9

PARTIAL DIFFERENTIAL EQUATIONS

What is a partial differential equation (PDE)? It is a class of differential equations involving more than one independent variable. In this chapter, e consider a general second!order PDE in t o independent variables x and y, hich is ritten as d2U d2U d2U ( du du\ A(x, y)"! # B(x, y)!!!!!!!!!\- C(x, y)"! $ % I x, y, u, ", " I (&.'.() for XQ < x < Xf,yo < y < yf ith the boundar) conditions given b) u(x, yo) = byo(x), u(x, yf) = byf(x), (&.'.*) U(XQ, y) = bxo(y), and u(xf,y) = bxf(y) +hese PDEs are classified into three groups, Elliptic PDE, if B2 - 4AC < ' Parabolic PDE, if B2 - A AC = ' -)perbolic PDE, if B2 - AAC . ' +hese three t)pes of PDE are associated ith equilibrium states, diffusion states, and oscillating s)stems, respectivel). We ill stud) some numerical methods for solving these PDEs, since their anal)tical solutions are usuall) difficult to find.
Applied Numeric l !e"#od$ U$i%& !A'(A"f/, b) 0ang, 1ao, 1hung, and 2orris 1op)right 3 *''4 5ohn Wile) 6 7ons, Inc., I789 '! :;(!<&=>>!:

:'(
402 PARTIAL DIFFERENTIAL EQUATIONS

9.1 ELLIPTIC PDE ?s an e@ample, e ill deal ith a special t)pe of elliptic equation called -elmholtA/s equation, hich is ritten as )2u(x, y) # &(x, y)u(x, y) * d2u(x, y) d2u(x, y) !!!!!!!B!!!!!!(!!!!!!!!!B!!!!!!h &(x, y)u(x, y) * fix, y) (&.(.() over a domain + = ,(x, y)\xo C x < Xf, yo < y < yf- ith some boundar) conditions of U(XQ, y) = bxo(y), u(xf, y) = bxf(y), (&.(.*) u(x, yo) = byo(x), and u(x, yf) = byf(x)
(cf) Equation (&.(.() is called Poisson/s equation if &(x, y) = ' and it is called Daplace/s equation if &(x, y) $ ' and f(x, y) $ '.

+o appl) the difference method, e divide the domain into !x sections, each of length ?@ $ (xf - xQ).!x along the @!a@is and into !y sections, each of length ?) $ (yf - y/).!y along the )!a@is, respectivel), and then replace the second derivatives b) the three!point central difference appro@imation (4.>.() = "E!!!!!!!!!!!E!!!!!!!!" ith X0 = xQ # 0 Ax, y" = yQ1iAy (&.(.>a)
2 ui1i0 - 2ii00 # ,!FiG $!!!!!!!!!!!!!!!!!E!!!!!!!!!!!!! ith U00 = u(X0, y")
Ay

(&.(.>b)

ww.,

3x2 32w(x, y) 3y2

so that, for ever) interior point (x0, y") ith ( C i < !y - ( and ( C 0 C !x - (, e obtain the finite difference equation u i,0 1 l 2 2U,0 # W%5!l Hi#l,G " * ,!G # W,!l,G !!!!!!!!!!!!2322!!!!!!!!!!!!!!/!!!!!!!!!!!!!!2\24!!!!!!!!!!!!!!(H 5i6ui,0 2 6i6 (&!(.:) here ,!G $ U(X6, yi), fi0 $ f(x0, yi), and g,G $ &(x0, yi)

+hese equations can someho be arranged into a s)stem of simultaneous equations ith respect to the (!y - \),!X - () variables ,uu,uU2, 777, WI.2.!I, u82,i, 7 7 7 ,u82,!x-i, 7 7 7 ,U!,-9,9,U!,-9,2, 7 7 7 ,U!,-9,!X-9-, but it seems to be mess) to orI ith and e ma) be reall) inJ trouble as !x and !y become large. ? simpler a) is to use the iterative methods introduced in 7ection *.4. +o do so, e first need to shape the equations and the boundar) conditions into the follo ing form,
u

i,0 * ry(ui,0 1 l # ui,0-l) # rx(ui 1 l,0 # ui-l,0) # rxy(&i,0ui,0 2 fi0)

403

(&.(.4a)

