chapter 13 more about boundary conditions speaker: lung-sheng chien book: lloyd n. trefethen,...
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Chapter 13 More about Boundary conditions
Speaker: Lung-Sheng Chien
Book: Lloyd N. Trefethen, Spectral Methods in MATLAB
Consider 1N Chebyshev node on 1,1 , cosj
jx
N
for 0,1,2, ,j N
Preliminary: Chebyshev node and diff. matrix [1]
x
0x1x2x3x/ 2NxNx
1 1
6N
0 1x 1x2x3 0x 4x5x61 x x
0 1x 1x2x03x4x51 x
x
5N
Even case:
Odd case:
Uniform division in arc
Preliminary: Chebyshev node and diff. matrix [2]
Given
1N Chebyshev nodes , cosj
jx
N
and corresponding function value jv
We can construct a unique polynomial of degree
N , called
0
N
j jj
p x v S x
1
0 j k
k jS x
k j
is a basis.
1
0 0
N NN
i j j i ij jj j
p x v S x D v
where differential matrix
NN ijD D is expressed as
2
00
2 1,
6N N
D
22 1
,6
NNN
ND
2
,2 1
jNjj
j
xD
x
for
1,2, , 1j N
1,
i j
N iij
j i j
cD
c x x
for
, , 0,1, 2, ,i j i j N where2 0,
1 otherwisei
i Nc
with identity 0,
NN Nii ij
j j i
D D
Second derivative matrix is 2N N ND D D
Preliminary: Chebyshev node and diff. matrix [3]
Let p x be the unique polynomial of degree
with
N
define 0 j N
, then impose B.C.
1 0p and j jp x v
j jw p x and j jz p x for
We abbreviate 2Nw D v 1 0p ,that is,
0 0Nv v
In order to keep solvability, we neglect
0 Nw w 2 2 1: 1,1: 1N ND D N N ,that is,
0w
1w
2w
1Nw
Nw
0v
1v
2v
1Nv
Nv
2ND
zero
zero
neglect
neglect
Similarly, we also modify differential matrix as 1: 1,1: 1N ND D N N
Asymptotic behavior of spectrum of Chebyshev diff. matrix
In chapter 10, we have showed that spectrum of Chebyshev differential matrix (second order) approximates
, 1 1, B.C. 1 0xxu u x u with eigenmode 2
2
4k k
Eigenvalue of
2ND
2ND is negative (real number) and 4
max 0.048N
Large eigenmode of 2ND does not approximate to
22
4k k
Since ppw is too small such that
resolution is not enough
1
2
Mode N is spurious and localized near boundaries 1x
Preliminary: DFT [1]
Definition: band-limit interpolant of
function , is periodic sinc function
NS x
sin / sin1
2 2 / tan / 2 2 tan / 2
mikx
Nk m
x h mxhS x P e
h x m x
If we write 1
N
j k j kk
v v v
, then 1
1ˆ
2
m Nikx
k k N kk m k
p x P e v v S x x
Also derivative is according to 1
1
N
j j k N j kk
w p x v S x x
Given a set of data point 1 2, , , NNv v v R with
2N m is even,
2h
N
Then DFT formula for jv
1
2ˆ exp
N
k j jj
v v ikxN
for
, 1, , 1,k m m m m
1
1ˆ exp
2
m
j k jk m
v v ikx
for
1,2, ,j N
Preliminary: DFT [2]
Direct computation of derivative of
sin /
2 / tan / 2N
x hS x
h x
, we have
1
0 0 mod
11 cot , 0 mod
2 2
jN j
j N
S x jhj N
1 1 1 15 5 5 5
1 1 1 15 5 5 5
1 1 1 1 15 5 5 5 5 5
1 1 1 15 5 5 5
1 1 1 15 5 5 5
0 2 3 4
0 2 3
2 0 2
3 2 0
4 3 2 0
j k
S h S h S h S h
S h S h S h S h
D S x x S h S h S h S h
S h S h S h S h
S h S h S h S h
Example:
is a Toeplitz matrix.
