + h , y ) + u ( x , y + h ) + u ( x - h , y ) + u ( x , y + h ) - 4 u ( x , y ) ] / h ^ { 2 }
E) [u(x+h,y)+u(x,y+h)+u(xh,y)+u(x,y+h)2u(x,y)]/h2[ u ( x + h , y ) + u ( x , y + h ) + u ( x - h , y ) + u ( x , y + h ) - 2 u ( x , y ) ] / h ^ { 2 }
Question
Consider the problem 2ux2+2uy2=0,u(0,y)=0,u(x,0)=0,u(1,y)=yy2,u(x,1)=xx2\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial ^ { 2 } u } { \partial y ^ { 2 } } = 0 , u ( 0 , y ) = 0 , u ( x , 0 ) = 0 , u ( 1 , y ) = y - y ^ { 2 } , u ( x , 1 ) = x - x ^ { 2 } . A finite difference approximation of the solution is desired, using the approximation of the previous problem. Use a mesh size of h=1/3h = 1 / 3 The conditions satisfied by the mesh points on the boundary are Select all that apply.

A) u=0u = 0 at (0, 1/3) and (1/3, 0)
B) u=0u = 0 at (0, 2/3) and (2/3, 0)
C) u=0u = 0 at (1/3, 1/3) and (2/3, 2/3)
D) u=2/9u = 2 / 9 at (1, 1/3) and (1/3, 1)
E) u=2/3u = 2 / 3 at (1, 2/3) and (2/3, 1)
Question
Consider the problem c22ux2=2ut2,u(0,t)=0,u(1,t)=0,u(x,0)=sin(πx),ut(x,0)=g(x)c ^ { 2 } \frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } = \frac { \partial ^ { 2 } u } { \partial t ^ { 2 } } , u ( 0 , t ) = 0 , u ( 1 , t ) = 0 , u ( x , 0 ) = \sin ( \pi x ) , u _ { t } ( x , 0 ) = g ( x ) . Replace 2ux2\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } with a central difference approximation with h=1/4h = 1 / 4 and 2ut2\frac { \partial ^ { 2 } u } { \partial t ^ { 2 } } with a central difference approximation with k=1/3k = 1 / 3 The resulting equation is

A) c2[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t)+u(x,tk))/k2c ^ { 2 } [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) + u ( x , t - k ) ) / k ^ { 2 }
B) c2[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)2u(x,t)+u(x,tk))/k2c ^ { 2 } [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - 2 u ( x , t ) + u ( x , t - k ) ) / k ^ { 2 }
C) c2[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t))/k2c ^ { 2 } [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) ) / k ^ { 2 }
D) c2[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)+u(x,t))/kc ^ { 2 } [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) + u ( x , t ) ) / k
E) c2[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t))/kc ^ { 2 } [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) ) / k
Question
In the previous problem, using the notation uij=u(x,t)u _ { i j } = u ( x , \mathrm { t } ) , and letting λ=ck/h\lambda = c k / h , the equation becomes

A) ui,j+1=λ2ui+1,j+(1+2λ2)uij+λui1,juij12u _ { i , j + 1 } = \lambda ^ { 2 } { } _ { u i } + 1 , j + \left( 1 + 2 \lambda ^ { 2 } \right) u _ { i j } + \lambda _ { u i - 1 , j - u i j - 1 } ^ { 2 }
B) ui,j+1=λ2ui+1,j+(12λ2)uij+λui1,juij12u _ { i , j + 1 } = \lambda ^ { 2 } { } _ { u i } + 1 , j + \left( 1 - 2 \lambda ^ { 2 } \right) u _ { i j } + \lambda _ { u i - 1 , j - u i j - 1 } ^ { 2 }
C) ui,j+1=λui+1,j+(1λ)uij+λui1,juij1u _ { i , j + 1 } = \lambda _ { u i + 1 , j } + ( 1 - \lambda ) u _ { i j } + \lambda _ { u i - 1 , j - u i j - 1 }
D) ui,j1=λ2ui+1,j+(1+2λ2)uij+λui1,j+uij12u _ { i , j - 1 } = \lambda ^ { 2 } { } _ { u i } + 1 , j + \left( 1 + 2 \lambda ^ { 2 } \right) u _ { i j } + \lambda _ { u i - 1 , j + u i j - 1 } ^ { 2 }
E) ui,j1=λui+1,j+(12λ)uij+λui1,j+uij1u _ { i , j - 1 } = \lambda _ { u i + 1 , j } + ( 1 - 2 \lambda ) u _ { i j } + \lambda _ { u i - 1 , j + u i j - 1 }
Question
Laplace's equation is

A) hyperbolic
B) parabolic
C) elliptic
D) none of the above
Question
The wave equation is

A) 2ux2+2uy2=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial ^ { 2 } u } { \partial y ^ { 2 } } = 0
B) 2ux22ut2=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } - \frac { \partial ^ { 2 } u } { \partial t ^ { 2 } } = 0
C) 2ux2=uy\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } = \frac { \partial u } { \partial y }
D) 2ux2+ut=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial u } { \partial t } = 0
E) uxut=0\frac { \partial u } { \partial x } - \frac { \partial u } { \partial t } = 0
Question
In the previous two problems, using uiju _ { i j } to denote the value of uu at the i,ji , j point, the equations for the values of the unknown function at the interior points are Select all that apply.

A) 4u11+u21+u12=0- 4 u _ { 11 } + u _ { 21 } + u _ { 12 } = 0
B) 4u22+u21+u12=2/9- 4 u _ { 22 } + u _ { 21 } + u _ { 12 } = - 2 / 9
C) 4u12+u11+u22=2/9- 4 u _ { 12 } + u _ { 11 } + u _ { 22 } = - 2 / 9
D) 4u21+u11+u22=2/9- 4 u _ { 21 } + u _ { 11 } + u _ { 22 } = - 2 / 9
E) 4u22+u21+u12=4/9- 4 u _ { 22 } + u _ { 21 } + u _ { 12 } = - 4 / 9
Question
In the previous two problems, the values ui,1u _ { i , 1 } depend on the values ui,1u _ { i , 1 } . How do you calculate those values?

A) Use a central difference approximation in tt along the line t=0t = 0 .
B) Use a forward difference approximation in tt along the line t=0t = 0 .
C) Use a backward difference approximation in tt along the line t=0t = 0 .
D) Use a forward difference approximation in x along the line t=0t = 0 .
E) Use a backward difference approximation in x along the line t=0t = 0 .
Question
In the previous problem, using the notation uij=u(x,t)u _ { i j } = u ( x , \mathrm { t } ) , and letting λ=ck/h2\lambda = c k / h ^ { 2 } , the equation becomes