ELLIPTIC PDE

u"fi = bxQ(yi), here ?v* *(?@* # ?)*)

r

ui!x = bxf(yi), Ax2

uQ6 = by/(x0),

u!y6 = byf(x0) (&.(.4b) ?@*?v*

*(?@* # ?)*) rx , *(?@* # ?)*) r:, (&.(.<) -o do e initialiAe this algorithm? If e have no priori Ino ledge about the solution, it is reasonable to taIe the average value of the boundar) values as the initial values of ,!,K. +he obGective of the 2?+D?8 routine Hpoisson.mH is to solve the above equation.
function [u,x,y] = poisson(f,g,bx0,bxf,by0,byf,D,Mx,My,tol,MaxIter-) %solve u xx ! u yy ! g(x,y)u = f(x,y) % over- t"e region D = [x#$xf,y0,yf] = %(x,y) &x0 '= x '= xf, y# '= y '= yf( % )it" t"e boun*ary +on*itions, % u(x0,y) = bx#(y), u(xf,y) = bxf(y) % u(x,y0) = by#(x), u(x,yf) = byf(x) % Mx = - of subintervals along x axis % My = - of subintervals along y axis % tol , error tolerance % Maxlter, t"e .axi.u. - of iterations x# = D(/)0 xf = D(1)0 y# = D(2)0 yf = D(3)0 *x = (xf - x#)4Mx0 x = x# ! [0,Mx]5*x0 *y = (yf - y#)4My0 y = y# ! [0,My]65*y0 Mx/ = Mx ! /0 My/ = My ! /0 %7oun*ary con*itions for . = /,My/, u(.,[/ Mx/])=[bx#(y(.)) bxf(y(.))]0 en* %left4rig"t si*e for n = /,Mx/, u([/ My/],n) = [by#(x(n))0 byf(x(n))]0 en* %botto.4top %initiali8e as t"e average of boun*ary values su. of bv = su.(su.([u(1,My,[/ Mx/]) u([/ My/],1,Mx)6]))0 u(1,My,1,Mx) = su. of bv4(15(Mx ! My for i = /,My for 9 = /,Mx :(i,9) = f(x(]),y(i))0 ;(i,9) = en* en* *x1 = *x5*x0 *y1 = *y5*y0 *xy1 = 15(*x1 ! *y1)0 rx = *x14*xy10 ry = *y14*xy10 rxy = rx5*y10 for itr = /,MaxIter for 9 = 1,Mx for i = 1,My u(i,9) = ry5(u(i,9 ! l)!u(i,9 - /)) ! rx5(u(i ! l,9)!u(i - /,9))$$$ ! rxy5(;(i,])5u(i,])- :(i,9))0 %<=$(>$/$?a) en* en* if itr @ / A .ax(.ax(abs(u u# = u0 en* 1))0 >(x(]),y(i))0 u#))) ' tol, breaB0 en* %solve poisson in <xa.ple >$/ f = inline(6#6$6x6$6y6)0 g = inline(606,6x6,6y6)0 x# = 00 xf = 30 Mx = 100 y# = 00 yf = 30 My = 100 bx# = inline(6exp(y) - cos(y)6,6y6)0 %(<>$/$1a) bxf = inline(6exp(y)5cos(3) - exp(3)5cos(y)6,6y6)0 %(<>$/$1b) by# = inline(6cos(x) - exp(x)6,6x6)0 %(<>$/$2a) byf = inline(6exp(3)5cos(x) - exp(x)5cos(3)6,6x6)0 %(<>$/$2b) D = [x# xf y# yf]0 Maxlter = ?000 tol = /e-30 [C,x,y] = poisson(f,g,bx#,bxf,by#,byf,D,Mx,My,tol,Maxlter)0 elf, .es"(x,y,C), axis([0 3 0 3 -/00 /00])

404
PARTIAL DIFFERENTIAL EQUATIONS

E@ample &.(. Daplace/s Equation"7tead)!7tate +emperature Distribution. 1onsider Daplace/s equation d2u(x,y) d2u(x,y) L u(x, y) * "<*<!!!!!!h ; ' for ' C @ C :, /<y <4 (E&.(.() dx2 dy2 ith the boundar) conditions u(/, y) = ey * cos y, u(4, y) = ey cos : " e4 cos y (E&.(.*) x u(x,/) = co$x * e , u(x,4) = e4co$x * ex co$4 (E&.(.>) What e ill get from solving this equation is u(x, y), hich supposedl) describes the temperature distribution over a square plate having each side : units long (Mig. &.(). We made the 2?+D?8 program HsolveFpoisson.mH in order to use the routine Hpoisson()H to solve Daplace/s equation given above and run this program to obtain the result sho n in Mig. &.*. 9o , let us consider the so!called 9eumann boundar) conditions described as du(x,y) br ()) for x = xQ (the left!side boundar)) (&.(.;)
=uy Dirichlet-type b !"#$ry c "#iti " %&!"cti " '$l!e &i(e#)

?)

