◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

❘és♦❧✉t✐♦♥ ♥✉♠ér✐q✉❡
❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

■ ▼❛✐❧❧❛❣❡
❼ ❖♥ ❝♦♥s✐❞èr❡ ❧❡ ❞❡♠✐ ♣❧❛♥ ✿ D = {(x, t), x ∈ R ❡t t ∈ [0, +∞[}✳

❼ ❖♥ s✉❜❞✐✈✐s❡ ❧✬❛①❡ ❞❡s x ♣❛r ❞❡s ✐♥t❡r✈❛❧❧❡s éq✉✐❞✐st❛♥ts ❡♥ ✜①❛♥t ✉♥ ♣❛s ∆x✳

❼ ❖♥ s✉❜❞✐✈✐s❡ ❧✬❛①❡ ❞❡s t ♣❛r ❞❡s ✐♥t❡r✈❛❧❧❡s éq✉✐❞✐st❛♥ts ❡♥ ✜①❛♥t ✉♥ ♣❛s ∆t✳

❼ ❖♥ ♥♦t❡ ✿

 xj = j∆x

tn = n∆t

P❛❣❡ ✶
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

❊♥ ♣r❛t✐q✉❡ ✿ s✐ x ∈ [a, b] ❡t t ∈ [0, T ]

✶✮ ❖♥ s✉❜❞✐✈✐s❡ ❧✬✐♥t❡r✈❛❧❧❡ [a, b] ✶✮ ❖♥ s✉❜❞✐✈✐s❡ ❧✬✐♥t❡r✈❛❧❧❡ [0, T ]

❡♥ ◆ ✐♥t❡r✈❛❧❧❡s éq✉✐❞✐st❛♥ts ❡♥ ▼ ✐♥t❡r✈❛❧❧❡s éq✉✐❞✐st❛♥ts

b−a T −0
✷✮ ❖♥ ❞é✜♥✐t ∆x = ✷✮ ♦♥ ❞é✜♥✐t ∆t =
N M

✸✮ ❖♥ ❝❛❧❝✉❧❡ xj = a + j∆x ❀ j = 0 : N ✸✮ ❖♥ ❝❛❧❝✉❧❡ tn = 0 + n∆t ❀ n = 0 : M

✭◆✰✶✮ ♣♦✐♥ts éq✉✐❞✐st❛♥ts ✭▼✰✶✮ ♣♦✐♥ts éq✉✐❞✐st❛♥ts

❊①❡♠♣❧❡ ✿ s♦✐t [a, b] = [0, 1]

✶✳ ❙✐ ♦♥ ❞✐✈✐s❡ [0, 1] ❡♥ ❞❡✉① ✐♥t❡r✈❛❧❧❡s éq✉✐❞✐st❛♥ts =⇒ N = 2

b−a 1
∆x = =
N 2

1 1
xj = a + j∆x ❀ j = 0 : N =⇒ xj = 0 + j ; j = 0 : 2 =⇒ x0 = 0; x1 = ; x2 = 1✳
2 2

✷✳ ❙✐ ♦♥ ❞✐✈✐s❡ [0, 1] ♣❛r ✹ ♣♦✐♥ts éq✉✐❞✐st❛♥ts =⇒ N = 3

b−a 1
∆x = =
N 3

1 1 2
xj = a + j∆x ❀ j = 0 : N =⇒ xj = 0 + j ; j = 0 : 3 =⇒ x0 = 0; x1 = ; x2 = ; x3 = 1✳
3 3 3

P❛❣❡ ✷
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

❼ ❖♥ ❞r❡ss❡ ❧❡s ❞r♦✐t❡s ♣❛r❛❧❧è❧❡s ♣❛ss❛♥t ♣❛r ❧❡s xj ❡t ❧❡s ❞r♦✐t❡s ♣❛r❛❧❧è❧❡s ♣❛ss❛♥t ♣❛r ❧❡s tn ✳

❼ ❖♥ ♥♦t❡ M (xj , tn ) = Mjn ❧❡s ♣♦✐♥ts ❞✬✐♥t❡rs❡❝t✐♦♥s ❞❡s ❞r♦✐t❡s ♣❛ss❛♥t ♣❛r ❧❡s xj ❡t ❧❡s tn ✳

❼ ❙♦✐t u(x, t) ❧❛ s♦❧✉t✐♦♥ ❞✬✉♥❡ ✭❊❉P✮✱ ❛✉ ❧✐❡✉ ❞❡ ❝❤❡r❝❤❡r ❧❛ s♦❧✉t✐♦♥ u ❞❛♥s t♦✉t ❧❡ ❞♦♠❛✐♥❡ D s✉r
❧❡q✉❡❧ ❡st ♣♦sé ❧✬❊❉P✱ ♦♥ ❝❤❡r❝❤❡ à ❞ét❡r♠✐♥❡r ✉♥❡ ❛♣♣r♦①✐♠❛t✐♦♥ ❞❡ ❧❛ s♦❧✉t✐♦♥ u ❡♥ ❝❤❛q✉❡ ♣♦✐♥t
M (xj , tn ) ∈ D : u(xj , tn )✳

❼ ❖♥ ♥♦t❡ ✿ u(xj , tn ) = un
j✳

▲❡s ✭❊❉P✮ s♦♥t é❝r✐t❡s ❡♥ ❢♦♥❝t✐♦♥s ❞❡s ❞ér✐✈é❡s ♣❛rt✐❡❧❧❡s ❞♦♥❝ ✐❧ ❢❛✉t ❝❤❡r❝❤❡r ❧❡s
❢♦r♠✉❧❡s q✉✐ ♥♦✉s ♣❡r♠❡tt❡♥t ❞✬❛♣♣r♦❝❤❡r ❝❡s ❞ér✐✈é❡s ♣❛rt✐❡❧❧❡s✳

P❛❣❡ ✸
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

■■ ❆♣♣r♦①✐♠❛t✐♦♥s ❞❡s ❞ér✐✈é❡s ♣❛rt✐❡❧❧❡s ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

■■✳✶ ❘❛♣♣❡❧ ❞❡ ❧❛ ❢♦r♠✉❧❡ ❞❡ t❛②❧♦r à ❧✬♦r❞r❡ ♥

❋♦r♠✉❧❡ ❞❡ ❚❛②❧♦r ✿

❙♦✐t f ✉♥❡ ❢♦♥❝t✐♦♥ ❞é✜♥✐❡ ❝♦♥t✐♥✉❡ s✉r [a, b] ❞ér✐✈❛❜❧❡ n ❢♦✐s ❡t t♦✉t❡s ❧❡s ❞ér✐✈é❡s ✭❥✉sq✉✬à ♥✮ s♦♥t ❝♦♥t✐♥✉❡s
s✉r [a, b] ❛❧♦rs✱ ∀ h > 0 ✭❛ss❡③ ♣❡t✐t✮✱ ∀x ∈ [a, b] ✿

h2 ′′ h3 ′′′ h4 (4) hn (n)

f (x + h) = f (x) + hf ′ (x) + f (x) + f (x) + f (x) . . . + f (x) + hn ε(h); lim ε(h) = 0
2! 3! 4! n! h7→0

h2 ′′ h3 h4 hn


f (x+h) = f (x)+hf ′ (x)+ f (x)+ f ′′′ (x)+ f (4) (x) . . .+ f (n) (x)+O hn+1 ; O hn+1 : ♦r❞r❡ ❞❡ hn+1
2! 3! 4! n!

❊①❡♠♣❧❡ ✿

✶✳ s♦✐t f (x) = cos(x)✳ ❊❝r✐r❡ ❧❛ ❢♦r♠✉❧❡ ❞❡ t❛②❧♦r à ❧✬♦r❞r❡ ✺✳

❼ ❢ ❡st ❝♦♥t✐♥✉❡ s✉r R✳

❼ ❢ ❡st ❞ér✐✈❛❜❧❡ ✺ ❢♦✐s ❡t t♦✉t❡s ❧❡s ❞ér✐✈é❡s s✉❝❝❡ss✐✈❡s ❥✉sq✉✬à ❧✬♦r❞r❡ ✺ s♦♥t ❝♦♥t✐♥✉❡s s✉r R✳

❼ f ′ (x) = − sin(x); f ′′ (x) = − cos(x); f ′′′ (x) = sin(x); f (4) (x) = cos(x) ❡t f (5) (x) = − sin(x)✳

❼ ∀h>0
h2 h3 h4 h5

cos(x + h) = cos(x) − h sin(x) − cos(x) + sin(x) + cos(x) − sin(x) + O h6
2! 3! 4! 5!

❘❡♠❛rq✉❡ ✿ ♣♦✉r x = 0

h2 h4

cos(h) = 1 − + + O h6 : ❉é✈❡❧♦♣♣❡♠❡♥t ❧✐♠✐té ❛✉ ✈♦✐s✐♥❛❣❡ ❞❡ ✵ ✭❝❛r ❤ ❛ss❡③ ♣❡t✐t✮ à ❧✬♦r❞r❡ ✺
2! 4!

P❛❣❡ ✹
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

■■✳✷ ❆♣♣r♦①✐♠❛t✐♦♥s ❞❡s ❞ér✐✈é❡s ♣❛rt✐❡❧❧❡s ❞✬♦r❞r❡ ✶ ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

✶✳ un+1
j = u(xj , tn+1 ) = u(xj , tn + ∆t)

❙♦✐t h = ∆t✱ ♦♥ é❝r✐t ❧❛ ❢♦r♠✉❧❡ ❞❡ t❛②❧♦r à ❧✬♦r❞r❡ ✶ ♣♦✉r t ❡♥ ✜①❛♥t xj ✿

∂u
u(xj , tn + ∆t) = u(xj , tn ) + ∆t (xj , tn ) + O(∆t2 ) (1)
∂t

P❛r s✉✐t❡ ✿

∂u u(xj , tn + ∆t) − u(xj , tn ) + O(∆t2 ) u(xj , tn + ∆t) − u(xj , tn )

(xj , tn ) = = +O(∆t)
∂t ∆t ∆t

u(xj , tn+1 ) − u(xj , tn )

= +O(∆t)
∆t

un+1
j − un
j
= +O(∆t)
∆t

❋✐♥❛❧❡♠❡♥t✱ ♦♥ ✿

 n
∂u un+1
j − un
j
= + O(∆t1 )
∂t j ∆t
 n
∂u
❋♦r♠✉❧❡ ❞é❝❡♥té❡ à ❞r♦✐t❡ ❞❡ ❧✬❛♣♣r♦①✐♠❛t✐♦♥ ❞❡
∂t j

♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s ❞✬♦r❞r❡ ❞❡ ❝♦♥s✐st❛♥❝❡ é❣❛❧❡ à ✶

❘❡♠❛rq✉❡ ✿ ❙✐ ♦♥ é❝r✐t ❧❛ ❢♦r♠✉❧❡ ❞❡ t❛②❧♦r à ❧✬♦r❞r❡ ✷ ♣♦✉r t ❡♥ ✜①❛♥t xj ✿

∂u ∆t2 ∂ 2 u
u(xj , tn + ∆t) = u(xj , tn ) + ∆t (xj , tn ) + (xj , tn ) + O(∆t3 ) (2)
∂t 2 ∂t2

∂u ∂2u
❛❧♦rs (xj , tn ) s✬❡①♣r✐♠❡ ❡♥ ❢♦♥❝t✐♦♥ (xj , tn ) ❝✬❡st ♣♦✉r ❝❡tt❡ r❛✐s♦♥ q✉✬✐❧ ❢❛✉t s✬❛rrêt❡r à ❧✬♦r❞r❡ ✶✳
∂t ∂t2

P❛❣❡ ✺
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

✷✳ un−1
j = u(xj , tn−1 ) = u(xj , tn − ∆t)

❙♦✐t h = −∆t✱ ♦♥ é❝r✐t ❧❛ ❢♦r♠✉❧❡ ❞❡ t❛②❧♦r à ❧✬♦r❞r❡ ✶ ♣♦✉r t ❡♥ ✜①❛♥t xj ✿

∂u
u(xj , tn − ∆t) = u(xj , tn ) − ∆t (xj , tn ) + O(∆t2 ) (3).
∂t

P❛r s✉✐t❡✱

∂u u(xj , tn ) − u(xj , tn − ∆t) + O(∆t2 ) u(xj , tn ) − u(xj , tn − ∆t)

(xj , tn ) = = +O(∆t)
∂t ∆t ∆t

u(xj , tn ) − u(xj , tn−1 )

= +O(∆t)
∆t

n−1
un
j − uj
= +O(∆t)
∆t

❋✐♥❛❧❡♠❡♥t✱ ♦♥ ❛ ✿

 n n−1
∂u un
j − uj
= + O(∆t1 )
∂t j ∆t

 n
∂u
❋♦r♠✉❧❡ ❞é❝❡♥té❡ à ❣❛✉❝❤❡ ❞❡ ❧✬❛♣♣r♦①✐♠❛t✐♦♥ ❞❡
∂t j

♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s ❞✬♦r❞r❡ ❞❡ ❝♦♥s✐st❛♥❝❡ é❣❛❧❡ à ✶

❘❡♠❛rq✉❡ ✿❙✐ ♦♥ é❝r✐t ❧❛ ❢♦r♠✉❧❡ ❞❡ t❛②❧♦r à ❧✬♦r❞r❡ ✷ ♣♦✉r t ❡♥ ✜①❛♥t xj ✿

∂u ∆t2 ∂ 2 u
u(xj , tn − ∆t) = u(xj , tn ) − ∆t (xj , tn ) + (xj , tn ) + O(∆t3 ) (4)
∂t 2 ∂t2

∂u ∂2u
❛❧♦rs (xj , tn ) s✬❡①♣r✐♠❡ ❡♥ ❢♦♥❝t✐♦♥ (xj , tn ) ❝✬❡st ♣♦✉r ❝❡tt❡ r❛✐s♦♥ q✉✬✐❧ ❢❛✉t s✬❛rrêt❡r à ❧✬♦r❞r❡ ✶✳
∂t ∂t2

