a5 (a) Consider the following partial differential equations (PDEs): i (P+ Duy += 0, for w= u(x,y): ii, uy (uy), + uy =0, for u = u(t,x,y); lil, uteyy + (uy)? = 0, for u = u(x,y). What is the order of each PDE? Classity each of the above PDEs into linear, semilin- €ar, quasilinear or fully non-linear PDEs. (If a PDE belongs to more than one class, then your answer should be the smallest class it belongs to.) [6 marks] (©) Consider the following 2nd order partial ditferential equations (PDEs) in R?: i. ty Wa + uy = 3, for u = u(t,x); ii, Wer — 2uyy = 1, for u = u(x,y); fil, tee — Qitey +y*ttyy PP. for u = u(x,y); Classify each of the above PDEs into elliptic, parabolic or hyperbolic at each point in R [6 marks] (c) Using the method of characteristics, or otherwise, find the general solution of the PDE Max + 2ityy — Bey = 0, a) for (x,y) € R?. [8 marks] (d) Consider the PDE (1) from part (c) above, together with the conditions u(0,y) =sin(y), u(0y)=0 yeR. 2) Explain if this is a Cauchy problem or not. Using your findings from part (c), or otherwise, find the solution to the PDE problem (1)-(2). [5 marks}2. Consider the initial/boundary value problem: W(X) = Qualt,x) ford0,xeR: 4 u(0,x) = w(x), forxeR, for uo a known function. On a grid defined by the points (tq,.x;), where f, = nt and x; = ih for some t > 0 and h > 0 and n =0,1,2,..., /=0,-+1,+2,..., we use the upwind method (1—3v)u? +3vuf_, form =1,2,..., f uo (xi) where v = } is the Courant number. What is the domain of dependence for the problem (5) at the point (fp..1,xi)? What is the domain of dependence of the upwind method for the approximation 1/’*! at the point (tn..1,%:)? State the CFL condition. What does the CFL condition imply for the upwind method? {7 marks] Write the above method in the form pl What does this expression highlight with regard to the stability of the upwind method from part (a)? Discuss. [6 marks} By setting ul = (are, for k,4€ R and 1:= y=T the imaginary unit, calculate the values of the Courant number V for which the upwind method from part (a) is stable. [6 marks] Construct an upwind method for the problem uy(t,x)+3uy(t,x)+u(t.x) = 0, fort >0, xe R; u(0,x) = uo(x), forxeR, for up a known function. Discuss the stability of the method you constructed. [6 marks]4. (a) Define the weak derivative of a continuous function f : (a,b) > R, fora R such that fx)= ly? oy 5) for b 0. [8 marks]Answer to question 1 Cc) iL ii, (b) i. 2nd order linear; (2) 2nd order linear; [2] 2nd Ryder quasilinear. [2] parabolic;[2) hyperbolic.[2} hyperbolic for |y| < 1, parabolic for |y| = 1 and elliptic otherwise;[2) (¢) [8] To find the general solution, we use the characteristic equation, giving the families of characteristic curves y = —2x-+C and ix-+C. We can, therefore, consider the new variables E(x, y) = y+ 2x and n(x,y) = y~ 4x. This transformation of coordinates is non- ‘singular (needs proof) and it is also smooth (why?). Performing the change of variables, we eventually arrive at vz, =0, Integrating [.. we eventually deduce v(é,n) = F(&) +G(n), or equivalently u(x,y) = F(y~2x) + G(ax+y), for all twice continuously differentiable functions F, G of one variable. (4) [5] Setting x = 0 to the general solution from part (c), we deduce F(y) + G(y) in(y) and differentiating we also have —2F'(y) + 4G'(y) = 0 or 2G(y) — F(y) = A € R for any number A. Solving this linear system, we deduce Go) = HA+sin)) FO) = H(2sing) ~). Its solution is thus given by u(xy) = 5 (singy—20) +2sin(4x-+y)). This is a Cauchy problem (why?)Answer to question 2 (a) Multiply by 7, use = 1/h? and solve with respect to u"*!. matrix form as follows: ust form =0,1,...N,— 1; [5]; the values on the right-hand side for n = 0 are given by the initial condition. Therefore, to compute the approximations u/'*1, i= 1,...,Nx, we need to solve the linear system DU"*! = EU". For i= 0, we solve DU' = EU® with U° known from the initial condition. Then, we use U' to solve DU? = EU', and so on. [3] (0) Very similar to theory [12] (6) We add the fictitious points (t,x, +2) = (Fn b-+h) for all n= 0, 1,...,.N,, and we consider the CN method multe + (1+ 2a) pet} = al. + (1 = 2a +p forn =0,...,N;—1, i= 1,...,Nx +1. To enforce the initial condition, we require u? = uo(xi) i= 1,...yNe-+2. For the boundary condition u(t,0) = 0, we set uj = 0, n= 0,...,.