sandbox/easystab/differential_equation_sameside.m
Differential equation - Two boundaries conditions on the same side
We solve this differential equation \displaystyle f_{xx}= 1 with the boundary conditions \displaystyle f(0)=0, ~f_x(0)=1
% Solve the system : DD*f=b with the two boundaries conditions on the same
% side. f(0)=0 (Dirichlet) & f'(0)=0 (Neumann)
%}
clear all; clf
% parameters
L=2*pi; % domain length
N=50; % number of points
% the grid
x=linspace(0,L,N)';
h=x(2)-x(1); % the grid size
% first derivative
D=zeros(N,N);
D(1,1:3)=[-3/2, 2, -1/2]/h;
for ind=2:N-1
D(ind,ind-1:ind+1)=[-1/2, 0, 1/2]/h;
end
D(end,end-2:end)=[1/2, -2, 3/2]/h;
% second derivative
DD=zeros(N,N);
DD(1,1:3)=[1, -2, 1]/h^2;
for ind=2:N-1
DD(ind,ind-1:ind+1)=[1, -2, 1]/h^2;
end
DD(end,end-2:end)=[1, -2, 1]/h^2;
% second order derivative
A=DD;
% boundary conditions
I=eye(N);
A([1,N],:)=[I(1,:); D(1,:)];
b=1+zeros(N,1); b([1,N])=[0,0];
% solve the system
f=A\b;
% plotting
plot(x,f,'b.-',x,x.^2/2,'r.');
xlabel('x');ylabel('f');
legend('numerical','analytical')
xlim([0,L]); grid on
set(gcf,'paperpositionmode','auto')
print('-dpng','-r80','differential_equation_sameside.png')