P❛❣❡ ✻
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

✸✳ ❼ ❖♥ ❝❛❧❝✉❧❡ ❧❛ ❞✐✛ér❡♥❝❡ ❡♥tr❡ ✭✶✮ ❡t ✭✸✮

∂u
u(xj , tn + ∆t) = u(xj , tn ) + ∆t (xj , tn ) + O(∆t2 )
∂t
−

∂u
u(xj , tn − ∆t) = u(xj , tn ) − ∆t (xj , tn ) + O(∆t2 )
∂t

∂u
u(xj , tn + ∆t) − u(xj , tn − ∆t) = 2∆t (xj , tn ) + O(∆t2 )
∂t
∂u
u(xj , tn+1 ) − u(xj , tn−1 ) = 2∆t (xj , tn ) + O(∆t2 )
∂t

❖♥ ❞é❞✉✐t q✉❡ ✿

∂u u(xj , tn+1 ) − u(xj , tn−1 ) + O(∆t2 )

(xj , tn ) =
∂t 2∆t

P❛r s✉✐t❡✱

 n
∂u un+1
j − un−1
j
= + O(∆t1 )
∂t j 2∆t

 n
∂u
❋♦r♠✉❧❡ ❝❡♥tré❡ ❞❡ ❧✬❛♣♣r♦①✐♠❛t✐♦♥ ❞❡
∂t j

♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s ❞✬♦r❞r❡ ❞❡ ❝♦♥s✐st❛♥❝❡ é❣❛❧❡ à ✶

P❛❣❡ ✼
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

❼ ❖♥ ❝❛❧❝✉❧❡ ❧❛ ❞✐✛ér❡♥❝❡ ❡♥tr❡ ✭✷✮ ❡t ✭✹✮

∂u ∆t2 ∂ 2 u
u(xj , tn+1 ) = u(xj , tn ) + ∆t (xj , tn ) + (xj , tn ) + O(∆t3 )
∂t 2 ∂t2
−

∂u ∆t2 ∂ 2 u
u(xj , tn−1 ) = u(xj , tn ) − ∆t (xj , tn ) + (xj , tn ) + O(∆t3 )
∂t 2 ∂t2

∂u
u(xj , tn + ∆t) − u(xj , tn − ∆t) = 2∆t (xj , tn ) + O(∆t3 )
∂t

∂u
u(xj , tn+1 ) − u(xj , tn−1 ) = 2∆t (xj , tn ) + O(∆t3 )
∂t

❖♥ ❞é❞✉✐t q✉❡ ✿

∂u u(xj , tn+1 ) − u(xj , tn−1 ) + O(∆t3 )

(xj , tn ) =
∂t 2∆t

❋✐♥❛❧❡♠❡♥t✱ ♦♥ ❛ ✿

 n
∂u un+1
j − un−1
j
= + O(∆t2 )
∂t j 2∆t

 n
∂u
❋♦r♠✉❧❡ ❝❡♥tré❡ ❞❡ ❧✬❛♣♣r♦①✐♠❛t✐♦♥ ❞❡
∂t j

♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s ❞✬♦r❞r❡ ❞❡ ❝♦♥s✐st❛♥❝❡ é❣❛❧❡ à ✷

P❛❣❡ ✽
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

❆♣♣r♦①✐♠❛t✐♦♥s ❞❡s ❞ér✐✈é❡s ♣❛rt✐❡❧❧❡s ❞✬♦r❞r❡ ✶

   n    n
∂u n ∂u ∂u n ∂u
(xj , t ) = (xj , t ) =
∂t ∂t j ∂x ∂x j

n−1
un
j − uj vjn − vjn−1 un n
j − uj−1 vjn − vj−1
n
❋♦r♠✉❧❡ ❞é❝❡♥tré❡ + O(∆t) ≃ + O(∆x) ≃
∆t ∆t ∆x ∆x
à ❣❛✉❝❤❡

un+1 − un vjn+1 − vjn un n

j+1 − uj
n
vj+1 − vjn
❋♦r♠✉❧❡ ❞é❝❡♥tré❡ j j
+ O(∆t) ≃ + O(∆x) ≃
∆t ∆t ∆x ∆x
à ❞r♦✐t❡

 
un+1 − un−1  O(∆t) vjn+1 − vjn−1 un n  O(∆x) un n
j+1 − uj−1 j+1 − uj−1
❋♦r♠✉❧❡ ❝❡♥tré❡ j j
+ ♦✉ ≃ + ♦✉ ≃
2∆t  2∆t 2∆x  2∆x
O(∆t2 ) O(∆x2 )

❊①❡r❝✐❝❡ ✶ ✿ ▼♦♥tr❡r ❧❡s ❢♦r♠✉❧❡s ❞❡ ❧❛ ❞❡✉①✐è♠❡ ❝♦❧♦♥♥❡

P❛❣❡ ✾
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

■■✳✸ ❆♣♣r♦①✐♠❛t✐♦♥s ❞❡s ❞ér✐✈é❡s ♣❛rt✐❡❧❧❡s ❞✬♦r❞r❡ ✷ ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s
❼ ❋♦r♠✉❧❡ ❞❡ ❚❛②❧♦r à ❧✬♦r❞r❡ ✷ ♣♦✉r x ❡♥ ✜①❛♥t tn
∂u ∆x2 ∂ 2 u
u(xj+1 , tn ) = u(xj + ∆x, tn ) = u(xj , tn ) + ∆x (xj , tn ) + (xj , tn ) + O(∆x3 ) (1)
∂x 2 ∂x2
∂u ∆x2 ∂ 2 u
u(xj−1 , tn ) = u(xj − ∆x, tn ) = u(xj , tn ) − ∆x (xj , tn ) + (xj , tn ) + O(∆x3 ) (2)
∂x 2 ∂x2
✭✶✮✰✭✷✮ ❞♦♥♥❡ ✿
∂2u
u(xj+1 , tn ) + u(xj−1 , tn ) = 2u(xj , tn ) + ∆x2 (xj , tn ) + O(∆x3 )
∂x2
❝❡ q✉✐ ✐♠♣❧✐q✉❡
∂2u n u(xj+1 , tn ) + u(xj−1 , tn ) − 2u(xj , tn ) + O(∆x3 )
(x j , t ) =
∂x2 ∆x2

 n
∂2u un n n
j+1 + uj−1 − 2uj
= + O(∆x)
∂x2 j ∆x2

❼ ❋♦r♠✉❧❡ ❞❡ ❚❛②❧♦r à ❧✬♦r❞r❡ ✸ ♣♦✉r x ❡♥ ✜①❛♥t tn

∂u ∆x2 ∂ 2 u ∆x3 ∂ 3 u
u(xj+1 , tn ) = u(xj +∆x, tn ) = u(xj , tn )+∆x (xj , tn )+ 2
(xj , tn )+ (xj , tn )+O(∆x4 ) (3)
∂x 2 ∂x 3! ∂x3
∂u ∆x2 ∂ 2 u ∆x3 ∂ 3 u
u(xj−1 , tn ) = u(xj −∆x, tn ) = u(xj , tn )−∆x (xj , tn )+ (x j , tn
)− (xj , tn )+O(∆x4 ) (4)
∂x 2 ∂x2 3! ∂x3
✭✸✮✰✭✹✮ ❞♦♥♥❡ ✿
∂2u
u(xj+1 , tn ) + u(xj−1 , tn ) = 2u(xj , tn ) + ∆x2 (xj , tn ) + O(∆x4 )
∂x2
❝❡ q✉✐ ✐♠♣❧✐q✉❡
∂2u n u(xj+1 , tn ) + u(xj−1 , tn ) − 2u(xj , tn + O(∆x4 )
(x j , t ) =
∂x2 ∆x2

 n
∂2u un n n
j+1 + uj−1 ) − 2uj
= + O(∆x2 )
∂x2 j ∆x 2

❘❡♠❛rq✉❡ ✿ ❋♦r♠✉❧❡ ❞❡ ❚❛②❧♦r à ❧✬♦r❞r❡ ✹ ♣♦✉r x ❡♥ ✜①❛♥t tn

∂u ∆x2 ∂ 2 u ∆x3 ∂ 3 u ∆x4 ∂ 4 u
u(xj + ∆x, tn ) = u(xj , tn ) + ∆x (xj , tn ) + (x j , tn
) + (x j , tn
) + (xj , tn ) + O(∆x5 ) (5)
∂x 2 ∂x2 3! ∂x3 4! ∂x4
∂u ∆x2 ∂ 2 u ∆x3 ∂ 3 u ∆x4 ∂ 4 u
u(xj − ∆x, tn ) = u(xj , tn ) − ∆x (xj , tn ) + (x j , tn
) − (x j , tn
) + (xj , tn ) + O(∆x5 ) (6)
∂x 2 ∂x2 3! ∂x3 4! ∂x4
✭✺✮✰✭✻✮ ❞♦♥♥❡ ✿
∂2u ∆x4 ∂ 4 u
u(xj+1 , tn ) + u(xj−1 , tn ) = 2u(xj , tn ) + ∆x2 (x j , tn
) + 2 (xj , tn ) + O(∆x5 )
∂x2 4! ∂x4
∂2u ∂4u
❖♥ r❡♠❛rq✉❡ q✉❡ 2 (xj , tn ) s✬❡①♣r✐♠❡ ❡♥ ❢♦♥❝t✐♦♥ ❞❡ 4 (xj , tn ) ❝✬❡st ♣♦✉r ❝❡tt❡ r❛✐s♦♥ q✉✬✐❧ ❢❛✉t ❛rrêt❡r ❧❛ ❢♦r♠✉❧❡
∂x ∂x
❞❡ t❛②❧♦r à ❧✬♦r❞r❡ ✸

P❛❣❡ ✶✵
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

❆♣♣r♦①✐♠❛t✐♦♥s ❞❡s ❞ér✐✈é❡s ♣❛rt✐❡❧❧❡s ❞✬♦r❞r❡ ✷

   n    n
∂2u ∂2u ∂2u ∂2u
(xj , tn ) = (xj , tn ) =
∂t2 ∂t2 j ∂x2 ∂x2 j

 
un−1 − 2un n+1  O(∆t) un n n  O(∆x)
j + uj − 2u + u
j
+ ♦✉ j−1 j j+1
+ ♦✉
∆t2  ∆x2 
O(∆t2 ) O(∆x2 )

≃ ≃

vjn−1 − 2vjn + vjn+1 n

vj−1 − 2vjn + vj+1
n

∆t2 ∆x2

❊①❡r❝✐❝❡ ✷ ✿ ▼♦♥tr❡r ❧❡s ❢♦r♠✉❧❡s ❞❡ ❧❛ ♣r❡♠✐èr❡ ❝♦❧♦♥♥❡

P❛❣❡ ✶✶
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

■■■ ❊①❡♠♣❧❡s ❞❡ ❞✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P

■■■✳✶ ❊q✉❛t✐♦♥ ❞❡ ❧❛ ❝❤❛❧❡✉r

❈♦♥s✐❞ér♦♥s ❧❡ ♣r♦❜❧è♠❡ ❞❡ ❧❛ ❝♦♥❞✉❝t✐♦♥ ❞❡ ❧❛ ❝❤❛❧❡✉r ❞❛♥s ✉♥❡ ❜❛rr❡ ❞❡ ❧♦♥❣✉❡✉r ✶♠ ✿



 ∂u ∂2u

 − α =0 ∀(x, t) ∈]0, 1[×]0, T ]

 ∂t ∂x2




❈♦♥❞✐t✐♦♥ ✐♥✐t✐❛❧❡ →  u(x, 0) = U0 (x) ∀x ∈]0, 1[

 



  u(0, t) = Ug (t) ∀t ∈]0, T ]


❈♦♥❞✐t✐♦♥s ❛✉① ❧✐♠✐t❡s → 

 
u(1, t) = Ud (t) ∀t ∈]0, T ]

t❡❧s q✉❡ ✿
❼ u = u(x, t) ❡st ❧❡ ❝❤❛♠♣ ❞❡ t❡♠♣ér❛t✉r❡✳

❼ α ❡st ❧❛ ❞✐✛✉s✐✈✐té t❤❡r♠✐q✉❡✳

❼ U0 (x)✱ Ug (t) ❡t Ud (t) s♦♥t ❞❡s ❢♦♥❝t✐♦♥s ❞♦♥♥é❡s

1
✶✳ ❼ ❖♥ ❞✐s❝rét✐s❡ ❧✬✐♥t❡r✈❛❧❧❡ [0, 1] ❡♥ N ✐♥t❡r✈❛❧❧❡s éq✉✐❞✐st❛♥ts ❡♥ ✜①❛♥t ✉♥ ♣❛s ∆x =
N
1
xj = a + j∆x = ❀ j = 0 : N =⇒ xj = j ;j = 0 : N
N
T
❼ ❖♥ ❞✐s❝rét✐s❡ ❧✬✐♥t❡r✈❛❧❧❡ [0, T ] ❡♥ M ✐♥t❡r✈❛❧❧❡s éq✉✐❞✐st❛♥ts ❡♥ ✜①❛♥t ✉♥ ♣❛s ∆t =
M
T
tn = a + n∆t = ❀ n = 0 : M =⇒ tn = n ;n = 0 : M
M
✷✳ ❼ ◆♦✉s ✉t✐❧✐s♦♥s✱ ♣❛r ❡①❡♠♣❧❡✱ ❧❛ ❢♦r♠✉❧❡ ❞é❝❡♥tré❡ à ❞r♦✐t❡ ♣♦✉r ❛♣♣r♦①✐♠❡r ❧❛ ❞ér✐✈é❡ t❡♠♣♦r❡❧❧❡ ✭t✮ ✿
 n
∂u vjn+1 − vjn
≃
∂t j ∆t

