Q.1.

Using Bender- Schmidt method solve 𝑢𝑥𝑥 − 2𝑢𝑡 = 0 , subject to the conditions

𝑢(𝑥, 0) = 𝑥(4 − 𝑥), 𝑢(0, 𝑡) = 𝑢(4, 𝑡) = 0 , taking ℎ = 𝑘 = 1 up to t=5.

1
Answer: Here the given one dimensional heat equation is 𝑢𝑥𝑥 − 2𝑢𝑡 = 0 or 𝑢𝑡 = 2 𝑢𝑥𝑥 and
length of rod is 0 ≤ 𝑥 ≤ 4 . Comparing with standard one dimensional heat equation is 𝑢𝑡 =
1
𝑐2𝑘 ( )1 1
2 2 2 2
𝑐 𝑢𝑥𝑥 , we get 𝑐 = 1/2. Thus we have given that 𝑐 = 1/2, ℎ = 𝑘 = 1 & 𝑟 = = = 2.
ℎ2 12

The two boundary conditions implies that,

(i) u(0,t)=0, All the entries of Ist column(x=0) in table given below are zeroes.
(ii) u(4,t)=0, All the entries of last column(x=4) in table given below are zeroes.
From initial condition 𝑢(𝑥, 0) = 𝑥(4 − 𝑥), Ist row values(t=0) in table given below are given by,
taking h=1:
𝑢(1,0) = 1(4 − 1) = 3, 𝑢(2,0) = 2(4 − 2) = 4, 𝑢(3,0) = 3(4 − 3) = 3
All the other entries of mesh points, up to t=5 are given by recurrence relation by Bender-
1
Schmidt method for 𝑟 = 2 , that is
1
𝑢𝑖,𝑗+1 = [𝑢𝑖−1,𝑗 + 𝑢𝑖+1,𝑗 ]
2

The table for different mesh point values up to t=5 are as follows:
↓ 𝑡𝑗 → 𝑥𝑖 x = 0, i=0 x = 1, i=1 x = 2, i=2 x = 3, i=3 x = 4, i=4

t=0, j=0 0 3 4 3 0
t=1, j=1 0 0+4 3+3 4+0 0
=2 =3 =2
2 2 2
t=2, j=1 0 0+3 2+2 3+0 0
= 1.5 =2 = 1.5
2 2 2
t=3, j=3 0 0+2 1.5 + 1.5 2+0 0
=1 = 1.5 =1
2 2 2

t=4, j=4 0 0 + 1.5 1+1 1.5 + 0 0

= 0.75 =1 = 0.75
2 2 2
t=5, j=5 0 0+1 0.75 + 0.75 1+0 0
= 0.5 = 0.75 = 0.5
2 2 2
Q.2. Solve the equation 𝑢𝑡 = 𝑢𝑥𝑥 subject to the conditions 𝑢(𝑥, 0) = 𝑠𝑖𝑛𝜋𝑥, 0 ≤ 𝑥 ≤ 1,

𝑢(0, 𝑡) = 𝑢(1, 𝑡) = 0, 𝑡 ≥ 0 using Bender-Schmidt’s Method. Carry out computations for four
1 1
levels, taking ℎ = 3 , 𝑘 = 18.

Answer: Here the given one dimensional heat equation is 𝑢𝑡 = 𝑢𝑥𝑥 and length of rod is
0 ≤ 𝑥 ≤ 1 . Comparing with standard one dimensional heat equation is 𝑢𝑡 = 𝑐 2 𝑢𝑥𝑥 , we get
1
1 1 𝑐2𝑘 ( )1 1
𝑐 2 = 1. Thus we have given that 𝑐 2 = 1, ℎ = 3 , 𝑘 = 18 & 𝑟 = = 18
1 = 2.
ℎ2 ( )2
3

