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categoryرياضيات
schoolبكالوريوس
event_available2026-07-13
السؤال
Transcribed Image Text:
Exercice 3.
We consider the following boundary value problem:
2
P{(x)+= f(x), €10,1[,
u(0) u(1)=0
For solving the problem P by a finite difference method we use the tree points
scheme, for an integer N≥2
24-1-24+4+1 = ih, h=
h2
N+1
u" (2)≈
and the centered scheme
u'(x)=
U-1-Ui+1
2h
1) Provide the finite difference discrete scheme of the problem P and write
it as a linear system A, ub by specifying the matrix A, and the vector
bh-
=
=(1,..., IN), prove
2) Let y=A, where y = (1,..., VN) and x =
20 then x 20 for iЄ (1,2,.....N}.
Deduce that the matrix A, is invertible.
3)We consider the following function
8(x) = −(1+1)² Ln(1+1) +
+2x) Ln(2), E [0,1].
Prove that the function is a solution of the problem P when f=1.
-
4) We define the vector 0 = ((x1), 0(x2),..., 6(N)), prove that there exists
a constant C independent of h such that
|(A, 0h) – 1| <Ch*, i€{1,2,N}.
5) Deduce from the above that there exists a constant M independent of h
such that
AM, where ||A|=suplay)-
6) Prove that the finite difference scheme is convergent with an order equal
to 2.
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