❼ ◆♦✉s ✉t✐❧✐s♦♥s ❧❛ ❢♦r♠✉❧❡ ❞✬❛♣♣r♦①✐♠❛t✐♦♥ ❞❡ ❧❛ ❞ér✐✈é❡ ❞✬♦r❞r❡ ✷ ❡♥ ❡s♣❛❝❡ ✭x✮ ✿

 2 n n
∂ u vj−1 − 2vjn + vj+1
n
≃
∂x2 j ∆x2

∂u ∂2u
❼ ▲✬❊❉P − α 2 = 0 ❡♥ ❝❤❛q✉❡ ♣♦✐♥t (xj , tn ) s✬é❝r✐t ✿
∂t ∂x
 n  2 n
∂u ∂ u
−α =0
∂t j ∂x2 j

q✉✐ ♣❡✉t êtr❡ ❛♣♣r♦❝❤é❡ ♣❛r ✿

vjn+1 − vjn n
vj−1 − 2vjn + vj+1
n
−α =0
∆t ∆x2
❝❡ q✉✐ ❞♦♥♥❡
n
vj−1 − 2vjn + vj+1
n
vjn+1 = vjn + α∆t
∆x2

P❛❣❡ ✶✷
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

∆t
❊♥ ♣♦s❛♥t λ = α ✱ ❧❛ t❡♠♣ér❛t✉r❡ à ❧✬✐tér❛t✐♦♥ n + 1 ❡st ❞♦♥♥é❡ ♣❛r ✿
∆x2

vjn+1 = λvj−1
n
+ (1 − 2λ)vjn + λvj+1
n

❙❝❤é♠❛ ♥✉♠ér✐q✉❡ ❡①♣❧✐❝✐t❡ à ✸ ♣♦✐♥ts ❡t à ✷ ♥✐✈❡❛✉①

❞✬♦r❞r❡ ❞❡ ❝♦♥s✐st❛♥❝❡ ✶ ♣♦✉r ❧❛ ✈❛r✐❛❜❧❡ t ❡t ✭✶ ♦✉ ✷✮ ♣♦✉r ❧❛ ✈❛r✐❛❜❧❡ ①

➱❝r✐t✉r❡ ♠❛tr✐❝✐❡❧❧❡ ✿

❼ v0n+1 = (1 − 2λ)v0n + λv1n ✳

❼ v1n+1 = λv0n + (1 − 2λ)v1n + λv2n ✳

❼ v2n+1 = λv1n + (1 − 2λ)v2n + λv3n ✳

✳✳
✳
✳✳
✳
❼ vN−1
n+1 n
= λvN−2 n
+ (1 − 2λ)vN−1 n
+ λvN ✳

❼ vN
n+1 n
= λvN−1 n
+ (1 − 2λ)vN ✳

    
v0n+1 (1 − 2λ) λ 0 ... 0 0 v0n
    
    
 v1n+1   λ (1 − 2λ) λ 0 ... 0  v1n 
    
    
    
    
 v2n+1   0 λ (1 − 2λ) λ ... 0  v2n 
    
    
    
 ✳✳ = ✳✳ ✳✳ ✳✳ ✳✳ ✳✳ ✳✳  ✳✳ 

 ✳  
  ✳ ✳ ✳ ✳ ✳ ✳ 
 ✳ 

    
    
 n+1   0 0 ... λ (1 − 2λ) λ  n
vN−1 
 vN−1    
    
    
  
n+1 
 n

 vN  0 0 0 ... λ (1 − 2λ)   vN 

P❛❣❡ ✶✸
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

▼❛✐s ❧❡s t❡r♠❡s Ug (t) ❡t Ud (t) ❞♦✐✈❡♥t ❛♣♣❛r❛✐tr❡ ❞❛♥s ❧✬❡❝r✐t✉r❡ ♠❛tr✐❝✐❡❧❧❡ ✦ ✦
✭❛✮
u(0, t) = Ug (t) ∀t ∈]0, T ] =⇒ u(x0 , tn ) = Ug (tn ), ∀n = 0 : M

=⇒ v0n = Ug (tn ), ∀n = 0 : M

✭❜✮
u(1, t) = Ud (t) ∀t ∈]0, T ] =⇒ u(xN , tn ) = Ud (tn ), ∀n = 0 : M

n
=⇒ vN = Ud (tn ), ∀n = 0 : M

❼ v0n+1 = (1 − 2λ)v0n + λv1n =⇒ v0n+1 = Ug (tn+1 )✳

❼ v1n+1 = λv0n + (1 − 2λ)v1n + λv2n =⇒ v1n+1 = λUg (tn ) + (1 − 2λ)v1n + λv2n ✳

❼ v2n+1 = λv1n + (1 − 2λ)v2n + λv3n ✳

✳✳
✳

❼ vN−1
n+1 n
= λvN−2 n
+ (1 − 2λ)vN−1 n
+ λvN n
= λvN−2 n
+ (1 − 2λ)vN−1 + λUd (tn )✳

❼ vN
n+1 n
= λvN−1 n
+ (1 − 2λ)vN = Ud (tn+1 )✳

      
v0n+1 0 0 0 ... 0 0 v0n Ug (tn+1 )
      
      
 v1n+1   0 (1 − 2λ) λ 0 ... 0  v1n   λUg (t ) 
n
      
      
      
      
 v2n+1   0 λ (1 − 2λ) λ ... 0  v2n   0 
      
      
      
 ✳✳ = ✳✳ ✳✳ ✳✳ ✳✳ ✳✳ ✳✳  ✳✳ + ✳✳ 

 ✳  
  ✳ ✳ ✳ ✳ ✳ ✳ 
 ✳  
  ✳ 

      
      
 n+1   0 0 ... λ (1 − 2λ) 0  n
vN−1   λUd (tn ) 
 vN−1      
      
      
    n
  
 n+1
vN   0 0 0 ... 0 0  vN   Ud (tn+1 ) 

P❛❣❡ ✶✹
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

q✉✐ s✬❡❝r✐t s♦✉s ❧❛ ❢♦r♠❡ ✿

      
v1n+1 (1 − 2λ) λ 0 0 v1n λUg (tn )
      
      
 v2n+1   λ (1 − 2λ) λ 0  v2n   
      0 
      
      

 ✳✳ =
  ✳✳ ✳✳ ✳✳ 
 ✳✳ +
  0  ✭❙✶✮
 ✳   ✳ ✳ ✳ λ  ✳   

      
      
      λU (tn ) 
 v n+1   0 ... λ (1 − 2λ)   n
vN−1  d
N−1

❆ ❝❤❛q✉❡ ✐tér❛t✐♦♥✱ ❧❡ ✈❡❝t❡✉r ❞❡s ✐♥❝♦♥♥✉❡s ❞✐s❝rèt❡s s❡ ❞ét❡r♠✐♥❡ ♣❛r ✉♥❡ rés♦❧✉t✐♦♥ ❞✬✉♥ s②stè♠❡ ❧✐✲
♥é❛✐r❡ ❞❡ ❧❛ ❢♦r♠❡ V n+1 ❂AV n + F ❛✈❡❝ A ❡st ✉♥❡ ♠❛tr✐❝❡ tr✐❞✐❛❣♦♥❛❧❡✳ ▲❛ ♠ét❤♦❞❡ ❞❡ ♣✐✈♦t ❞❡ ●❛✉ss
❡st s♦✉✈❡♥t ✉t✐❧✐sé❡ ♣♦✉r s❛ rés♦❧✉t✐♦♥✳

P❛❣❡ ✶✺
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

❖♥ ♣❡✉t é❝r✐r❡ ❧❛ ♠❛tr✐❝❡ A ❛✉tr❡♠❡♥t ✿

 
(1 − 2λ) λ 0 0
 
 
 λ (1 − 2λ) λ 0 
 
 
 
 ✳✳ ✳✳ ✳✳ 
 ✳ ✳ 
 ✳ λ 
 
 
 
 0 ... λ (1 − 2λ) 

   
1 0 0 0 −2λ λ 0 0
   
   
 0 1 0 0   λ −2λ λ 0 
   
   
   
=  ✳✳ ✳✳ ✳✳  +  ✳✳ ✳✳ ✳✳ 
 ✳ ✳   ✳ ✳ 
 ✳ 0   ✳ λ 
   
   
   
 0 ... 0 1   0 ... λ −2λ 

   
1 0 0 0 2 −1 0 0
   
   
 0 1 0 0   −1 2 −1 0 
   
   
   
 ✳✳  λ 
=  ✳✳
✳
✳✳
✳  −  ✳✳ ✳✳
✳
✳✳
✳ 
 ✳ 0   ✳ −1 
   
   
   
 0 ... 0 1   0 ... −1 2 

= IN−1 − λB

P❛❣❡ ✶✻
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

▲❡ ✈❡❝t❡✉r ✐♥✐t✐❛❧ ✿ V 0 s✬é❝r✐t s♦✉s ❧❛ ❢♦r♠❡ ✿

         
v00 u(x0 , t0 ) u(x0 , 0) U0 (x0 ) U0 (0∆x)
         
         
 v10   u(x , t0 )   u(x , 0)   U0 (x1 )   U0 (1∆x) 
   1   1     
         
         
         
 v20   u(x2 , t0 )   u(x2 , 0)   U0 (x2 )   U0 (2∆x) 
         
         
         
0
V = ✳✳  =  ✳✳  =  ✳✳ = ✳✳ = ✳✳ 

 ✳   ✳
 
  ✳
 
 
  ✳  
  ✳ 

         
         
 0   u(x 0   u(x   U0 (xN−1 )   U0 ((N − 1)∆x) 
 vN−1   N−1 , t )   N−1 , 0)     
         
         
 0
        
 vN   u(xN , t0 )   u(xN , 0)   U0 (xN )   U0 (N∆x) 

✸✳
❼ ❙✐ ♥♦✉s ✉t✐❧✐s♦♥s ♠❛✐♥t❡♥❛♥t ❧❛ ❢♦r♠✉❧❡ ❝❡♥tré❡ ♣♦✉r ❛♣♣r♦①✐♠❡r ❧❛ ❞ér✐✈é❡ t❡♠♣♦r❡❧❧❡ ✭t✮
 n
∂u vjn+1 − vjn−1
≃
∂t j 2∆t

❼ ◆♦✉s ✉t✐❧✐s♦♥s ❧❛ ❢♦r♠✉❧❡ ❞✬❛♣♣r♦①✐♠❛t✐♦♥ ❞❡ ❧❛ ❞ér✐✈é❡ ❞✬♦r❞r❡ ✷ ❡♥ ❡s♣❛❝❡ ✭x✮ ✿

 2 n n
∂ u vj−1 − 2vjn + vj+1
n
≃
∂x2 j ∆x2

∂u ∂2u
❼ ▲✬❊❉P − α 2 = 0 ❡♥ ❝❤❛q✉❡ ♣♦✐♥t (xj , tn ) s✬é❝r✐t ✿
∂t ∂x
 n  2 n
∂u ∂ u
−α =0
∂t j ∂x2 j

q✉✐ ♣❡✉t êtr❡ ❛♣♣r♦❝❤é❡ ♣❛r ✿

vjn+1 − vjn−1 n
vj−1 − 2vjn + vj+1
n
−α 2
=0
2∆t ∆x
❝❡ q✉✐ ❞♦♥♥❡
n
vj−1 − 2vjn + vj+1
n
vjn+1 = vjn−1 + 2α∆t
∆x2
∆t
❊♥ ♣♦s❛♥t λ = 2α ✱ ❧❛ t❡♠♣ér❛t✉r❡ à ❧✬✐tér❛t✐♦♥ n + 1 ❡st ❞♦♥♥é❡ ♣❛r ✿
∆x2

vjn+1 = λvj−1
n
− 2λvjn + λvj+1
n
+ vjn−1

❙❝❤é♠❛ ♥✉♠ér✐q✉❡ ❡①♣❧✐❝✐t❡ à ✸ ♣♦✐♥ts ❡t à ✸ ♥✐✈❡❛✉①

❞✬♦r❞r❡ ❞❡ ❝♦♥s✐st❛♥❝❡ ✭✶ ♦✉ ✷✮ ♣♦✉r ❧❛ ✈❛r✐❛❜❧❡ t ❡t ✭✶ ♦✉ ✷✮ ♣♦✉r ❧❛ ✈❛r✐❛❜❧❡ ①

P❛❣❡ ✶✼
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

➱❝r✐t✉r❡ ♠❛tr✐❝✐❡❧❧❡ ✿

❼ v0n+1 = −2λv0n + λv1n + v0n−1 ✳

❼ v1n+1 = λv0n − 2λv1n + λv2n + v1n−1 ✳

❼ v2n+1 = λv1n − 2λv2n + λv3n + v2n−1 ✳

✳✳
✳
✳✳
✳
❼ vN−1
n+1 n
= λvN−2 n
− 2λvN−1 n
+ λvN n−1
+ vN−1 ✳

❼ vN
n+1 n
= λvN−1 n
− 2λvN n−1
+ vN ✳

      
v0n+1 −2λ λ 0 ... 0 0 v0n v0n−1
      
      
 v1n+1   λ −2λ λ 0 ... 0   v1n   v1n−1 
      
      
      
      
 v2n+1   0 λ −2λ λ ... 0  v2n   v2n−1 
      
      
      
 ✳✳ = ✳✳ ✳✳ ✳✳ ✳✳ ✳✳ ✳✳   ✳✳ + ✳✳ 

 ✳  
  ✳ ✳ ✳ ✳ ✳ ✳ 

 ✳  
  ✳ 

      
      
 n+1   0 0 ... λ −2λ λ   n
vN−1   n−1 
 vN−1      vN−1 
      
      
 n+1
   n
  n−1

 vN   0 0 0 ... λ −2λ   vN   vN 

P❛❣❡ ✶✽
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

▼❛✐s ❧❡s t❡r♠❡s Ug (t) ❡t Ud (t) ❞♦✐✈❡♥t ❛♣♣❛r❛✐tr❡ ❞❛♥s ❧✬❡❝r✐t✉r❡ ♠❛tr✐❝✐❡❧❧❡ ✦ ✦
✭❛✮
u(0, t) = Ug (t) ∀t ∈]0, T ] =⇒ u(x0 , tn ) = Ug (tn ), ∀n = 0 : M