The two boundary conditions implies that,

(i) u(0,t)=0, All the entries of Ist column(x=0) in table given below are zeroes.
(ii) u(4,t)=0, All the entries of last column(x=1) in table given below are zeroes.
From initial condition 𝑢(𝑥, 0) = sin(𝜋𝑥), Ist row values(t=0) in table given below are given by,
taking h=1/3:
1 𝜋 √3 2 2𝜋 𝜋 𝜋 √3
𝑢 (3 , 0) = sin (3 ) = , 𝑢 ( , 0) = sin ( 3 ) = sin (𝜋 − 3 ) = sin ( 3 ) = .
2 3 2

All the other entries of mesh points, up to four levels are given by recurrence relation by
1
Bender- Schmidt method for 𝑟 = 2 , that is
1
𝑢𝑖,𝑗+1 = [𝑢𝑖−1,𝑗 + 𝑢𝑖+1,𝑗 ]
2

The table for different mesh point values up to four levels are as follows:
↓ 𝑡𝑗 → 𝑥𝑖 x = 0, i=0 x = 1/3, i=1 x = 2/3, i=2 x = 1, i=3

t=0, j=0 0 √3 √3 0
2 2
t=1/18, j=1 0 √3 √3 0
0+ +0
2 = √3 2 =
√3
2 4 2 4
t=2/18, j=1 0 √3 √3 0
0+ +0
4 = √3 4 =
√3
2 8 2 8
t=3/18, j=3 0 √3 √3 0
0+ +0
8 = √3 8 =
√3
2 16 2 16
t=4/18, j=4 0 √3 √3 0
0+ +0
16 = √3 16 =
√3
2 32 2 32
 1
𝜕𝑢 𝜕2 𝑢
2𝑥 , 0 ≤𝑥≤2
Q.3. Solve the equation = 𝜕𝑥 2 , subject to the conditions 𝑢(𝑥, 0) = { 1 &
𝜕𝑡
2(1 − 𝑥), ≤𝑥≤1
2
1 1
𝑢(0, 𝑡) = 0 = 𝑢(1, 𝑡) .Taking ℎ = 4 & 𝑘 = 32 up to t = 0.125 using Bender- Schmidt equation.

Answer: Here the given one dimensional heat equation is 𝑢𝑡 = 𝑢𝑥𝑥 and length of rod is
0 ≤ 𝑥 ≤ 1 . Comparing with standard one dimensional heat equation is 𝑢𝑡 = 𝑐 2 𝑢𝑥𝑥 , we get
1
1 1 𝑐2𝑘 ( )1 1
𝑐 2 = 1. Thus we have given that 𝑐 2 = 1, ℎ = 4 , 𝑘 = 32 & 𝑟 = = 32
1 = 2.
ℎ2 ( )2
4

The two boundary conditions implies that,

(i) u(0,t)=0, All the entries of Ist column(x=0) in table given below are zeroes.
(ii) u(4,t)=0, All the entries of last column(x=1) in table given below are zeroes.
1
2𝑥 , 0 ≤𝑥≤2
From initial condition 𝑢(𝑥, 0) = { 1 , Ist row values(t=0) in table given
2(1 − 𝑥), ≤ 𝑥 ≤ 1
2
below are given by, taking h=1/4:
1 1 1 1 3 3 1
𝑢 ( , 0) = 2 ( ) = , 𝑢(1/2,0) = 2 ( ) = 1, 𝑢 ( , 0) = 2 (1 − ) =
4 4 2 2 4 4 2
All the other entries of mesh points, up to four levels are given by recurrence relation by
1 1
Bender- Schmidt method for 𝑟 = 2 , that is 𝑢𝑖,𝑗+1 = [𝑢𝑖−1,𝑗 + 𝑢𝑖+1,𝑗 ]
2