A) ui,j+1=λui+1,j+(1λ)uij+λui1,ju _ { i , j + 1 } = \lambda u _ { i + 1 , j } + ( 1 - \lambda ) u _ { i j } + \lambda u _ { i - 1 , j }
B) uij+1=λui+1,j+(12λ)uij+λui1,ju _ { i j + 1 } = \lambda u _ { i + 1 , j } + ( 1 - 2 \lambda ) u _ { i j } + \lambda u _ { i - 1 , j }
C) ui,j1=λui+1,j+(1+2λ)uij+λui1,ju _ { i , j - 1 } = \lambda u _ { i + 1 , j } + ( 1 + 2 \lambda ) u _ { i j } + \lambda u _ { i - 1 , j }
D) ui,j1=λui+1,j+(12λ)uij+λui1,ju _ { i , j - 1 } = \lambda u _ { i + 1 , j } + ( 1 - 2 \lambda ) u _ { i j } + \lambda u _ { i - 1 , j }
E) uij+1=λui+1,j+(1+2λ)uij+λui1,ju _ { i j + 1 } = \lambda u _ { i + 1 , j } + ( 1 + 2 \lambda ) u _ { i j } + \lambda u _ { i - 1 , j }
Question
The central difference approximation for ux\frac { \partial u } { \partial x } with step size hh is

A) (u(x+h,y)2u(x,y)+u(xh,y))/h( u ( x + h , y ) - 2 u ( x , y ) + u ( x - h , y ) ) / h
B) (u(x+h,y)2u(x,y)+u(xh,y))/h2( u ( x + h , y ) - 2 u ( x , y ) + u ( x - h , y ) ) / h ^ { 2 }
C) (u(x,y+h)2u(x,y)+u(x,yh))/h( u ( x , y + h ) - 2 u ( x , y ) + u ( x , y - h ) ) / h
D) (u(x,y+h)2u(x,y)+u(x,yh))/h2( u ( x , y + h ) - 2 u ( x , y ) + u ( x , y - h ) ) / h ^ { 2 }
E) (u(x+h,y)u(xh,y))/(2h)( u ( x + h , y ) - u ( x - h , y ) ) / ( 2 h )
Question
A Dirichlet problem is a partial differential equation with conditions specifying

A) a linear combination of the values of the unknown function along the boundary and the values of the derivative of the unknown function along the boundary
B) the values of the unknown function along the boundary
C) the values of the derivative of the unknown function along the boundary
D) none of the above
Question
In the four previous problems, let c=1c = 1 . The calculated values of ui,1u _ { i , 1 } are Select all that apply.

A) u11=(1672+6g(1/4))/18u _ { 11 } = ( 16 - 7 \sqrt { 2 } + 6 g ( 1 / 4 ) ) / 18
B) u21=(827+3g(1/2))/9u _ { 21 } = ( 8 \sqrt { 2 } - 7 + 3 g ( 1 / 2 ) ) / 9
C) u21=(82+7+3g(1/2))/9u _ { 21 } = ( 8 \sqrt { 2 } + 7 + 3 g ( 1 / 2 ) ) / 9
D) u31=(872/2+3g(3/4))/9u _ { 31 } = ( 8 - 7 \sqrt { 2 } / 2 + 3 g ( 3 / 4 ) ) / 9
E) u31=(8+72/2+3g(3/4))/9u _ { 31 } = ( 8 + 7 \sqrt { 2 } / 2 + 3 g ( 3 / 4 ) ) / 9
Question
In the previous five problems, is the value of λ\lambda such that the numerical scheme is stable?

A) yes
B) no
C) It is in the borderline.
D) It cannot be determined from the available data.
Question
In the previous three problems, the solution at the interior points is Select all that apply.

A) u22=1/9u _ { 22 } = 1 / 9
B) u22=1/6u _ { 22 } = 1 / 6
C) u11=1/18u _ { 11 } = 1 / 18
D) u12=1/9u _ { 12 } = 1 / 9
E) u21=1/9u _ { 21 } = 1 / 9
Question
The central difference approximation for c2ux2=ut,u(0,t)=0,u(2,t)=6,u(x,0)=3x2/2c \frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } = \frac { \partial u } { \partial t } , u ( 0 , t ) = 0 , u ( 2 , t ) = 6 , u ( x , 0 ) = 3 x ^ { 2 } / 2 Replace 2ux2\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } with a central difference approximation with h=1/2h = 1 / 2 and ut\frac { \partial u } { \partial t } with a forward difference approximation with k=1/4k = 1 / 4 . The resulting equation is

A) c[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t))/kc [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) ) / k
B) c[u(x+h,t)4u(x,t)+u(xh,t)]/h2=(u(x,t+k)+u(x,t))/kc [ u ( x + h , t ) - 4 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) + u ( x , t ) ) / k
C) c[u(x+h,t)4u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t))/kc [ u ( x + h , t ) - 4 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) ) / k
D) c[u(x+h,t)+2u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t))/kc [ u ( x + h , t ) + 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) ) / k
E) c[u(x+h,t)+2u(x,t)+u(xh,t)]/h2=(u(x,t+k)+u(x,t))/kc [ u ( x + h , t ) + 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) + u ( x , t ) ) / k
Question
The heat equation is

A) 2ux2+2uy2=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial ^ { 2 } u } { \partial y ^ { 2 } } = 0
B) 2ux2+uy=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial u } { \partial y } = 0
C) 2ux2+ut=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial u } { \partial t } = 0
D) 2ux2ut=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } - \frac { \partial u } { \partial t } = 0
E) 2ux22ut2=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } - \frac { \partial ^ { 2 } u } { \partial t ^ { 2 } } = 0
Question
The central difference approximation for 2ux2\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } with step size hh is

A) (u(x+h,y)2u(x,y)+u(xh,y))/h( u ( x + h , y ) - 2 u ( x , y ) + u ( x - h , y ) ) / h
B) (u(x+h,y)2u(x,y)+u(xh,y))/h2( u ( x + h , y ) - 2 u ( x , y ) + u ( x - h , y ) ) / h ^ { 2 }
C) (u(x,y+h)2u(x,y)+u(x,yh))/h( u ( x , y + h ) - 2 u ( x , y ) + u ( x , y - h ) ) / h
D) (u(x,y+h)2u(x,y)+u(x,yh))/h2( u ( x , y + h ) - 2 u ( x , y ) + u ( x , y - h ) ) / h ^ { 2 }
E) (u(x+h,y)u(xh,y))/(2h)( u ( x + h , y ) - u ( x - h , y ) ) / ( 2 h )
Question
The wave equation is

A) 2ux2+2uy2=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial ^ { 2 } u } { \partial y ^ { 2 } } = 0
B) 2ux2+2uy=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial ^ { 2 } u } { \partial y } = 0
C) 2ux2+ut=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial u } { \partial t } = 0
D) 2ux2ut=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } - \frac { \partial u } { \partial t } = 0
E) 2ux22ut2=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } - \frac { \partial ^ { 2 } u } { \partial t ^ { 2 } } = 0
Question
In the four previous problems, let c=1c = 1 . The calculated values of ui,1u _ { i , 1 } are

A) u11=13/24,u21=13/24u _ { 11 } = - 13 / 24 , u _ { 21 } = - 13 / 24
B) u11=17/24,u21=17/24u _ { 11 } = - 17 / 24 , u _ { 21 } = - 17 / 24
C) u11=1/2,u21=1/2u _ { 11 } = - 1 / 2 , u _ { 21 } = - 1 / 2
D) u11=1/24,u21=1/24u _ { 11 } = - 1 / 24 , u _ { 21 } = - 1 / 24
E) u11=1/4,u21=1/4u _ { 11 } = - 1 / 4 , u _ { 21 } = - 1 / 4
Question
In the previous two problems, the values ui,1u _ { i , 1 } depend on the values ui,1u _ { i , - 1 } . How do you calculate those values?

