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Find, in particular, the value u .L=2; 4/. (Hint: Scale the problem first.)
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Exercise 7.13. The exercise is similar to Exercise 7.10 , but now you should imple-
ment Algorithm 7.3 .
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Exercise 7.14. Modify Algorithm 7.3 so that there can be a non-homogeneous Neu-
mann condition at x D 0: @ u =@x D N 0 .t /. Implement the algorithm and verify the
implementation.
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Exercise 7.15. Suppose we want to solve ( 7.82 ) with scheme (7.115). Extend Algo-
rithm 7.1 to this case. Find a test problem for your program using the method of
manufactured solutions.
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Exercise 7.16. Extend the algorithm in Exercise 7.15 to handle Neumann condi-
tions @ u =@x D 0 at both ends.
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Exercise 7.17. Assume that the problem to be solved by Algorithm 7.6 has Neu-
mann conditions @ u =@x D 0 at the end x D 1. Modify the algorithm acc-
ordingly.
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Exercise 7.18. Use your favorite programming language and implement Algo-
rithm 7.6 . (If arrays in your language cannot start at index 0, you need to rewrite
the algorithm first, so that i runs from 1 to n C 1 instead of from 0 to n.) Verify your
implementation.
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Exercise 7.19. Assume that the problem to be solved by Algorithm 7.6 has a vari-
able diffusion coefficient as explained in Sect. 7.4.7 . Modify the algorithm to handle
this extension of the problem.
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Exercise 7.20. Write a program, in a programming language of your choice, that
implements Algorithm 7.7 . Set up at least two test problems to test that the program
works correctly.
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Exercise 7.21. Use the program from Exercise 7.20 to solve the problem ( 7.102 )-
( 7.105 ). Apply two grid spacings, x D 0:1 and x D 0:01. First, run the explicit
method ( D 0) with the maximum t for these two cases. Then run the implicit
backward Euler scheme ( D 1) with t D 0:5x 2 and t D 10x 2 . Repeat the
latter tests with the Crank-Nicolson scheme ( D 0:5). Create animations of the
solutions in each case and write a report about how the various methods solve this
quite challenging numerical problem.
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Exercise 7.22. Modify Algorithm 7.7 such that one can choose between non-
homogeneous Dirichlet or Neumann conditions at the boundary points.
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Exercise 7.23. Write extensions in the algorithm from Exercise 7.22 such that a
variable diffusion coefficient is allowed.
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Exercise 7.24. Make a program implementing the algorithm from Exercise 7.23 .
Set up a series of test cases for checking that one can handle Dirichlet and Neumann
boundary conditions as well as a variable diffusion coefficient (use the method of
manufactured solutions to test the latter feature).
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