Let us consider another example with the external forcing function is a concentrated loading, according to section (2), we use Dirac delta function to represent the loading.
According to (3.2) and (3.3), we decompose our problem into the following problems,
and
The same as the first example, we only have the particular solution
. And also we have the same Green's function as (1.1.11),
and according to (2.9), then we can have
Therefore, the exact solution of the problem (1.2.1) is
Using the same notations as (1.1.13) and (1.1.14), the finite difference method for the problem (1.2.1) can be done in the following procedure. Consider
By using the property of (2.5), we have
We can use the method of finite difference to approximate the derivative and trapezoidal rule to approximate the integral in (1.2.6). Then, we could have
Since we can use the average of
and
and the average of
and
to approximate
and
respectively.
Then, we have the following difference equation
Imposing the boundary conditions, we can rewrite (1.2.8) to
In matrix form, we have
where A is an order (n-1) square matrix, u and
b
are
column matrices, such that
TABLE 2.1
|
|
|
|
|
|
| h=1/4 |
|
|
|
|
| h=1/8 |
|
|
|
|
| h=1/16 |
|
|
|
|
| h=1/32 |
|
|
|
|
| h=1/64 |
|
|
|
|
| h=1/128 |
|
|
||
| h=1/256 |
|
TABLE 2.2
|
r(1)
|
|
|
|
|
|
r(2)
|
|
|
|
|
|
r(3)
|
|
|
|
|
|
r(4)
|
|
|
||
|
r(5)
|
|
|
||
|
r(6)
|
|
For the problem (1.2.1), the forcing
function is concentrated at the nodal point x = 1/2 where leads
to a singular point, the Table 2.1 and Table
2.2
display the numerical results at this point. The same as problem (1.1.1),
we see from Table 2.1 and Table 2.2
that we have a similar result at this singular point. The numerical experimental
solutions show that at any nodal point, we have the same asymptotic error
expansion as (1.1.19) [See Appendix {B.2a-B.2b].
In addition, when h = 1/256, the finite difference solution gives
the error at x = 1/2
which is larger than the error of the extrapolated solution obtained from
the three solutions corresponding to h = 1/4, 1/8 and 1/16. Although
the forcing function can be concentrated at any other nodal points, the
numerical solutions also show that we can obtain the same asymptotic error
expansion [See Appendix B.2c-B.2h].