A) Use a forward difference approximation in tt along the line t=0t = 0 .
B) Use a backward difference approximation in tt along the line t=0t = 0 .
C) Use a central difference approximation in tt along the line t=0t = 0 .
D) Use a forward difference approximation in xx along the line t=0t = 0 .
E) Use a backward difference approximation in xx along the line t=0t = 0 .
Question
The forward difference approximation of ut\frac { \partial u } { \partial t } with step size k is

A) (u(x+k,t)u(x,t))/k( u ( x + k , t ) - u ( x , t ) ) / k
B) (u(xk,t)u(x,t))/k2( u ( x - k , t ) - u ( x , t ) ) / k ^ { 2 }
C) (u(x,t+k)u(x,t))/k( u ( x , t + k ) - u ( x , t ) ) / k
D) (u(x,tk)u(x,t))/k( u ( x , t - k ) - u ( x , t ) ) / k
E) (u(x,t+k)u(x,t))/k2( u ( x , t + k ) - u ( x , t ) ) / k ^ { 2 }
Question
In the previous three problems, the solution at the interior points is Select all that apply.

A) u22=3/8u _ { 22 } = \sqrt { 3 } / 8
B) u22=3/4u _ { 22 } = \sqrt { 3 } / 4
C) u11=3/8u _ { 11 } = \sqrt { 3 } / 8
D) u12=3/4u _ { 12 } = \sqrt { 3 } / 4
E) u21=3/4u _ { 21 } = \sqrt { 3 } / 4
Question
In the previous problem, using the notation uij=u(x,t)u _ { i j } = u ( x , \mathrm { t } ) , and letting λ=ck/h\lambda = c k / h , the equation becomes

A) ui,j1=λ2ui+1,j+2(1+λ2)uij+λ2ui1,j+ui,j1u _ { i , j - 1 } = \lambda ^ { 2 } u _ { i + 1 , j } + 2 \left( 1 + \lambda ^ { 2 } \right) u _ { i j } + \lambda ^ { 2 } u _ { i - 1 , j } + u _ { i , j - 1 }
B) ui,j1=λui+1,j+2(1λ)uij+λui1,j+ui,j1u _ { i , j - 1 } = \lambda u _ { i + 1 , j } + 2 ( 1 - \lambda ) u _ { i j } + \lambda u _ { i - 1 , j } + u _ { i , j - 1 }
C) ui,j+1=λ2ui+1,j+2(1+λ2)uij+λ2ui1,jui,j1u _ { i , j + 1 } = \lambda ^ { 2 } u _ { i + 1 , j } + 2 \left( 1 + \lambda ^ { 2 } \right) u _ { i j } + \lambda ^ { 2 } u _ { i - 1 , j } - u _ { i , j - 1 }
D) ui,j+1=λ2ui+1,j+2(1λ2)uij+λ2ui1,jui,j1u _ { i , j + 1 } = \lambda ^ { 2 } u _ { i + 1 , j } + 2 \left( 1 - \lambda ^ { 2 } \right) u _ { i j } + \lambda ^ { 2 } u _ { i - 1 , j } - u _ { i , j - 1 }
E) ui,j+1=λui+1,j+(1λ)uij+λui1,jui,j1u _ { i , j + 1 } = \lambda u _ { i + 1 , j } + ( 1 - \lambda ) u _ { i j } + \lambda u _ { i - 1 , j } - u _ { i , j - 1 }
Question
In the previous problem, using the notation uij=u(x,t)u _ { i j } = u ( x , \mathrm { t } ) , and letting λ=ck/h2\lambda = c k / h ^ { 2 } , the equation becomes

A) ui,j1=λui+1,j+(1+2λ)ui,j+λui1,ju _ { i , j - 1 } = \lambda u _ { i + 1 , j } + ( 1 + 2 \lambda ) u _ { i , j } + \lambda u _ { i - 1 , j }
B) ui,j1=λui+1,j+(12λ)ui,j+λui1,ju _ { i , j - 1 } = \lambda u _ { i + 1 , j } + ( 1 - 2 \lambda ) u _ { i , j } + \lambda u _ { i - 1 , j }
C) ui,j+1=λui+1,j+(1+2λ)ui,j+λui1,ju _ { i , j + 1 } = \lambda u _ { i + 1 , j } + ( 1 + 2 \lambda ) u _ { i , j } + \lambda u _ { i - 1 , j }
D) ui,j+1=λui+1,j+(12λ)ui,j+λui1,ju _ { i , j + 1 } = \lambda u _ { i + 1 , j } + ( 1 - 2 \lambda ) u _ { i , j } + \lambda u _ { i - 1 , j }
E) ui,j+1=λui+1,j+(1λ)ui,j+λui1,ju _ { i , j + 1 } = \lambda u _ { i + 1 , j } + ( 1 - \lambda ) u _ { i , j } + \lambda u _ { i - 1 , j }
Question
The wave equation is

A) hyperbolic
B) parabolic
C) elliptic
D) none of the above
Question
In the previous three problems, if g(x)=0g ( x ) = 0 then the values of ui,1u _ { i , - 1 } are

A) ui,1=ui,1u _ { i , - 1 } = u _ { i , 1 }
B) ui.1=0u _ { i _ { . } - 1 } = 0
C) ui.1=1u _ { i _ { . } - 1 } = 1
D) ui,1=1u _ { i , - 1 } = - 1
E) none of the above
Question
Consider the problem c2ux2=ut,u(0,t)=0,u(1,t)=2,u(x,0)=2x2c \frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } = \frac { \partial u } { \partial t } , u ( 0 , t ) = 0 , u ( 1 , t ) = 2 , u ( x , 0 ) = 2 x ^ { 2 } . Replace 2ux2\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } with a central difference approximation with h=1/3h = 1 / 3 and ut\frac { \partial u } { \partial t } with a forward difference approximation with k=1/2k = 1 / 2 . The resulting equation is

A) c[u(x+h,t)+2u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t))/kc [ u ( x + h , t ) + 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) ) / k
B) c[u(x+h,t)+2u(x,t)+u(xh,t)]/h2=(u(x,t+k)+u(x,t))/kc [ u ( x + h , t ) + 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) + u ( x , t ) ) / k
C) c[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t))/kc [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) ) / k
D) c[u(x+h,t)4u(x,t)+u(xh,t)]/h2=(u(x,t+k)+u(x,t))/kc [ u ( x + h , t ) - 4 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) + u ( x , t ) ) / k
E) c[u(x+h,t)4u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t))/kc [ u ( x + h , t ) - 4 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) ) / k
Question
Consider the problem c22ux2=2ut2,u(0,t)=0,u(1,t)=0,u(x,0)={x if 0<x<1/21x if 1/2<x<1}c ^ { 2 } \frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } = \frac { \partial ^ { 2 } u } { \partial t ^ { 2 } } , u ( 0 , t ) = 0 , u ( 1 , t ) = 0 , u ( x , 0 ) = \left\{ \begin{array} { c c c } x & \text { if } & 0 < x < 1 / 2 \\1 - x & \text { if } & 1 / 2 < x < 1\end{array} \right\} , ut(x,0)=g(x)u _ { t } ( x , 0 ) = g ( x ) . Replace 2ux2\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } with a central difference approximation with h=1/2h = 1 / 2 and 2ux2\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } with a central difference approximation with k=1/2k = 1 / 2 . The resulting equation is

A) c2[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t))/k2c ^ { 2 } [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) ) / k ^ { 2 }
B) c2[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)+u(x,t))/kc ^ { 2 } [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) + u ( x , t ) ) / k
C) c2[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t))/kc ^ { 2 } [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) ) / k
D) c2[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t)+u(x,tk))/k2c ^ { 2 } [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) + u ( x , t - k ) ) / k ^ { 2 }
E) c2[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)2u(x,t)+u(x,tk))/k2c ^ { 2 } [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - 2 u ( x , t ) + u ( x , t - k ) ) / k ^ { 2 }
Question
In the previous two problems, let c=1c = 1 . Thesolution for u along the line t=0.5t = 0.5 at the mesh points is Select all that apply.