=⇒ v0n = Ug (tn ), ∀n = 0 : M

✭❜✮
u(1, t) = Ud (t) ∀t ∈]0, T ] =⇒ u(xN , tn ) = Ud (tn ), ∀n = 0 : M

n
=⇒ vN = Ud (tn ), ∀n = 0 : M

❼ v0n+1 = 2λv0n + λv1n + v0n−1 =⇒ v0n+1 = Ug (tn+1 )✳

❼ v1n+1 = λv0n − 2λv1n + λv2n + v1n−1 =⇒ v1n+1 = λUg (tn ) − 2λv1n + λv2n + v1n−1 ✳

❼ v2n+1 = λv1n − 2λv2n + λv3n + v2n−1 ✳

✳✳
✳

❼ vN−1
n+1 n
= λvN−2 n
− 2λvN−1 n
+ λvN n−1
+ vN−1 n
= λvN−2 n
− 2λvN−1 n−1
+ λUd (tn ) + vN−1 ✳

❼ vN
n+1 n
= λvN−1 n
− 2λvN n−1
+ vN n+1
=⇒ vN = Ud (tn+1 )✳

        
v0n+1 0 0 0 ... 0 0 v0n Ug (tn+1 ) v0n−1
        
        
 v1n+1   0 −2λ λ 0 ... 0  v1n   λUg (t ) 
n  v1n−1 
        
        
        
        
 v2n+1   0 λ −2λ λ ... 0  v2n   0   v2n−1 
        
        
        
 ✳✳ = ✳✳ ✳✳ ✳✳ ✳✳ ✳✳ ✳✳  ✳✳ +  ✳✳ + ✳✳ 

 ✳  
  ✳ ✳ ✳ ✳ ✳ ✳ 
 ✳  
  ✳  
  ✳ 

        
        
 n+1   0 0 ... λ −2λ 0  n
vN−1   λUd (tn )   n−1 
 vN−1        vN−1 
        
        
    n
    
 n+1
vN   0 0 0 ... 0 0  vN   Ud (tn+1 )   n−1
vN 

P❛❣❡ ✶✾
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

q✉✐ s✬❡❝r✐t s♦✉s ❧❛ ❢♦r♠❡ ✿

        
v1n+1 −2λ λ 0 0 v1n v1n−1 λUg (tn )
        
        
 v2n+1   λ −2λ λ 0  v2n   v2n−1   0 
        
        
        

 ✳✳ =
  ✳✳ ✳✳ ✳✳ 
 ✳✳ +
  ✳✳ +
  ✳✳ 
 ✭❙✷✮
 ✳   ✳ ✳ ✳ λ  ✳   ✳   ✳ 
        
        
        
 v n+1   0 ... λ −2λ   n
vN−1   v n−1   n 
λUd (t )
N−1 N−1

❆ ❝❤❛q✉❡ ✐tér❛t✐♦♥✱ ❧❡ ✈❡❝t❡✉r ❞❡s ✐♥❝♦♥♥✉❡s ❞✐s❝rèt❡s s❡ ❞ét❡r♠✐♥❡ ♣❛r ✉♥❡ rés♦❧✉t✐♦♥ ❞✬✉♥ s②stè♠❡ ❧✐♥é❛✐r❡
❞❡ ❧❛ ❢♦r♠❡ V n+1 ❂AV n + V n−1 + F ❛✈❡❝ A ❡st ✉♥❡ ♠❛tr✐❝❡ tr✐❞✐❛❣♦♥❛❧❡✳

P❛❣❡ ✷✵
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

Pr♦♣♦s✐t✐♦♥ ✶ ✿✭ ❘és✉❧t❛t ❞❡ ❝♦♥✈❡r❣❡♥❝❡✮

❉❛♥s ❧❡ ❝❛s ❞❡s s②stè♠❡s ❧✐♥é❛✐r❡s ❞❡ ❧❛ ❢♦r♠❡ V n+1 = AV n + F ✭♦✉ V n+1 = AV n ✮

∀ V 0 ∈ Rn ✱ ❧❛ s✉✐t❡ (V n )n∈N ❝♦♥✈❡r❣❡ ✈❡rs ❧❛ s♦❧✉t✐♦♥ ❞✉ ♣r♦❜❧è♠❡ ss✐ |||A||| < 1

✭⑤⑤⑤✳⑤⑤⑤ ✿ ♥♦r♠❡ ♠❛tr✐❝✐❡❧❧❡ s✉❜♦r❞♦♥♥é❡✮✳

❘❛♣♣❡❧ ❞❡s ♥♦r♠❡s ♠❛tr✐❝✐❡❧❧❡s s✉❜♦r❞♦♥♥é❡s ✿

❙♦✐t A = (aij )1≤i,j≤n ∈ Mn (R)

❙♦✐❡♥t Cj ❧❛ j me ❝♦❧♦♥♥❡ ❞❡ A ❡t Li ❧❛ ime ❧✐❣♥❡ ❞❡ A✱ ♦♥ ❞é✜♥✐t ✿
✭❛✮ |||A|||1 = sup {||Cj ||1 }
1≤j≤n

✭❜✮ |||A|||∞ = sup {||Li ||1 }✳

1≤i≤n

❛✈❡❝

||Cj ||1 = s♦♠♠❡ ❞❡s ✈❛❧❡✉rs ❛❜s♦❧✉❡s ❞❡s é❧é♠❡♥ts ❞✉ ✈❡❝t❡✉r ❝♦❧♦♥♥❡ Cj
||Li ||1 = s♦♠♠❡ ❞❡s ✈❛❧❡✉rs ❛❜s♦❧✉❡s ❞❡s é❧é♠❡♥ts ❞✉ ✈❡❝t❡✉r ❧✐❣♥❡ Li

❊①❡♠♣❧❡
 ✿ 
✶ ✵ ✲✻
A=  ✲✸ ✶ ✶  |||A|||1 = sup{6, 3, 8} = 8; |||A|||∞ = sup{7, 5, 5} = 7✳
✷ ✲✷ ✶

P❛❣❡ ✷✶
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

❼ ❊t✉❞❡ ❞❡ ❝♦♥✈❡r❣❡♥❝❡ ♣♦✉r ✭❙✶✮ ✭❡♥ ✉t✐❧✐s❛♥t ❧❛ ♥♦r♠❡ ♠❛tr✐❝✐❡❧❧❡ s✉❜♦r❞♦♥♥é❡✮ ✿

|||A|||1 = sup{|1 − 2λ| + |λ|, |1 − 2λ| + |λ| + |λ|} = |1 − 2λ| + 2|λ|
■❧ ❢❛✉t tr♦✉✈❡r ❧❛ ❝♦♥❞✐t✐♦♥ s✉r λ ♣♦✉r q✉❡ |||A||| <1✳
❖♥ ❞r❡ss❡ ❧❡ t❛❜❧❡❛✉ ❞❡ s✐❣♥❡ ✿
1

−∞ ✵ 1
2
+∞

2λ ✲ ✵ ✰ ✰

1 − 2λ ✰ ✰ ✵ ✲

2|λ| −2λ ✵ ✷λ 2λ

|1 − 2λ| 1 − 2λ 1 − 2λ ✵ −1 + 2λ

✰
2|λ| |1 − 2λ| 1 − 4λ 1 −1 + 4λ

❈♦♠♠❡ λ > 0 ❛❧♦rs ✐❧ s✉✣t ❞❡ ❝❤❡r❝❤❡r ❧❛ ❝♦♥❞✐t✐♦♥ s✉r λ ♣♦✉r q✉❡ −1 + 4λ < 1 =⇒ λ < 21

❘❡♠❛rq✉❡ ✿ P♦✉r ❧❡ ✭❙✷✮ ♦♥ ♥❡ ♣❡✉t ♣❛s ét✉❞✐❡r ❧❛ ❝♦♥✈❡r❣❡♥❝❡ ❡♥ ✉t✐❧✐s❛♥t ❧❛ ♥♦r♠❡ ♠❛tr✐❝✐❡❧❧❡

❖♥ ♣❡✉t ✉t✐❧✐s❡r ✉♥❡ ❞❡✉①✐è♠❡ ♠ét❤♦❞❡ ✭♣❧✉s ❣é♥ér❛❧❡✮ ♣♦✉r ét✉❞✐❡r ❧❛ ❝♦♥✈❡r❣❡♥❝❡ ❡♥ ♣❛ss❛♥t ♣❛r ❧❡s
tr❛♥s❢♦r♠é❡s ❞❡ ❋♦✉r✐❡r✳

❘❛♣♣❡❧ ❞❡ ❧❛ tr❛♥s❢♦r♠é❡ ❞❡ ❋♦✉r✐❡r ✿

❙♦✐t f ✉♥❡ ❢♦♥❝t✐♦♥ ❝♦♥t✐♥✉❡ ❛❜s♦❧✉♠❡♥t ✐♥té❣r❛❜❧❡ s✉r R✱ ❝✬❡st à ❞✐r❡
Z
|f (x)|dx < +∞
R

❛❧♦rs ♦♥ ❞é✜♥✐t ❧❛ tr❛♥s❢♦r♠é❡ ❞❡ ❋♦✉r✐❡r ❞❡ f ♣❛r ✿

Z
F (f (x))(k) = fb(k) = f (x)e−2iπkx dx
R

q✉✐ ✈ér✐✜❡
F (f (x − a))(k) = e2iπka F (f (x))(k) = e2iπka fb(k) : ♣r♦♣r✐été ❞❡ ❧❛ tr❛♥s❧❛t✐♦♥

P❛❣❡ ✷✷
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

❼ ❊t✉❞❡ ❞❡ ❝♦♥✈❡r❣❡♥❝❡ ♣♦✉r ✭❙✶✮ ✭❡♥ ✉t✐❧✐s❛♥t ❧❛ tr❛♥s❢♦r♠é❡ ❞❡ ❋♦✉r✐❡r✮ ✿

❖♥ ✉t✐❧✐s❡ ❧❡ s❝❤é♠❛ ♥✉♠ér✐q✉❡ q✉✐ ❛ ❞♦♥♥é ✭❙✶✮ ✿

vjn+1 = λvj−1
n
+ (1 − 2λ)vjn + λvj+1
n

q✉✐ s✬é❝r✐t s♦✉s ❧❛ ❢♦r♠❡ ✿

u(xj , tn+1 ) = λu(xj−1 , tn ) + (1 − 2λ)u(xj , tn ) + λu(xj+1 , tn )

♦✉ ❡♥❝♦r❡

u(xj , tn+1 ) = λu(xj − ∆x, tn ) + (1 − 2λ)u(xj , tn ) + λu(xj + ∆x, tn )

❊♥s✉✐t❡ ♦♥ ❛♣♣❧✐q✉❡ ❧❛ tr❛♥s❢♦r♠é❡ ❞❡ ❋♦✉r✐❡r s✉r ❧❛ ✈❛r✐❛❜❧❡ xj ❡♥ t❡♥❛♥t ❝♦♠♣t❡ ❞❡ a = −∆x ♦✉ ∆x ✿

u u(xk , tn )e2iπk∆x + (1 − 2λ)b

b(xk , tn+1 ) = λb u(xk , tn ) + λb
u(xk , tn )e−2iπk∆x

❝❡❝✐ ✐♠♣❧✐q✉❡ ✿

vkn e2iπk∆x + (1 − 2λ)b

vbkn+1 = λb vkn + λb
vkn e−2iπk∆x

P❛r s✉✐t❡
 
vbkn+1 = λe2iπk∆x + (1 − 2λ) + λe−2iπk∆x vbkn

❡st ✉♥❡ s✉✐t❡ ❣é♦♠étr✐q✉❡ ❞❡ r❛✐s♦♥

 
q = λe2iπk∆x + (1 − 2λ) + λe−2iπk∆x

q✉✐ ❝♦♥✈❡r❣❡ ss✐

|q| = |λe2iπk∆x + (1 − 2λ) + λe−2iπk∆x | < 1(♦✉ |q|2 < 1
❖♥ ♣❡✉t é❝r✐r❡ q s♦✉s ❧❛ ❢♦r♠❡
q = λ[cos(2πk∆x) + i sin(2πk∆x)] + (1 − 2λ) + λ[cos(2πk∆x) − i sin(2πk∆x)]

❝❡❝✐ ❞♦♥♥❡
q = 2λ cos(2πk∆x) + (1 − 2λ) = 1 − 2λ[1 − cos(2πk∆x]
❝♦♠♠❡ ⑤q⑤❁✶ ❞♦♥♥❡ −1 < q < 1 ❛❧♦rs
−1 < 1 − 2λ[1 − cos(2πk∆x)] < 1

P❛r s✉✐t❡
1 1
0<λ< <
[1 − cos(2πk∆x)] 2

P❛❣❡ ✷✸
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

❼ ❊t✉❞❡ ❞❡ ❝♦♥✈❡r❣❡♥❝❡ ♣♦✉r ✭❙✷✮ ✭❡♥ ✉t✐❧✐s❛♥t ❧❛ tr❛♥s❢♦r♠é❡ ❞❡ ❋♦✉r✐❡r✮ ✿

❖♥ ✉t✐❧✐s❡ ❧❡ s❝❤é♠❛ ♥✉♠ér✐q✉❡ q✉✐ ❛ ❞♦♥♥é ✭❙✷✮ ✿

vjn+1 = λvj−1
n
− 2λvjn + λvj+1
n
+ vjn−1 (⋆)

q✉✐ s✬é❝r✐t s♦✉s ❧❛ ❢♦r♠❡ ✿

u(xj , tn+1 ) = λu(xj−1 , tn ) − 2λu(xj , tn ) + λu(xj+1 , tn ) + u(xj , tn−1 )

