High order FEM vs. IgA by J.A.Evans, T.J.Hughes and A.Reali, 2014

Size: px
Start display at page:

Download "High order FEM vs. IgA by J.A.Evans, T.J.Hughes and A.Reali, 2014"

Transcription

1 High order FEM vs. IgA by J.A.Evans, T.J.Hughes and A.Reali, 2014 Rainer Schneckenleitner JKU Linz Jan 20, 2017 Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

2 Overview 1 Introduction 2 The Elliptic eigenvalue problem 3 The Elliptic boundary value problem 4 The Parabolic initial-value problem 5 The Hyperbolic initial-value problem 6 Own results Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

3 Introduction Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

4 Introduction Spectral approximation properties of FE and B-splines Investigation of eigenvalue approximation in former papers Good approximation quality of B-spline FE approximation diverged with p Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

5 Introduction What are the eects of this results to BVP and IVP? This question will be answered throughout this presentation Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

6 Introduction Need approximations from a global perspective Pythagorean eigenvalue error theorem pertains to all modes Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

7 Introduction Only the Laplace operator is considered Domain Ω R d is bounded and connected Ω is Lipschitz H m (Ω) := {f L 2 D α f L 2, α m} V (H m (Ω)) n closed Functions in V satisfy appropriate boundary conditions d, m, n N Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

8 Introduction (, ) and a(, ) are symmetric, bilinear with 1 a(v, w) v E w E 2 w 2 = a(w, w) E 3 (v, w) v w 4 w 2 = (w, w) where E is the energy norm which is equivalent to the (H m (Ω)) n norm on V, is the L 2 (Ω) n norm, v, w V Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

9 The Elliptic eigenvalue problem Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

10 The Elliptic eigenvalue problem Continuous eigenvalue problem formulation Find eigenvalues λ l R + and eigenfunctions u l V for l N, s.t., for all w V λ l (w, u l ) = a(w, u l ) 0 < λ 1 λ 2... and (u k, u l ) = δ kl u l 2 E = a(u l, u l ) = λ l and a(u k, u l ) = 0, l k Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

11 The Elliptic eigenvalue problem Discrete eigenvalue problem formulation Find eigenvalues λ h l R+ and eigenfunctions u h l V h, s.t., for all w h V h λ h l (w h, u h l ) = a(w h, u h l ) 0 < λ h 1 λh 2 λh N where dim(v h ) = N and (u h k, uh l ) = δ kl u h l 2 E = a(uh l, uh l ) = λh l and a(uh k, uh l ) = 0, l k Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

12 The Elliptic eigenvalue problem Comparison of {λ h l, uh l } to {λ l, u l } for l = 1,..., N is important Based on Pythagorean eigenvalue error theorem as introduced by G. Strang and G. Fix λ h l λ l λ l + ul h u l 2 = u h l u l 2 E, l = 1,..., N λ l Figure: Graphical representation of the Pythagorean eigenvalue error theorem Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

13 The Elliptic eigenvalue problem Variational model problem where λ l (w, u l ) = a(w, u l ) a(w, u l ) = (w, u l ) = w x wu l dx u l x dx and with homogeneous Dirichlet boundary conditions and Ω = (0, 1) Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

14 The Elliptic eigenvalue problem For l N, Eigenvalues are λ l = π 2 l 2 Eigenfunctions are u l = 2sin(lπx) Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

15 The Elliptic eigenvalue problem Figure: Pythagorean eigenvalue error theorem budget and L 2 -eigenfunction error for quadratic elements. (a) C 1 -continuous B-splines; (b) C 0 continuous nite elements, N = 99 Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

16 The Elliptic eigenvalue problem Figure: Pythagorean eigenvalue error theorem budget and L 2 -eigenfunction error for cubic elements. (a) C 2 -continuous B-splines; (b) C 0 continuous nite elements, N = 99 Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

17 The Elliptic eigenvalue problem Figure: Pythagorean eigenvalue error theorem budget for quartic elements. (a) C 3 -continuous B-splines; (b) C 0 continuous nite elements, N = 99 Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