A) u11=0u _ { 11 } = 0
B) u11=20/9u _ { 11 } = 20 / 9
C) u11=30/9u _ { 11 } = 30 / 9
D) u21=26/9u _ { 21 } = 26 / 9
E) u21=32/9u _ { 21 } = 32 / 9
Question
A Dirichlet problem is a partial differential equation with conditions specifying

A) the values of the unknown function along the boundary
B) the values of the derivative of the unknown function along the boundary
C) a linear combination of the values of the unknown function along the boundary and the values of the derivative of the unknown function along the boundary
D) none of the above
Question
Laplace's equation is

A) hyperbolic
B) parabolic
C) elliptic
D) none of the above
Question
In the previous problem, is the value of λ\lambda such that the scheme is stable?

A) yes
B) no
C) It is right on the borderline.
D) It cannot be determined from the available data.
Question
In the previous two problems, using uiju _ { i j } to denote the value of uu at the i,ji , j point, the equations for the values of the unknown function at the interior points are Select all that apply.

A) 4u11+u21+u12=0- 4 u _ { 11 } + u _ { 21 } + u _ { 12 } = 0
B) 4u22+u21+u12=3- 4 u _ { 22 } + u _ { 21 } + u _ { 12 } = - \sqrt { 3 }
C) 4u22+u21+u12=3/2- 4 u _ { 22 } + u _ { 21 } + u _ { 12 } = - \sqrt { 3 } / 2
D) 4u12+u11+u22=3/2- 4 u _ { 12 } + u _ { 11 } + u _ { 22 } = - \sqrt { 3 } / 2
E) 4u21+u11+u22=3/2- 4 u _ { 21 } + u _ { 11 } + u _ { 22 } = - \sqrt { 3 } / 2
Question
The five point approximation of the Laplacian is

A) [u(x+h,y)+u(x,y+h)+u(xh,y)+u(x,yh)2u(x,y)]/h[ u ( x + h , y ) + u ( x , y + h ) + u ( x - h , y ) + u ( x , y - h ) - 2 u ( x , y ) ] / h
B) [u(x+h,y)+u(x,y+h)+u(xh,y)+u(x,yh)4u(x,y)]/h[ u ( x + h , y ) + u ( x , y + h ) + u ( x - h , y ) + u ( x , y - h ) - 4 u ( x , y ) ] / h
C) [u(x+h,y)+u(x,y+h)+u(xh,y)+u(x,yh)2u(x,y)]/h2[ u ( x + h , y ) + u ( x , y + h ) + u ( x - h , y ) + u ( x , y - h ) - 2 u ( x , y ) ] / h ^ { 2 }
D) [u(x+h,y)+u(x,y+h)+u(xh,y)+u(x,yh)4u(x,y)]/h2[ u ( x + h , y ) + u ( x , y + h ) + u ( x - h , y ) + u ( x , y - h ) - 4 u ( x , y ) ] / h ^ { 2 }
E) [u(x+h,y)u(x,y+h)+u(xh,y)u(x,yh)4u(x,y)]/h2[ u ( x + h , y ) - u ( x , y + h ) + u ( x - h , y ) - u ( x , y - h ) - 4 u ( x , y ) ] / h ^ { 2 }
Question
Consider the problem 2ux2+2uy2=0,u(0,y)=0,u(x,0)=0,u(1,y)=sin(πy),u(x,1)=sin(πx)\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial ^ { 2 } u } { \partial y ^ { 2 } } = 0 , u ( 0 , y ) = 0 , u ( x , 0 ) = 0 , u ( 1 , y ) = \sin ( \pi y ) , u ( x , 1 ) = \sin ( \pi x ) . A finite difference approximation of the solution is desired, using the approximation of the previous problem. Use a mesh size of h=1/3h = 1 / 3 The conditions satisfied by the mesh points on the boundary are Select all that apply.

A) u=1/2 at (1,2/3) and (2/3,1)u = 1 / 2 \text { at } ( 1,2 / 3 ) \text { and } ( 2 / 3,1 )
B) u=3/2 at (1,1/3) and (1/3,1)u = \sqrt { 3 } / 2 \text { at } ( 1,1 / 3 ) \text { and } ( 1 / 3,1 )
C) u=0 at (0,1/3) and (1/3,0)u = 0 \text { at } ( 0,1 / 3 ) \text { and } ( 1 / 3,0 )
D) u=0 at (0,2/3) and (2/3,0)u = 0 \text { at } ( 0,2 / 3 ) \text { and } ( 2 / 3,0 )
E) u=0 at (1/3,1/3) and (2/3,2/3)u = 0 \text { at } ( 1 / 3,1 / 3 ) \text { and } ( 2 / 3,2 / 3 )
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Deck 15: Numerical Solutions of Partial Differential Equations
1
In the previous two problems, let c=1c = 1 . Thesolutionforu along the line t=0.25t = 0.25 at the mesh points is Select all that apply.

A) u31=33/8u _ { 31 } = 33 / 8
B) u11=9/8u _ { 11 } = 9 / 8
C) u11=11/8u _ { 11 } = 11 / 8
D) u21=9/4u _ { 21 } = 9 / 4
E) u21=11/4u _ { 21 } = 11 / 4
u31=33/8u _ { 31 } = 33 / 8
u11=9/8u _ { 11 } = 9 / 8
u21=9/4u _ { 21 } = 9 / 4
2
Laplace's equation is

A) 2ux2+2uy2=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial ^ { 2 } u } { \partial y ^ { 2 } } = 0
B) 2ux2=2uy2\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } = \frac { \partial ^ { 2 } u } { \partial y ^ { 2 } }
C) 2ux2+ut=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial u } { \partial t } = 0
D) 2ux2ut=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } - \frac { \partial u } { \partial t } = 0
E) 2ux22ut2=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } - \frac { \partial ^ { 2 } u } { \partial t ^ { 2 } } = 0
2ux2+2uy2=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial ^ { 2 } u } { \partial y ^ { 2 } } = 0
3
In the previous three problems, the values of ui,1u _ { i , - 1 } are

A) ui,1=ui,0kg(xi)u _ { i , - 1 } = u _ { i , 0 } - k g ( x i )
B) ui,1=ui,02kg(xi)u _ { i , - 1 } = u _ { i , 0 } - 2 k g ( x i )
C) ui,1=ui,1+2kg(xi)u _ { i , - 1 } = u _ { i , 1 } + 2 k g ( x i )
D) ui,1=ui,1+kg(xi)u _ { i , - 1 } = u _ { i , 1 } + k g ( x i )
E) ui,1=ui,12kg(xi)u _ { i , - 1 } = u _ { i , 1 } - 2 k g ( x i )
ui,1=ui,12kg(xi)u _ { i , - 1 } = u _ { i , 1 } - 2 k g ( x i )
4
The heat equation is

A) hyperbolic
B) parabolic
C) elliptic
D) none of the above
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5
In the previous problem, is the value of λ\lambda such that the scheme is stable?