A
*I Yo
!;E r7 HH;E M+H >?r\ HH;E rx2 2><r@2 >?r< H;E rL >Ar

-*~ +
**A
T~~T
!2N
J

;,y-1

i+1, j i - 1,i

EFFF0BCDFFFFEFFFFEFFFFEFFFFEFFFFEEFFFFE.

>iHHH4
5

%,)#i

fO!?@!frP

4 -*-4 !
Ne!+$""-type b !"#$ry c "#iti " %#eri'$ti'e &i(e#) "i#$%& 9.1 type b !"#$ry c "#iti "1
?$?f)

The ,ri# & r elliptic e-!$ti ". /ith Dirichlet0Ne!+$""-

ELLIPTIC PDE

40'

u(x, y) 200 30 -30 !(''

0 "i#$%& 9.2 Te+per$t!re #i.trib!ti " 'er $ pl$te-E($+ple 4121

Qeplacing the first derivative on the left!side boundar) (x = x/) b) its three!point central difference appro@imation (4.(.=) *?@ bCx ,y"), Ui,-i B %,( " 2bCx (yi)Ax for i = (, *,..., !y
(

(&.(.=)

and then substituting this constraint into Eq. (&.(.4a) at the boundar) points, e have Uifi = r>(uiA # , ) # rx(ui1UQ # ,!Fi,o) # rxy,&ifiuifi - fifi)
= ry(Ui,l # 2%,l " *E (yi)Ax) # E( E # Eo # W%!l,o) # rxy(&i,Qui,Q * fifi)

= 2ryuiA # rx(ui1,fi # ,Fi,o) # rxy(&ifiuifi - fifi - 2bCX (yi) . Ax) foii = l,2,888,!y-l (&.(.&) If the boundar) condition on the lo er side boundar) (y = y/) is also of 9eumann t)pe, then e need to rite similar equations for 0 = (, *,..., !x - ( UQ6 = r=(uQ61i # '5!i) # *r@ u # rxy(&/6u/0 - f/6 - 2b.yo(x0).Ay) (&.(.(') and additionall) for the left!lo er corner point (xQ, y/), uQQ = *(r) ',i # r@2i,o) # r@)feo,o2o,o " %o,o " *(E'()/o)%?@ # *EE,o(@')%?))) (&.(.(() )
3 4 3 2 2
405 PARTIAL DIFFERENTIAL EQUATIONS

9.2 P*+*,-LIC PDE ?n e@ample of a parabolic PDE is a one!dimensional heat equation describing the temperature distribution u(x,") (x is position, f is time) as d2u(x,") du(x,") A!!!!!!!!" $!!!!!!!!!! for ' C x < Xf, ' C " < ' (&.*.() In order for this equation to be solvable, the boundar) conditions (', f) $ bo(") 6 u(xf, ") = bxf(") as ell as the initial condition u(x, ') $ io(x) should be providedE 9.2.1 T.& Ex/0i1i2 ")%w3%4 E$0&% 5&2.)4 +o appl) the finite difference method, e divide the spatial domain R', xf- into ! sections, each of length ?@ $ xf.!, and divide the time domain R', +S into N segments, each of duration A" = '.N, and then replace the second partial
6&

