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Next: 3.3.2 $B$^$H$a$F(B Up: 3.3 $B6-3&>r7o$,JQ$o$k$H(B Previous: 3.3 $B6-3&>r7o$,JQ$o$k$H(B

3.3.1 Neumann$B6-3&>r7o$G$N2rK!(B

$Br7o$G9M;!$9$k!#(B $ 0\le x\le 1$, $ t\ge 0$ $B$GDj5A$5$l$?(B$ u=u(x,t)$ $B$KBP$9$kGHF0J}Dx<0(B

$\displaystyle \frac{\rd^2 u}{\rd t^2}=\frac{\rd^2 u}{\rd x^2}
$   $\displaystyle \mbox{($0<x<1$, $t>0$)}$

$B$r=i4|>r7o(B

\begin{displaymath}
\left.
\begin{array}{l}
u(x,0)=\varphi(x)\\
\dsp\frac{\rd u}{\rd t}=\psi(x)
\end{array}\right\}\qquad (0\le x\le 1)
\end{displaymath}

$B$G(B Neumann $B6-3&>r7o(B

$\displaystyle \frac{\rd }{\rd x}u(0,t)=0, \quad \frac{\rd }{\rd x}u(1,t)=0\qquad (t>0)
$

$B$N2<$G2r$/!#$3$NLdBj$r(B($ B$)$B$H$9$k!#(B

Dirichlet $B6-3&>r7o$N;~$HF1MM$K!"(B$ v$, $ w$$B$rMQ$$$F)$B$rF3$/!#(B

(3.4) $\displaystyle \left\{\begin{array}{lll} \dsp\frac{\rd }{\rd t}\left(\begin{arra...
...{\rd x}v(0,t)&=&\dsp\frac{\rd }{\rd x}v(1,t)=0\qquad (t>0). \end{array}\right .$

($ $B!z(B$)$B$N<0$r!"%U%j!<%I%j%/%9!J(BFriedrichs$B!K$N:9J,K!$r:NMQ$7$FN%;62=$7!"(B Dirichlet $B6-3&>r7o$N;~$HF1MM$K!"(B$ \tau$, $ \lambda $ $B$rMQ$$!"@.J,$G=q$/$H!"(B
(3.5) $\displaystyle v_{i,j+1}$ $\displaystyle =$ $\displaystyle \frac{1}{2}\{(v_{i+1,j}+v_{i-1,j})+\lambda(w_{i+1,j}-w_{i-1,j})\}$
(3.6) $\displaystyle w_{i,j+1}$ $\displaystyle =$ $\displaystyle \frac{1}{2}\{\lambda(v_{i+1,j}-v_{i-1,j})+(w_{i+1,j}+w_{i-1,j})\}
\qquad(0<i<N,\ \ j=0,1,2,\ldots).$

$B$H$J$k!#=i4|>r7o!"6-3&>r7o$K$D$$$F$O
  $\displaystyle v_{i,0}$ $\displaystyle =$ $\displaystyle \psi(ih)\qquad( 0\le i\le N)$
  $\displaystyle w_{i,0}$ $\displaystyle =$ $\displaystyle \varphi'(ih)\qquad( 0\le i\le N)$
  $\displaystyle w_{0,j}$ $\displaystyle =$ $\displaystyle w_{N,j}=0\qquad(j=1,2,\ldots).$

$B$3$3$G!"(B$ v_{0,j+1}$ ( $ j=0,1,2,\ldots$) $B$K$D$$$F9M;!$9$k!#(B

$\displaystyle \dsp\frac{\rd }{\rd x}v(0,t)=\dsp\frac{\rd^2 }{\rd x \rd t}u(0,t)=
\dsp\frac{\rd^2 }{\rd t \rd x}u(0,t)=\dsp\frac{\rd }{\rd t}w(0,t)=0
$

$B$J$N$G!"2>A[3J;RE@(B $ x_{-1}$$B$rF3F~$7(B $ \dsp\frac{\rd }{\rd x}v(0,t_{j})$$B$rCf?4:9J,>&$G6a;w$9$k!#(B

$\displaystyle \dsp\frac{\rd }{\rd x}v(0,t_{j})$B

$B$h$j(B,

$\displaystyle v_{-1,j}=v_{1,j}\qquad(j=0,1,2,\ldots)
$

$B$=$3$G!"(B($ 5$), ($ 6$)$B$N<0$K(B $ i=0$$B$GMQ$$$k$H(B
  $\displaystyle v_{0,j+1}=\frac{1}{2}\{(v_{1,j}+v_{-1,j})+\lambda(w_{1,j}-w_{-1,j})\}$    
  $\displaystyle w_{0,j+1}=\frac{1}{2}\{\lambda(v_{1,j}-v_{-1,j})+(w_{1,j}+w_{-1,j})\}$    
  $\displaystyle \qquad(j=0,1,2,\ldots).$    

$B>e$N<0$K(B $ v_{-1,j}=v_{1,j}$$B!"(B $ w_{0,j+1}=0$$B$rBeF~$9$k$H!"(B

$\displaystyle 0=\frac{1}{2}\{\lambda$$B!&(B$\displaystyle 0+(w_{-1,j}+w_{1,j})\}
$

$B$h$j!"(B

$\displaystyle w_{-1,j}=-w_{1,j}\qquad(j=0,1,2,\ldots).
$

$B$f$($K!"(B

$\displaystyle v_{0,j+1}=\frac{1}{2}\{(v_{1,j}+v_{-1,j})+\lambda(w_{1,j}-w_{-1,j})\}=
v_{1,j}+\lambda w_{1,j}\qquad(j=0,1,2,\ldots).
$