Second derivative is
2
22
2
1 0 mod
6 3
1, 0 mod
2sin / 2
jN j
j Nh
S x
j Njh
Preliminary: DFT [3]
2
22
2
1 0 mod
6 3
1, 0 mod
2sin / 2
jN j
j Nh
S x
j Njh
For second derivative operation
2 2
1 1
,N N
j j k N j k N kk k
w p x v S x x D j k v
second diff. matrix is explicitly defined by using Toeplitz matrix (command in MATLAB)
2
22:2
22 22 2
2
2
2
csc 2 / 2 / 2
csc / 2 / 211
,16 3 2sin 1: 1 / 2
6 3csc / 2 / 2
csc 2 / 2 / 2
N
N N j k
h
h
D S x x toeplitzh N h
hh
h
2 2 T
N ND DSymmetry property:
Preliminary: DFT [4]
Eigenvalue of Fourier differentiation matrix
ND is
k ik corresponding to eigenvector
expk ikx for
1, , 12 2
N Nk and
0 has multiplicity 2
1
1
,N
j k N j kk
w v S x x
2
mikx
Nk m
hS x P e
11
10
2 4j j j
mik x x im x x im x x
N jk mk
h hS x x ike ime ime
1
1
1 10
1ˆ ˆ ˆ
2 4
N mikx imx imx
N j j k m mj k m
k
hS x x v ike v ime v ime v
1
1
1 10
1ˆ
2
N mikx
N N i j j kj k m
k
D v S x x v ike v
1
ˆ j
Nikx
k jj
v h e v
and
ˆ ˆm mv v
when
01 i xv e and
imxv e , we have 0ND v
How to deal with boundary conditions
• Method I: Restrict attention to interpolants that satisfy the boundary conditions.
Example: chapter 7. Boundary value problems
• Method II: Do not restrict the interpolants, but add additional equations to enforce the boundary condition.
4 , 1 1, 1 0xxxu e x u
, 1 1, 1 0uxxu e x u
, 1 1, 1 0xxu u x u
10sin 8 1 , 1 , 1, 0 on boundaryxx yyu u x y x y u
2 , , 1 , 1, 0 on boundaryxx yyu u k u f x y x y u Helmholtz equation:
Poisson equation:
Eigenvalue problem:
Nonlinear ODE:
Linear ODE:
Recall linear ODE in chapter 7
4 , 1 1, 1 0xxxu e x u
0 1x 1x2x03x4x51 x
xChebyshev nodes:
0w
1w
2w
3w
4w
5w
0u
1u
2u
3u
4u
5u
2ND
zero
zero
neglect
neglect
Let p x be unique polynomial of degree N with 1 0p and j jp x u
1 1j N
1
for
2 Set j jw p x 1 1j N for
2 2 1: 1,1: 1N ND D N N
Method I
with exact solution 41sinh 4 cosh 4
16xu e x
Inhomogeneous boundary data [1]
4 , 1 1, 1 0, 1 1xxxu e x u u
Let p x be unique polynomial of degree N with 1 0, 1 1p p and
j jp x u 1 1j N
1
for
2 Set j jw p x 1 1j N for
Method I
0w
1w
2w
3w
4w
5w
0u
1u
2u
3u
4u
5u
2ND
1
zero
neglect
neglect
1w
2w
3w
4w
2 1: 4,1: 4ND
1u
2u
3u
4u
2 1: 4,0NDor say
Inhomogeneous boundary data [2]
4 , 1 1, 1 0, 1 1xxxu e x u u
Method of homogenization
1
2S
xu
satisfies 1 0, 1 1S Su u , decompose H Su u u , then
2
42
, 1 1, 1 0xH H
du e x u
dx which can be solved by method I
1 :u method I directly
2 :u method of homogenization
2 1 7.5336 15u u E
Solution under N = 16
method I is good even for inhomogeneous boundary data
exact solution 41 1sinh 4 cosh 4
16 2x x
u e x
Mixed type B.C. [1]
4 , 1 1, 1 0, 1 0xxx xu e x u u
Let p x be unique polynomial of degree N with 1 0, 1 0xp p and
j jp x u 1 1j N
1
for
2 Set j jw p x 1 1j N for
Method I
How to do?