The table for different mesh point values up to four levels are as follows:
↓ 𝑡𝑗 → 𝑥𝑖 x = 0, i=0 x = 1/4, i=1 x = 1/2, i=2 x = 3/4, i=3 x = 1, i=4

t=0, j=0 0 1 1 1 0
2 2
t=1/32, j=1 0 0+1 1 1 1 1+0 1 0
2
=
2 2+2=1 2
=
2
2 2
t=2/32, j=1 0 1 1 1 1 0
0+ + +0 1
2=1 2 2=1 2 =
2 4 2 2 2 4
t=3/32, j=3 0 1 1 1 1 0
0+2 1 4+4=1 2+0=1
=
2 4 2 4 2 4
t=4/32, j=4 0 1 1 1 1 0
0+4 1 4+4=1 4+0=1
=
2 8 2 4 2 8
Q.4. Solve 𝑢𝑥𝑥 = 32𝑢𝑡 subject to the conditions 𝑢(0, 𝑡) = 0, 𝑢(1, 𝑡) = 𝑡 and 𝑢(𝑥, 0) = 0. Find
the values of u up to 𝑡 = 5 by Bender-Schmidt’s process taking h=1/4. Also find the following
values, (𝑖) 𝑢(0.75,4) (ii) (0.5,5) (𝑖𝑖𝑖)𝑢(0.25,4).
1
Answer: Here the given one dimensional heat equation is 𝑢𝑡 = 32 𝑢𝑥𝑥 and length of rod is
0 ≤ 𝑥 ≤ 1 . Comparing with standard one dimensional heat equation is 𝑢𝑡 = 𝑐 2 𝑢𝑥𝑥 , we get
1
1 𝑐2𝑘 ( )𝑘 𝑘
2 2 32
𝑐 = 1/32. Thus we have given that 𝑐 = 1/32, ℎ = 4 , & 𝑟 = = 1 = 2. For Bender-
ℎ2 ( )2
4
1 𝑘
Schmidt method 𝑟 = 1/2. Thus, = 𝑜𝑟 𝑘 = 1.
2 2

The two boundary conditions implies that,

(i) u(0,t)=0, All the entries of Ist column(x=0) in table given below are zeroes.
(ii) u(1,t)=t, All the entries of last column(x=1) in table given below are depend upon the value
of t.
From initial condition 𝑢(𝑥, 0) = 0, Ist row values(t=0) all are zeroes, taking h=1/4:
1 3
𝑢 (4 , 0) = 0, 𝑢(1/2,0) = 0, 𝑢 (4 , 0) = 0.

All the other entries of mesh points, up to four levels are given by recurrence relation by
1 1
Bender- Schmidt method for 𝑟 = 2 , that is 𝑢𝑖,𝑗+1 = [𝑢𝑖−1,𝑗 + 𝑢𝑖+1,𝑗 ]
2

The table for different mesh point values up to four levels are as follows:
↓ 𝑡𝑗 → 𝑥𝑖 x = 0, i=0 x = 1/4, i=1 x = 1/2, i=2 x = 3/4, i=3 x = 1, i=4

t=0, j=0 0 0 0 0 0
t=1, j=1 0 0+0 0+0 0+0 1
=0 =0 =0
2 2 2
t=2, j=1 0 0+0 0+0 1+0 1 2
=0 =0 =
2 2 2 2
t=3, j=3 0 0+0 1 0+2 3
=0 0+2 1 =1
2 = 2
2 4
t=4, j=4 0 1 0+1 1 1 4
0+4 1 = 4 + 3 = 13
= 2 2
2 8 2 8
t=5, j=5 0 1 1 13 1 5
0+2
=
1 8+ 8 =7 2+4=9
2 4 2 8 2 4
The values, (𝑖)𝑢(0.75,4) = 13/8 (ii) (0.5,5) = 7/8 (𝑖𝑖𝑖)𝑢(0.25,4) = 1/8.
 Q.5. Solve 𝑢𝑥𝑥 = 𝑢𝑡 subject to the 𝑢(0, 𝑡) = 0 = 𝑢(5, 𝑡 ) 𝑎𝑛𝑑 𝑢(𝑥, 0) = 𝑥 2 (25 − 𝑥 2 )

By taking h=1 carry out 5 steps using Bender-Schmidts method.