A) yes
B) no
C) It is right on the borderline.
D) It cannot be determined from the available data.
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6
The five-point approximation of the Laplacian is

A) [u(x+h,y)+u(x,y+h)+u(xh,y)+u(x,y+h)4u(x,y)][ u ( x + h , y ) + u ( x , y + h ) + u ( x - h , y ) + u ( x , y + h ) - 4 u ( x , y ) ]
B) [u(x+h,y)+u(x,y+h)+u(xh,y)+u(x,y+h)2u(x,y)][ u ( x + h , y ) + u ( x , y + h ) + u ( x - h , y ) + u ( x , y + h ) - 2 u ( x , y ) ]
C) [u(x+h,y)+u(x,y+h)+u(xh,y)+u(x,y+h)4u(x,y)]/h[ u ( x + h , y ) + u ( x , y + h ) + u ( x - h , y ) + u ( x , y + h ) - 4 u ( x , y ) ] / h
D) [u(x+h,y)+u(x,y+h)+u(xh,y)+u(x,y+h)4u(x,y)]/h2[ u ( x + h , y ) + u ( x , y + h ) + u ( x - h , y ) + u ( x , y + h ) - 4 u ( x , y ) ] / h ^ { 2 }
E) [u(x+h,y)+u(x,y+h)+u(xh,y)+u(x,y+h)2u(x,y)]/h2[ u ( x + h , y ) + u ( x , y + h ) + u ( x - h , y ) + u ( x , y + h ) - 2 u ( x , y ) ] / h ^ { 2 }
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7
Consider the problem 2ux2+2uy2=0,u(0,y)=0,u(x,0)=0,u(1,y)=yy2,u(x,1)=xx2\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial ^ { 2 } u } { \partial y ^ { 2 } } = 0 , u ( 0 , y ) = 0 , u ( x , 0 ) = 0 , u ( 1 , y ) = y - y ^ { 2 } , u ( x , 1 ) = x - x ^ { 2 } . A finite difference approximation of the solution is desired, using the approximation of the previous problem. Use a mesh size of h=1/3h = 1 / 3 The conditions satisfied by the mesh points on the boundary are Select all that apply.

A) u=0u = 0 at (0, 1/3) and (1/3, 0)
B) u=0u = 0 at (0, 2/3) and (2/3, 0)
C) u=0u = 0 at (1/3, 1/3) and (2/3, 2/3)
D) u=2/9u = 2 / 9 at (1, 1/3) and (1/3, 1)
E) u=2/3u = 2 / 3 at (1, 2/3) and (2/3, 1)
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8
Consider the problem c22ux2=2ut2,u(0,t)=0,u(1,t)=0,u(x,0)=sin(πx),ut(x,0)=g(x)c ^ { 2 } \frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } = \frac { \partial ^ { 2 } u } { \partial t ^ { 2 } } , u ( 0 , t ) = 0 , u ( 1 , t ) = 0 , u ( x , 0 ) = \sin ( \pi x ) , u _ { t } ( x , 0 ) = g ( x ) . Replace 2ux2\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } with a central difference approximation with h=1/4h = 1 / 4 and 2ut2\frac { \partial ^ { 2 } u } { \partial t ^ { 2 } } with a central difference approximation with k=1/3k = 1 / 3 The resulting equation is

A) c2[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t)+u(x,tk))/k2c ^ { 2 } [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) + u ( x , t - k ) ) / k ^ { 2 }
B) c2[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)2u(x,t)+u(x,tk))/k2c ^ { 2 } [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - 2 u ( x , t ) + u ( x , t - k ) ) / k ^ { 2 }
C) c2[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t))/k2c ^ { 2 } [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) ) / k ^ { 2 }
D) c2[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)+u(x,t))/kc ^ { 2 } [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) + u ( x , t ) ) / k
E) c2[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t))/kc ^ { 2 } [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) ) / k
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9
In the previous problem, using the notation uij=u(x,t)u _ { i j } = u ( x , \mathrm { t } ) , and letting λ=ck/h\lambda = c k / h , the equation becomes

A) ui,j+1=λ2ui+1,j+(1+2λ2)uij+λui1,juij12u _ { i , j + 1 } = \lambda ^ { 2 } { } _ { u i } + 1 , j + \left( 1 + 2 \lambda ^ { 2 } \right) u _ { i j } + \lambda _ { u i - 1 , j - u i j - 1 } ^ { 2 }
B) ui,j+1=λ2ui+1,j+(12λ2)uij+λui1,juij12u _ { i , j + 1 } = \lambda ^ { 2 } { } _ { u i } + 1 , j + \left( 1 - 2 \lambda ^ { 2 } \right) u _ { i j } + \lambda _ { u i - 1 , j - u i j - 1 } ^ { 2 }
C) ui,j+1=λui+1,j+(1λ)uij+λui1,juij1u _ { i , j + 1 } = \lambda _ { u i + 1 , j } + ( 1 - \lambda ) u _ { i j } + \lambda _ { u i - 1 , j - u i j - 1 }
D) ui,j1=λ2ui+1,j+(1+2λ2)uij+λui1,j+uij12u _ { i , j - 1 } = \lambda ^ { 2 } { } _ { u i } + 1 , j + \left( 1 + 2 \lambda ^ { 2 } \right) u _ { i j } + \lambda _ { u i - 1 , j + u i j - 1 } ^ { 2 }
E) ui,j1=λui+1,j+(12λ)uij+λui1,j+uij1u _ { i , j - 1 } = \lambda _ { u i + 1 , j } + ( 1 - 2 \lambda ) u _ { i j } + \lambda _ { u i - 1 , j + u i j - 1 }
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10
Laplace's equation is

A) hyperbolic
B) parabolic
C) elliptic
D) none of the above
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11
The wave equation is

A) 2ux2+2uy2=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial ^ { 2 } u } { \partial y ^ { 2 } } = 0
B) 2ux22ut2=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } - \frac { \partial ^ { 2 } u } { \partial t ^ { 2 } } = 0
C) 2ux2=uy\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } = \frac { \partial u } { \partial y }
D) 2ux2+ut=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial u } { \partial t } = 0
E) uxut=0\frac { \partial u } { \partial x } - \frac { \partial u } { \partial t } = 0
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12
In the previous two problems, using uiju _ { i j } to denote the value of uu at the i,ji , j point, the equations for the values of the unknown function at the interior points are Select all that apply.

A) 4u11+u21+u12=0- 4 u _ { 11 } + u _ { 21 } + u _ { 12 } = 0
B) 4u22+u21+u12=2/9- 4 u _ { 22 } + u _ { 21 } + u _ { 12 } = - 2 / 9
C) 4u12+u11+u22=2/9- 4 u _ { 12 } + u _ { 11 } + u _ { 22 } = - 2 / 9
D) 4u21+u11+u22=2/9- 4 u _ { 21 } + u _ { 11 } + u _ { 22 } = - 2 / 9
E) 4u22+u21+u12=4/9- 4 u _ { 22 } + u _ { 21 } + u _ { 12 } = - 4 / 9
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13
In the previous two problems, the values ui,1u _ { i , 1 } depend on the values ui,1u _ { i , 1 } . How do you calculate those values?

