1.

El problema de difusin:

x
2
2
t
e
x
u
t
u

=
c
c

c
c
sujeto a las condiciones iniciales y de frontera,
t
e t u
t u
x x u

=
=
=
4 ) , 4 (
0 ) , 0 (
) 0 , (

Tiene solucin exacta x e t x u
t
= ) , ( .

a) Considere la particin espacial P
x
= {0,1,2,3,4} y la particin temporal
P
t
= {0,1,2,}. Escriba el sistema de ecuaciones lineales que se obtiene al
realizar la discretizacin usando el mtodo de diferencias regresivas o implcito.

b) Encuentre una aproximacin del calor en los puntos de red 1,2 y3, transcurridos
2 segundos. Considere h = k = 1.
c) Determine el error.

Solucin. a)
i) Para la discretizacin h= 1, k =1.
ii) Aproximacin de las derivadas

1 , ,
1 , ,
) , (


= =
c
c
j i j i
j i j i
j i
u u
k
u u
t x
t
u


j i j i j i
j i j i j i
j i
u u u
h
u u u
t x
x
u
, 1 , , 1
2
, 1 , , 1
2
2
2
2
) , (
+
+
+ =
+
=
c
c

Aproximacin de las condiciones de frontera
j , 0
, 0
=
j
u y
j
t
j
e u

= 4
, 4

Aproximacin de las condiciones iniciales

i i
x u =
0 ,


i) Aproximacin de la ecuacin diferencial parcial

i
t
j i j i j i j i j i
x e u u u u u
j

+
= +
, , 1 , 1 1 , ,
2
i
t
j i j i j i j i
x e u u u u
j

+
= +
1 , , 1 , , 1
3 , i=1,2,3
1 1 , 1 , 2 , 1 , 0
3 , 1 x e u u u u i
j
t
j j j j

= + =
2 1 , 2 , 3 , 2 , 1
3 , 2 x e u u u u i
j
t
j j j j

= + =
3 1 , 3 , 4 , 3 , 2
3 , 3 x e u u u u i
j
t
j j j j

= + =
El sistema en forma matricial

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=
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j
j
j
t
j
t
j
t
j
j
j
j
e u
e u
e u
u
u
u
1 , 3
1 , 2
1 , 1
, 3
, 2
, 1
2
3 1 0
1 3 1
0 1 3

b)
j=1,
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=
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+

=
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36787 . 3
63212 . 1
63212 . 0
3
2
1
2
3 1 0
1 3 1
0 1 3
1
1
1
1
0 , 3
1
0 , 2
1
0 , 1
1 , 3
1 , 2
1 , 1
e
e
e
e u
e u
e u
u
u
u

de aqu,
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531453 . 1
22649 . 1
515896 . 0
31
21
11
u
u
u

j=2,
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=
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+

=
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66678 . 1
9558 . 0
38056 . 0
531453 . 1
2 22649 . 1
515896 . 0
3 1 0
1 3 1
0 1 3
2
2
2
2 , 3
2 , 2
2 , 1
e
e
e
u
u
u

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=
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789628 . 0
7021 . 0
36088 . 0
32
22
12
u
u
u


c)
La solucin exacta es x e t x u
t
= ) , (
u(1,2) = e
-2
= 0.13533
u(2,2) = 2e
-2
= 0.27067
u(3,2) = 3e
-2
= 0.4060058

El error despus de dos segundos:
E(x
1
=1) =|u
1,2
u(1,2)| = |0.36088 0.13533| = 0.22555
E(x
2
=2) =|u
2,2
u(2,2)| = |0.7021 0.27067| = 0.43143
E(x
3
=3) =|u
3,2
u(3,2)| = |0.789628 0.4060058| = 03836222.


2) El problema de valores iniciales
2 4 2
''' 2 '' ( ') 4 2 1
(0) 1, '(0) 0, ''(0) 2
y y y x t t
y y y
+ = +
= = =

tiene solucin exacta y(t) = t
2
+1. Considere el mtodo
( )
3 2 1 1
2
3
F F F
h
y y
n n
+ + + =
+
donde
( ) ( )
3 3 1 2 1
, F , ,
2
F , , F y h x f F y
h
x f y x f F
n n n n n n
+ + = |
.
|

\
|
+ + = =
Determine la solucin aproximada en t = 0.2 unidades de tiempo de tal forma que el
error en norma infinito sea del orden 0.2784 para la posicin, velocidad y
aceleracin simultneamente.