18 The Elliptic eigenvalue problem Results of this section An accurate eigenvalue does not imply an accurate eigenfunction The higher the eigenvalue the greater the eigenfunction error is false B-splines yield better approximations outlier modes at the end of the spectrum outlier modes do not spoil the accuracy in the interior Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

19 The Elliptic boundary value problem Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

20 The Elliptic boundary value problem Let f (L 2 (Ω)) n Continuous variational problem Find u V such that for all w V a(w, u) = (w, f ) Discrete variational problem Find u h V h such that for all w h V h a(w h, u h ) = (w h, f ) Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

21 The Elliptic boundary value problem Approximation of the continuous problem by the discrete one Eigenfunction expansion u = d l u l and u h = l=1 N l=1 d h l uh l where d l and dl h denote the Fourier-coecients of the continuous and the discrete solutions, respectively Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

22 The Elliptic boundary value problem λ l d l = f l def. = (u l, f ) λ h l d h l = f h l def. = (u h l, f ) u(x) = l=1 f l λ u l l (x) and u h (x) = N l=1 f l h λ h ul h(x) l Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

23 The Elliptic boundary value problem The error in the solution is e(x) = u h (x) u(x) = e(x) + e (x) with e(x) = e (x) = N e l (x) = l=1 N e l (x) = l=1 N l=1 l=n+1 ( f h l λ h l ) ul h (x) f l u l (x) λ l ( f l λ l u l (x) ) Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

24 The Elliptic boundary value problem For a specic l 1,..., N ( ( e l 2 f e l E e l E λ l λ 1/2 2 l λ 1/2 l ( ( e l E 2 f e l E λ l where e l = u h l u l 1 + e l E λ 1/2 l ) ( 1 + e l E λ 1/2 l 1 + e l 2 E λ l ) e l 2 E λ l + 1 e l 2 E 2 λ l )) ) Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

25 The Elliptic boundary value problem Discrete solution can be large in error Elliptic boundary-value problems are usually forgiving Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

26 The Parabolic initial-value problem Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

27 The Parabolic initial-value problem Let f L 2 ((0, T ); (L 2 (Ω)) n ) and U (L 2 (Ω)) n ) and T R + Continuous variational problem Find u V T such that for all w V and almost all t (0, T ) w, u (t) + a(w, u(t)) = (w, f (t)) t (w, u(0)) = (w, U) where V T := {v L 2 ((0, T ); V ) : v t L2 ((0, T ); V )} and, is the duality pairing Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

28 The Parabolic initial-value problem Semi-discrete variational problem Find u h V h T such that for all w h V h and almost all t (0, T ) w h, uh t (t) + a(w h, u h (t)) = (w h, f (t)) (w h, u h (0)) = (w h, U) where V h T := {v L2 ((0, T ); V h ) : v t L2 ((0, T ); V h )} and, is the duality pairing Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

29 The Parabolic initial-value problem yield and u(t) = d l (t)u l and u h (t) = l=1 N l=1 d h l (t)uh l d l (t) + λ ld l (t) = f l (t) def = (u l, f (t)) d h d l (0) = U l def = (u l, U) l (t) + λh l d l h (t) = f l h def (t) = (ul h, f (t)) d h l (0) = U h l def = (u h l, U) Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

30 The Parabolic initial-value problem Solving the ordinary dierential equations yield t d l (t) = U l exp( λ l t) + exp( λ l (t τ))f l (τ)dτ and d h l (t) = U h l exp( λh l t) + t 0 0 exp( λ h h l (t τ))fl (τ)dτ Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

31 The Parabolic initial-value problem From the Fourier-coecients, we obtain u(x, t) = and u h (x, t) = ( U l exp( λ l t) + l=1 t N t (U hl exp( λhl t) + l=1 0 0 ) exp( λ l (t τ))f l (τ)dτ u l (x) ) exp( λ h h l (t τ))fl (τ)dτ ul h (x) The error is e(x, t) = u h (x, t) u(x, t) = e(x, t) + e (x, t) Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

