problem 1:The function u satisfies the equation with its conditions:

❖
1
𝑢𝑟,0 = 𝑢𝑟,1 = 0 , 𝑢0,𝑠 = sin(𝜋𝑦)
8
𝑢𝑟+1,𝑠 − 𝑢𝑟−1,𝑠 𝑟=0
𝑢𝑥 (0, 𝑦) = 0 ⟹ =0 𝑢1,𝑠 = 𝑢−1,𝑠
2ℎ ⟹
𝑒𝑥𝑝𝑙𝑖𝑐𝑖𝑡:
𝑢𝑟+1,𝑠 = 2(1 − 𝜌̃ 2 )𝑢𝑟,𝑠 + 𝜌̃2 (𝑢𝑟,𝑠+1 + 𝑢𝑟,𝑠−1 ) − 𝑢𝑟−1,𝑠
𝑎𝑡 𝑟 = 0
𝑢𝑟,𝑠
𝑢1,𝑠 = 2(1 − 𝜌̃2 )𝑢0,𝑠 + 𝜌̃2 (𝑢0,𝑠+1 + 𝑢0,𝑠−1 ) − 𝑢−1,𝑠
∗ 𝑘 = ℎ = 0.1 , 𝑏 = 1 , ⟹ 𝜌̃ = 1
1
𝑡ℎ𝑒𝑛: 𝑢1,𝑠 = (𝑢 + 𝑢0,𝑠−1 )
2 0,𝑠+1
𝑢𝑟+1,𝑠 = (𝑢𝑟,𝑠+1 + 𝑢𝑟,𝑠−1 ) − 𝑢𝑟−1,𝑠
 1
𝑢(𝑥, 𝑦) = sin(𝜋𝑦) cos(𝜋𝑥)
8
0 < 𝑥 < 0.5 , 0<𝑦<1

1
∗ (sin(𝜋(0.1)) cos(𝜋(0.1)))
8
1
(sin(𝜋(0.2)) cos(𝜋(0.1)))
8
problem 2: Let we have the following PDE:

𝑢𝑟+1,𝑠 − 2𝑢𝑟,𝑠 + 𝑢𝑟−1,𝑠 𝑢

2 𝑟+1,𝑠+1
− 2𝑢𝑟+1,𝑠 + 𝑢𝑟+1,𝑠−1
= 𝑏
ℎ2 𝑘2
𝑏 2 ℎ2
𝑢𝑟+1,𝑠 = 2 [𝑢𝑟+1,𝑠+1 − 2𝑢𝑟+1,𝑠 + 𝑢𝑟+1,𝑠−1 ] + 2𝑢𝑟,𝑠 − 𝑢𝑟−1,𝑠
𝑘
2𝑏2 ℎ2 𝑏 2 ℎ2
(𝑢𝑟+1,𝑠 + 𝑢𝑟+1,𝑠 ) = 2 [𝑢𝑟+1,𝑠+1 + 𝑢𝑟+1,𝑠−1 ] + 2𝑢𝑟,𝑠 − 𝑢𝑟−1,𝑠
𝑘2 𝑘
2𝑏2 ℎ2 𝑏 2 ℎ2
𝑢𝑟+1,𝑠 (1 + ) = 2 [𝑢𝑟+1,𝑠+1 + 𝑢𝑟+1,𝑠−1 ] + 2𝑢𝑟,𝑠 − 𝑢𝑟−1,𝑠
𝑘2 𝑘
𝑏ℎ
𝜌̃ =
𝑘