A) Use a central difference approximation in tt along the line t=0t = 0 .
B) Use a forward difference approximation in tt along the line t=0t = 0 .
C) Use a backward difference approximation in tt along the line t=0t = 0 .
D) Use a forward difference approximation in x along the line t=0t = 0 .
E) Use a backward difference approximation in x along the line t=0t = 0 .
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14
In the previous problem, using the notation uij=u(x,t)u _ { i j } = u ( x , \mathrm { t } ) , and letting λ=ck/h2\lambda = c k / h ^ { 2 } , the equation becomes

A) ui,j+1=λui+1,j+(1λ)uij+λui1,ju _ { i , j + 1 } = \lambda u _ { i + 1 , j } + ( 1 - \lambda ) u _ { i j } + \lambda u _ { i - 1 , j }
B) uij+1=λui+1,j+(12λ)uij+λui1,ju _ { i j + 1 } = \lambda u _ { i + 1 , j } + ( 1 - 2 \lambda ) u _ { i j } + \lambda u _ { i - 1 , j }
C) ui,j1=λui+1,j+(1+2λ)uij+λui1,ju _ { i , j - 1 } = \lambda u _ { i + 1 , j } + ( 1 + 2 \lambda ) u _ { i j } + \lambda u _ { i - 1 , j }
D) ui,j1=λui+1,j+(12λ)uij+λui1,ju _ { i , j - 1 } = \lambda u _ { i + 1 , j } + ( 1 - 2 \lambda ) u _ { i j } + \lambda u _ { i - 1 , j }
E) uij+1=λui+1,j+(1+2λ)uij+λui1,ju _ { i j + 1 } = \lambda u _ { i + 1 , j } + ( 1 + 2 \lambda ) u _ { i j } + \lambda u _ { i - 1 , j }
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15
The central difference approximation for ux\frac { \partial u } { \partial x } with step size hh is

A) (u(x+h,y)2u(x,y)+u(xh,y))/h( u ( x + h , y ) - 2 u ( x , y ) + u ( x - h , y ) ) / h
B) (u(x+h,y)2u(x,y)+u(xh,y))/h2( u ( x + h , y ) - 2 u ( x , y ) + u ( x - h , y ) ) / h ^ { 2 }
C) (u(x,y+h)2u(x,y)+u(x,yh))/h( u ( x , y + h ) - 2 u ( x , y ) + u ( x , y - h ) ) / h
D) (u(x,y+h)2u(x,y)+u(x,yh))/h2( u ( x , y + h ) - 2 u ( x , y ) + u ( x , y - h ) ) / h ^ { 2 }
E) (u(x+h,y)u(xh,y))/(2h)( u ( x + h , y ) - u ( x - h , y ) ) / ( 2 h )
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16
A Dirichlet problem is a partial differential equation with conditions specifying

A) a linear combination of the values of the unknown function along the boundary and the values of the derivative of the unknown function along the boundary
B) the values of the unknown function along the boundary
C) the values of the derivative of the unknown function along the boundary
D) none of the above
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17
In the four previous problems, let c=1c = 1 . The calculated values of ui,1u _ { i , 1 } are Select all that apply.

A) u11=(1672+6g(1/4))/18u _ { 11 } = ( 16 - 7 \sqrt { 2 } + 6 g ( 1 / 4 ) ) / 18
B) u21=(827+3g(1/2))/9u _ { 21 } = ( 8 \sqrt { 2 } - 7 + 3 g ( 1 / 2 ) ) / 9
C) u21=(82+7+3g(1/2))/9u _ { 21 } = ( 8 \sqrt { 2 } + 7 + 3 g ( 1 / 2 ) ) / 9
D) u31=(872/2+3g(3/4))/9u _ { 31 } = ( 8 - 7 \sqrt { 2 } / 2 + 3 g ( 3 / 4 ) ) / 9
E) u31=(8+72/2+3g(3/4))/9u _ { 31 } = ( 8 + 7 \sqrt { 2 } / 2 + 3 g ( 3 / 4 ) ) / 9
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18
In the previous five problems, is the value of λ\lambda such that the numerical scheme is stable?

A) yes
B) no
C) It is in the borderline.
D) It cannot be determined from the available data.
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19
In the previous three problems, the solution at the interior points is Select all that apply.

A) u22=1/9u _ { 22 } = 1 / 9
B) u22=1/6u _ { 22 } = 1 / 6
C) u11=1/18u _ { 11 } = 1 / 18
D) u12=1/9u _ { 12 } = 1 / 9
E) u21=1/9u _ { 21 } = 1 / 9
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20
The central difference approximation for c2ux2=ut,u(0,t)=0,u(2,t)=6,u(x,0)=3x2/2c \frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } = \frac { \partial u } { \partial t } , u ( 0 , t ) = 0 , u ( 2 , t ) = 6 , u ( x , 0 ) = 3 x ^ { 2 } / 2 Replace 2ux2\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } with a central difference approximation with h=1/2h = 1 / 2 and ut\frac { \partial u } { \partial t } with a forward difference approximation with k=1/4k = 1 / 4 . The resulting equation is

A) c[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t))/kc [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) ) / k
B) c[u(x+h,t)4u(x,t)+u(xh,t)]/h2=(u(x,t+k)+u(x,t))/kc [ u ( x + h , t ) - 4 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) + u ( x , t ) ) / k
C) c[u(x+h,t)4u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t))/kc [ u ( x + h , t ) - 4 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) ) / k
D) c[u(x+h,t)+2u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t))/kc [ u ( x + h , t ) + 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) ) / k
E) c[u(x+h,t)+2u(x,t)+u(xh,t)]/h2=(u(x,t+k)+u(x,t))/kc [ u ( x + h , t ) + 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) + u ( x , t ) ) / k
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21
The heat equation is

A) 2ux2+2uy2=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial ^ { 2 } u } { \partial y ^ { 2 } } = 0
B) 2ux2+uy=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial u } { \partial y } = 0
C) 2ux2+ut=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial u } { \partial t } = 0
D) 2ux2ut=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } - \frac { \partial u } { \partial t } = 0
E) 2ux22ut2=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } - \frac { \partial ^ { 2 } u } { \partial t ^ { 2 } } = 0
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22
The central difference approximation for 2ux2\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } with step size hh is

A) (u(x+h,y)2u(x,y)+u(xh,y))/h( u ( x + h , y ) - 2 u ( x , y ) + u ( x - h , y ) ) / h
B) (u(x+h,y)2u(x,y)+u(xh,y))/h2( u ( x + h , y ) - 2 u ( x , y ) + u ( x - h , y ) ) / h ^ { 2 }
C) (u(x,y+h)2u(x,y)+u(x,yh))/h( u ( x , y + h ) - 2 u ( x , y ) + u ( x , y - h ) ) / h
D) (u(x,y+h)2u(x,y)+u(x,yh))/h2( u ( x , y + h ) - 2 u ( x , y ) + u ( x , y - h ) ) / h ^ { 2 }
E) (u(x+h,y)u(xh,y))/(2h)( u ( x + h , y ) - u ( x - h , y ) ) / ( 2 h )
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23
The wave equation is

