Problem 3. Using the system in Problem 2 to write a script to solve the following boundary value problem: y" – 2y' + y = xe“ – x, x E [0, 2] y(0) = 0, y(2) = -4, h = 0.1

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
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Chapter2: Second-order Linear Odes
Section: Chapter Questions
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PROBLEM 3

Problem 2.
Using the finite difference method to solve the following boundary
value problem:
dy
dy
+p:
+ qy = f(x), y(a) = Ya, y(b) = Y6
dx?
dx
for x E [a, b]. What is the system of equations in matrix form? Assume that the interval is
broken up into N subinterval with width h and that the central difference approximation is
used to approximate the derivatives as follows
dy(x:)
Yi+1 – 2yi + Yi-1
dx?
h2
dy(x;)
Yi+1 – Yi-1
dx
2h
where p, q are constant.
Problem 3.
Using the system in Problem 2 to write a script to solve the following
boundary value problem:
y" – 2y' + y = xe" -
— в, хе [0, 2] у(0) — 0, у(2) — — 4, h%3D0.1
= -
1
The exact solution of this problem is
y(x) =
3те" + 2е* — х — 2.
Plot the numerical solution usina finite difference method and compare it with exact solution
in one figure.
Transcribed Image Text:Problem 2. Using the finite difference method to solve the following boundary value problem: dy dy +p: + qy = f(x), y(a) = Ya, y(b) = Y6 dx? dx for x E [a, b]. What is the system of equations in matrix form? Assume that the interval is broken up into N subinterval with width h and that the central difference approximation is used to approximate the derivatives as follows dy(x:) Yi+1 – 2yi + Yi-1 dx? h2 dy(x;) Yi+1 – Yi-1 dx 2h where p, q are constant. Problem 3. Using the system in Problem 2 to write a script to solve the following boundary value problem: y" – 2y' + y = xe" - — в, хе [0, 2] у(0) — 0, у(2) — — 4, h%3D0.1 = - 1 The exact solution of this problem is y(x) = 3те" + 2е* — х — 2. Plot the numerical solution usina finite difference method and compare it with exact solution in one figure.
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