Solucin.

1) Cambio de la ecuacin a un PVI vectorial.
Sean
1 2 4 ) ' ( 2 1 2 4 ) ' ( ' ' 2 ' ' ' ' ' '
' '
'
2 4
1
2
2 3
2 4 2
3 3
3 2 2
2 1 1
+ + = + + = = =
= =
= =
t t y y y t t y y y y y y y
y y y y
y y y y

Entonces
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+ +
=
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\
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=
1 2 4 ) ( 2
'
2 4
1
2
2 3
3
2
3
2
1
t t y y y
y
y
u
y
y
y
u

= ) , ( u t F

=
1
F

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=
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=
1
2
0
2
0
1
, 0 ) , 0 (
0
F u F

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=
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=
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+
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=
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+ =
020 . 1
1
2
1
2
1
, 1 . 0
1
2
0
2
0
1
, 1 . 0
1
2
0
, 1 . 0
2
0 2
F
F F u F F

Sea
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+
=
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+
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=
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=
2
1
, 2 . 0
2
0
1
, 2 . 0
3
c
b
a
F
c
b
a
F
c
b
a
c
b
a
F


Entonces
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+
+ =
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+ + + +
+ =
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936 . 0 4 2
2
1 ) 2 . 0 ( 2 ) 2 . 0 ( ) 1 ( 4 ) 2 ( 2
2
2 2 4 2
a b c
c
b
a b c
c
b
c
b
a


De aqu, a = b, b = c+2 , c = 2c + b
2
-4a 0.936.

Reescribiendo esta ltima ecuacin:

( ) 0 936 . 0 ) 2 ( 4 2 0 936 . 0 4
2 2
= + + + = + c c c a b c
a b c c c = = = = + 77727 . 3 77727 . 2 0 936 . 4
1
2

a b c = = = 77727 . 0 77727 . 2
2

Luego para
3
F

se tienen dos vectores.

3
33
3.77 0.77
3.77 0.77
1.77 2.77
F F
( (
( (
= =
( (
( (






Luego,








1
1 0 2 3.77 1.518
0.2
0 2 2 1 3.77 0.518
3
2 1 1.0199 1.77 2.18732
u
( ( ( ( (

( ( ( ( (
= + + + =
`
( ( ( ( (

( ( ( ( (
)

1
1 0 2 0.77 1.215
0.2
0 2 2 1 0.77 0.215
3
2 1 1.0199 2.77 2.017
u
( ( ( ( (

( ( ( ( (
= + + + =
`
( ( ( ( (

( ( ( ( (
)

Solucin exacta : 2 (t) ' y' , 2 ) ( ' 1 ) (
2
= = + = t t y t t y

= ) 2 . 0 ( u

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2
4 . 0
04 . 1


1
1.04 1.518
0.4 0.518 0.478
2 2.187
E

( (
( (
= =
( (
( (




2
1.04 1.215
0.4 0.215 0.184
2 2.017
E

( (
( (
= =
( (
( (




3) Considere el problema de difusin


t
t
e t u t u
x u
x e
x
u
t
u

= =
=
< < =
c
c

c
c
) , 2 ( ) , 0 (
x) cos( ) 0 , (
2 x 0 , ) cos( ) 1 (
2
2
2
t
t t

i) Si
2
, 1 , 1 , , 1 ,
2
) , ( y ) , (
h
u u u
t x u
k
u u
t x u
j i j i j i
j i xx
j i j i
j i t
+ +
+
=

=
escriba el sistema de ecuaciones recursivo de la forma,
) , (
, 1 1 , j i j j i
t x r u A u

+ =
+

Considerando la particin espacial P
x
= {0.5, 1, 1.5} y determine una
aproximacin del calor en los puntos de red x
1
, x
2
, x
3
, transcurridos 0.2
segundos. Use k = 0.1

ii) Si la solucin exacta es ) cos( ) , ( x e t x u
t
t

= , determine el error en
norma infinito.


