Past exam of the numerical solutions of partial differential equations course of the University of Oxford / 2023 / 1 / b / Solution

Let $f_i=f(ih)$ and $g_i=g(ih)$, and define the scaled forward difference operator, backward difference operator and second-order central difference byThe two finite difference methods are the nonlinear systemswith the prescribed Dirichlet boundary conditions $U_0=V_0=A$ and $U_N=V_N=B$. These equations determine the interior nodal values.

For clarity distinguish the interior and edge inner products and their norms:The bracketed norm includes the last edge $i=N$. Let $W=U-V$, so $W_0=W_N=0$, and put $q_i=D_x^{-}{W}_i$ for $1\le i\le N$. Direct telescoping gives discrete summation by parts:Subtract the two nonlinear systems, multiply each equation by $h{W}_i$ and sum. The resulting discrete energy identity isThe nonlinear summands are nonnegative by the factorization in (a). Using Young's inequality for products at every node givesThis also proves uniqueness of each discrete solution. Existence can be seen by minimizing, with the endpoints fixed, the strictly convex energy functionalIt is a coercive function of its finitely many interior values, so it attains a minimum. Its first derivatives are $h(-D_x^{+}{D}_x^{-}{W}_i+W_i+W_i^3-f_i)$; thus its minimizer solves the scheme. The same argument applies to $g$.