Method II
Let p x be unique polynomial of degree N with 1 0p and
j jp x u 1 j N for
Set j jw p x 1 1j N for
easy to do
1
2
0w
1w
2w
3w
4w
5w
0u
1u
2u
3u
4u
5u
2ND
zeroneglect
neglect
Mixed type B.C. [2]
Set j jz p x3 , we add one more constraint (equation) 1 0Nz p
0z
1z
2z
3z
4z
5z
0u
1u
2u
3u
4u
5u
ND
zero
zero
Active variable 1 2 3 4 5| | | |T
u u u u u with governing equation
1 1
2 22
3 3
4 4
5
1: 4,1: 5
5,1: 5
0
N
N
u f
u fD
u fD
u f
u
from Neumann condition
In general, replace 5 by N since the method works for 5N
from interior point
Mixed type B.C. [3]
Solution under N = 16
4 , 1 1, 1 0, 1 1xxx xu e x u u
exact solution 4 4 414 1
16xu e e x e
Allen-Cahn (bistable equation) [1]
3 , 1 1t xxu u u u x Nonlinear reaction-diffusion equation:
where is a parameter
1 This equation has three constant steady state, 0, 1, 1u u u
( consider ODE3
tu u u , equilibrium occurs at zero forcing 3 0u u )
2 0u is unstable and 1u is attractor.
3tu u u 2 21tuu u u 2 2 22 1
du u u
dt
2:x u
2 1
0 0
dxx x
dtx
is Logistic equation.
2
2
0,
1 1 0
t
t
xcex t c
ce x
lim 1
tx t
for 0 0x
1 0 0x 0dx
dt 1x t
1 0x 0dx
dt 1x t
0 : unstablex
Allen-Cahn (bistable equation) [2]
3 Solution tends to exhibit flat areas close to 1u , separated by interfaces
That may coalesce or vanish on a long time scale, called metastability.
interface
, 1 1u t x boundary value:
21tu u u
1 0 0u 0du
dt 1u t
1 0u 0du
dt 1u t
0 : unstableu 0 0 1u 0
du
dt 1u t
1 0u 0du
dt 1u t
for
Allen-Cahn : example 1 [1]
3 , 1 1, 1 1, 1 1t xxu u u u x u u
with parameter 0.01 and initial condition 30 0.53 0.47sin
2u t x x
Let p x be unique polynomial of degree N with 1 1, 1 1p p and
j jp x u 1 1j N
1
for
2 Set j jw p x 1 1j N for
Method I
0w
1w
2w
3w
4w
5w
0u
1u
2u
3u
4u
5u
2ND
1
-1
neglect
neglect
1w
2w
3w
4w
2 1: 4,1: 4ND
1u
2u
3u
4u
2 1: 4,0NDor say 2 1: 4,5ND
Allen-Cahn : example 1 [2]
Temporal discretization: forward Euler with CFL condition 4min 0.01, 50 /dt N
( eigenvalue of 2ND is negative (real number) and
4max 0.048N )
1u
2u
3u
4u
1k
2 1: 4,0 : 5ND
1u
2u
3u
4u
0 1u
5 1u
k
1u
2u
3u
4u
k
1u
2u
3u
4u
k3
1u
2u
3u
4u
k
dt
One can simplify above equation by using equilibrium of 1u at boundary point.
1
dt
1u
2u
3u
4u
0u
5u
1k
1u
2u
3u
4u
0u
5u
k
2
0
1: 4,0 : 5
0ND
1u
2u
3u
4u
0u
5u
k
1u
2u
3u
4u
0u
5u
k
1u
2u
3u
4u
0u
5u
k3
Allen-Cahn : example 1 [3]
interface
, 1 1u t x boundary value:
Solution under N = 20
3 , 1 1, 1 1, 1 1t xxu u u u x u u
with parameter 0.01 and initial condition 30 0.53 0.47sin
2u t x x
Metastability up to
45t followed by
rapid transition to a solution with
just one interface.
Allen-Cahn : example 2 [1]
3 2, 1 1, 1, 1, 1, 1 sin / 5t xxu u u u x u t u t t
with parameter 0.01 and initial condition 30 0.53 0.47sin
2u t x x
Let p x be unique polynomial of degree N with 21 1, 1 1 sin / 5p p t
and j jp x u 1 1j N
1
for
2 Set j jw p x 1 1j N for
Method I
1u
2u
3u
4u
1k
2 1: 4,0 : 5ND
1u
2u
3u
4u
20 1 sin / 5ku t
5 1u
k
1u
2u
3u
4u
k
1u
2u
3u
4u
k3
1u
2u
3u
4u
k
dt
1 20 11 sin / 5k
ku t Second, set
Allen-Cahn : example 2 [2]
1
dt
1u
2u
3u
4u
0u
5u
1k
1u
2u
3u
4u
0u
5u
k
2
0
1: 4,0 : 5
0ND
1u
2u
3u
4u
0u
5u
k
1u
2u
3u
4u
0u
5u
k
1u
2u
3u
4u
0u
5u
k3
However we cannot simplify as following form
since 21, 1 sin / 5u t t is NOT an equilibrium.
