Study guide: Solving nonlinear ODE and PDE problems

$$ \newcommand{\uex}{{u_{\small\mbox{e}}}} \newcommand{\half}{\frac{1}{2}} \newcommand{\tp}{\thinspace .} \newcommand{\Oof}[1]{\mathcal{O}(#1)} \newcommand{\x}{\boldsymbol{x}} \newcommand{\dfc}{\alpha} % diffusion coefficient \newcommand{\Ix}{\mathcal{I}_x} \newcommand{\Iy}{\mathcal{I}_y} \newcommand{\If}{\mathcal{I}_s} % for FEM \newcommand{\Ifd}{{I_d}} % for FEM \newcommand{\basphi}{\varphi} \newcommand{\baspsi}{\psi} \newcommand{\refphi}{\tilde\basphi} \newcommand{\xno}[1]{x_{#1}} \newcommand{\dX}{\, \mathrm{d}X} \newcommand{\dx}{\, \mathrm{d}x} \newcommand{\ds}{\, \mathrm{d}s} $$

Newton's method; Jacobian (2)

The complete Jacobian becomes (make sure you get this!) $$ \begin{align*} J_{i,i} &= \frac{\partial F_i}{\partial u_i} = \frac{\partial A_{i,i-1}}{\partial u_i}u_{i-1} + \frac{\partial A_{i,i}}{\partial u_i}u_i + A_{i,i} + \frac{\partial A_{i,i+1}}{\partial u_i}u_{i+1} - \frac{\partial b_i}{\partial u_{i}}\\ &= \frac{1}{2\Delta x^2}( -\dfc^{\prime}(u_i)u_{i-1} +2\dfc^{\prime}(u_i)u_{i} -\dfc(u_{i-1}) + 2\dfc(u_i) - \dfc(u_{i+1})) +\\ &\quad a -\frac{1}{2\Delta x^2}\dfc^{\prime}(u_{i})u_{i+1} - b^{\prime}(u_i)\\ J_{i,i-1} &= \frac{\partial F_i}{\partial u_{i-1}} = \frac{\partial A_{i,i-1}}{\partial u_{i-1}}u_{i-1} + A_{i-1,i} + \frac{\partial A_{i,i}}{\partial u_{i-1}}u_i - \frac{\partial b_i}{\partial u_{i-1}}\\ &= \frac{1}{2\Delta x^2}( -\dfc^{\prime}(u_{i-1})u_{i-1} - (\dfc(u_{i-1}) + \dfc(u_i)) + \dfc^{\prime}(u_{i-1})u_i)\\ J_{i,i+1} &= \frac{\partial A_{i,i+1}}{\partial u_{i-1}}u_{i+1} + A_{i+1,i} + \frac{\partial A_{i,i}}{\partial u_{i+1}}u_i - \frac{\partial b_i}{\partial u_{i+1}}\\ &=\frac{1}{2\Delta x^2}( -\dfc^{\prime}(u_{i+1})u_{i+1} - (\dfc(u_{i}) + \dfc(u_{i+1})) + \dfc^{\prime}(u_{i+1})u_i) \end{align*} $$