♦✉ ❡♥❝♦r❡

u(xj , tn+1 ) = λu(xj − ∆x, tn ) − 2λu(xj , tn ) + λu(xj + ∆x, tn ) + u(xj , tn−1 )

❊♥s✉✐t❡ ♦♥ ❛♣♣❧✐q✉❡ ❧❛ tr❛♥s❢♦r♠é❡ ❞❡ ❋♦✉r✐❡r s✉r ❧❛ ✈❛r✐❛❜❧❡ xj ❡♥ t❡♥❛♥t ❝♦♠♣t❡ ❞❡ a = −∆x ♦✉ ∆x ✿

u u(xk , tn )e2iπk∆x − 2λb

b(xk , tn+1 ) = λb u(xk , tn ) + λb
u(xk , tn )e−2iπk∆x + u
b(xk , tn−1 )

❝❡❝✐ ✐♠♣❧✐q✉❡ ✿

vkn e2iπk∆x − 2λb

vbkn+1 = λb vkn e−2iπk∆x + vbkn−1
vkn + λb

P❛r s✉✐t❡
 
vbkn+1 = λe2iπk∆x − 2λ + λe−2iπk∆x vbkn + vbkn−1

vbkn+1 = 2λ [cos(2πk∆x) − 1] vbkn + vbkn−1

q✉✐ s✬é❝r✐t s♦✉s ❧❛ ❢♦r♠❡ ✿

! ! !
vbkn+1 2λ [cos(2πk∆x) − 1] 1 vbkn
= (1)
vbkn 1 0 vbkn−1
❖♥ ♥♦t❡ ✿ ! !
vbkn+1 2λ [cos(2πk∆x) − 1] 1
W n+1 = ; B=
vbkn 1 0
▲❡ s②stè♠❡ (1) ❡st éq✉✐✈❛❧❡♥t à
W n+1 = BW n
❧❛ ♠❛tr✐❝❡ B s✬❛♣♣❡❧❧❡ ♠❛tr✐❝❡ ❞✬❛♠♣❧✐✜❝❛t✐♦♥✳

❈♦♥❞✐t✐♦♥ ❞❡ ❝♦♥✈❡r❣❡♥❝❡ ✿
▲❡ s❤é♠❛ ♥✉♠ér✐q✉❡ ✭⋆✮ ❝♦♥✈❡r❣❡ ss✐ ❧❡ r❛②♦♥ s♣❡❝tr❛❧ ❞❡ B ✿ ρ(B) < 1 ❛✈❡❝
ρ(B) = sup{|βi |}, βi : iè♠❡ ✈❛❧❡✉r ♣r♦♣r❡ ❞❡B
i

P❛❣❡ ✷✹
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

❈❛❧❝✉❧ ❞❡s ✈❛❧❡✉rs ♣r♦♣r❡s ❞❡ B ✿

2λ [cos(2πk∆x) − 1] − β 1
det(B − βI2 ) = 0 ⇐⇒ =0
1 −β

⇐⇒ β 2 − 2βλ [cos(2πk∆x) − 1] − 1 = 0.

⇐⇒ β 2 + 2βλ [1 − cos(2πk∆x)] − 1 = 0.

❙♦✐t ∆ = 4λ2 [1 − cos(2πk∆x)]2 + 4

 √

 −2λ [1 − cos(2πk∆x)] − ∆
 β
 1 =
2
❙✐ ∆ > 0 ❛❧♦rs √


 β = −2λ [1 − cos(2πk∆x)] + ∆

2
 2 √

 −2λ [1 − cos(2πk∆x)] − i −∆
 β
 1 =
2
❙✐ ∆ < 0 ❛❧♦rs √


 β2 = −2λ [1 − cos(2πk∆x)] + i −∆

2
❙✐ ∆ > 0 ❛❧♦rs ρ(B) = sup{|β1 |, |β2 |}

❙✐ ∆ < 0 ❛❧♦rs ρ(B) = {|β1 | = |β2 |}

❉❛♥s ♥♦tr❡ ❝❛s ∆ > 0 ✿

⋆ ❉✬✉♥❡ ♣❛rt ♦♥ ❛ ✿
2 2
4λ2 [1 − cos(2πk∆x)] + 4 > 4λ2 [1 − cos(2πk∆x)]
=⇒
q q
2 2
4λ2 [1 − cos(2πk∆x)] + 4 > 4λ2 [1 − cos(2πk∆x)]
=⇒
√
∆ > |2λ [1 − cos(2πk∆x)]|
=⇒
√
∆ > 2λ [1 − cos(2πk∆x)] (❝❛r λ > 0 ❡t 1 − cos(2πk∆x) > 0).
√
−2λ [1 − cos(2πk∆x)] + ∆
❉♦♥❝ β2 > 0 ❡t ♣❛r s✉✐t❡ |β2 | = ✳
2
⋆ ❉✬❛✉tr❡ ♣❛rt ✿
√ √
−2λ [1 − cos(2πk∆x)] − ∆ 2λ [1 − cos(2πk∆x)] + ∆
|β1 | = =
2 2

⋆ P♦✉r ❞ét❡r♠✐♥❡r ❧❡ sup{|β1 |, |β2 |} ♦♥ ♣❡✉t ❝❛❧❝✉❧❡r ❧❛ ❞✐✛ér❡♥❝❡ ❡♥tr❡ |β1 | ❡t |β2 |✳ ❙✐ ❧❛ ❞✐✛ér❡♥❝❡
❡st ♣♦s✐t✐✈❡ ❛❧♦rs |β1 | ❃ |β2 |✱ s✐♥♦♥ |β1 |❁ |β2 |✳
√ √
2λ [1 − cos(2πk∆x)] + ∆ −2λ [1 − cos(2πk∆x)] + ∆
|β1 |−|β2 | = − = 2λ [1 − cos(2πk∆x)] > 0
2 2

P❛❣❡ ✷✺
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

P❛r s✉✐t❡ ✿
√ q
2λ [1 − cos(2πk∆x)] + ∆ 2
ρ(B) = |β1 | = = λ [1 − cos(2πk∆x)] + λ2 [1 − cos(2πk∆x)] + 1
2
⋆ ▼❛✐♥t❡♥❛♥t✱ ✐❧ ❢❛✉t ❝❤❡r❝❤❡r ❧❛ ❝♦♥❞✐t✐♦♥ s✉r λ ♣♦✉r q✉❡ ρ(B) < 1 ✿
q
2
λ [1 − cos(2πk∆x)] + λ2 [1 − cos(2πk∆x)] + 1 < 1
=⇒
q
2
λ2 [1 − cos(2πk∆x)] + 1 < 1 − λ [1 − cos(2πk∆x)]
=⇒
2 2
λ2 [1 − cos(2πk∆x)] + 1 < (1 − λ [1 − cos(2πk∆x)])
=⇒
2 2
λ2 [1 − cos(2πk∆x)] + 1 < 1 − 2λ [1 − cos(2πk∆x)] + λ2 [1 − cos(2πk∆x)]
=⇒
0 < −2λ [1 − cos(2πk∆x)]
=⇒
λ<0 (❝❛r 0 < [1 − cos(2πk∆x)] < 2)

α∆t
❖♥ ❛ ✿ λ = 2
∆x2
❙✐ α < 0 ❛❧♦rs λ < 0

❙✐ α > 0 ❛❧♦rs λ < 0 ❡st ✐♠♣♦ss✐❜❧❡

▲❡ s❝❤é♠❛ ♥✉♠ér✐q✉❡ ❝♦♥✈❡r❣❡ ss✐ λ < 0 ✭α < 0✮ ❝❡❝✐ ❡st ✐♠♣♦ss✐❜❧❡ ❝❛r α ✿ ❞✐✛✉s✐✈✐té t❤❡r♠✐q✉❡
❃✵

❈♦♥❝❧✉s✐♦♥ ✿ ▲❡ s❝❤é♠❛ ♥✉♠ér✐q✉❡ ♥❡ ❝♦♥✈❡r❣❡ ♣❛s

P❛❣❡ ✷✻
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

❊①❡r❝✐❝❡ ✿

❈♦♥s✐❞ér♦♥s ❧❡ ♣r♦❜❧è♠❡ ❞❡ ❧❛ ❝♦♥❞✉❝t✐♦♥ ❞❡ ❧❛ ❝❤❛❧❡✉r ❞❛♥s ✉♥❡ ❜❛rr❡ ❞❡ ❧♦♥❣✉❡✉r ✶♠ ❛✈❡❝ ❝♦♥❞✐t✐♦♥s ❞❡
❉✐r✐❝❤❧❡t ❤♦♠♦❣è♥❡s


 ∂u 1 ∂2u

 − =0 ∀(x, t) ∈]0, 1[×]0, T ]

 ∂t π 2 ∂x2




❈♦♥❞✐t✐♦♥ ✐♥✐t✐❛❧❡ →  u(x, 0) = sin(πx) ∀x ∈]0, 1[

 



  u(0, t) = 0 ∀t ∈]0, T ]


❈♦♥❞✐t✐♦♥s ❛✉① ❧✐♠✐t❡s → 

 
u(1, t) = 0 ∀t ∈]0, T ]

✶✳ ▼♦♥tr❡r q✉❡ u(x, t) = sin(πx)e−t ❡st ✉♥❡ s♦❧✉t✐♦♥ ❡①❛❝t❡ ❞✉ ♣r♦❜❧è♠❡✳

✷✳ ❖♥ ❞✐s❝rét✐s❡ ❧✬✐♥t❡r✈❛❧❧❡ [0, 1] ❡♥ N ✐♥t❡r✈❛❧❧❡s éq✉✐❞✐st❛♥ts ❡t ♦♥ ❞✐s❝rét✐s❡ ❧✬✐♥t❡r✈❛❧❧❡ [0, T ] ❡♥ M ✐♥t❡r✲
✈❛❧❧❡s éq✉✐❞✐st❛♥ts✳ ❊♥ ✉t✐❧✐s❛♥t ❧❛ ❢♦r♠✉❧❡ ❞é❝❡♥tré❡ à ❣❛✉❝❤❡ ♣♦✉r ❧❛ ✈❛r✐❛❜❧❡ t
✭❛✮ ❊❝r✐r❡ ❧❡ s❝❤é♠❛ ♥✉♠ér✐q✉❡ ❡♥ ♣ré❝✐s❛♥t s♦♥ t②♣❡ ✭♥♦♠❜r❡ ❞❡ ♣♦✐♥ts ❡t ♥✐✈❡❛✉①✮
✭❜✮ ❊❝r✐r❡ ❧❡ s②stè♠❡ ♠❛tr✐❝✐❡❧ ❛ss♦❝✐é✳
✸✳ ❊t✉❞✐❡r✱ ♣❛r ❞❡✉① ♠ét❤♦❞❡s✱ ❧❛ ❝♦♥✈❡r❣❡♥❝❡ ❞✉ s❝❤é♠❛ ♥✉♠ér✐q✉❡✳

▲✐❡♥
❤tt♣s ✿✴✴✇✇✇✳②♦✉t✉❜❡✳❝♦♠✴✇❛t❝❤ ❄✈❂❚♦■❳❙✇❩✶♣❏❯

P❛❣❡ ✷✼
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

■■■✳✷ ❊q✉❛t✐♦♥ ❞✉ tr❛♥s♣♦rt

◆♦✉s ♥♦✉s ✐♥tér❡ss♦♥s ✐❝✐ ❛✉ tr❛✐t❡♠❡♥t ♥✉♠ér✐q✉❡ ❞❡ ❧✬éq✉❛t✐♦♥ ❞✉ tr❛♥s♣♦rt ♣❛r ✉♥ ✢✉✐❞❡ ❞✬✉♥❡ q✉❛♥t✐té s❝❛❧❛✐r❡
❞é✜♥✐❡ ♣❛r ✉♥✐té ❞❡ ✈♦❧✉♠❡ u(x, t)✳ ❖♥ s✉♣♣♦s❡ q✉❡ ❧❡ s❝❛❧❛✐r❡ u(x, t) ♥❡ ❞✐✛✉s❡ ♣❛s ❡t ❡st ✉♥✐q✉❡♠❡♥t tr❛♥s♣♦rté
♣❛r ❧❡ ✢✉✐❞❡✳ ▲❛ q✉❛♥t✐té u(x, t) s❡ ❝♦♥s❡r✈❡ ❞♦♥❝ ❧❡ ❧♦♥❣ ❞❡s tr❛❥❡❝t♦✐r❡s✳ ◆♦✉s ❛❧❧♦♥s ♥♦✉s r❡str❡✐♥❞r❡ à ✉♥
❡①❡♠♣❧❡ ♣ré❝✐s✱ ❞❛♥s ❧❡q✉❡❧ ♦♥ ❝♦♥♥❛✐t ❜✐❡♥ ❧❛ s♦❧✉t✐♦♥ ❡①❛❝t❡ ❛✜♥ ❞❡ ❝♦♠♣❛r❡r ❧❡s rés✉❧t❛ts ♥✉♠ér✐q✉❡s ❞♦♥♥é❡s
♣❛r ♣❧✉s✐❡✉rs ♠ét❤♦❞❡s✱ ❡t ❞♦♥❝ ❞✬❛♣♣ré❝✐❡r ❧❡✉r ❡✣❝❛❝✐té ❡t ❧❡✉r ♣ré❝✐s✐♦♥✳ ◆♦✉s ❝♦♥s✐❞ér♦♥s ❝❡ ♣r♦❜❧è♠❡ ❞❛♥s
✉♥ ❞♦♠❛✐♥❡ ❜♦r♥é ❡♥ ❡s♣❛❝❡ (0 ≤ x ≤ 1) ❡t ♣♦✉r ❞❡s t❡♠♣s ♣♦s✐t✐❢s (t ≥ 0)✳ ◆♦✉s ❛❧❧♦♥s ♥♦✉s ♣❧❛❝❡r ❞❛♥s ❞❡s
❝♦♥❞✐t✐♦♥s ✐♥✐t✐❛❧❡s r❡❧❛t✐✈❡♠❡♥t s✐♠♣❧❡s ❡t ♥♦✉s ✐♠♣♦s♦♥s é❣❛❧❡♠❡♥t ❞❡s ❝♦♥❞✐t✐♦♥s ❛✉ ❜♦r❞✳

