CS 555/CSE 510/MATH 552: Review Questions, Spring 2009

This is a list of review questions for each section of the books and notes. The (*) symbol means some method or equation that would be given explicitly on the exam. This list of questions is not an inclusive list of exam questions, but is only intended to help with preparing for the exam.

[1] General Introduction to PDEs

  • Is (*) PDE linear? quasilinear? nonlinear?
  • Is (*) PDE elliptic? parabolic? hyperbolic?
  • When is a PDE well posed?
  • What are the characteristics of this PDE?
  • Are the boundary conditions specified correctly?
  • How do the characteristics help determine if a PDE is well posed?
  • What is the domain of dependence?
  • What is the range of influence?
  • Is (*) an advection equation?
  • Is (*) the Laplace equation? a heat equation? a wave equation?

[2] M&M Parabolic in 1D

  • Derive the analytical solution for the 1D Heat equation
  • Write down the forward/backward/centered difference approximation
  • Derive the local accuracy of a finite difference method
  • Write down the theta method.
  • For which theta is this method explicit?
  • For which theta is this method unconditionally stable?
  • For which theta is this method second-order accurate?
  • Derive the local truncation error
  • Is (*) finite difference method stable?
  • Show (*) is stable using Fourier analysis
  • Does (*) method have a maximum principle?
  • Show (*) converges globally using a maximum principle.
  • Are (*) boundary conditions Dirichlet? Neumann? Robin?
  • Compute one step with method (*).

[3] M&M Parabolic in higher dimensions

  • What is the ADI method?
  • How stable/accurate/expensive is the ADI method?
  • How does the ADI method compare to Crank Nicolson?
  • How does the Explicit method compare to ADI and Crank Nicolson?
  • Write down a finite difference approximation at a curved boundary.
  • Compute the stability condition for method (*) using Fourier
  • How sparse is the linear system solve for ADI and Crank Nicolson?

[4] M&M Hyperbolic Problems

  • What is the upwind method for a quasilinear advection equation?
  • How about the Lax-Wendroff method?
  • What are the characteristics?
  • What is the Courant-Friedrich-Lewy (CFL) condition?
  • What is the domain of dependence?
  • Compute the stability condition of (*) using Fourier
  • What happens when characteristics cross?
  • Write (*) PDE in conservation form.
  • What equation does the weak solution satisfy?
  • What is the shock speed for the weak solution?

[6] M&M Elliptic Problems

  • Write down a finite difference method for Laplace/Poisson
  • What is the local order of accuracy of (*) method?
  • What is the sparse structure of the system of equations?
  • Prove global convergence for centered difference
    for Poisson on a square domain with Dirichlet boundary conditions.
  • For a general elliptic problem, what four conditions must be satisfied to prove convergence using Theorem 6.1?
  • What is the global accuracy with curved boundaries (without proof)?
  • What about Neumann boundary conditions (without proof)?

[1] A&B Quadratic Functionals

  • What is a functional?
  • What is a quadratic functional?
  • What is a stationary point?
  • What is a (strong) local/global minimizer?
  • Compute the directional derivative of (*) functional

[2] A&B Variational Formulation I

  • Derive the weak form of (*) in strong form
  • Derive the Euler-Lagrange equations for (*) functional
  • What is the Gauss divergence theorem?
  • Integrate the 2d/3d integral (*) by parts to get the weak form.
  • How do boundary conditions in the minimization form translate to boundary conditions in the strong form?
  • Which boundary conditions are "natural" in minimization form?
  • Which boundary conditions are "essential"?

[3] A&B Variational Formulation II

  • Is (*) a vector space?
  • Is (*) an inner product?
  • Is (*) a norm?
  • What is a Cauchy sequence?
  • What is a Hilbert Space?
  • When is a space "complete"?
  • What is L2
  • What is the Cauchy-Schwarz inequality?
  • Is (*) a bounded linear functional?
  • State the Riesz representation theorem.
  • When are two norms equivalent?
  • Is C(k) complete?
  • Is H(k) complete?
  • What is H(k)?
  • When is a bilinear form "coercive"?
  • State the Lax-Milgram Lemma
  • Does (*) PDE satisfy Lax-Milgram? Prove or disprove.
  • Why is Lax-Milgram so important?

[4] A&B Ritz-Galerkin Method

  • What is a(u,v) = G(v) in minimization form?
  • What is a(u,v) and G(v) for (*) in strong form?
  • Given a finite subspace with basis functions, derive the discrete equations for a(u,v) = G(v).

[5] A&B Galerkin Finite Element Method

  • What are the piecewise linear basis functions on a triangle?
  • Construct the mapping to a standard triangle.
  • Outline how you would assemble the global system of equations.
  • When is numerical integration necessary?

Last Updated: 19-Jan-09
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