A) 2ux2+2uy2=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial ^ { 2 } u } { \partial y ^ { 2 } } = 0
B) 2ux2+2uy=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial ^ { 2 } u } { \partial y } = 0
C) 2ux2+ut=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial u } { \partial t } = 0
D) 2ux2ut=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } - \frac { \partial u } { \partial t } = 0
E) 2ux22ut2=0\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } - \frac { \partial ^ { 2 } u } { \partial t ^ { 2 } } = 0
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24
In the four previous problems, let c=1c = 1 . The calculated values of ui,1u _ { i , 1 } are

A) u11=13/24,u21=13/24u _ { 11 } = - 13 / 24 , u _ { 21 } = - 13 / 24
B) u11=17/24,u21=17/24u _ { 11 } = - 17 / 24 , u _ { 21 } = - 17 / 24
C) u11=1/2,u21=1/2u _ { 11 } = - 1 / 2 , u _ { 21 } = - 1 / 2
D) u11=1/24,u21=1/24u _ { 11 } = - 1 / 24 , u _ { 21 } = - 1 / 24
E) u11=1/4,u21=1/4u _ { 11 } = - 1 / 4 , u _ { 21 } = - 1 / 4
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25
In the previous two problems, the values ui,1u _ { i , 1 } depend on the values ui,1u _ { i , - 1 } . How do you calculate those values?

A) Use a forward difference approximation in tt along the line t=0t = 0 .
B) Use a backward difference approximation in tt along the line t=0t = 0 .
C) Use a central difference approximation in tt along the line t=0t = 0 .
D) Use a forward difference approximation in xx along the line t=0t = 0 .
E) Use a backward difference approximation in xx along the line t=0t = 0 .
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26
The forward difference approximation of ut\frac { \partial u } { \partial t } with step size k is

A) (u(x+k,t)u(x,t))/k( u ( x + k , t ) - u ( x , t ) ) / k
B) (u(xk,t)u(x,t))/k2( u ( x - k , t ) - u ( x , t ) ) / k ^ { 2 }
C) (u(x,t+k)u(x,t))/k( u ( x , t + k ) - u ( x , t ) ) / k
D) (u(x,tk)u(x,t))/k( u ( x , t - k ) - u ( x , t ) ) / k
E) (u(x,t+k)u(x,t))/k2( u ( x , t + k ) - u ( x , t ) ) / k ^ { 2 }
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27
In the previous three problems, the solution at the interior points is Select all that apply.

A) u22=3/8u _ { 22 } = \sqrt { 3 } / 8
B) u22=3/4u _ { 22 } = \sqrt { 3 } / 4
C) u11=3/8u _ { 11 } = \sqrt { 3 } / 8
D) u12=3/4u _ { 12 } = \sqrt { 3 } / 4
E) u21=3/4u _ { 21 } = \sqrt { 3 } / 4
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28
In the previous problem, using the notation uij=u(x,t)u _ { i j } = u ( x , \mathrm { t } ) , and letting λ=ck/h\lambda = c k / h , the equation becomes

A) ui,j1=λ2ui+1,j+2(1+λ2)uij+λ2ui1,j+ui,j1u _ { i , j - 1 } = \lambda ^ { 2 } u _ { i + 1 , j } + 2 \left( 1 + \lambda ^ { 2 } \right) u _ { i j } + \lambda ^ { 2 } u _ { i - 1 , j } + u _ { i , j - 1 }
B) ui,j1=λui+1,j+2(1λ)uij+λui1,j+ui,j1u _ { i , j - 1 } = \lambda u _ { i + 1 , j } + 2 ( 1 - \lambda ) u _ { i j } + \lambda u _ { i - 1 , j } + u _ { i , j - 1 }
C) ui,j+1=λ2ui+1,j+2(1+λ2)uij+λ2ui1,jui,j1u _ { i , j + 1 } = \lambda ^ { 2 } u _ { i + 1 , j } + 2 \left( 1 + \lambda ^ { 2 } \right) u _ { i j } + \lambda ^ { 2 } u _ { i - 1 , j } - u _ { i , j - 1 }
D) ui,j+1=λ2ui+1,j+2(1λ2)uij+λ2ui1,jui,j1u _ { i , j + 1 } = \lambda ^ { 2 } u _ { i + 1 , j } + 2 \left( 1 - \lambda ^ { 2 } \right) u _ { i j } + \lambda ^ { 2 } u _ { i - 1 , j } - u _ { i , j - 1 }
E) ui,j+1=λui+1,j+(1λ)uij+λui1,jui,j1u _ { i , j + 1 } = \lambda u _ { i + 1 , j } + ( 1 - \lambda ) u _ { i j } + \lambda u _ { i - 1 , j } - u _ { i , j - 1 }
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29
In the previous problem, using the notation uij=u(x,t)u _ { i j } = u ( x , \mathrm { t } ) , and letting λ=ck/h2\lambda = c k / h ^ { 2 } , the equation becomes

A) ui,j1=λui+1,j+(1+2λ)ui,j+λui1,ju _ { i , j - 1 } = \lambda u _ { i + 1 , j } + ( 1 + 2 \lambda ) u _ { i , j } + \lambda u _ { i - 1 , j }
B) ui,j1=λui+1,j+(12λ)ui,j+λui1,ju _ { i , j - 1 } = \lambda u _ { i + 1 , j } + ( 1 - 2 \lambda ) u _ { i , j } + \lambda u _ { i - 1 , j }
C) ui,j+1=λui+1,j+(1+2λ)ui,j+λui1,ju _ { i , j + 1 } = \lambda u _ { i + 1 , j } + ( 1 + 2 \lambda ) u _ { i , j } + \lambda u _ { i - 1 , j }
D) ui,j+1=λui+1,j+(12λ)ui,j+λui1,ju _ { i , j + 1 } = \lambda u _ { i + 1 , j } + ( 1 - 2 \lambda ) u _ { i , j } + \lambda u _ { i - 1 , j }
E) ui,j+1=λui+1,j+(1λ)ui,j+λui1,ju _ { i , j + 1 } = \lambda u _ { i + 1 , j } + ( 1 - \lambda ) u _ { i , j } + \lambda u _ { i - 1 , j }
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30
The wave equation is

A) hyperbolic
B) parabolic
C) elliptic
D) none of the above
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31
In the previous three problems, if g(x)=0g ( x ) = 0 then the values of ui,1u _ { i , - 1 } are

A) ui,1=ui,1u _ { i , - 1 } = u _ { i , 1 }
B) ui.1=0u _ { i _ { . } - 1 } = 0
C) ui.1=1u _ { i _ { . } - 1 } = 1
D) ui,1=1u _ { i , - 1 } = - 1
E) none of the above
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32
Consider the problem c2ux2=ut,u(0,t)=0,u(1,t)=2,u(x,0)=2x2c \frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } = \frac { \partial u } { \partial t } , u ( 0 , t ) = 0 , u ( 1 , t ) = 2 , u ( x , 0 ) = 2 x ^ { 2 } . Replace 2ux2\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } with a central difference approximation with h=1/3h = 1 / 3 and ut\frac { \partial u } { \partial t } with a forward difference approximation with k=1/2k = 1 / 2 . The resulting equation is