! sections, each of length ?@ $ xf.!, and divide the time domain R', '- into A" derivative on the left!hand side and the first partial derivative on the right!hand side of the above equation (&.*.() b) the central difference appro@imation (4.>.() and the for ard difference appro@imation (4.(.:), respectivel), so that e have uE,, - 2uE # uE , uE1l - uE A_Li---------,------i-i = _,----------,_ (9 2 2) 2 Ax A" +his can be cast into the follo ing algorithm, called the e@plicit for ard Euler method, hich is to be solved iterativel), uE1l = r(uE1l # f!i) # (( ! *r) f ith r $ A!!!!!! (&.*.>) for i = (, *,..., ! * ( +o find the stabilit) condition of this algorithm, e substitute a trial solution uE = XEe6ll'< (F is an) nonAero integer) (&.*.:) into Eq. (&.*.>) to get E = r(e0,r.p 1 e-6?.p) 1 (( ! *r) $ ( ! *r(l ! 1T7(++%P)) (&.*.4) 7ince e must have P?.P C ( for nondivergence, the stabilit) condition turns out to be A" ( r $ A"! C ! (&.*.<) ?@* ! *
DEFE7#GI+ DD< 30H "eat exp(a,xf,I,it#,bx#,bxf,M,J)
0 78 t 78 T &!"cti " 9!:(:t; <. l'e $ !=(( 8 !=t & r 0 78 ( 78 (&: < I"iti$l C "#iti "> !%(:0) 8 itO%() < ? !"#$ry C "#iti "> !%0:t) 8 b(O%t): !%(&:t) .!bi"ter'$l. $l ", ( $(i. .!bi"ter'$l. $l ", t $(i. ( 8 90>@;AB#(C t 8 90>N;B#tC !%i:2) !%92 @ D 2;:") r2 8 2 - 2BrC b(&%t) < @ 8 E & < N 8 E & #( 8 (&0@C #t 8 T0NC & r i 8 2>@ D 2:

& r " 8 2>N D 2: r 8 $B#t0#(0#(: & r F 8 2>N & r i 8 2>@ !%i:FD2) 8 e"# e"# itO%(%i))C e"# 9b(O%t%"))C b(&%t%"));C e"# rB%!%i D 2:F) D !%i-2:F)) D r2B!%i:F)C <E-1%41213)

+his implies that as e decrease the spatial interval ?@ for better accurac), e must also decrease the time step A" at the cost of more computations in order not to lose the stabilit). +he 2?+D?8 routine HheatFe@p()H has been composed to implement this algorithm. 41212 The I+plicit ?$cF/$r# E!ler @eth # In this section, e consider another algorithm called the implicit bacI ard Euler method, hich comes out from substituting the bacI ard difference appro@imation (4.(.<) for the first partial derivative on the right! hand side of Eq. (&.*.() as ?! uE ! 2uE # uE
B:G D H
-1

Ax2
U- U

k-l

A" ru"G, # (( # 2r)u, * rui1l = u" ith r AA" ACx4 (&.*.;) (&.*.=) for i * (, *,..., ! * ( If the values of uEQ and uE! at both end points are given from the Dirichlet t)pe of boundar) condition, then the above equation ill be cast into a s)stem of simultaneous equations, ( # *r !r ' "r ( # *r "r ' !r ( # *r
00 0 0 0 0 0 0

( # *r !r !r ( # *r . u\ u\ u\ E
U

M2

- M-\ k-l

uH fc!(
l

M-\
FFry

# ru
M.

(&.*.&)
40I PARTIAL DIFFERENTIAL EQUATIONS

-o about the case here the values of du.dx\x=Q = bCQ(") at one end are given? In that case, e appro@imate this 9eumann t)pe of boundar) condition b)

*?@ bUE) (&.*.(') and mi@ it up ith one more equation associated ith the unIno n variable uEQ to get *ru # (( # 2r)iC * ru = n (( # *r) ' " *r G $ ' * 2rbCQ(E)Ax We augment Eq. (&.*.&) ith this to rite
l# *r "r ' ' ' '
*r

!*r l # *r "r ' ' '

' "r ( #*r "r ' '!

' ' "r ( #*r

' ' ' ' l # *r "r

' ' ' ' " r ( #

(&.*.(() (&.*.(*)
2rbC(E)Ax
U

!-\ # r22

(&.*.(>) Equations such as Eq. (&.*.&) or (&.*.(>) are reall) nice in the sense that the) can be solved ver) efficientl) b) e@ploiting their tridiagonal structures and are guaranteed to be stable o ing to their diagonal dominanc). +he unconditional stabilit) of Eq. (&.*.&) can be sho n b) substituting Eq. (&.*.:) into Eq. (&.*.=), -re-!F # (( # *r) ! re0>r.p = l.E, E = ( \! < ( l#*r(l !1T7(++%P)) (&.*.(:) +he follo ing routine HheatFimp()H implements this algorithm to solve the PDE (&.*.() ith the ordinar) (Dirichlet t)pe of) boundar) condition via Eq. (&.*.&).
function [u,x,t] = "eat i.p(a,xf,I,it#,bx#,bxf,M,J) %solve a u xx = u t for 0 '= x '= xf, 0 '= t '= I % Initial +on*ition, u(x,0) = it0(x)
< ? !"#$ry C "#iti "> !%0:t) 8 b(0%t): !%(&:t) 8 b(&%t)