¥,. To enforce the Neumann boundary condition u,(t,1) = 0, we use a first cen- tral difference with spacing 2h: My which implies wf, .» = uh. = I,...,N. Setting now n= Ny + 1 into the method we get . madi + (1+ 2a — pee = p52 + (1 = 2a Heh which becomes (1+ 2e)agit) — Bucy! = (1 — 2g + 2g with the remaining system staying the same as in part (a). [5]Answer to question 3 (a) Follows from known theory. [7] (b) [6] Special case to known theory discussing the concept of numerical diffusion. () [6] We set 2"e'%"" into the method to deduce Wai 3v4 avert = (1 —3v-+3vcos(kh)) — u(3vsin(kh)) Hence lap = 6¥(1 ~ 3v)(1~cos(kh)) Clearly |A| <1 if and only if [Al? <1, which is true if and only if the second term on the right-hand side above is non-negative, which can only happen if and only if 3v < 1. (@) [6] An upwind method for this problem can read = (1—3v)ul +3 tu! form =1,2,..., uo(ai) Set 2e%", to eventually deduce 2 =2-3v+3veM = (2—3v + 3vcos(kh)) —1(3vsin(kh)). Hence we need [AP = (1-3v—t+3vcos(kh))* + (~3vsin(ka))* = (1-9)?-6v(1 —3v—1)(1—cos(kh)) <1 \ sowe need 6v(1 — 3v—t) < (1—1)?, so v < 1/3 +Tis sufficient.Answer to question 4 (@) [8] First part is definition from theory. We can derive this solution by computing ~ [sow eaca— [snag nae [ (146-122?) ¢ oa h h ie =~ [sin(nex))}p?? — [(1+ (e— 1/27) 0) > » + J xe0s(na)q¢oae + fire ~ 1 seosa ees rf =H) +000) fPxeoninn@torars J alr~1/2)neos(mta)te, as 6(0) = 4(1) (@ having compact support in (0,1)). The function Df is continuous at x = 0.5 and piecewise smooth. Therefore, f has a classical derivative everywhere in (0,1) (f = Df) and Df is also weakly differentiable. [Note that D?f is not continuous at x = 0.5 and thus not weakly differentiable] (b) [5] Multiply the PDE by a test function v € ‘V := Hj ((a,b)), and integrate over the domain (a,b), integrate by parts, use the endpoint values, ete, to finally deduce 5 6 Findwe V st. [ ul (V(x) +0 (x)v(a)de = [ S(a)v(x)dx, forall ve V. (©) (6) Consider the family of continuous piecewise linear functions over a subdivision of (a,b) which are zero at x = a and x = b, say V, C ‘V, and seek the solution to the problem in weak form from part (b) in the family V, instead, i.e, + . Find un € Th st. fuhCa)vi(a)+uhlortalae= [/e)nsaddx, foray, € 1, Introduce the basis of hat functions ;, i= 1,...,N (these should be explicitly defined). Then, following the same steps as in the notes (...), for un € ‘Vs, un = D1 Uso, for some U; € R, the problem becomes Find {Uj} 8 YY; [ aella) +/ooe(adae= fF(a)eia)ds, for ai This is a linear system of N equations with N unknowns and can be written as a linear system AU =F, for A = [aij},_,, U= (Ui,..-,Uns1)” and F = (Fi,..., Fv)", where . . ay = [9 ()¥ls) +94 a)000)ds, and A= fF(s)ou(0. (@) [6] First, we note that i a weakly differentiable function g satisties g(a) = g(b) = [ ssa=0,because , i s'gdx = (g" Using this result, we compute - i Ue 10) aan = fou) une = umn) uy + (0) (unde By Galerkin orthogonality, we can replace the term (u— u,)'(uj, + un) with (u— wp)! (v4 + Vp). where vj, can be any function in ‘V,. Therefore, we obtain . (4 14)'IP (anny = ff (ea)! Ce—v9) + (uu) (e— vp Finally, using the Cauchy-Schwarz inequality and Poincaré’s inequality, we obtain Mu saa) $Me 44) 2 (ay (Ile ¥4)'IB aay) + Cell M0) lay)» from which we conclude the quasi-optimality of uj,