 ∂u ∂u

 +a =0 ∀(x, t) ∈]0, 1[×]0, T ]

 ∂t ∂x




 x
❈♦♥❞✐t✐♦♥ ✐♥✐t✐❛❧❡ →  u(x, 0) = e ∀x ∈]0, 1[
 


 −at
  u(0, t) = e

∀t ∈]0, T ]

❈♦♥❞✐t✐♦♥s ❛✉① ❧✐♠✐t❡s → 


 
u(1, t) = e1−at ∀t ∈]0, T ]

Remarque :✐❧ s✬❛❣✐t ❞✬✉♥ ♣r♦❜❧è♠❡ ❛✈❡❝ ❞❡s ❝♦♥❞✐t✐♦♥s ❞❡ ❉✐r✐❝❤❧❡t ♥♦♥ ❤♦♠♦❣è♥❡s

◗✉❡st✐♦♥s

✶✳ ▼♦♥tr❡r q✉❡ u(x, t) = e(x−at) ❡st ✉♥❡ s♦❧✉t✐♦♥ ❡①❛❝t❡ ❞✉ ♣r♦❜❧è♠❡✳

✷✳ ❖♥ ❞✐s❝rét✐s❡ ❧✬✐♥t❡r✈❛❧❧❡ [0, 1] ❡♥ N ✐♥t❡r✈❛❧❧❡s éq✉✐❞✐st❛♥ts ❡t ♦♥ ❞✐s❝rét✐s❡ ❧✬✐♥t❡r✈❛❧❧❡ [0, T ] ❡♥ M ✐♥t❡r✲
✈❛❧❧❡s éq✉✐❞✐st❛♥ts✳ ❊♥ ✉t✐❧✐s❛♥t ❧❛ ❢♦r♠✉❧❡ ❞é❝❡♥tré❡ à ❞r♦✐t❡ ♣♦✉r ❧❛ ✈❛r✐❛❜❧❡ x ❡t ❧❛ ✈❛r✐❛❜❧❡ t
✭❛✮ ❊❝r✐r❡ ❧❡ s❝❤é♠❛ ♥✉♠ér✐q✉❡ ❡♥ ♣ré❝✐s❛♥t s♦♥ t②♣❡ ✭♥♦♠❜r❡ ❞❡ ♣♦✐♥ts ❡t ♥✐✈❡❛✉①✮
✭❜✮ ❊❝r✐r❡ ❧❡ s②stè♠❡ ♠❛tr✐❝✐❡❧ ❛ss♦❝✐é✳
✸✳ ❊t✉❞✐❡r✱ ♣❛r ❞❡✉① ♠ét❤♦❞❡s✱ ❧❛ ❝♦♥✈❡r❣❡♥❝❡ ❞✉ s❝❤é♠❛ ♥✉♠ér✐q✉❡✳

❘é♣♦♥s❡s ✿

✶✳ P♦✉r ♠♦♥tr❡r q✉❡ u(x, t) = e(x−at) ❡st ✉♥❡ s♦❧✉t✐♦♥ ❡①❛❝t❡ ✐❧ s✉✣t ❞❡ ✈♦✐r q✉❡ u(x, t) ✈ér✐✜❡ t♦✉t❡s ❧❡s
éq✉❛t✐♦♥s ❞✉ ♣r♦❜❧è♠❡✳ ❖♥ ❝♦♠♠❡♥❝❡ ♣❛r ❝❛❧❝✉❧❡r ❧❡s ❞ér✐✈é❡s ♣❛rt✐❡❧❧❡s ✿
∂u ∂u
= −ae(x−at) ❡t = e(x−at)
∂t ∂x
∂u ∂u
P❛r s✉✐t❡ +a = −ae(x−at) + ae(x−at) = 0✳
∂t ∂x

❉✬❛✉tr❡ ♣❛rt ✿
❼ u(x, 0) = e(x−a×0) = ex =⇒ ❧❛ ❝♦♥❞✐t✐♦♥ ✐♥✐t✐❛❧❡ ❡st ✈ér✐✜é❡✳


u(0, t) = e(0−at) = e−at
❼ =⇒ ❧❡s ❝♦♥❞✐t✐♦♥s ❛✉① ❧✐♠✐t❡s s♦♥t ✈ér✐✜é❡s✳
u(1, t) = e(1−at) = e(1−at)

P❛❣❡ ✷✽
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

1
✷✳ ❼ ❖♥ ❞✐s❝rét✐s❡ ❧✬✐♥t❡r✈❛❧❧❡ [0, 1] ❡♥ N ✐♥t❡r✈❛❧❧❡s éq✉✐❞✐st❛♥ts ❡♥ ✜①❛♥t ✉♥ ♣❛s ∆x =
N
1
xj = a + j∆x = ❀ j = 0 : N =⇒ xj = j ;j = 0 : N
N

T
❼ ❖♥ ❞✐s❝rét✐s❡ ❧✬✐♥t❡r✈❛❧❧❡ [0, T ] ❡♥ M ✐♥t❡r✈❛❧❧❡s éq✉✐❞✐st❛♥ts ❡♥ ✜①❛♥t ✉♥ ♣❛s ∆t =
M
T
tn = a + n∆t = ❀ n = 0 : M =⇒ tn = n ;n = 0 : M
M

   n    n
∂u n ∂u ∂u n ∂u
(xj , t ) = (xj , t ) =
∂t ∂t j ∂x ∂x j

un+1 − un vjn+1 − vjn un n

j+1 − uj
n
vj+1 − vjn
❋♦r♠✉❧❡ ❞é❝❡♥tré❡ j j
+ O(∆t) ≃ + O(∆x) ≃
∆t ∆t ∆x ∆x
à ❞r♦✐t❡

∂u ∂u
✭❛✮ ▲✬❊❉P +a = 0 ❡♥ ❝❤❛q✉❡ ♣♦✐♥t (xj , tn ) s✬é❝r✐t ✿
∂t ∂x

 n  n
∂u ∂u
+a =0
∂t j ∂x j
q✉✐ ♣❡✉t êtr❡ ❛♣♣r♦❝❤é❡ ♣❛r ✿

vjn+1 − vjn n
vj+1 − vjn
+a =0
∆t ∆x

❝❡ q✉✐ ❞♦♥♥❡

n
vj+1 − vjn
vjn+1 = vjn − a∆t
∆x

∆t
❊♥ ♣♦s❛♥t λ = a ✱ ❧❛ t❡♠♣ér❛t✉r❡ à ❧✬✐tér❛t✐♦♥ n + 1 ❡st ❞♦♥♥é❡ ♣❛r ✿
∆x

vjn+1 = (1 + λ)vjn − λvj+1

n

❙❝❤é♠❛ ♥✉♠ér✐q✉❡ ❡①♣❧✐❝✐t❡ à ✷ ♣♦✐♥ts ❡t à ✷ ♥✐✈❡❛✉①

❞✬♦r❞r❡ ❞❡ ❝♦♥s✐st❛♥❝❡ ✶ ♣♦✉r ❧❛ ✈❛r✐❛❜❧❡ t ❡t ✶ ♣♦✉r ❧❛ ✈❛r✐❛❜❧❡ ①

P❛❣❡ ✷✾
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

✭❜✮ ➱❝r✐t✉r❡ ♠❛tr✐❝✐❡❧❧❡ ✿

❼ v0n+1 = (1 + λ)v0n − λv1n ✳

❼ v1n+1 = (1 + λ)v1n − λv2n ✳

❼ v2n+1 = (1 + λ)v2n − λv3n ✳

✳✳
✳
✳✳
✳
❼ vN−1
n+1 n
= (1 + λ)vN−1 n
− λvN ✳

❼ vN
n+1 n
= (1 + λ)vN ✳

    
v0n+1 (1 + λ) −λ 0 ... 0 0 v0n
    
    
 v1n+1   0 (1 + λ) −λ 0 ... 0  v1n 
    
    
    
    
 v2n+1   0 0 (1 + λ) −λ ... 0  v2n 
    
    
    
 ✳✳ = ✳✳ ✳✳ ✳✳ ✳✳ ✳✳ ✳✳  ✳✳ 

 ✳  
  ✳ ✳ ✳ ✳ ✳ ✳ 
 ✳ 

    
    
 n+1   0 0 ... 0 (1 + λ) −λ   n
vN−1 
 vN−1    
    
    
 n+1
   n

 vN   0 0 0 ... 0 (1 + λ)   vN 

P❛❣❡ ✸✵
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

▼❛✐s ❧❡s t❡r♠❡s e−at ❡t e(1−at) ❞♦✐✈❡♥t ❛♣♣❛r❛✐tr❡ ❞❛♥s ❧✬é❝r✐t✉r❡ ♠❛tr✐❝✐❡❧❧❡ ✦ ✦
✐✳ n
u(0, t) = e−at ∀ t ∈]0, T ] =⇒ u(x0 , tn ) = e−at , ∀ n = 0 : M

n
=⇒ v0n = e−at , ∀ n = 0 : M

✐✐✳ n
u(1, t) = e(1−at) ∀ t ∈]0, T ] =⇒ u(xN , tn ) = e(1−at ) , ∀ n = 0 : M

n
=⇒ n
vN = e(1−at ) , ∀ n = 0 : M

✳
n+1
❼ v0n+1 = (1 + λ)v0n − λv1n =⇒ v0n+1 = e−at

❼ v1n+1 = (1 + λ)v1n − λv2n ✳

❼ v2n+1 = (1 + λ)v2n − λv3n ✳

✳✳
✳

− λe(1−at ) ✳
n
❼ vN−1
n+1 n
= (1 + λ)vN−1 n
− λvN n
= (1 + λ)vN−1

✳
n+1
❼ vN
n+1 n
= (1 + λ)vN−1 n+1
=⇒ vN = e(1−at )

    
v0n+1 0 0 0 ... 0 0 v0n  n+1 
     e−at
      
 v1n+1   0 (1 + λ) −λ 0 ... 0  v1n   
      0 
      
      
      
 v2n+1   0 0 (1 + λ) −λ ... 0  v2n   
      0 
      
      
 ✳✳ = ✳✳ ✳✳ ✳✳ ✳✳ ✳✳ ✳✳  ✳✳ + 
 ✳   ✳ ✳ ✳ ✳ ✳ ✳  ✳   ✳✳ 


 
 


 
  ✳ 

      
 n+1   0 0 0 (1 + λ) 0  n
vN−1   
 vN−1      n 
      −λe(1−at ) 
      
 n+1
   n
  
 vN   0 0 0 ... 0 0  vN  n+1
e(1−at )

q✉✐ s✬❡❝r✐t s♦✉s ❧❛ ❢♦r♠❡ ✿

      
v1n+1 (1 + λ) −λ 0 0 v1n 0
      
      
 v2n+1   0 (1 + λ) −λ 0  v2n   0 
      
      
      

 ✳✳ =
  ✳✳ ✳✳ ✳✳ 
 ✳✳ +
  ✳✳ 
 ✭❙✮
 ✳   ✳ ✳ ✳ −λ   ✳   ✳ 
      
      
      n 
 n+1
vN−1   0 ... 0 (1 + λ)   n
vN−1   −λe(1−at ) 

P❛❣❡ ✸✶
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

❆ ❝❤❛q✉❡ ✐tér❛t✐♦♥✱ ❧❡ ✈❡❝t❡✉r ❞❡s ✐♥❝♦♥♥✉❡s ❞✐s❝rèt❡s s❡ ❞ét❡r♠✐♥❡ ♣❛r ✉♥❡ rés♦❧✉t✐♦♥ ❞✬✉♥ s②stè♠❡
❧✐♥é❛✐r❡ ❞❡ ❧❛ ❢♦r♠❡
V n+1 = AV n + F
❛✈❡❝

❼ A ❡st ✉♥❡ ♠❛tr✐❝❡ tr✐❞✐❛❣♦♥❛❧❡

❼ ▲❡ ✈❡❝t❡✉r ✐♥✐t✐❛❧ ✿ V 0 s✬é❝r✐t s♦✉s ❧❛ ❢♦r♠❡ ✿

         
v10 u(x1 , t0 ) u(x1 , 0) ex 1 e1∆x
         
         
 v20   0
u(x2 , t )   u(x2 , 0)   e x2   e 2∆x 
         
         
         
V =
0
 ✳✳ =
  ✳✳ =
  ✳✳ =
  ✳✳ =
  ✳✳ 

 ✳   ✳   ✳   ✳   ✳ 
         
         
         
 0
vN−1   0 
u(xN−1 , t )  u(xN−1 , 0)   exN−1   e(N−1)∆x 

✸✳ ❊t✉❞❡ ❞❡ ❝♦♥✈❡r❣❡♥❝❡
✭❛✮ ❊♥ ✉t✐❧✐s❛♥t ❧❛ ♥♦r♠❡ ♠❛tr✐❝✐❡❧❧❡ s✉❜♦r❞♦♥♥é❡ ✿
|||A|||1 = sup{|1 + λ|; |1 + λ| + | − λ|} = |1 + λ| + |λ|
■❧ ❢❛✉t tr♦✉✈❡r ❧❛ ❝♦♥❞✐t✐♦♥ s✉r λ ♣♦✉r q✉❡ |||A|||1 < 1✳
❖♥ ❞r❡ss❡ ❧❡ t❛❜❧❡❛✉ ❞❡ s✐❣♥❡ ✿