𝑢𝑟+1,𝑠 (1 + 2𝜌̃2 ) = 𝜌̃2 [𝑢𝑟+1,𝑠+1 + 𝑢𝑟+1,𝑠−1 ] + 2𝑢𝑟,𝑠 − 𝑢𝑟−1,𝑠

𝑢𝑟+1,𝑠 − 𝑢𝑟−1,𝑠
𝑢𝑥 =
2ℎ
𝑢𝑥 (0, 𝑦) = 0 ⟶ 𝑟 = 0 , 𝑢1,𝑠 = 𝑢−1,𝑠 ∗

𝑢𝑟+1,𝑠 (1 + 2𝜌̃2 ) = 𝜌̃2 [𝑢𝑟+1,𝑠+1 + 𝑢𝑟+1,𝑠−1 ] + 2𝑢𝑟,𝑠 − 𝑢𝑟−1,𝑠

𝑟=0
= 𝑢1,𝑠
𝑢1,𝑠 (1 + 2𝜌̃2 ) = 𝜌̃2 [𝑢1,𝑠+1 + 𝑢1,𝑠−1 ] + 2𝑢0,𝑠 − 𝑢−1,𝑠

𝑢1,𝑠 + 𝑢1,𝑠 (1 + 2𝜌̃2 ) = 𝜌̃2 [𝑢1,𝑠+1 + 𝑢1,𝑠−1 ] + 2𝑢0,𝑠

2(1 + 𝜌̃2 )𝑢1,𝑠 − 𝜌̃2 [𝑢1,𝑠+1 + 𝑢1,𝑠−1 ] = 2𝑢0,𝑠

𝑘 = ℎ = 𝑏 = 0.2 ⟹ 𝜌̃ = 0.2 , 0 < 𝑥 < 0.8 , 0 < 𝑦 < 1

2.08𝑢1,𝑠 − 0.04(𝑢1,𝑠+1 + 𝑢1,𝑠−1 ) = 2𝑢0,𝑠

𝑠 = 1 ⟹ 2.08𝑢1,1 − 0.04(𝑢1,2 + 𝑢1,0 ) = 2𝑢0,1

𝑠 = 2 ⟹ 2.08𝑢1,2 − 0.04(𝑢1,3 + 𝑢1,1 ) = 2𝑢0,2

𝑠 = 3 ⟹ 2.08𝑢1,3 − 0.04(𝑢1,4 + 𝑢1,2 ) = 2𝑢0,3

𝑠 = 4 ⟹ 2.08𝑢1,4 − 0.04(𝑢1,5 + 𝑢1,3 ) = 2𝑢0,4

𝑢𝑟,0 = 0 , 𝑢𝑟,𝑠 = 0 , 𝑢0,𝑠 ⟹ 𝑘𝑛𝑎𝑤𝑤
𝑡ℎ𝑒𝑛:
2.08𝑢1,1 − 0.04𝑢1,2 = 2𝑢0,1

2.08𝑢1,2 − 0.04(𝑢1,3 + 𝑢1,1 ) = 2𝑢0,2

2.08𝑢1,3 − 0.04(𝑢1,4 + 𝑢1,2 ) = 2𝑢0,3

2.08𝑢1,4 − 0.04𝑢1,3 = 2𝑢0,4
𝑡ℎ𝑒𝑛:
2.08 −0.04 0 0 𝑢1,1 0.25
𝑢
[−0.04 2.08 −0.04 0 ] [ 1,2 ] = 2 [ 0.5 ]
0 −0.04 2.08 −0.04 𝑢1,3 0.75
0 0 −0.04 2.08 𝑢1,4 1
𝑡ℎ𝑒𝑛:
𝑢1,1 0.25002
𝑢1,2
[𝑢 ] = [ 0.5001 ]
1,3 0.75055
𝑢1,4 0.97595

𝑖𝑓 𝑟 > 0 𝑤𝑒 𝑤𝑖𝑙𝑙 𝑢𝑠𝑒 𝑡ℎ𝑖𝑠 𝑓𝑜𝑟𝑚𝑢𝑙𝑎:

(1 + 2𝜌̃2 )𝑢𝑟+1,𝑠 − 𝜌̃2 (𝑢𝑟+1,𝑠+1 + 𝑢𝑟+1,𝑠−1 ) = 2𝑢𝑟,𝑠 − 𝑢𝑟−1,𝑠

1.08𝑢𝑟+1,𝑠 − 0.04(𝑢𝑟+1,𝑠+1 + 𝑢𝑟+1,𝑠−1 ) = 2𝑢𝑟,𝑠 − 𝑢𝑟−1,𝑠

𝑖𝑓 𝑟 = 1
𝑠 = 1 ⟹ 1.08𝑢2,1 − 0.04(𝑢2,2 + 𝑢2,0 ) = 2𝑢1,1 − 𝑢0,1

𝑠 = 2 ⟹ 1.08𝑢2,2 − 0.04(𝑢2,3 + 𝑢2,1 ) = 2𝑢1,2 − 𝑢0,2

𝑠 = 3 ⟹ 1.08𝑢2,3 − 0.04(𝑢2,4 + 𝑢2,2 ) = 2𝑢1,3 − 𝑢0,3

𝑠 = 4 ⟹ 1.08𝑢2,4 − 0.04(𝑢2,5 + 𝑢2,3 ) = 2𝑢1,4 − 𝑢0,4

1.08 −0.04 0 0 𝑢2,1 0.25

𝑢
[−0.04 1.08 −0.04 0 ] [ 2,2 ] = [ 0.5 ]
0 −0.04 1.08 −0.04 𝑢2,3 0.73
0 0 −0.04 1.08 𝑢2,4 0.94

𝑢2,1 0.25
𝑢2,2
⟹ [𝑢 ] = [0.499]
2,3 0.72
𝑢2,4 0.89
𝑖𝑓 𝑟 = 2
𝑠 = 1 ⟹ 1.08𝑢3,1 − 0.04(𝑢3,2 + 𝑢3,0 ) = 2𝑢2,1 − 𝑢1,1

𝑠 = 2 ⟹ 1.08𝑢3,2 − 0.04(𝑢3,3 + 𝑢3,1 ) = 2𝑢2,2 − 𝑢1,2

𝑠 = 3 ⟹ 1.08𝑢3,3 − 0.04(𝑢3,4 + 𝑢3,2 ) = 2𝑢2,3 − 𝑢1,3

𝑠 = 4 ⟹ 1.08𝑢3,4 − 0.04(𝑢3,5 + 𝑢3,3 ) = 2𝑢2,4 − 𝑢1,4

1.08 −0.04 0 0 𝑢3,1 0.25

𝑢
[−0.04 1.08 −0.04 0 ] [ 3,2 ] = [0.48]
0 −0.04 1.08 −0.04 𝑢3,3 0.7
0 0 −0.04 1.08 𝑢3,4 0.81
𝑢3,1 0.2492
𝑢3,2
⟹ [𝑢 ] = [0.4794]
3,3 0.6946
𝑢3,4 0.7757

𝑖𝑓 𝑟 = 3
𝑠 = 1 ⟹ 1.08𝑢4,1 − 0.04(𝑢4,2 + 𝑢4,0 ) = 2𝑢3,1 − 𝑢2,1

𝑠 = 2 ⟹ 1.08𝑢4,2 − 0.04(𝑢4,3 + 𝑢4,1 ) = 2𝑢3,2 − 𝑢2,2

𝑠 = 3 ⟹ 1.08𝑢4,3 − 0.04(𝑢4,4 + 𝑢4,2 ) = 2𝑢3,3 − 𝑢2,3

𝑠 = 4 ⟹ 1.08𝑢4,4 − 0.04(𝑢4,5 + 𝑢4,3 ) = 2𝑢3,4 − 𝑢2,4

1.08 −0.04 0 0 𝑢4,1 0.23

𝑢
[−0.04 1.08 −0.04 0 ][ ] = [0.45]
4,2
0 −0.04 1.08 −0.04 𝑢4,3 0.66
0 0 −0.04 1.08 𝑢4,4 0.65

𝑢4,1 0.22
𝑢4,2
⟹ [𝑢 ] = [0.42]
4,3 0.64
𝑢4,4 0.62
 𝟏
problem 3: Study the stability condition when θ = for the following
𝟐
equation:

1 𝑏 2 ℎ2
𝑤ℎ𝑒𝑛 𝜃 = 𝑎𝑛𝑑 𝜌̃ = 2 𝑤𝑒 𝑜𝑏𝑡𝑎𝑖𝑛.
2 𝑘
𝑢𝑟+1,𝑠 − 2𝑢𝑟,𝑠 + 𝑢𝑟−1,𝑠 =
1 1
𝜌̃2 [ (𝑢𝑟+1,𝑠+1 − 2𝑢𝑟+1,𝑠 + 𝑢𝑟+1,𝑠−1 ) + (𝑢𝑟−1,𝑠+1 − 2𝑢𝑟−1,𝑠 + 𝑢𝑟−1,𝑠−1 )]
2 2
𝑢𝑟+1,𝑠 − 2𝑢𝑟,𝑠 + 𝑢𝑟−1,𝑠 =
𝜌̃2
[(𝑢𝑟+1,𝑠+1 − 2𝑢𝑟+1,𝑠 + 𝑢𝑟+1,𝑠−1 ) + (𝑢𝑟−1,𝑠+1 − 2𝑢𝑟−1,𝑠 + 𝑢𝑟−1,𝑠−1 )]
2
𝑠𝑖𝑛𝑐𝑒 𝑢𝑟,𝑠 = 𝜉 𝑟 𝑒 𝑖𝛽𝑘𝑠

𝜉 𝑟+1 𝑒 𝑖𝛽𝑘𝑠 − 2𝜉 𝑟 𝑒 𝑖𝛽𝑘𝑠 + 𝜉 𝑟−1 𝑒 𝑖𝛽𝑘𝑠

𝜌̃2 𝑟+1 𝑖𝛽𝑘(𝑠+1)
= [𝜉 𝑒 − 2𝜉 𝑟+1 𝑒 𝑖𝛽𝑘𝑠 + 𝜉 𝑟+1 𝑒 𝑖𝛽𝑘(𝑠−1) + 𝜉 𝑟−1 𝑒 𝑖𝛽𝑘(𝑠+1)
2
− 2𝜉 𝑟−1 𝑒 𝑖𝛽𝑘𝑠 + 𝜉 𝑟−1 𝑒 𝑖𝛽𝑘(𝑠−1) ]

𝑑𝑖𝑣𝑖𝑠𝑜𝑛 𝑏𝑦 𝜉 𝑟 𝑒 𝑖𝛽𝑘𝑠
𝜌̃2
𝜉 − 2 + 𝜉 −1 = [(𝜉𝑒 𝑖𝛽𝑘 − 2𝜉 + 𝜉𝑒 −𝑖𝛽𝑘 ) + (𝜉 −1 𝑒 𝑖𝛽𝑘 − 2𝜉 −1 + 𝜉 −1 𝑒 −𝑖𝛽𝑘 )]
2

𝑒 𝑖𝛽𝑘 + 𝑒 −𝑖𝛽𝑘 = 2 cos 𝛽𝑘

−1
𝜌̃2
𝜉−2+𝜉 = [2𝜉 cos 𝛽𝑘 − 2𝜉 ) + (2𝜉 −1 cos 𝛽𝑘 − 2)]
2
𝜌̃2
= [2𝜉 (cos 𝛽𝑘 − 1) + 2𝜉 −1 (cos 𝛽𝑘 − 1)]
2
𝛽𝑘 𝛽𝑘
= 𝜌̃2 [(2𝜉 (− sin2 ) − (2𝜉 −1 sin2 )]
2 2
𝛽𝑘 𝛽𝑘
𝜉 − 2 + 𝜉 −1 = −2𝜌̃2 𝜉 sin2 − 2𝜌̃2 𝜉 −1 sin2
2 2
 𝛽𝑘 𝛽𝑘
𝜉 − 2 + 𝜉 −1 = −2𝜌̃2 𝜉 sin2 − 2𝜌̃2 𝜉 −1 sin2
2 2
𝑚𝑢𝑙𝑡𝑖𝑏𝑙𝑦 𝑏𝑦 𝜉
𝛽𝑘 𝛽𝑘
𝜉 2 − 2𝜉 + 1 = −2𝜌̃2 𝜉 2 sin2 − 2𝜌̃2 sin2
2 2
𝛽𝑘 𝛽𝑘
𝜉 2 + 2𝜌̃2 𝜉 2 sin2 − 2𝜉 + 1 + 2𝜌̃2 sin2 =0
2 2
𝛽𝑘 2 𝛽𝑘
(1 + 2𝜌̃2 sin2 ) 𝜉 − 2𝜉 + (1 + 2𝜌̃2 sin2 ) = 0
2 2
2
𝜉2 − 𝜉+1=0
𝛽𝑘
1 + 2𝜌̃2 sin2
2
2 4
±√ − 4(1)(1)
𝛽𝑘 𝛽𝑘
1+ 2𝜌̃2 sin2 1+ 2𝜌̃2 sin2
2 2
𝜉=
2
2 1
± 2√ −1
𝛽𝑘 𝛽𝑘
1 + 2𝜌̃2 sin2 1+ 2𝜌̃2 sin2
2 2
𝜉=
2
1 1
±√ −1
𝛽𝑘 𝛽𝑘
1+ 2𝜌̃2 sin2 1+ 2𝜌̃2 sin2
2 2
=
1
1 1
𝜉= ±√ −1
𝛽𝑘 𝛽𝑘 2
1+ 2𝜌̃2 sin2 (1 + 2𝜌2 sin2 )
2 2
∴ 𝜉 𝑐𝑜𝑚𝑝𝑙𝑒𝑥
2
2 2
1 1
|𝜉 |2 = √( ) +( − 1)
𝛽𝑘 𝛽𝑘
1 + 2𝜌2 sin2 1 + 2𝜌2 sin2
( 2 2 )