Let p x be unique polynomial of degree N with j jp x u 0 j N for
Set j jw p x for
Method II
1
2 0 j N
3 Neglect 0 , Nu u computed from 2 , and reset 20 1 sin / 5 , 1Nu t u
1
dt
1u
2u
3u
4u
0u
5u
1k
1u
2u
3u
4u
0u
5u
k
2ND
1u
2u
3u
4u
0u
5u
k
1u
2u
3u
4u
0u
5u
k
1u
2u
3u
4u
0u
5u
k3
Allen-Cahn : example 2 [3]
Step 1:
Step 2: 1 120 11 sin / 5 , 1k k
k Nu t u
Solution under N = 20, method II
Final interface is moved from
0x to 0.4x and
transients vanish earlier at
30t instead of 45t
0.01dt and 2tplot
Allen-Cahn : example 2 [4]
graph concave up 0xxu
0 1u 21 0u u u
21 0t xxu u u u ?
Threshold is 0xxu u
In fact we can estimate trend of transient at point 0.2x
0.5 0.50.2 5
0.2xu x and 0.2 0.2 5x xu x u x
0.2 0.20.2 50
0.2
x x
xx
u uu
, then 0.2 0.5xxu but 2
0.21 | 0.375xu u
Laplace equation [1]
0, 1 , 1xx yyu u x y subject to B.C.
4sin 1 1 0
1, sin 3 1
50, otherwise
x y and x
u x y y x
x
y01 y
1y
2y
3y
4y
51 y 5x 4x 3x 2x 1x 0x
1 1
4sin x
1sin 3
5y
0
boundary data is continuous
Let 1
,, 1
,N
i j i ji j
P x y u p x p y
be unique polynomial,
and
,,i j i jP x y u
1 , 1i j N
1
2 Set , ,i j i jw P x y 1 , 1i j N for
Method I
for
(interior point) , . .i jP x y BC 0, 0,i N or j N for
Briefly speaking, method I take active variables as
However method 1 is not intuitive to write down linear system if we choose Kronecker-product
Laplace equation [2]
x
y
01 y
1y
2y
3y
4y
51 y 5x 4x 3x 2x 1x 0x
1 1
0 ,i j N
Set 1 , 1i j N for
Method II
(all points)
1
2 (interior points)
3 Additional constraints (equations) for boundary condition.
, . .i ju BC 0, 0,i N or j N for
method II take active variables as
Technical problem:
1. How to order the active variables
2. How to build up linear system (matrix)
3. How to write down right hand side vector
(including second derivative and additional equation)
Let 1
,, 1
,N
i j i ji j
P x y u p x p y
be unique polynomial, ,,i j i jP x y u for
, ,i j i jw P x y
Laplace equation : order active variable [3]
MATLAB use column-major, so we index active variable by column-major
x
y
01 y
1y
2y
3y
4y
51 y 5x 4x 3x 2x 1x 0x
1 1
x
y
01 y
1y
2y
3y
4y
51 y 5x 4x 3x 2x 1x 0x
1 1
6
5
4
3
2
1
12
11
10
9
8
7
18
17
16
15
14
13
24
23
22
21
20
19
30
29
28
27
26
25
36
35
34
33
32
31
0 1 2 3 4 5| | | | | 1| 0.809 | 0.309 | 0.309 | 0.809 | 1T T
x x x x x x x and y x
column-major
Laplace equation : order active variable [4]
Laplace equation : find boundary point [5]
Laplace equation : find boundary point [6]
b is index set of boundary points, if we write down equations according to index of active variables, then we can use index set b to modify the linear system.
