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268     6 Boundary value problems



                   ϕ A (1) = 1 by placing a hypothetical (nonexistent) grid point at ξ N+1 = 1 for which we
                   set ϕ N+1 = 1. We then modify (6.53) for j = N to use this value for the nonexistent grid
                   point,

                                                                    γβ(1 − ϕ N )
                                                             2
                                                           2
                       f N = A N,N−1 ϕ N−1 + A NN ϕ N + A N,N+1 − ξ   exp       ϕ N = 0
                                                           N
                                                                   1 + β(1 − ϕ N )
                                                                                      (6.54)
                   We treat the von Neumann boundary condition similarly, applying (6.53) to j = 1, referring
                   to a nonexistent point at ξ 0 = 0,

                                                         γβ(1 − ϕ 1 )
                                                2
                                                  2
                    f 1 = A 10 ϕ 0 + A 11 ϕ 1 + A 12 ϕ 2 − ξ   exp   ϕ 1 = 0          (6.55)
                                               1
                                                        1 + β(1 − ϕ 1 )
                   To enforce dϕ/dξ| 0 = 0 we might think to set ϕ 0 = ϕ 1 . However, this approximation is
                   based upon the first-order finite difference

                                            dϕ A     ϕ 1 − ϕ 0
                                                   =       + O(ξ 1 )                  (6.56)
                                            dξ    0   ξ 1
                   When solving diffusion equations it is common to use second-order accurate approxima-
                   tions, so that simply setting ϕ 0 = ϕ 1 is not the preferred way to treat a von Neumann
                   boundary condition. Rather, we obtain second-order accuracy by fitting a quadratic poly-
                   nomial to ϕ(ξ) near ξ = 0,
                                                                  2
                                                                      ξ − ξ k
                                                                 0
                         ϕ(ξ) ≈ ϕ 0 L 0 (ξ) + ϕ 1 L 1 (ξ) + ϕ 2 L 2 (ξ)  L j (ξ) =    (6.57)
                                                                      ξ j − ξ k
                                                                  k=0
                                                                 k = j
                   The discretized form of the von Neumann boundary condition is then

                                     dϕ A

                                           = 0 = ϕ 0 L (0) + ϕ 1 L (0) + ϕ 2 L (0)    (6.58)


                                                    0       1        2
                                      dξ
                                         0
                   where
                                −(ξ 1 + ξ 2 )         ξ 2              −ξ 1

                         L (0) =           L (0) =           L (0) =                  (6.59)
                          0                 1                  2
                                   ξ 1 ξ 2        ξ 1 (ξ 2 − ξ 1 )   ξ 2 (ξ 2 − ξ 1 )
                   For a locally uniform grid with ξ 1 =  ξ, ξ 2 = 2( ξ), (6.58) becomes

                                          dϕ A       −3ϕ 0 + 4ϕ 1 − ϕ 2
                                                = 0 =                                 (6.60)
                                          dξ              2( ξ)
                                              0
                   From this discretized boundary condition, we write the nonexistent grid value as


                                    ϕ 0 = a 1 ϕ 1 + a 2 ϕ 2  a j =−[L (0)]/[L (0)]    (6.61)
                                                               j
                                                                     0
                   and substitute for ϕ 0 in (6.55),
                                                                     γβ(1 − ϕ 1 )

                                                            2
                                                              2
                       f 1 = (A 11 + a 1 A 10 )ϕ 1 + (A 12 + a 2 A 10 )ϕ 2 − ξ   exp  ϕ 1 = 0
                                                            1
                                                                    1 + β(1 − ϕ 1 )
                                                                                      (6.62)
                   Together, (6.53), (6.54), and (6.62) provide a set of N nonlinear algebraic equations for the
                   N unknowns {ϕ 1 , ϕ 2 ,..., ϕ N } that can be solved numerically (e.g. by fsolve). The nonzero
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