−∞ −1 0 +∞

λ ✲ ✲ ✵ ✰

1+λ ✲ ✵ ✰ ✰

|λ| −λ ✲λ ✵ λ

|1 + λ| −1 − λ ✵ 1+λ 1+λ

|1 + λ| + |λ| −1 − 2λ 1 1 + 2λ

 
 −1 − 2λ < 1  λ > −1 ∆t
=⇒ λ=a
  ∆x
1 + 2λ < 1 λ<0

P❛❣❡ ✸✷
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

✭❜✮ ❊♥ ✉t✐❧✐s❛♥t ❧❛ tr❛♥s❢♦r♠é❡ ❞❡ ❋♦✉r✐❡r ✿

❖♥ ❛♣♣❧✐q✉❡ ❧❛ tr❛♥s❢♦r♠é❡ ❞❡ ❋♦✉r✐❡r ❛✉ s❝❤é♠❛ ♥✉♠ér✐q✉❡ ✿

vjn+1 = (1 + λ)vjn − λvj+1

n

❝❡❝✐ ✐♠♣❧✐q✉❡ ✿

vbkn+1 = (1 + λ)b
vkn − λb
vkn e−2iπk∆x

P❛r s✉✐t❡
 
vbkn+1 = 1 + λ − λe−2iπk∆x vbkn

q✉✐ s✬é❝r✐t s♦✉s ❧❛ ❢♦r♠❡ ❞✬✉♥❡ s✉✐t❡ ❣é♦♠étr✐q✉❡ ❞❡ r❛✐s♦♥ ✿

 
q = 1 + λ(1 − e−2iπk∆x )

❖♥ ♣❡✉t réé❝r✐r❡ q ❛✉tr❡♠❡♥t ❡♥ ❢❛✐s❛♥t ❛♣♣❛r❛✐tr❡ ❧❛ ♣❛rt✐❡ ré❡❧❧❡ ❡t ❧❛ ♣❛rt✐❡ ✐♠❛❣✐♥❛✐r❡ ✿

q = [1 + λ(1 − cos(−2πk∆x) − iλ sin(−2πk∆x]

q = [1 + λ(1 − cos(2πk∆x) + iλ sin(2πk∆x]

♦♥ ❝❛❧❝✉❧❡ ❧❡ ♠♦❞✉❧❡ ❞❡ q ❛✉ ❝❛rré❡ ✿

2
|q|2 = [1 + λ(1 − cos(2πk∆x)] + λ2 sin2 (2πk∆x)
 
= 1 + λ2 (1 − cos(2πk∆x))2 + 2λ(1 − cos(2πk∆x) + λ2 sin2 (2πk∆x)
 
= 1 + λ2 (1 − 2 cos(2πk∆x) + cos2 (2πk∆x)) + 2λ(1 − cos(2πk∆x) + λ2 sin2 (2πk∆x)
 
= 1 + 2λ2 (1 − cos(2πk∆x)) + 2λ(1 − cos(2πk∆x)

❖♥ ❝❤❡r❝❤❡ ♠❛✐♥t❡♥❛♥t ❧❛ ❝♦♥❞✐t✐♦♥ s✉r λ ♣♦✉r q✉❡ |q|2 < 1

2λ2 (1 − cos(2πk∆x)) + 2λ(1 − cos(2πk∆x) < 0

❝❡❝✐ ✐♠♣❧✐q✉❡
λ(1 − cos(2πk∆x))(λ + 1) < 0
❝♦♠♠❡ (1 − cos(2πk∆x)) > 0 ❛❧♦rs ❞❡✉① ❝❛s s❡ ♣rés❡♥t❡♥t ✿
 er
 1 ❝❛s : λ > 0 ❡t 1 + λ < 0 ✐♠♣♦ss✐❜❧❡

2eme ❝❛s : λ < 0 ❡t 1 + λ > 0 =⇒ −1 < λ < 0

P❛❣❡ ✸✸
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

❈♦♥s✐❞ér♦♥s t♦✉❥♦✉rs ❧❡ ♠ê♠❡ ♣r♦❜❧è♠❡ ❞✉ tr❛♥s♣♦rt✱ ❧❡ ❜✉t ✐❝✐ ❡st ❞❡ ❝❤❛♥❣❡r ❧❡s ❢♦r♠✉❧❡s ❞✬❛♣♣r♦①✐♠❛t✐♦♥ ❡t
❞✬ét✉❞✐❡r ❧❛ ❝♦♥✈❡r❣❡♥❝❡✳

 ∂u ∂u

 +a =0 ∀(x, t) ∈]0, 1[×]0, T ]

 ∂t ∂x




 x
❈♦♥❞✐t✐♦♥ ✐♥✐t✐❛❧❡ →  u(x, 0) = e ∀x ∈]0, 1[

 

  u(0, t) = e
−at
∀t ∈]0, T ]



❈♦♥❞✐t✐♦♥s ❛✉① ❧✐♠✐t❡s → 


 
u(1, t) = e1−at ∀t ∈]0, T ]

Remarque : ✐❧ s✬❛❣✐t ❞✬✉♥ ♣r♦❜❧è♠❡ ❞❡ ❉✐r✐❝❤❧❡t ♥♦♥ ❤♦♠♦❣è♥❡

✶✳ ▼♦♥tr❡r q✉❡ u(x, t) = ex−at ❡st ✉♥❡ s♦❧✉t✐♦♥ ❡①❛❝t❡ ❞✉ ♣r♦❜❧è♠❡✳

✷✳ ❖♥ ❞✐s❝rét✐s❡ ❧✬✐♥t❡r✈❛❧❧❡ [0, 1] ❡♥ N ✐♥t❡r✈❛❧❧❡s éq✉✐❞✐st❛♥ts ❡t ♦♥ ❞✐s❝rét✐s❡ ❧✬✐♥t❡r✈❛❧❧❡ [0, T ] ❡♥ M ✐♥t❡r✲
✈❛❧❧❡s éq✉✐❞✐st❛♥ts✳ ❊♥ ✉t✐❧✐s❛♥t ❧❛ ❢♦r♠✉❧❡ ❞é❝❡♥tré❡ à ❞r♦✐t❡ ♣♦✉r ❧❛ ✈❛r✐❛❜❧❡ x ❡t ❧❛ ❢♦r♠✉❧❡ ❝❡♥tré❡ ♣♦✉r
❧❛ ✈❛r✐❛❜❧❡ t
✭❛✮ ❊❝r✐r❡ ❧❡ s❝❤é♠❛ ♥✉♠ér✐q✉❡ ❡♥ ♣ré❝✐s❛♥t s♦♥ t②♣❡ ✭♥♦♠❜r❡ ❞❡ ♣♦✐♥ts ❡t ♥✐✈❡❛✉①✮
✭❜✮ ❊❝r✐r❡ ❧❡ s②stè♠❡ ♠❛tr✐❝✐❡❧ ❛ss♦❝✐é✳
✸✳ ❊t✉❞✐❡r✱ ♣❛r ❞❡✉① ♠ét❤♦❞❡s✱ ❧❛ ❝♦♥✈❡r❣❡♥❝❡ ❞✉ s❝❤é♠❛ ♥✉♠ér✐q✉❡✳

❘é♣♦♥s❡s ✿

✶✳ P♦✉r ♠♦♥tr❡r q✉❡ u(x, t) = ex−at ❡st ✉♥❡ s♦❧✉t✐♦♥ ❡①❛❝t❡ ✐❧ s✉✣t ❞❡ ✈♦✐r q✉❡ u(x, t) ✈ér✐✜❡ t♦✉t❡s ❧❡s
éq✉❛t✐♦♥s ❞✉ ♣r♦❜❧è♠❡✳ ❖♥ ❝♦♠♠❡♥❝❡ ♣❛r ❝❛❧❝✉❧❡r ❧❡s ❞ér✐✈é❡s ♣❛rt✐❡❧❧❡s ✿
∂u ∂u
= −ae(x−at) ❡t = e(x−at)
∂t ∂x
∂u ∂u
P❛r s✉✐t❡ +a = −ae(x−at) + ae(x−at) = 0✳
∂t ∂x

❉✬❛✉tr❡ ♣❛rt ✿
❼ u(x, 0) = e(x−a×0) = ex =⇒ ❧❛ ❝♦♥❞✐t✐♦♥ ✐♥✐t✐❛❧❡ ❡st ✈ér✐✜é❡✳


u(0, t) = e(0−at) = e−at
❼ =⇒ ❧❡s ❝♦♥❞✐t✐♦♥s ❛✉① ❧✐♠✐t❡s s♦♥t ✈ér✐✜é❡s✳
u(1, t) = e(1−at) = e(1−at)

1
✷✳ ❼ ❖♥ ❞✐s❝rét✐s❡ ❧✬✐♥t❡r✈❛❧❧❡ [0, 1] ❡♥ N ✐♥t❡r✈❛❧❧❡s éq✉✐❞✐st❛♥ts ❡♥ ✜①❛♥t ✉♥ ♣❛s ∆x =
N
1
xj = a + j∆x = ❀ j = 0 : N =⇒ xj = j ;j = 0 : N
N

P❛❣❡ ✸✹
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

T
❼ ❖♥ ❞✐s❝rét✐s❡ ❧✬✐♥t❡r✈❛❧❧❡ [0, T ] ❡♥ M ✐♥t❡r✈❛❧❧❡s éq✉✐❞✐st❛♥ts ❡♥ ✜①❛♥t ✉♥ ♣❛s ∆t =
M
T
tn = a + n∆t = ❀ n = 0 : M =⇒ tn = n ;n = 0 : M
M

   n    n
∂u ∂u ∂u ∂u
(xj , tn ) = (xj , tn ) =
∂t ∂t j ∂x ∂x j


un+1 − un vjn+1 − vjn un − u n  O(∆x) n
vj+1 n
− vj−1
j j
+ O(∆t) ≃
j+1 j−1
+ ♦✉ ≃
∆t ∆t 2∆x  2∆x
O(∆x2 )

❋♦r♠✉❧❡ ❞é❝❡♥tré❡ à ❞r♦✐t❡ ❋♦r♠✉❧❡ ❝❡♥tré❡

∂u ∂u
✭❛✮ ▲✬❊❉P +a = 0 ❡♥ ❝❤❛q✉❡ ♣♦✐♥t (xj , tn ) s✬é❝r✐t ✿
∂t ∂x

 n  n
∂u ∂u
+a =0
∂t j ∂x j

q✉✐ ♣❡✉t êtr❡ ❛♣♣r♦❝❤é❡ ♣❛r ✿

vjn+1 − vjn n
vj+1 n
− vj−1
+a =0
∆t 2∆x

❝❡ q✉✐ ❞♦♥♥❡

n n
vj+1 − vj−1
vjn+1 = vjn − a∆t
2∆x

∆t
❊♥ ♣♦s❛♥t λ = a ✱ ❧❛ s♦❧✉t✐♦♥ à ❧✬✐tér❛t✐♦♥ n + 1 ❡st ❞♦♥♥é❡ ♣❛r ✿
2∆x

vjn+1 = λvj−1
n
+ vjn − λvj+1
n

❙❝❤é♠❛ ♥✉♠ér✐q✉❡ ❡①♣❧✐❝✐t❡ à ✸ ♣♦✐♥ts ❡t à ✷ ♥✐✈❡❛✉①

❞✬♦r❞r❡ ❞❡ ❝♦♥s✐st❛♥❝❡ ✶ ♣♦✉r ❧❛ ✈❛r✐❛❜❧❡ t ❡t ✭✶ ♦✉ ✷✮ ♣♦✉r ❧❛ ✈❛r✐❛❜❧❡ ①

P❛❣❡ ✸✺
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

✭❜✮ ➱❝r✐t✉r❡ ♠❛tr✐❝✐❡❧❧❡ ✿

❼ v0n+1 = v0n − λv1n ✳

❼ v1n+1 = λv0n + v1n − λv2n ✳

❼ v2n+1 = λv1n + v2n − λv3n ✳

✳✳
✳
✳✳
✳
❼ vN−1
n+1 n
= λvN−2 n
+ vN−1 n
− λvN ✳

❼ vN
n+1 n
= λvN−1 n
+ vN ✳

    
v0n+1 1 −λ 0 ... 0 0 v0n
    
    
 v1n+1   λ 1 −λ 0 ... 0  v1n 
    
    
    
    
 v2n+1   0 λ 1 −λ ... 0  v2n 
    
    
    
 ✳✳ = ✳✳ ✳✳ ✳✳ ✳✳ ✳✳ ✳✳  ✳✳ 

 ✳  
  ✳ ✳ ✳ ✳ ✳ ✳ 
 ✳ 

    
    
 n+1   0 0 ... λ 1 −λ  n
vN−1 
 vN−1    
    
    
 n+1
   n

 vN   0 0 0 ... λ 1  vN 

P❛❣❡ ✸✻
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

▼❛✐s ❧❡s t❡r♠❡s e−at ❡t e(1−at) ❞♦✐✈❡♥t ❛♣♣❛r❛✐tr❡ ❞❛♥s ❧✬é❝r✐t✉r❡ ♠❛tr✐❝✐❡❧❧❡ ✦ ✦
✐✳ n
u(0, t) = e−at ∀t ∈]0, T ] =⇒ u(x0 , tn ) = e−at , ∀n = 0 : M

n
=⇒ v0n = e−at , ∀n = 0 : M

✐✐✳ n
u(1, t) = e(1−at) ∀t ∈]0, T ] =⇒ u(xN , tn ) = e(1−at ) , ∀n = 0 : M

n
=⇒ n
vN = e(1−at ) , ∀n = 0 : M

✳
n+1
❼ v0n+1 = v0n − λv1n =⇒ v0n+1 = e−at

❼ v1n+1 = λv0n + v1n − λv2n = λe−at + v1n − λv2n ✳

n

❼ v2n+1 = λv1n + v2n − λv3n ✳

✳✳
✳

− λe(1−at ) ✳
n
❼ vN−1
n+1 n
= λvN−2 n
+ vN−1 n
− λvN n
= λvN−2 n
+ vN−1

✳
n+1
❼ vN
n+1 n
= λvN−1 n
+ vN n+1
=⇒ vN = e(1−at )

    
v0n+1 0 0 0 ... 0 0 v0n  n+1 
     e−at
      
 v1n+1   0 1 −λ 0 ... 0  v1n   
      λe −atn 
      
      
      
 v2n+1   0 λ 1 −λ ... 0  v2n   
      0 
      
      
 ✳✳ = ✳✳ ✳✳ ✳✳ ✳✳ ✳✳ ✳✳  ✳✳ + 

 ✳  
  ✳ ✳ ✳ ✳ ✳ ✳ 
 ✳  
  ✳✳ 

      ✳ 
      
 n+1   0 0 ... λ 1 0  n
vN−1   
 vN−1      n 
      −λe(1−at ) 
      
 n+1
   n
  
 vN   0 0 0 ... 0 0  vN  n+1
e(1−at )

q✉✐ s✬❡❝r✐t s♦✉s ❧❛ ❢♦r♠❡ ✿

      n 
v1n+1 1 −λ 0 0 v1n λe−at
      
      
 v2n+1   λ 1 −λ 0   v2n   0 
      
      
      