Chebyshev differentiation matrix:
(second order)
0x0x1x2x3x4x5x
1x 2x 3x 4x 5x
Laplace equation : construct matrix [7]
6 , 2kron I D 62,kron D I
Definition: Kronecker product is defined by
11 12 1
12 22 2
1 2
n
n
m m mn
a B a B a B
a B a B a BA B
a B a B a B
6 6, 2 2,w kron I D kron D I u Lu
Set 1 , 1i j N for2 (interior points) , ,i j i jw P x y
, ,i j i jw P x y
Laplace equation : construct matrix [8]
3 Additional constraints (equations) for boundary condition.
, . .i ju BC 0, 0,i N or j N for
We need to replace equation of w Lu on boundary points by , . .i ju BC
Index of boundary points
,: TkL k e for
k b
such that
,: Tk kLu k L k u e u u (boundary point)
where 4 1 4 4size b N N
four corner points
each edge has N-1 points
Laplace equation : right hand side vector [9]
Boundary data:
4sin 1 1 0
1, sin 3 1
50, otherwise
x y and x
u x y y x
1 1 0y and x
x
y
01 y
1y
2y
3y
4y
51 y 5x 4x 3x 2x 1x 0x
1 1
6
5
4
3
2
1
12
11
10
9
8
7
18
17
16
15
14
13
24
23
22
21
20
19
30
29
28
27
26
25
36
35
34
33
32
31
identify
Laplace equation : right hand side vector [10]
Boundary data:
4sin 1 1 0
1, sin 3 1
50, otherwise
x y and x
u x y y x
1x identify
x
y
01 y
1y
2y
3y
4y
51 y 5x 4x 3x 2x 1x 0x
1 1
6
5
4
3
2
1
12
11
10
9
8
7
18
17
16
15
14
13
24
23
22
21
20
19
30
29
28
27
26
25
36
35
34
33
32
31
Laplace equation : results [11]
Solution under N = 5, method II
Solution under N = 24, method II
4sin 1 1 0
1, sin 3 1
50, otherwise
x y and x
u x y y x
Wave equation [1]
, 3 3, 1 1tt xx yyu u u x y subject to B.C.
, 1, 0 Neumann in
3, , 3, , Periodic in
yu x t y
u y t u y t x
Periodic B.C. in x-coordinate
1
Separation of variables leads to
Fourier discretization in x
2 Chebyshev discretization in y, we must deal with Neumann B.C.
3 Leap-frog formula in time
ttu u Leap-frog
1 1
2
2n n nnu u u
ut
24,0t
eigenvalue of 2ND (chebyshev diff. matrix) is negative and 4
max 0.048N
eigenvalue of ,N fD (Fourier diff. matrix) is ,k ik / 2 1, , / 2 1k N N
eigenvalue of2
,N fD (Fourier diff. matrix) is negative and 2
max / 2 1N
Hence stability requirement of tt xx yyu u u is 2 240.048 / 2 1 4y xN N t
2 2 4
9
1 5 /y x y
tN N N
( author chooses
2
5
y x
tN N
)
Wave equation [2]
Periodic B.C. in x-coordinate
1 Fourier discretization in x
1 2 3 4 5 6| | | | | 2, 1,0,1,2,3x x x x x x x
2 Chebyshev discretization in y
0 1 2 3 4 5| | | | | 1| 0.809 | 0.309 | 0.309 | 0.809 | 1T T
y y y y y y y
Method II
Let p y be unique polynomial of degree N with j jp y u 0 yj N for
Set j jw p y 0 yj N for
1
2
3 replace 0, , ,yNu x y u x y computed from 2 by Neumann B.C.
0
,: ,: 0y y
yN N
ND u x D u x
yND Chebyshev diff. matrix
Wave equation: order active variable [3]
x0x 1x 2x 3x 4x 5x 6x
01 y
1y
2y
3y
4y
51 y
y
x
0x 1x 2x 3x 4x 5x 6x3 3
01 y
1y
2y
3y
4y
51 y
21
y
1
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
2 03 32112 0
column-major
In this example, we don’t arrange ,i ju x y as vector vec u but keep in 2-dimensional form
, ,i j i ju u x y say , the same arrangement of xx and yy generated by meshgrid(x,y)
Wave equation: action of Chebyshev operator [4]
2
yND Chebyshev 2nd diff. matrix
0y