32 The Parabolic initial-value problem e(x, t) is caused by eigenvalue and eigenfunction errors Errors in decay rates are only due to eigenvalue errors Initial error is due to projection error Important are times up to t = O(λ 1 l ) Similar for f e l 0 as λ l t e l E 0 as λ l t Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

33 The Hyperbolic initial-value problem Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

34 The Hyperbolic initial-value problem Let f L 2 ((0, T ); (L 2 (Ω)) n ), U 0 (L 2 (Ω)) n ), U 1 V and T R + Continuous variational problem Find u V T such that for all w V and almost all t (0, T ) where V T := {v L 2 ((0, T ); V ) : v 2 v t 2 w, 2 u (t) + a(w, u(t)) = (w, f (t)) 2 t (w, u(0)) = (w, U 0 ) w, u t (0) = w, U 1 t L2 ( (0, T ); (L 2 (Ω)) n) and L 2 ((0, T ); V )} and, is the duality pairing Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

35 The Hyperbolic initial-value problem Semi-discrete variational problem Find u h V h T such that for all w h V h and almost all t (0, T ) w h, 2 u h t (t) + a(w h, u h (t)) = (w h, f (t)) 2 where V h T := {v L2 ((0, T ); V h ) : v 2 v t 2 (w h, u h (0)) = (w h, U 0 ) w h, uh t (0) = w h, U 1 t L2 ( (0, T ); V h) and L 2 ((0, T ); V h )} and, is the duality pairing Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

36 The Hyperbolic initial-value problem Proceeding as in the previous chapter yield and d l (t) + λ ld l (t) = f l (t) def = (u l, f (t)) d h l d l (0) = U 0l d l (0) = U 1l def = (u l, U 0 ) def = u l, U 1 (t) + λ h l d l h (t) = f l h def (t) = (ul h, f (t)) d h l (0) = U h 0l def = (u h l, U 0) d l h (0) = U 1l h def = ul h, U 1 Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

37 The Hyperbolic initial-value problem The solutions of these ordinary dierential equations are d l (t) = U 0lcos(ω l t) + U 1l sin(ω l t) + 1 t sin(ω l (t τ))f l (τ)dτ ω l ω l 0 and dl h (t) = U 0l h cos(ωh l t) + U 1l h sin(ω h ωl h l t) + 1 ωl h t 0 sin(ωl h h (t τ))fl (τ)dτ with ω l = (λ l ) 1/2 and ω h l = (λh l )1/2 Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

38 The Hyperbolic initial-value problem Plug the Fourier-coecients into eigenfunction expansion e(x, t) = u h (x, t) u(x, t) = e(x, t) + e (x, t) Modal error can be bounded by eigenfunctions and eigenvalue errors Modal errors oscillate in time Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

39 The Hyperbolic initial-value problem Numerical investigation of hyperbolic approximations For U 0 = sin(51πx), U 1 = 0 and f = 0 the exact solution to the hyperbolic initial-value problem is u(x, t) = sin(51πx)cos(51πt) with solution coecients { 1/ 2 if l = 51 U 0l = 0 otherwise, U 1l = 0 and f l = 0 on Ω = (0, 1) Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

40 The Hyperbolic initial-value problem Approximation is given by u h (x, t) = N {U0l h cos(ωh l t) + U 1l h sin(ωl h t) l=1 + 1 ω h l ωl h t 0 sin(ωl h h (t τ))fl (τ)dτ}uh l (x) C 3 -continuous quartic B-splines and C 0 -continuous quartic nite elements Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

41 The Hyperbolic initial-value problem Figure: Initial condition coecients U h 0l for C 3 -cont. quartic B-splines(left) and C 0 -cont. quartic FE-solutions(right), N = 99 Single wave and composition of two dierent waves Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

