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2.

Solve the boundary value problem


3
u′′ = u2
2
u(0)=4, u(1)=1
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with ℎ = 3. Use the second order method.
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For ℎ = , we have four nodal points xj= jh, 0 ≤ j ≤ 3. The value at the end points x0 and x3 are
3

given from boundary conditions. The second order method gives the following system of equations.
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Uj-1 – 2uj + uj+1 = (uj2), j= 1,2
6
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For j =1, u0 – 2u1 + u2 = 6 u12
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For j =2, u1 – 2u2 + u3 = u22
6

Using the boundary conditions u0 = 4, u3 = 1 we get the equations


F1 (u1, u2) = u12 + 12u1 – 6u2 – 24 = 0

F2 (u1, u2) = u22 - 6u1 + 12u2 – 6 = 0


This system of equations can be solved by any iterative method. We use the Newton-Raphson method
to solve this system, which is given as
-1
(𝑘+1) (𝑘) (𝑘) (𝑘) (𝑘) (𝑘)
𝑢1 𝑢 2𝑢 + 12 −6 𝑓1 (𝑢1 , 𝑢2 𝑢1 1
[ (𝑘+1) ] = [ 1(𝑘) ]- [ 1 (𝑘)
] [ (𝑘) (𝑘)
] = [ (𝑘) ] -
𝐷
𝑢2 𝑢2 −6 2𝑢2 + 12 𝑓2 (𝑢1 , 𝑢2 𝑢2
(𝑘) (𝑘) (𝑘)
2𝑢2 + 12 6 𝑓1 (𝑢1 , 𝑢2
[ (𝑘)
][ (𝑘) (𝑘)
], k = 0, 1, ….
6 2𝑢1 + 12 𝑓2 (𝑢1 , 𝑢2

Where
D = (2u1(k) + 12) (2 u2(k) + 12) - 36
Taking u1(0) = 2 and u2(0) = 1.5, we get
u1(1) = 2.3014706, u2(2) = 1.4705882
u1(2) = 2.2950429, u2(2) = 1.4679491
u1(3) = 2.2950399, u2(3) = 1.4679474

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