Question

Consider the standard second order finite difference approximation to the second derivative h2 Let;) =e.mjh for , = 1, M-1.h

(b) Prove that the farthest eigenvalue from the origin approaches -/h2 as h0 and use this to explain why the ODE systenm du(t

Consider the standard second order finite difference approximation to the second derivative h2 Let;") =e.mjh for , = 1, M-1.h=r/M.
(b) Prove that the farthest eigenvalue from the origin approaches -/h2 as h0 and use this to explain why the ODE systenm du(t) is stiff
0 0
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Answer #1

Matlab Code

clc
clear all
M=3;
h=pi/M;
for i=1:M
A(i,i)=-2/h^2;
end
for i=2:M
A(i-1,i)=1/h^2-1/2*h;
end
for i=1:M-1
A(i+1,i)=1/h^2+1/2*h;
end
A
(eig(A))

Output

A =

-1.8238 0.3883 0
1.4355 -1.8238 0.3883
0 1.4355 -1.8238


ans =

-2.8796
-1.8238
-0.7680

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Consider the standard second order finite difference approximation to the second derivative h2 Let;") =e.mjh for , = 1, M-1.h=r/M. (b) Prove that the farthest eigenvalue from the origin approach...
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