AMA262

SCHOOL OF MATHEMATICS AND STATISTICS

Spring Semester 2008

APPLIED DIFFERENTIAL EQUATIONS

Marks will be awarded for your best FOUR answers. 1.(i) A procedure for obtaining the numerical solution of the differential equation

2 hours

is given as

where

and where Show that the conditions procedure is second-order.

are constants. are sufficient to ensure that the

(12 marks) Question 1 continued on page 2

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Question 1 continued from page 1 (ii) Use the results of part (i) to confirm that the procedure

where

is second-order and use it with

to estimate

given that

and

. Work correct to 4 decimal places. (7 marks)

(iii) Show that the Euler 2 method

is consistent with the differential equation (6 marks)

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2. (i) Derive the first four non-zero terms of the Taylor series solution to the differential equation

(7 marks) Given that values of obtained from this solution are and , correct to 3 decimal places, advance the solution to applying the predictor-corrector method

by

with

where

is an estimate of

and

. Work (11 marks)

throughout correct to 3 decimal places.

(ii) Given that the truncation errors associated with formulae (1) and (2) are , respectively

show that

where make.

denotes the true solution at

State clearly any assumptions that you (7 marks)

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3. (i) Use Taylor series to derive the approximation

where

is an estimate of

, and show that the leading term of the error . (5 marks)

associated with this approximation is

Use the above relation and the approximation

with

to show that the differential equation

with boundary conditions may be approximated by a system of linear algebraic equations Determine the elements of matrix correct to 4 decimal places. Do not attempt to solve these equations. (13 marks) (ii) The following table contains grid-point values of two solutions of a

linear differential equation obtained using the fourth-order RungeKutta method. was determined using the initial conditions and was obtained using 1.25 1.07444 1.36222 1.5 1.36280 2.05472 1.75 2.02865 3.35550 2.0 3.41281 5.85592

Form a linear combination of these two solutions which is the numerical solution to the equation with boundary conditions . Calculate values of this solution at all the x-values in the Table. (7 marks)

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4.(i) By writing show that the second-order equation

may be written in the form

where The function

and (4 marks) satisfies the equation

and the conditions Question 1(iii)) to determine

. Use the Euler 2 method (given for a single equation in at using a step-length (8 marks) , where a and b are

(ii) By using the change of independent variables constants, show that the partial differential equation

may be written as

Hence determine the general solution of equation (3). (13 marks)

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5. The function satisfies the partial differential equation

Show that solutions of (4) of the form

satisfy the relation

where

is a constant. (5 marks)

Assuming that form

show that there is a solution of equation (4) of the general

where

are arbitrary constants. (7 marks)

Show that the corresponding solution when

is

where

are arbitrary constants. (4 marks)

Given that, for show that the solution of (4) which satisfies these boundary conditions may be written in the form

where

and

are arbitrary constants. You may assume that only trivial solutions result . (9 marks)

from the choice

END OF QUESTION PAPER AMA262