Answer: Here the given one dimensional heat equation is 𝑢𝑡 = 𝑢𝑥𝑥 and length of rod is
0 ≤ 𝑥 ≤ 5 . Comparing with standard one dimensional heat equation is 𝑢𝑡 = 𝑐 2 𝑢𝑥𝑥 , we get
𝑐2𝑘 1𝑘
𝑐 2 = 1. Thus we have given that 𝑐 2 = 1, ℎ = 1, & 𝑟 = = (1)2 = 𝑘. For Bender-Schmidt
ℎ2
1
method 𝑟 = 1/2. Thus, = 𝑘 𝑜𝑟 𝑘 = 0.5.
2

The two boundary conditions implies that,

(i) u(0,t)=0, All the entries of Ist column(x=0) in table given below are zeroes.
(ii) u(5,t)=0, All the entries of last column(x=5) in table given below are zeroes.
From initial condition 𝑢(𝑥, 0) = 𝑥 2 (25 − 𝑥 2 ), Ist row values(t=0) are given by, taking h=1:
𝑢(1,0) = 12 (25 − 12 ) = 24, 𝑢(2,0) = 22 (25 − 22 ) = 84, 𝑢(3,0) = 32 (25 − 32 ) = 144,
𝑢(4,0) = 42 (25 − 42 ) = 144.
All the other entries of mesh points, up to four levels are given by recurrence relation by
1 1
Bender- Schmidt method for 𝑟 = 2 , that is 𝑢𝑖,𝑗+1 = [𝑢𝑖−1,𝑗 + 𝑢𝑖+1,𝑗 ]
2

The table for different mesh point values up to four levels are as follows:
↓ 𝑡𝑗 → 𝑥𝑖 x = 0, x = 1, i=1 x = 2, i=2 x = 3, i=3 x = 4, i=4 X=5,i=
i=0 5
t=0, j=0 0 24 84 144 144 0
t=0.5, j=1 0 0 + 84 24 + 144 84 + 144 144 + 0 0
= 42 = 84 = 114 = 72
2 2 2 2
t=1, j=2 0 0 + 84 42 + 114 84 + 72 144 + 0 0
= 42 = 78 = 78 = 72
2 2 2 2
t=1.5, j=3 0 0 + 78 42 + 78 78 + 72 78 + 0 0
= 39 = 60 = 75 = 39
2 2 2 2
t=2, j=4 0 0 + 60 39 + 75 60 + 39 75 + 0 0
= 30 = 57 = 49.5 = 37.5
2 2 2 2
t=2.5, j=5 0 0 + 57 30 + 49.5 57 + 37.5 49.5 + 0 0
= 28.5
2 2 2 2
= 39.75 = 47.25 = 24.75
Q.6. Solve 𝑢𝑥𝑥 = 2𝑢𝑡 with 𝑢(0, 𝑡) = 0 , 𝑢(12, 𝑡) = 9 , 𝑓𝑜𝑟 0 ≤ 𝑡 ≤ 27 𝑎𝑛𝑑 𝑢(𝑥, 0) =
𝑥
(15 − 𝑥) 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ 12 by taking h=3 by Bender-Schmidt method.
4

1
Answer: Here the given one dimensional heat equation is 𝑢𝑡 = 2 𝑢𝑥𝑥 and length of rod is
0 ≤ 𝑥 ≤ 12 . Comparing with standard one dimensional heat equation is 𝑢𝑡 = 𝑐 2 𝑢𝑥𝑥 , we get
1
𝑐2𝑘 ( )𝑘 9𝑘
𝑐 2 = 1/2. Thus we have given that 𝑐 2 = 1/2, ℎ = 3, & 𝑟 = = 2
= . For Bender-Schmidt
ℎ2 (3)2 2
1 9𝑘
method 𝑟 = 1/2. Thus, = 𝑜𝑟 𝑘 = 9.
2 2

The two boundary conditions implies that,

(i) u(0,t)=0, All the entries of Ist column(x=0) in table given below are zeroes.
(ii) u(12,t)=9, All the entries of last column(x=12) in table given below are 9.
𝑥
From initial condition 𝑢(𝑥, 0) = 4 (15 − 𝑥), Ist row values(t=0) all are zeroes, taking h=3:
3 6 9
𝑢(3,0) = 4 (15 − 3) = 9, 𝑢(6,0) = 4 (15 − 6) = 13.5, 𝑢(9,0) = 4 (15 − 9) = 13.5.

