w7final - Math 623(IOE 623 Winter 2007 Final exam Name...

Info icon This preview shows pages 1–3. Sign up to view the full content.

View Full Document Right Arrow Icon
Math 623 (IOE 623), Winter 2007: Final exam Name: Student ID: This is a closed book exam. You may bring up to ten one sided A4 pages of notes to the exam. You may also use a calculator but not its memory function. Please write all your solutions in this exam booklet (front and back of the page if necessary). Keep your explanations concise (as time is limited) but clear. State explicitly any additional assumptions you make. Time is counted in years, prices in USD, and all interest rates are continuously compounded unless otherwise stated. You are obliged to comply with the Honor Code of the College of Engineering. After you have completed the examination, please sign the Honor Pledge below. A test where the signed honor pledge does not appear may not be graded. I have neither given nor received aid, nor have I used unauthorized resources, on this examination . Signed: 1
Image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon
(1) Consider the PDE u t = (1 + x ) u xx + 2 xu x , 1 < x < 2 , t > 0, with the initial condition u ( x, 0) = e x , 1 < x < 2, and the boundary conditions u (1 , t ) = e, u (2 , t ) = e 2 . The initial value problem is to be solved numerically by a finite difference scheme, where the time step is denoted Δ t and the space step Δ x . The numerical scheme is to be second order accurate in Δ x . (a) Write down the forward Euler finite difference scheme for the initial value problem. How should Δ t and Δ x
Image of page 2
Image of page 3
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

What students are saying

  • Left Quote Icon

    As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors 24/7, and even share my old projects, papers, and lecture notes with other students.

    Student Picture

    Kiran Temple University Fox School of Business ‘17, Course Hero Intern

  • Left Quote Icon

    I cannot even describe how much Course Hero helped me this summer. It’s truly become something I can always rely on and help me. In the end, I was not only able to survive summer classes, but I was able to thrive thanks to Course Hero.

    Student Picture

    Dana University of Pennsylvania ‘17, Course Hero Intern

  • Left Quote Icon

    The ability to access any university’s resources through Course Hero proved invaluable in my case. I was behind on Tulane coursework and actually used UCLA’s materials to help me move forward and get everything together on time.

    Student Picture

    Jill Tulane University ‘16, Course Hero Intern