0y1y
1y 2y
2y
3y
3y
4y
4y
5y
5y
2
yND
x
0x 1x 2x 3x 4x 5x 6x3 3
0y
1y
2y
3y
4y
5y
21
y
1
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
2 0
1,0 2,0 3,0 4,0 5,0 6,0
1,1 2,1 3,1 4,1 5,1 6,1
1,2 2,2 3,2 4,2 5,2 6,22
1,3 2,3 3,3 4,3 5,3 6,3
1,4 2,4 3,4 4,4 5,4 6,4
1,5 2,5 3,5 4,5 5,5 6,5
yN
u u u u u u
u u u u u u
u u u u u uD
u u u u u u
u u u u u u
u u u u u u
, ,i j i ju u x y index ( i,j ) is logical index according to index of ordinates x, y
Wave equation: action of Fourier operator [5]
2
xND Fourier 2nd diff. matrix
1x 2x 3x 4x 5x 6x
1x2x
3x4x
5x6x
x
0x
1x
2x
3x
4x
5x
6x
0y1y2y3y4y5y
y
123456
789101112
131415161718
192021222324
252627282930
313233343536
2
xND
1,0 2,0 3,0 4,0 5,0 6,0
1,1 2,1 3,1 4,1 5,1 6,1
1,2 2,2 3,2 4,2 5,2 6,22
1,3 2,3 3,3 4,3 5,3 6,3
1,4 2,4 3,4 4,4 5,4 6,4
1,5 2,5 3,5 4,5 5,5 6,5
x
T
N
u u u u u u
u u u u u u
u u u u u uD
u u u u u u
u u u u u u
u u u u u u
2
x
T
NDTake transpose
Wave equation: action of operator [6]
1,0 2,0 3,0 4,0 5,0 6,0
1,1 2,1 3,1 4,1 5,1 6,1
1,2 2,2 3,2 4,2 5,2 6,2
1,3 2,3 3,3 4,3 5,3 6,3
1,4 2,4 3,4 4,4 5,4 6,4
1,5 2,5 3,5 4,5 5,5 6,5
u u u u u u
u u u u u u
u u u u u uU
u u u u u u
u u u u u u
u u u u u u
Let active variable be , then operator for Laplacian is
xx yyu u 2 2
x yN NLU U D D U
tt xx yyu u u
Combine with Leap-frog formula in time
1 1
2
2k k kkU U U
LUt
where initial condition is Gaussian pilse traveling rightward at speed 1
20 2, ,0 exp 8 1.5U u x y x y 21 2, , exp 8 1.5U u x y t x t y
Question: how to match Neumann boundary condition , 1, 0yu x t
2 2
x x
T
N ND D
Wave equation: Neumann B.C. in y-coordinate [7]
3 replace 0, , ,yNu x y u x y computed from 2 by Neumann B.C.
0
,: ,: 0y y
yN N
ND u x D u x
:,yND U x
We require 0
:, :, 0y y
yN N
ND U x D U x
,0
,1
,2
,3
,4
,5
8.5 10.4721 2.8944 1.5279 1.1056 0.5 0
0.5 1.1056 1.5279 2.8944 10.4721 8.5 0
i
i
i
i
i
i
U
U
U
U
U
U
for 1 6i or say
,1
,0 ,2
,5 ,3
,4
8.5 0.5 10.4721 2.8944 1.5279 1.1056
0.5 8.5 1.1056 1.5279 2.8944 10.4721
i
i i
i i
i
U
U U
U U
U
Wave equation: Neumann B.C. in y-coordinate [8]
or say
,1
,0 ,2
,5 ,3
,4
i
i iBC
i i
i
U
U UM
U U
U
18.5 0.5 10.4721 2.8944 1.5279 1.1056
0.5 8.5 1.1056 1.5279 2.8944 10.4721BCM
where written as
1 1
2
2k k kkU U U
LUt
Step 1: time evolution by Leap-frog
Step 2: correct boundary data
11, 1 , 1, 1 1, 1 ,2 :
y yBC N y y N y yM D N N D N N
1 11, 1 , : 2 : , : k ky BC yU N M U N
where
0 1,U U Given
Procedure of wave equation simulation
Wave equation: result [9]
Solution under
50, 15x yN N , method II
2
50.0182
x y
tN N
24
20.0365
0.048 / 2 1y x
tN N
24
30.0547
0.048 / 2 1y x
tN N
Theoretical optimal value is
(see exercise 13.4)
Exercise 13.2 [1]
The lifetime
T of metastable state depends strongly on the diffusion constant
T The value of t at which ,u x t first becomes monotonic in x.
3 , 1 1, 1 1, 1 1t xxu u u u x u u
with parameter 0.01 and initial condition 30 0.53 0.47sin
2u t x x
0.01 47.36T
30 0.53 0.47sin
2u t x x
1 what is graph of T
2 Asymptotic behavior of T
as 0
Exercise 13.2 [2]
min 0.1927T
max 47.36T
(1) Resolution is adaptive and
(2) Monotone under tolerance 1. 7E