Dept.

of Mathematics and Statistics, Wright State University

Numerical Analysis II, Homework Set # 1
Spring 2017
Due Monday 1/23/2017 at 6:10PM

1. Show that the one-sided difference approximation formula

D2 upxq

3up
xq ` 4up
x ` hq up
x ` 2hq
2h

is a second-order accurate approximation to u1 p

xq as h 0.
2. Drive a fourth-order accurate finite difference approximation formula to u1 p
xq based only on the values of u at
the points x h, x, x ` h, x ` 2h and x ` 3h. Test your formula on the function upxq cospxq for x 1{2 to
verify that it gives the expected accuracy.
3. Consider the boundary value problem (BVP)
au2 u1 pxq f pxq
up0q 1,

up1q 3

where a 105 , f pxq 1, 0 x 1.

(a) Use a finite difference method to find a numerical solution for the BVP.
(b) Find the exact solution for the BVP, and determine numerically the accuracy of the finite difference
approximation.