BOUNDARY VALUE

PROBLEMS
BY
NOOR HIDAYAT
MATH FMIPA UB

Introduction
BVP for higher order ordinary differential equations
are frequently encountered in applications.

These require the determination of a function of a

single independent variable satisfying a given
differential equation and subject to specified
values at the boundaries of the solution domain.

Introduction
Four important kinds of (linear) BC:
Drichlet :
Neumann :
Robin
:;
Periodic :

Second and fourth order BVP are most common in

engineering applications.

IVP require determination of the

function subject to specified value (s)
at one of the domain (typically ).
BVP involving second order ODEs and
function values are specified at the
two end of the solution domain
(typically and ).
Many problems in engineering and
science can be formualted as BVPs.
Exampples: steady state conduction heat
transfere in a thin heated wire, electric
potential inside a thin conductor,
deflection of a thin elastic thread under
load and many other

Solution
ODE:
General solution:
BC: ;
Unique solutions:
BC:
No solution exists.

Higher Order Equations and

Systems of Equations
IVP:

IC:

Introducing the new variables:

Ekuivalen Siytem :

Algorithm
We Develop algorithms for solving system of
(linear or nonlinear) ode of the boundary
value type.
Such equation arise in describing
distributed, steady state model in 1-D
spatial
DE are transformed into system of (linear and
nonlinear) algebraic equations through a
discretitazion process

Three Methods
Finite difference methods using the
difference approximation
Shooting methods based on
methods for initial value problems
Method of weighted residuals using
notions of functional approximation

Finite Difference Methods

Derivative
at

Difference approximation

Truncatio
n error

Finite Difference Methods for Linear

Problems
DE

BC

Introduce a mesh in by dividing the interval

into equal subintervals of size .
Discritizati
This produces two boundary mesh point and
on
, and N interior mesh point

 Values & are known, but the values must

be determined.

From the Taylor expansions for & the

following centered difference formula is
obtained

If the higher order terms are discard

from the above formulae and the
approximation are used in original
DE, the second order accurate finite
difference approximation to the BVP
becomes a system of simultaneous
linear algebraic equations

In matrix notation the system

becomes

where is tridiagonal matrix

Linear Finite Difference Method

Algorithm
Given function end point , BC ,
number of subinterval .
Set
Solve tridiagonal system

Theorem of Uniqueness

If & are continuous and on

the problem has a unique
solution provided where .
Further, if is continuous on
the truncution error is

DIRICHLET PROBLEMS
DE

BC

Assume

Assume: solutions exist

Methods: FDE
Construction
scheme
System of Linear Equation

Example
DE

BC

Bagi interval menjadi subinterval dengan ujungujungnya , dimana

Diskritisasi

Example
Gunakan aproksimasi beda
Aproksimasi hingga, sehingga didapat

Substitusi

 Sekarang coba selesaikan untuk

Tugas
Pilih
sedikitnya satu contoh BVP dari second

order ODE with constant coefficient.

Pilih sedikitnya satu contoh BVP dari second
order ODE with variable coefficient.
Buatlah algoritma finite difference methods
Buatlah program untuk metode tersebut.
Jelaskan tentang Finite Difference Methods for
Nonlinear problems: algorithm, contoh, program
Bandingkan
hasil
penggunaan
alternatif
aproksimasi dan serta metode penyelesaian

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