sol1.pdf

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MAT 3310 (2009-2010, Second Term) Suggested Solution for Assignment 1 1. The third main submatrix 1 5 9 2 6 10 3 7 11 =0 so we use the elementary matrix to interchange the third and the fourth row of A P = 1 0 0 0 0 1 0 0 0 0 0 1 0 0 1 0 , PA = 1 5 9 7 2 6 10 9 4 8 14 14 3 7 11 12 The linear system now is PA = Pb, then we do LU factorization to the modified matrix L 1 = 1 0 0 0 2 1 0 0 4 0 1 0 3 0 0 1 L 1 A = 1 5 9 7 0 4 8 5 0 12 22 14 0 8 16 9 L 2 = 1 0 0 0 0 1 0 0 0 3 1 0 0 2 0 1 L 2 L 1 A = 1 5 9 7 0 4 8 5 0 0 2 1 0 0 0 1 = U L = L 1 1 L 1 2 = 1 0 0 0 2 1 0 0 4 3 1 0 3 2 0 1 Solve the lower triangular system Ly = Pb by forward substitution, y = 24 19 1 1 * Please email to the tutors if there are mistakes: [email protected]. 1

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Page 1: sol1.pdf

MAT 3310 (2009-2010, Second Term)

Suggested Solution for Assignment 1∗

1. The third main submatrix∣

1 5 92 6 103 7 11

= 0

so we use the elementary matrix to interchange the third and the fourth row of A

P =

1 0 0 00 1 0 00 0 0 10 0 1 0

, PA =

1 5 9 72 6 10 94 8 14 143 7 11 12

The linear system now is PA = Pb, then we do LU factorization to the modified matrix

L1 =

1 0 0 0−2 1 0 0−4 0 1 0−3 0 0 1

→ L1A =

1 5 9 70 −4 −8 −50 −12 −22 −140 −8 −16 −9

→ L2 =

1 0 0 00 1 0 00 −3 1 00 −2 0 1

→ L2L1A =

1 5 9 70 −4 −8 −50 0 2 10 0 0 1

= U

L = L−11

L−12

=

1 0 0 02 1 0 04 3 1 03 2 0 1

Solve the lower triangular system Ly = Pb by forward substitution,

~y =

24−1911

∗Please email to the tutors if there are mistakes: [email protected].

1

Page 2: sol1.pdf

Then solve the upper triangular system Ux = y by backward substitution,

~x =

−0.53.501

.

2. (a)

A =

1 0 0−1 1 00 −1 10 0 1

C =

c1 0 0 00 c2 0 00 0 c3 00 0 0 c4

~x =

x1

x2

x3

, ~f =

f1

f2

f3

(b) ∀x 6= 0, xT (AT CA)x = (Ax)T C(Ax).Let y = Ax, then since C is diagonal and positive definite, so yT Cy > 0 and yT Cy = 0is equivalent to y = 0.Then we show the equation Ax = y = 0 has only one trivial solution. Solve thesystem

A~x =

1 0 0−1 1 00 −1 10 0 1

x1

x2

x3

=

0000

we get ~x = ~0. So for x 6= 0, xT (AT CA)x > 0. A is positive definite.

(c) With

C =

1 0 0 00 1 0 00 0 1 00 0 0 1

, ~f =

111

we get

AT CA~x =

2 −1 0−1 2 −10 −1 2

= ~f,

Solve the linear system,

~x =

1.52

1.5

2

Page 3: sol1.pdf

3. (a) Let the stress function be w(x), the displacement be u(x), the elastic constant bec(x), the external force be f(x), then we have

w(x) = c(x)dudx

−dwdx = f

w(0) = w(1) = 0

(1)

(b) Integrate the above second equation in [0, 1],

−∫

1

0

dw

dx= w(0) − w(1) =

1

0

f(x)dx = 0

In order to have a solution, we need the condition∫

1

0f(x)dx = 0.

(c) If u(x) is a solution of the model in (a), then let v(x) = u(x) + C, C is any constant.Since v′(x) = u′(x),

−d

(

c(x)dvdx

)

dx= −

d(

c(x)dudx

)

dx= f

v(x) satisfies the equation. For the boundary conditions

c(x)dv

dx= c(x)

du

dx

so it also has w(0) = w(1) = 0 for v(x), and v(x) is a solution.

4. (a) Substitute u = d1ex/

√c + d2e

−x/√

c + 1 into the equation,

−cu′′(x) = −c(d1ex/

√c + d2e

−x/√

c + 1)′′ (2)

= −c(d1√

cex/

√c +

−d2√c

e−x/√

c)′ (3)

= −c(d1

cex/

√c +

d2

ce−x/

√c) (4)

= −(d1ex/

√c + d2e

−x/√

c) (5)

= −(u + 1) (6)

So u = d1ex/

√c + d2e

−x/√

c + 1 is an exact solution of the equation −cu” + u = 1.

(b) Set the boundary conditions u(0) = u(1) = 0, we get

{

d1 + d2 + 1 = 0

d1e1/

√c + d2e

−1/√

c + 1 = 0(7)

Solve the system, we get

d1 =e−1/

√c − 1

e1/√

c − e−1/√

c, d2 =

1 − e1/√

c

e1/√

c − e−1/√

c

3

Page 4: sol1.pdf

(c) For 0 < x < 1,

limc→0

u(x) = limc→0

ex√c (

e−1/√

c − 1

e1/√

c − e−1/√

c) + e

− x√c

1 − e1/√

c

e1/√

c − e−1/√

c+ 1 (8)

= limc→0

ex−1√

c (e−1/

√c − 1

1 − e−2/√

c) + e

− x√c

e−1/√

c − 1

1 − e−2/√

c+ 1 (9)

= 0 · (−1) + 0 · (−1) + 1 (10)

= 1 (11)

(d) For any c, substitute x = 0 and x = 1 into u(x), u(0) = u(1) = 0 are always satisfied.So both boundary conditions are kept, and both ends have the boundary layer.

5. (a) Solve the equation−u′′ = ex

we get the general solution is u(x) = −ex + c1x + c2, where c1, c2 are constants.Substitute the boundary conditions u(0) = 0 and u(1) = 0,

{

c2 − 1 = 0

−e + c1 + c2 = 0(12)

so c1 = e − 1, c2 = 1, and the solution is u(x) = −ex + (e − 1)x + 1.

(b) The original equation is:

{

−u′′ = δ(x − 1

4), 0 < x < 1

u(0) = 0, u′(1) = 0.(13)

so −u′′ = 0 at x 6= 1

4, solve this equation:

u =

{

c1x + c2, 0 < x < 1

4

c3x + c4,1

4< x < 1

where c1, c2, c3, c4 are constants to be determined from the following conditions:u(0) = 0 =⇒ c2 = 0,u′(1) = 0 =⇒ c3 = 0,u is continuous at x = 1

4=⇒ 1

4c1 = c4,

−∫

1

4+ε

1

4−ε

u′′dx = −∫

1

4+ε

1

4−ε

δ(x− 1

4)dx = −u′(1

4+ ε)+u′(1

4− ε) = 1 =⇒ u′

+(1

4)−u′

−(1

4) =

1,=⇒ 0 + c1 = 1 =⇒ c4 = 1

4. so we have the solution:

u =

{

x, 0 < x < 1

41

4, 1

4< x < 1

4