NATIONAL INSTITUTE OF TECHNOLOGY ROURKELA

DEPARTMENT OF MATHEMATICS
END SEMESTER EXAMINATION, SPRING, 2018-19
Subject: MA5333, Finite Difference Methods Full marks: 50 Duration: 03 Hours

Instructions: Answer all the questions in ascending order. All parts of a question should
be answered at one place. Each question carries equal marks. The symbols used have
their usual meaning.
1. (a) Develop the generalized θ method for solving IVP u′ (t) = f (t, u) u(t0 ) = u0 .
(b) Solve the following IVP:
du
= t − u2 u(0) = 0,
dt
in [0, 0.4] with h = 0.1 with θ = 0, 0.5, 1.

2. (a) For the convection equation, ft + ufx = 0 where u = convective velocity, derive
the FTCS method.
(b) Discuss its consistency and stability.
(c) Modify the FTCS method by Lax method. Find out the CFL stability criteria.

3. (a) For the diffusion equation ft = αfxx (for α > 0 a constant), derive the BTCS
method.
(b) Show that the BTCS method is consistent and unconditionally stable via matrix
approach and Von-Neumann approach.
(c) Derive the Crank- Nicolson method. Discuss the difference between these two
methods.

4. (a) Using the second order approximation, solve the following BVP with h = 0.2:

y ′′ − 2y ′ + y = 3x, y (0) = 1, y (1) = 2.

(b) Using the SOR method, solve the following system:

    
4 −1 0 1 0 x1 100
    
 −1 4 −1 0 1  x2   100 
    
 0 −1 4 −1 0  x3 = 100 .
    
    
 1 0 −1 4 −1  x4   100 
0 1 0 −1 4 x5 100

Calculate the first 05 iterations with initial guess X0 = 0 ( with the relaxation
parameter ω = 1.1).

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