A) c[u(x+h,t)+2u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t))/kc [ u ( x + h , t ) + 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) ) / k
B) c[u(x+h,t)+2u(x,t)+u(xh,t)]/h2=(u(x,t+k)+u(x,t))/kc [ u ( x + h , t ) + 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) + u ( x , t ) ) / k
C) c[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t))/kc [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) ) / k
D) c[u(x+h,t)4u(x,t)+u(xh,t)]/h2=(u(x,t+k)+u(x,t))/kc [ u ( x + h , t ) - 4 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) + u ( x , t ) ) / k
E) c[u(x+h,t)4u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t))/kc [ u ( x + h , t ) - 4 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) ) / k
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33
Consider the problem c22ux2=2ut2,u(0,t)=0,u(1,t)=0,u(x,0)={x if 0<x<1/21x if 1/2<x<1}c ^ { 2 } \frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } = \frac { \partial ^ { 2 } u } { \partial t ^ { 2 } } , u ( 0 , t ) = 0 , u ( 1 , t ) = 0 , u ( x , 0 ) = \left\{ \begin{array} { c c c } x & \text { if } & 0 < x < 1 / 2 \\1 - x & \text { if } & 1 / 2 < x < 1\end{array} \right\} , ut(x,0)=g(x)u _ { t } ( x , 0 ) = g ( x ) . Replace 2ux2\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } with a central difference approximation with h=1/2h = 1 / 2 and 2ux2\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } with a central difference approximation with k=1/2k = 1 / 2 . The resulting equation is

A) c2[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t))/k2c ^ { 2 } [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) ) / k ^ { 2 }
B) c2[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)+u(x,t))/kc ^ { 2 } [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) + u ( x , t ) ) / k
C) c2[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t))/kc ^ { 2 } [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) ) / k
D) c2[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)u(x,t)+u(x,tk))/k2c ^ { 2 } [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - u ( x , t ) + u ( x , t - k ) ) / k ^ { 2 }
E) c2[u(x+h,t)2u(x,t)+u(xh,t)]/h2=(u(x,t+k)2u(x,t)+u(x,tk))/k2c ^ { 2 } [ u ( x + h , t ) - 2 u ( x , t ) + u ( x - h , t ) ] / h ^ { 2 } = ( u ( x , t + k ) - 2 u ( x , t ) + u ( x , t - k ) ) / k ^ { 2 }
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34
In the previous two problems, let c=1c = 1 . Thesolution for u along the line t=0.5t = 0.5 at the mesh points is Select all that apply.

A) u11=0u _ { 11 } = 0
B) u11=20/9u _ { 11 } = 20 / 9
C) u11=30/9u _ { 11 } = 30 / 9
D) u21=26/9u _ { 21 } = 26 / 9
E) u21=32/9u _ { 21 } = 32 / 9
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35
A Dirichlet problem is a partial differential equation with conditions specifying

A) the values of the unknown function along the boundary
B) the values of the derivative of the unknown function along the boundary
C) a linear combination of the values of the unknown function along the boundary and the values of the derivative of the unknown function along the boundary
D) none of the above
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36
Laplace's equation is

A) hyperbolic
B) parabolic
C) elliptic
D) none of the above
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37
In the previous problem, is the value of λ\lambda such that the scheme is stable?

A) yes
B) no
C) It is right on the borderline.
D) It cannot be determined from the available data.
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38
In the previous two problems, using uiju _ { i j } to denote the value of uu at the i,ji , j point, the equations for the values of the unknown function at the interior points are Select all that apply.

A) 4u11+u21+u12=0- 4 u _ { 11 } + u _ { 21 } + u _ { 12 } = 0
B) 4u22+u21+u12=3- 4 u _ { 22 } + u _ { 21 } + u _ { 12 } = - \sqrt { 3 }
C) 4u22+u21+u12=3/2- 4 u _ { 22 } + u _ { 21 } + u _ { 12 } = - \sqrt { 3 } / 2
D) 4u12+u11+u22=3/2- 4 u _ { 12 } + u _ { 11 } + u _ { 22 } = - \sqrt { 3 } / 2
E) 4u21+u11+u22=3/2- 4 u _ { 21 } + u _ { 11 } + u _ { 22 } = - \sqrt { 3 } / 2
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39
The five point approximation of the Laplacian is

A) [u(x+h,y)+u(x,y+h)+u(xh,y)+u(x,yh)2u(x,y)]/h[ u ( x + h , y ) + u ( x , y + h ) + u ( x - h , y ) + u ( x , y - h ) - 2 u ( x , y ) ] / h
B) [u(x+h,y)+u(x,y+h)+u(xh,y)+u(x,yh)4u(x,y)]/h[ u ( x + h , y ) + u ( x , y + h ) + u ( x - h , y ) + u ( x , y - h ) - 4 u ( x , y ) ] / h
C) [u(x+h,y)+u(x,y+h)+u(xh,y)+u(x,yh)2u(x,y)]/h2[ u ( x + h , y ) + u ( x , y + h ) + u ( x - h , y ) + u ( x , y - h ) - 2 u ( x , y ) ] / h ^ { 2 }
D) [u(x+h,y)+u(x,y+h)+u(xh,y)+u(x,yh)4u(x,y)]/h2[ u ( x + h , y ) + u ( x , y + h ) + u ( x - h , y ) + u ( x , y - h ) - 4 u ( x , y ) ] / h ^ { 2 }
E) [u(x+h,y)u(x,y+h)+u(xh,y)u(x,yh)4u(x,y)]/h2[ u ( x + h , y ) - u ( x , y + h ) + u ( x - h , y ) - u ( x , y - h ) - 4 u ( x , y ) ] / h ^ { 2 }
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40
Consider the problem 2ux2+2uy2=0,u(0,y)=0,u(x,0)=0,u(1,y)=sin(πy),u(x,1)=sin(πx)\frac { \partial ^ { 2 } u } { \partial x ^ { 2 } } + \frac { \partial ^ { 2 } u } { \partial y ^ { 2 } } = 0 , u ( 0 , y ) = 0 , u ( x , 0 ) = 0 , u ( 1 , y ) = \sin ( \pi y ) , u ( x , 1 ) = \sin ( \pi x ) . A finite difference approximation of the solution is desired, using the approximation of the previous problem. Use a mesh size of h=1/3h = 1 / 3 The conditions satisfied by the mesh points on the boundary are Select all that apply.

A) u=1/2 at (1,2/3) and (2/3,1)u = 1 / 2 \text { at } ( 1,2 / 3 ) \text { and } ( 2 / 3,1 )
B) u=3/2 at (1,1/3) and (1/3,1)u = \sqrt { 3 } / 2 \text { at } ( 1,1 / 3 ) \text { and } ( 1 / 3,1 )
C) u=0 at (0,1/3) and (1/3,0)u = 0 \text { at } ( 0,1 / 3 ) \text { and } ( 1 / 3,0 )
D) u=0 at (0,2/3) and (2/3,0)u = 0 \text { at } ( 0,2 / 3 ) \text { and } ( 2 / 3,0 )
E) u=0 at (1/3,1/3) and (2/3,2/3)u = 0 \text { at } ( 1 / 3,1 / 3 ) \text { and } ( 2 / 3,2 / 3 )
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