1 1
=| + − 1|
𝛽𝑘 2 𝛽𝑘 2
(1 + 2𝜌2 sin2 ) (1 + 2𝜌2 sin2 )
2 2

2 2 2
=ቤ 𝛽𝑘 − 1ቤ ≤ ቚ − 1ቚ = ቚ − 1ቚ
(1+2𝜌2 sin2 )2 1+2 3
2

⟹ 𝑢𝑛𝑐𝑜𝑛𝑑𝑡𝑖𝑜𝑛𝑙𝑦 𝑠𝑡𝑎𝑏𝑙𝑒
problem 4: Solve the PDE:

𝑢𝑥 + 𝑏𝑢𝑦 =∝ 𝑢𝑦𝑦
𝑢𝑟+1,𝑠 = (1 − 𝜌̃ − 2𝜌)𝑢𝑟,𝑠 + 𝜌𝑢𝑟,𝑠+1 + (𝜌 + 𝜌̃)𝑢𝑟,𝑠−1
𝛼ℎ 𝑏ℎ
𝜌= , 𝜌
̃ =
𝑘2 𝑘
1
ℎ≤
𝑏 2∝ 0.01 0.01
+ 𝜌= = = 0.25
𝑘 𝑘2 (0.2)2 0.04
1 1
ℎ≤ ⟹ℎ≤ 𝜌 = 0.25
1 2(1) 5 + 50
+
0.2 (0.2)2
ℎ ≤ 0.018 0.01
𝜌̃ = = 0.05
0.2
ℎ = 0.01
𝜌̃ = 0.05

0.01 2(0.01) 0.01 0.01 0.01

𝑢𝑟+1,𝑠 = (1 − − ) 𝑢 𝑟,𝑠 + 𝑢 𝑟,𝑠+1 + ( + ) 𝑢𝑟,𝑠−1
0.2 (0.2)2 (0.2)2 (0.2)2 0.2

𝑢𝑟+1,𝑠 = 0.45𝑢𝑟,𝑠 + 0.25𝑢𝑟,𝑠+1 + 0.3𝑢𝑟,𝑠−1

𝑢1,1 = 0.45(0.4) + 0.25(0.8) + 0.3(0)
𝑢1,1 = 0.38

𝑢1,2 = 0.45(0.8) + 0.25(0.8) + 0.3(0.4)

𝑢1,2 = 0.68

𝑢1,3 = 0.45(0.8) + 0.25(0.4) + 0.3(0.8)

𝑢1,3 = 0.7

𝑢1,4 = 0.45(0.4) + 0.25(0) + 0.3(0.8)

𝑢1,4 = 0.42

𝑢2,1 = 0.45(0.38) + 0.25(0.68) + 0.3(0)

𝑢2,1 = 0.341

𝑢2,2 = 0.45(0.68) + 0.25(0.7) + 0.3(0.38)

𝑢2,2 = 0.595

𝑢2,3 = 0.45(0.7) + 0.25(0.42) + 0.3(0.68)

𝑢2,3 = 0.624

𝑢2,4 = 0.45(0.42) + 0.25(0) + 0.3(0.7)

𝑢2,4 = 0.399