 ✳✳ =
  ✳✳ ✳✳ ✳✳ 
 ✳✳ +
  ✳✳ 
 ✭❙✮
 ✳   ✳ ✳ ✳ −λ   ✳   ✳ 
      
      
      n 
 n+1
vN−1   0 ... λ 1  n
vN−1   −λe(1−at ) 

P❛❣❡ ✸✼
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

❆ ❝❤❛q✉❡ ✐tér❛t✐♦♥✱ ❧❡ ✈❡❝t❡✉r ❞❡s ✐♥❝♦♥♥✉❡s ❞✐s❝rèt❡s s❡ ❞ét❡r♠✐♥❡ ♣❛r ✉♥❡ rés♦❧✉t✐♦♥ ❞✬✉♥ s②stè♠❡
❧✐♥é❛✐r❡ ❞❡ ❧❛ ❢♦r♠❡
V n+1 = AV n + F
❛✈❡❝

❼ A ❡st ✉♥❡ ♠❛tr✐❝❡ tr✐❞✐❛❣♦♥❛❧❡

❼ ▲❡ ✈❡❝t❡✉r ✐♥✐t✐❛❧ ✿ V 0 s✬é❝r✐t s♦✉s ❧❛ ❢♦r♠❡ ✿

         
v10 u(x1 , t0 ) u(x1 , 0) ex 1 e1∆x
         
         
 v20   0
u(x2 , t )   u(x2 , 0)   e x2   e 2∆x 
         
         
         
V =
0
 ✳✳ =
  ✳✳ =
  ✳✳ =
  ✳✳ =
  ✳✳ 

 ✳   ✳   ✳   ✳   ✳ 
         
         
         
 0
vN−1   0 
u(xN−1 , t )  u(xN−1 , 0)   exN−1   eN−1∆x 

✸✳ ❊t✉❞❡ ❞❡ ❝♦♥✈❡r❣❡♥❝❡
✭❛✮ ❊♥ ✉t✐❧✐s❛♥t ❧❛ ♥♦r♠❡ ♠❛tr✐❝✐❡❧❧❡ s✉❜♦r❞♦♥♥é❡ ✿
|||A|||1 = sup{1 + |λ|; 1 + |λ| + | − λ|} = 1 + 2|λ|

■❧ ❢❛✉t tr♦✉✈❡r ❧❛ ❝♦♥❞✐t✐♦♥ s✉r λ ♣♦✉r q✉❡ |||A|||1 < 1✳

1 + 2|λ| < 1 =⇒ |λ| < 0 ✐♠♣♦ss✐❜❧❡

P❛r s✉✐t❡ ❧❡ s❝❤é♠❛ ♥❡ ❝♦♥✈❡r❣❡ ♣❛s✳

✭❜✮ ❊♥ ✉t✐❧✐s❛♥t ❧❛ tr❛♥s❢♦r♠é❡ ❞❡ ❋♦✉r✐❡r ✿

❖♥ ❛♣♣❧✐q✉❡ ❧❛ tr❛♥s❢♦r♠é❡ ❞❡ ❋♦✉r✐❡r ❛✉ s❝❤é♠❛ ♥✉♠ér✐q✉❡ ✿

vjn+1 = λvj−1
n
+ vjn − λvj+1
n

❝❡❝✐ ✐♠♣❧✐q✉❡ ✿

vkn e2iπk∆x + vbkn − λb

vbkn+1 = λb vkn e−2iπk∆x

P❛r s✉✐t❡
 
vbkn+1 = λe2iπk∆x + 1 − λe−2iπk∆x vbkn

q✉✐ s✬é❝r✐t s♦✉s ❧❛ ❢♦r♠❡ ❞✬✉♥❡ s✉✐t❡ ❣é♦♠étr✐q✉❡ ❞❡ r❛✐s♦♥ ✿

 
q = λe2iπk∆x + 1 − λe−2iπk∆x

P❛❣❡ ✸✽
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

❖♥ ♣❡✉t réé❝r✐r❡ q ❛✉tr❡♠❡♥t ❡♥ ❢❛✐s❛♥t ❛♣♣❛r❛✐tr❡ ❧❛ ♣❛rt✐❡ ré❡❧❧❡ ❡t ❧❛ ♣❛rt✐❡ ✐♠❛❣✐♥❛✐r❡ ✿

q = [1 + 2iλ sin(2πk∆x)]

♦♥ ❝❛❧❝✉❧❡ ❧❡ ♠♦❞✉❧❡ ❞❡ q ❛✉ ❝❛rré❡ ✿

|q|2 = 1 + 4λ2 sin2 (2πk∆x)

❖♥ ❝❤❡r❝❤❡ ♠❛✐♥t❡♥❛♥t ❧❛ ❝♦♥❞✐t✐♦♥ s✉r λ ♣♦✉r q✉❡ |q|2 < 1

1 + 4λ2 sin2 (2πk∆x) < 1

❝❡❝✐ ✐♠♣❧✐q✉❡
4λ2 sin2 (2πk∆x) < 0 ✐♠♣♦sss✐❜❧❡
❖♥ ♣❡✉t ❝♦♥❝❧✉r❡ q✉❡ ❧❡ s❝❤é♠❛ ♥❡ ❝♦♥✈❡r❣❡ ♣❛s✳

P❛❣❡ ✸✾
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

❊①❡r❝✐❝❡ ✹ ✿
❖♥ ❝♦♥s✐❞èr❡ ❧❡ ♣r♦❜❧è♠❡ ❞✉ tr❛♥s♣♦rt s✉✐✈❛♥t ✿

 ∂u ∂u

 + =0 ∀(x, t) ∈]0, π[×]0, T ]

 ∂t ∂x





❈♦♥❞✐t✐♦♥ ✐♥✐t✐❛❧❡ →  u(x, 0) = sin(x) ∀x ∈]0, π[

 

  u(0, t) = − sin(t) ∀t ∈]0, T ]




❈♦♥❞✐t✐♦♥s ❛✉① ❧✐♠✐t❡s → 

 
u(π, t) = sin(π − t) ∀t ∈]0, T ]

Remarque :✐❧ s✬❛❣✐t ❞✬✉♥ ♣r♦❜❧è♠❡ ❞❡ ❉✐r✐❝❤❧❡t ♥♦♥ ❤♦♠♦❣è♥❡

✶✳ ▼♦♥tr❡r q✉❡ u(x, t) = sin(x − t) ❡st ✉♥❡ s♦❧✉t✐♦♥ ❡①❛❝t❡ ❞✉ ♣r♦❜❧è♠❡✳

✷✳ ❖♥ ❞✐s❝rét✐s❡ ❧✬✐♥t❡r✈❛❧❧❡ [0, π] ❡♥ N ✐♥t❡r✈❛❧❧❡s éq✉✐❞✐st❛♥ts ❡t ♦♥ ❞✐s❝rét✐s❡ ❧✬✐♥t❡r✈❛❧❧❡ [0, T ] ❡♥ M ✐♥t❡r✲
✈❛❧❧❡s éq✉✐❞✐st❛♥ts✳ ❊♥ ✉t✐❧✐s❛♥t ❧❛ ❢♦r♠✉❧❡ ❞é❝❡♥tré❡ à ❣❛✉❝❤❡ ♣♦✉r ❧❛ ✈❛r✐❛❜❧❡ t ❡t ❧❛ ❢♦r♠✉❧❡ ❝❡♥tré❡ ♣♦✉r
❧❛ ✈❛r✐❛❜❧❡ x
✭❛✮ ❊❝r✐r❡ ❧❡ s❝❤é♠❛ ♥✉♠ér✐q✉❡ ❡♥ ♣ré❝✐s❛♥t s♦♥ t②♣❡ ✭♥♦♠❜r❡ ❞❡ ♣♦✐♥ts ❡t ♥✐✈❡❛✉①✮
✭❜✮ ❊❝r✐r❡ ❧❡ s②stè♠❡ ♠❛tr✐❝✐❡❧ ❛ss♦❝✐é✳
✸✳ ❊t✉❞✐❡r✱ ♣❛r ❞❡✉① ♠ét❤♦❞❡s ✭s✐ ❝✬❡st ♣♦ss✐❜❧❡✮✱ ❧❛ ❝♦♥✈❡r❣❡♥❝❡ ❞✉ s❝❤é♠❛ ♥✉♠ér✐q✉❡✳

P❛❣❡ ✹✵
◆❛♦✉❡❧ ❩❘❊▲▲■ ❉✐s❝rét✐s❛t✐♦♥ ❞❡s ❊❉P ♣❛r ❧❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s

❊①❡r❝✐❝❡ ✺ ✿

❖♥ ❝♦♥s✐❞èr❡ ❧❡ ♣r♦❜❧è♠❡ s✉✐✈❛♥t ✿


 ∂u ∂u

 −2 − 3u(x, t) = 0 ∀x ∈ R, ∀t ∈]0, T ]

 ∂t ∂x


u(x, 0) = e−x ∀x ∈ R








❉❛♥s t♦✉t ❧✬❡①❡r❝✐❝❡ ♦♥ ❝❤♦✐s✐t ✉♥ ♣❛s ❞❡ ❞✐s❝rét✐s❛t✐♦♥ ❝♦♥st❛♥t∆t = ∆x

✶✳ ❉❡ q✉❡❧ t②♣❡ ❞✬éq✉❛t✐♦♥ s✬❛❣✐t✲✐❧ ❄

✷✳ ❝❛r❛❝tér✐s❡r ❧❛ ❝♦♥❞✐t✐♦♥ ✐♠♣♦sé❡✳
✸✳ ▼♦♥tr❡r q✉❡ u(x, t) = e(−x+t) ❡st ❧❛ s♦❧✉t✐♦♥ ❡①❛❝t❡ ❞✉ ♣r♦❜❧è♠❡✳
✹✳ ❖♥ s❡ ♣❧❛❝❡ ❞❛♥s ❧❡ ❝❛s ❞❡ ❧❛ ❞✐♠❡♥s✐♦♥ ✜♥✐❡ ❡t ♦♥ ❝♦♥s✐❞èr❡ ✉♥ ❞♦♠❛✐♥❡ ❜♦r♥é ❡♥ ❡s♣❛❝❡ (1 ≤ x ≤ 3)✳
➱❝r✐r❡ ❧❡ ♣r♦❜❧è♠❡ ❛ss♦❝✐é ❞❛♥s ❝❤❛❝✉♥ ❞❡s ❝❛s s✉✐✈❛♥ts ✿
✭❛✮ ❛✈❡❝ ❞❡s ❝♦♥❞✐t✐♦♥s ❞❡ ❉✐r✐❝❤❧❡t ♥♦♥ ❤♦♠♦❣è♥❡s✳
✭❜✮ ❛✈❡❝ ❞❡s ❝♦♥❞✐t✐♦♥s ❞❡ ❉✐r✐❝❤❧❡t ❤♦♠♦❣è♥❡s✳
✭❝✮ ❛✈❡❝ ❞❡s ❝♦♥❞✐t✐♦♥s ❞❡ ◆❡✉♠❛♥♥ ❤♦♠♦❣è♥❡s✳
✺✳ ❖♥ s✬✐♥tér❡ss❡✱ ❞❛♥s t♦✉t❡ ❧❛ s✉✐t❡✱ ❛✉ ♣r♦❜❧è♠❡ ❛✈❡❝ ❞❡s ❝♦♥❞✐t✐♦♥s ❞❡ ❉✐r✐❝❤❧❡t ❤♦♠♦❣è♥❡s✳ ❖♥ s✉❜❞✐✈✐s❡
❧❡s ✐♥t❡r✈❛❧❧❡s ❞❡ ❧✬❡s♣❛❝❡ ❡t ❞✉ t❡♠♣s✱ r❡s♣❡❝t✐✈❡♠❡♥t ❡♥ N ❡t M ✐♥t❡r✈❛❧❧❡s éq✉✐❞✐st❛♥ts ❡t ♦♥ ❞✐s❝rét✐s❡
❧❡s ❞ér✐✈é❡s ♣r❡♠✐èr❡s ❡♥ t❡♠♣s ❡t ❡♥ ❡s♣❛❝❡ ♣❛r ❞❡s ❞✐✛ér❡♥❝❡s ✜♥✐❡s ❝❡♥tré❡s✳
✭❛✮ ➱❝r✐r❡ ❧❡ s❝❤é♠❛ ♥✉♠ér✐q✉❡ ❞✉ ♣r♦❜❧è♠❡ ❡t ❞✐r❡ ❞❡ q✉❡❧ t②♣❡ ❞❡ s❝❤é♠❛ s✬❛❣✐t✲✐❧ ❄
✭❜✮ ➱❝r✐r❡ ❧❡ s②st❡♠❡ ♠❛tr✐❝✐❡❧ ❛ss♦❝✐é✳
✭❝✮ ➱t✉❞✐❡r ❧❛ ❝♦♥✈❡r❣❡♥❝❡ ❞✉ s❝❤é♠❛✳

P❛❣❡ ✹✶