All the other entries of mesh points, up to four levels are given by recurrence relation by
1 1
Bender- Schmidt method for r = 2 , that is 𝑢𝑖,𝑗+1 = [𝑢𝑖−1,𝑗 + 𝑢𝑖+1,𝑗 ]
2
The table for different mesh point values up to four levels are as follows:
↓ 𝑡𝑗 → 𝑥𝑖 x = 0, i=0 x = 3, i=1 x = 6, i=2 x = 9, i=3 x = 12, i=4

t=0, j=0 0 9 13.5 13.5 9

t=9, j=1 0 0 + 13.5 9 + 13.5 13.5 + 9 9
= 6.75 = 11.25
2 2 2
= 11.25
t=18, j=1 0 0 + 11.25 6.75 + 11.25 11.25 + 9 9
= 5.625 =9
2 2 2
= 10.125
t=27, j=3 0 0+9 5.625 + 10.125 9+9 9
= 4.5 =9
2 2 2
= 7.875
Q.7. Find the values of 𝑢(𝑥, 𝑡) satisfying the parabolic equation 𝑢𝑡 = 0.5 𝑢𝑥𝑥 subject to the
𝑥
conditions 𝑢(0, 𝑡) = 0 = 𝑢(8, 𝑡) and 𝑢(𝑥, 0) = 2 (8 − 𝑥) at the points 𝑥 = 𝑖, 𝑖 =0,1,2,3,…….,8,
𝑡 = 𝑗, 𝑗 = 0,1,2, … 5 by Bender-Schmidth method.

Answer: Here the given one dimensional heat equation is 𝑢𝑡 = 0.5𝑢𝑥𝑥 and length of rod is
0 ≤ 𝑥 ≤ 8 . Comparing with standard one dimensional heat equation is 𝑢𝑡 = 𝑐 2 𝑢𝑥𝑥 , we get
𝑐2𝑘 0.5(1)
𝑐 2 = 0.5. Thus we have given that 𝑐 2 = 1, ℎ = 1, 𝑘 = 1 & 𝑟 = = = 0.5.
ℎ2 (1)2

The two boundary conditions implies that,

(i) u(0,t)=0, All the entries of Ist column(x=0) in table given below are zeroes.
(ii) u(8,t)=0, All the entries of last column(x=8) in table given below are zeroes.
𝑥
From initial condition 𝑢(𝑥, 0) = 2 (8 − 𝑥), Ist row values(t=0) all are zeroes, taking h=1:
1 2 3
𝑢(1,0) = 2 (8 − 1) = 3.5, 𝑢(2,0) = 2 (8 − 2) = 6, 𝑢(3,0) = 2 (8 − 3) = 7.5,.
4 5 6 7
𝑢(4,0) = 2 (8 − 4) = 8, 𝑢(5,0) = 2 (8 − 5) = 7.5, 𝑢(6,0) = 2 (8 − 6) = 6, 𝑢(7,0) = 2 (8 − 7) = 3.5.

All the other entries of mesh points, up to four levels are given by recurrence relation by
1 1
Bender- Schmidt method for 𝑟 = 2 , that is 𝑢𝑖,𝑗+1 = [𝑢𝑖−1,𝑗 + 𝑢𝑖+1,𝑗 ]
2

The table for different mesh point values up to four levels are as follows:
↓ 𝑡𝑗 → 𝑥𝑖 x = 0, x = 1, x = 2, x = 3, i=3 x = 4, x=5,i=5 x=6,i=6 x=7,i=7 x=8,i=8
i=0 i=1 i=2 i=4
t=0, j=0 0 3.5 6 7.5 8 7.5 6 3.5 0
t=1, j=1 0 3 5.5 7 7.5 7 5.5 3 0
t=2, j=2 0 2.75 5 6.5 7 6.5 5 2.75 0
t=3, j=3 0 2.5 4.625 6 6.5 6 4.625 2.5 0
t=4, j=4 0 2.3125 4.25 5.5625 6 5.5625 4.25 2.3125 0
t=5,j=5 0 2.125 3.9375 5.125 5.5625 5.125 3.9375 2.125 0