% M = - of subintervals along x axis % J = - of subintervals along t axis *x = xf4M0 x = [0,M]65*x0 *t = I4J0 t = [0,J]5*t0 for i = /,M ! /, u(i,/) = it0(x(i))0 en* for n = /,J ! /, u([/ M ! /],n) = [bx0(t(n))0 bxf(t(n))]0 en* r = a5*t4*x4*x0 r1 = / ! 2*r; & r i 8 2>@ - 2
?(i,i) $ I2\ UEq.(&.*.&) i& i J 2: A%i - 2:i) 8 -rC A%i:i - 2) 8 -rC e"# e"# & r F 8 2>N D 2 b 8 9rB!%2:F)C Ker .%@ - 3:2)C rB!%@ D 2:F); D !%2>@:F - 2)C <E-1%41214) !%2>@:F) 8 tri#%A:b)C e"# u u u u PARA?OLIC PDE

404

41213 The Cr$"F-Nich l. " @eth # -ere, let us go bacI to see Eq. (&.*.;) and tr) to improve the implicit bacI ard Euler method. +he difference appro@imation on the left!hand side is taIen at time point E, hile the difference appro@imation on the right!hand side is taIen at the midpoint bet een time E and E - (, if e regard it as the central

difference appro@imation ith time step A".28 Doesn/t this seem to be inconsistent? -o about taIing the difference appro@imation of both sides at the same time point"sa), the midpoint bet een E # ( and E* for balance? In order to do so, e taIe the average of the central difference appro@imations of the left!hand side at the t o points E # ( and E, )ielding A
*B
..fc#i l i1l

2uE1l # uE1\ Ax2

+
J%#i

! 2uE 1 u
!l fc#i

Ax2 A" (&.*.(4) hich leads to the so!called 1ranI!9icholson method, "ruE1\ # *(( # r)uE1l * ruE1, * ruE1l # *(( " r)uE # ruEGl (&.*.(<) ith r * AA" Ale2 With the Dirichlet%9eumann t)pe of boundar) condition on x/.x!, respectivel), this can be cast into the follo ing tridiagonal s)stem of equations.
/*(( #(V)!(V -r *(( 1r) ' -r 00 /*(( -r) 00 r *(( -r) ' ' ( ' -r *(( 1r)

r <+ 'i
WJ#/ WJ#/
U

' '

' ' "r

(#c )
!*r 00

!-\
!

*(l#c) 5

)
' '

) 7i % 86
' ' O/

r 7 *(( ! r) 7

*(( -r) r *r *(( -r) E 1 E r(u / C 1u /) ' ' 2r(bC!(E # () # bC!(E))

(&.*.(;) +his s)stem of equations can also be solved ver) efficientl), and its unconditional stabilit) can be sho n b) substituting Eq. (&.*.:) into Eq. (&.*.(<), *?.(( # r(l ! 1T7(++%P))) $ *(( ! r(l ! 1T7(++%P))), ( r(l ! cos

(%.F))
l#r(l !1T7(++%P)) WC( (&.*.(=)

+his algorithm is cast into the follo ing 2?+D?8 routine HheatF19()H.
420 PARTIAL DIFFERENTIAL EQUATIONS &!"cti " 9!:(:t; 8 he$t=CN%$:(&:T:itO:b(O:b(&:@:N) <. l'e $ !=(( 8 !=t & r 0 78 ( 78 (&: 0 78 t 78 T < I"iti$l C "#iti "> !%(:0) 8 itO%() < ? !"#$ry C "#iti "> !%0:t) 8 b(O%t): !%(&:t) 8 b(&%t) < @ 8 E & .!bi"ter'$l. $l ", ( $(i. < N 8 E & .!bi"ter'$l. $l ", t $(i. #( 8 (&0@C ( 8 90>@;AB#(C #t 8 T0NC t 8 90>N;B#tC & r i 8 2>@ D 2: !%i:2) 8 itO%(%i))C e"# & r " 8 2>N D 2: !%92 @ D 2;:") 8 9b(O%t%"))C b(&%t%"));C e"# r 8 $B#t0#(0#(C r2 8 2B%2 - r)C r2 8 2B%2 D r)C & r i 8 2>22 L 2 A%i:i) 8 r2C <E-1%41212M) i& i J 2: A%i - 2:i) 8 -rC A%i:i - 2) 8 -rC e"# e"# & r F 8 2>N D 2 b 8 9rB!%2:F)C Ker .%@ - 3:2)C rB!%@ D 2:F); 111 D rB%!%2>@ - 2:F - 2) D !%3>@ D 2:F - 2)) D r2B!%2>@:F - 2)C !%2>@:F) 8tri#%A:b)C <E-1%41212M) e"#