Solucin.

i) Discretizacin del dominio.
Particin espacial: x
0
= 0, x
1
= 0.5, x
2
= 1, x
3
= 1.5, x
4
= 2.
Particin temporal: y
0
= 0, y
1
= 0.1, y
2
= 0.2
ii) Aproximacin de las derivadas de la EC. DIF en los puntos de
red, (x
i
,t
j
) , i=1,2,3; j=1,2

) x cos( ) 1 (
4
1
2

1 . 0
i
2
, 1 , 1 , , 1 ,
t t
j
t j i j i j i j i j i
e
u u u u u
+ +
=
|
.
|

\
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+

i=1,2,3;
j=1,2

( ) ) x cos( ) 1 ( ) 2 ( 4 10
i
2
, 1 , 1 , , 1 ,
t t
j
t
j i j i j i j i j i
e u u u u u

+ +
= + , i=1, 2,
3; j=1,2
Despejando la aproximacin en el tiempo mas avanzado

) x cos( ) 1 ( ) 4 2 4 (
10
1

i
2
, 1 , 1 , 1 ,
t t
j
t
j i j i j i j i
e u u u u

+ +
+ + + = , i=1, 2, 3;
j=1,2
Aproximacin de los puntos de la frontera y condiciones iniciales.

j
t
j j
e u u

= =
, 4 , 0

0 1, , 0
0 , 3 0 , 2 0 , 1
= = = u u u
i=1,

) 4 4 2 4 (
10
1

)
2
cos( ) 1 ( 4 2 4 (
10
1

, 2 , 1 , 0 1 , 1
2
, 2 , 1 , 0 1 , 1
j
j
t
j j j j
t
j j j j
e u u u u
e u u u u

+
+ + + =
+ + + =
t
t


i=2,

) ) 1 ( 4 2 4 (
10
1

) cos( ) 1 ( 4 2 4 (
10
1

2
, 3 , 2 , 1 1 , 2
2
, 3 , 2 , 1 1 , 2
j
j
t
j j j j
t
j j j j
e u u u u
e u u u u

+
+ + + =
+ + + =
t
t t



I=3,

) 4 2 4 (
10
1

)
2
3 cos( ) 1 ( 4 2 4 (
10
1

, 3 , 2 1 , 3
2
, 4 , 3 , 2 1 , 3
j
j
t
j j j
t
j j j j
e u u u
e u u u u

+
+ + =
+ + + =
t
t


Entonces,


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\
|
(
(
(

+
(
(
(

(
(
(

=
(
(
(

+
+
+
j
j
t -
2
t -
, 3
, 2
, 1
1 , 3
1 , 2
1 , 1
e 4
) - (1
e 4
2 4 0
4 2 4
0 4 2
10
1

j
t
j
j
j
j
j
j
e
u
u
u
u
u
u
t usando las condiciones iniciales

0 t 0
0
= = j
(
(
(

=
|
|
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.
|

\
|
(
(
(

+
(
(
(

(
(
(

=
(
(
(

0
08771 . 1
0
4
) - (1
4
0
1
0
2 4 0
4 2 4
0 4 2
10
1

2
1 , 3
1 , 2
1 , 1
t
u
u
u


1 . 0 t 1
1
= = j

(
(
(

=
|
|
|
.
|

\
|
(
(
(

+
(
(
(

(
(
(

=
(
(
(

03508 . 0
10521 . 1
03508 . 0
4
) - (1
4
0
08771 . 1
0
2 4 0
4 2 4
0 4 2
10
1

2
2 , 3
2 , 2
2 , 1
t
u
u
u


iii) Error en norma infinito

Evaluamos la solucin exacta en
(
(
(

=
(
(
(

=
(
(
(

=

0
8187 . 0
0
0
0

) 2 . 0 , (
) 2 . 0 , (
) 2 . 0 , (
) 2 . 0 , (
2 . 0
3
2
1
e
x u
x u
x u
x u
i

as el error es

2814 . 0
03508 . 0
10521 . 1
03508 . 0
-
0
8187 . 0
0
=
(
(
(

(
(
(