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Universität Konstanz WS 10/11 Fachbereich Mathematik und Statistik

S. Volkwein, O. Lass, R. Mancini

Übungen zu Theorie und Numerik partieller Differentialgleichungen

http://www.math.uni-konstanz.de/numerik/personen/volkwein/teaching/

Sheet 6 Submission: 02.02.2011, 11:00 o’clock, Box 18

Exercise 16 (4 Points)

Compute the stiffness matrix for a one dimensional problem with the following basis functions:

1. Piecewise linear and globally continuous nodal basis functions 2. Polynomial basis functions (i.e. Xh =span{x, x2, ..., xN})

Further compute the condition number of each stiffness matrix. What do you observe when different values for N are used (for example N = 5,10,15)?

Hint: The condition number of a symmetric positive definite matrixS is given by κ(S) = λmax

λmin

.

One can compute the eigenvalues by using the Matlab commandeig.

Exercise 17 (4 Points)

Given the Poisson problem

−∆u(x, y) = f(x, y) (x, y)∈Ω,

u(x, y) =g(x, y) (x, y)∈∂Ω (1)

with

f(x, y) = 4πsin(2πx)(πcos(2πy2)(1 + 4y2) + sin(2πy2)), g(x, y) = sin(2πx) cos(2πy2)

and Ω = (0,1)× (0,1). Solve (1) by using the Partial Differential Equation ToolboxinMatlabusing the graphical user interfacepdetool. Follow the stepsDraw, Boundary, PDE, Mesh and Solve. Finally draw the solution.

Hint: A short and good summary on the use of the Partial Differential Equation Toolboxcan be found in the web by Prof. Heinrich Voss with the nameEine sehr kurze Einführung in die Partial Differential Equation Toolbox von MATLAB.

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Exercise 18 (4 Points) Let Ω = (0,1)⊂R. Given the heat equation

∂u(x,t)

∂t −∆u(x, t) +b∇u(x, t) +cu(x, t) = f(x) (x, t)∈(0,1)×(0, T), u(x,0) =u0 x∈(0,1),

u(0, t) = u(1, t) = 0 t∈(0, T).

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Discretize the problem using finite differences and implicit time steps (compare to Exercise 15). For the term ∇u use the upwind method as introduced in Exercise 2. Write down (2) in the same form as in Exercise 15 and give matrices M and A explicitly.

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