$BF1MM$K(B $ v_{N,j+1}$ ( $ j=0,1,2,\ldots$)$B$K$D$$$F$b9T$J$&!#(B

$\displaystyle \dsp\frac{\rd }{\rd x}v(1,t)=\dsp\frac{\rd^2 }{\rd x \rd t}u(1,t)=
\dsp\frac{\rd^2 }{\rd t \rd x}u(1,t)=\dsp\frac{\rd }{\rd t}w(1,t)=0
$

$B$J$N$G!"2>A[3J;RE@(B $ x_{N+1}$$B$rF3F~$7(B $ \dsp\frac{\rd }{\rd x}v(1,t_{j})$$B$rCf?4:9J,>&$G6a;w$9$k!#(B

$\displaystyle \dsp\frac{\rd }{\rd x}v(1,t_{j})$B

$B$h$j(B,

$\displaystyle v_{N-1,j}=v_{N+1,j}\qquad(j=0,1,2,\ldots).
$

$B$=$3$G!"(B($ 5$), ($ 6$)$B$N<0$K(B $ i=N$$B$GMQ$$$k$H(B
  $\displaystyle v_{N,j+1}=\frac{1}{2}\{(v_{N+1,j}+v_{N-1,j})+\lambda(w_{N+1,j}-w_{N-1,j})\}$    
  $\displaystyle w_{N,j+1}=\frac{1}{2}\{\lambda(v_{N+1,j}-v_{N-1,j})+(w_{N+1,j}+w_{N-1,j})\}$    
  $\displaystyle \qquad(j=0,1,2,\ldots).$    

$B>e$N<0$K(B $ v_{N-1,j}=v_{N+1,j}$$B!"(B $ w_{N,j+1}=0$$B$rBeF~$9$k$H!"(B

$\displaystyle 0=\frac{1}{2}\{\lambda$$B!&(B$\displaystyle 0+(v_{N+1,j}+v_{N-1,j})\}
$

$B$h$j!"(B

$\displaystyle w_{N+1,j}=-w_{N-1,j}\qquad(j=0,1,2,\ldots).
$

$B$f$($K!"(B

$\displaystyle v_{N,j+1}=\frac{1}{2}\{(v_{N+1,j}+v_{N-1,j})+\lambda(w_{N+1,j}-w_{N-1,j})\}=
v_{N-1,j}-\lambda w_{N-1,j}\qquad(j=0,1,2,\ldots)
$

$B$HI=$;$k!#(B

($ 4$)$B$NLdBj$G5a$a$?$N$O!"(B$ v_{i,j}$, $ w_{i,j}$ ( $ 0\le i\le N$, $ j=0,1,2,\ldots$) $B$G$"$k!#(B $B$=$3$GLdBj(B($ B$)$B$G5a$a$?$$2r$r(B $ u_{i,j}$ ( $ 0\le i\le N$, $ j=0,1,2,\ldots$) $B$H$9$k$H!"(B$ u_{i,j}$ $B$O!"

(3.7) $\displaystyle u_{i,j+1}$ $\displaystyle =$ $\displaystyle \frac{1}{2}(u_{i+1,j}+u_{i-1,j})+\tau v_{i,j}
\qquad($$\displaystyle \mbox{$0< i<N$, $j=0,1,2,\ldots$}$$\displaystyle )$
(3.8) $\displaystyle u_{i,0}$ $\displaystyle =$ $\displaystyle \varphi(ih)\qquad\qquad\qquad\qquad\qquad (0\le i\le N)$

$B$H!"6-3&>r7o$G5a$^$k!#6-3&>r7o$O!"

$\displaystyle \frac{\rd }{\rd x}u(x,t) = w(x,t)
$

$B$@$+$i!"2>A[3J;RE@(B $ x_{-1}$$B!"$rF3F~$7!"(B $ \dsp\frac{\rd }{\rd x}u(0,t_{j})$$B$rCf?4:9J,>&$G6a;w$9$k!#(B

$\displaystyle \dsp\frac{\rd }{\rd x}u(0,t_{j})$B

$B$h$j(B,

$\displaystyle u_{-1,j}=u_{1,j}\qquad(j=0,1,2,\ldots).
$

($ 7$)$B$N<0$r!"(B$ i=0$$B$GMQ$$$F!"(B

$\displaystyle u_{0,j+1}=\frac{1}{2}(u_{1,j}+u_{-1,j})+\tau v_{0,j}=
u_{1,j}+\tau v_{0,j}\qquad (j=0,1,2,\ldots)
$

$BF1MM$K2>A[3J;RE@(B $ x_{N+1}$$B$rF3F~$7!"(B $ \dsp\frac{\rd }{\rd x}u(1,t_{j})$$B$rCf?4:9J,>&$G6a;w$9$k!#(B

$\displaystyle \dsp\frac{\rd }{\rd x}u(1,t_{j})$B

$B$h$j(B,

$\displaystyle u_{N+1,j}=u_{N-1,j}\qquad(j=0,1,2,\ldots).
$

($ 7$)$B$N<0$r!"(B$ i=N$$B$GMQ$$$F!"(B

$\displaystyle u_{N,j+1}=\frac{1}{2}(u_{N+1,j}+u_{N-1,j})+\tau v_{N,j}=
u_{N-1,j}+\tau v_{N,j}\qquad (j=0,1,2,\ldots).
$


next up previous contents
Next: 3.3.2 $B$^$H$a$F(B Up: 3.3 $B6-3&>r7o$,JQ$o$k$H(B Previous: 3.3 $B6-3&>r7o$,JQ$o$k$H(B
Masashi Katsurada
$BJ?@.(B14$BG/(B11$B7n(B29$BF|(B