Example 9.2. Tne!Dimensional Parabolic PDE, -eat Mlo Equation. 1onsider the parabolic PDE
d2u(x,") du(x,")

forTC@ C (,' <" C'.( (E&.*.() dx2 d" ith the initial condition and the boundar) conditions u(x,/) = $i%i"x, u(/, ") = ', u(l,")= ' (E&.*.*) We made the 2?+D?8 program HsolveFheat. mH in order to use the routines HheatFe@p()H, HheatFimp()H, and HheatF19()H in solving this equation and ran this program to obtain the results sho n in Mig. &.>. 9ote that ith the spatial interval ?@ $ xf.! = (%*' and the time step A" = '.N = '.(%('' $ '.''(, e have A" '.''( r = A!!!!- = \!!!!!!!!G$'.: (E&.*.>) hich satisfies the stabilit) condition (r C (%*) (&.*.<) and all of the three methods lead to reasonabl) fair results ith a relative error of about '.'(>. 8ut, if e decrease the spatial interval to ?@ $ (%*4 for better resolution, e have r $ '.<*4, violating the stabilit) condition and the e@plicit for ard Euler method (HheatFe@p()H) blo s up because of instabilit) as sho n in Mig. &.>a, hile the implicit bacI ard Euler method (HheatFimp()H) and the 1ranI!9icholson method (HheatF19()H) orI quite ell as sho n in Migs. &.>b,c. 9o , ith the spatial interval ?@ $ (%*4 and the time step A" $ '.(%(*', the e@plicit method as ell as the other ones orIs ell ith a relative error less than '.''( in return
PARA?OLIC PDE
5 -,-""""

422
""-... 1 -r-""""

%$) The e(plicit +eth # 2 NOOA

%b) The i+plicit +eth #

0 0 %c) The Cr$"F-Nich l. " +eth # "i#$%& 9.3

Re.!lt. & '$ri !. $l, rith+. & r $ "e-#i+e".i "$l p$r$b lic PDE> he$t e-!$ti "1

for some hat (>'U) more computations, despite that r $ '.4*'= doesn/t strictl) satisf) the stabilit)

condition. +his implies that the condition (r C (%*) for stabilit) of the e@plicit for ard Euler method is not a necessar) one, but onl) a sufficient one. 8esides, if it converges, its accurac) ma) be better than that of the implicit bacI ard Euler method, but generall) no better than that of the 1ranI!9icholson method.
<. l'e=he$t

a = /0 %t"e para.eter of (<>$1$/) itO 8 i"li"e%A.i"%piB()A:A(A)C <i"iti$l c "#iti " bx# = inline(6#6)0 bxf = inline(6#6)0 %boun*ary con*ition xf = /0 M = 1?0 I = 0$/0 J = /000 %r = 0$K1? %analytical solution uo = inline(6sin(pi5x)5exp(-pi5pi5t)6,6x6,6t6)0 [u/,x,t] = "eat exp(a,xf,I,it#,bx#,bxf,M,J)0 figure(l), elf, .es"(t,x,u/) [u1,x,t] = "eat i.p(a,xf,I,it#,bx#,bxf,M,J)0 %converge uncon*itionally figure(1), elf, .es"(t,x,u1) [u2,x,t] = "eat +J(a,xf,I,it0,bx0,bxf,M,J)0 %converge uncon*itionally figure(2), elf, .es"(t,x,u2) MJ = M5J0 Co = uo(x,t)0 aCo = abs(Co)!eps0 %values of true analytical solution %Lo) far fro. t"e analytical solutionM errl = nor.((u/-uo) $4aCo)4MJ err2 = nor.((u1-Co)$4aCo)4MJ err2 = nor.((u2-uo)$4aCo)4MJ