42 The Hyperbolic initial-value problem Figure: Exact and numerical solutions for t = 0, 0.25/51, 0.5/51, 0.75/51, 1/51, N = 99 Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

43 The Hyperbolic initial-value problem Figure: Exact and numerical solutions for t = 10, 10.25/51, 10.5/51, 10.75/51, 11/51, N = 99 Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

44 Own results Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

45 Own results Own tests with Laplace-eigenvalue problem Figure: Eigenvalue error for polynomial degree 2 and with C 1 -continuity, N = 100 Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

46 Own results Figure: Eigenvalue error for polynomial degree 3 and with C 1 and C 2 -continuity, respectively, N = 100 Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

47 Own results Figure: Eigenvalue error for polynomial degree 3 and with C 1 and C 2 -continuity, respectively, N = 100 Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

48 Own results Figure: Eigenvalue error for polynomial degree 4 and with C 1 and C 3 -continuity, respectively, N = 100 Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

49 Own results Figure: Eigenvalue error for polynomial degree 4 and with C 1 and C 3 -continuity, respectively, N = 100 Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

50 Own results Figure: Eigenvalue error for polynomial degree 5 and with C 1 and C 4 -continuity, respectively N = 50, 100 Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

51 Own results Figure: Eigenvalue error for polynomial degree 5 and with C 1 and C 4 -continuity, respectively, N = 50, 100 Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

52 Own results Figure: Eigenvalue error for polynomial degree 6 and with C 3 and C 5 -continuity, respectively N = 50, 100 Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

53 Own results Figure: Eigenvalue error for polynomial degree 6 and with C 3 and C 5 -continuity, respectively, N = 50, 100 Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

54 Own results Figure: Eigenvalue error for polynomial degree 5 and 6 with C 3 and C 4 -continuity, respectively, N = 50 Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

55 Own results Figure: Eigenvalue error for polynomial degree 5 and 6 with C 3 and C 4 -continuity, respectively, N = 75 Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

56 Own results Figure: Eigenvalue error for polynomial degree 5 and 6 with C 3 and C 4 -continuity, respectively, N = 100 Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

57 Summary First considered the elliptic eigenvalue problem Then looked at corresponding BVP, parabolic IVP and hyperbolic IVP Solution errors can be expressed in therms of eigenvalue and eigenfunction errors B-spline eigenvalue spectrum does not have optical branches B-spline eigenfunction error is indistinguishable in L 2 -norm B-spline approximations are much more accurate Own results for eigenvalue error for dierent p and r Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

58 References [1] J. A. Evans, T. J. Hughes, and A. Reali. Finite element and NURBS approximations of eigenvalue, boundary-value, and initial-value problems, pages Elsevier, [2] G. Strang and G. Fix. An Analysis of the Finite Element Method. Wellesley-Cambridge Press, second edition, Rainer Schneckenleitner (SS16) Isogeometric Analysis Jan 20, / 58

Numerical Methods for PDEs

Numerical Methods for PDEs Numerical Methods for PDEs Partial Differential Equations (Lecture 1, Week 1) Markus Schmuck Department of Mathematics and Maxwell Institute for Mathematical Sciences Heriot-Watt University, Edinburgh

More information

A very short introduction to the Finite Element Method

A very short introduction to the Finite Element Method A very short introduction to the Finite Element Method Till Mathis Wagner Technical University of Munich JASS 2004, St Petersburg May 4, 2004 1 Introduction This is a short introduction to the finite element

More information

Numerical Analysis of Differential Equations Numerical Solution of Elliptic Boundary Value

Numerical Analysis of Differential Equations Numerical Solution of Elliptic Boundary Value Numerical Analysis of Differential Equations 188 5 Numerical Solution of Elliptic Boundary Value Problems 5 Numerical Solution of Elliptic Boundary Value Problems TU Bergakademie Freiberg, SS 2012 Numerical

More information

A spacetime DPG method for acoustic waves

A spacetime DPG method for acoustic waves A spacetime DPG method for acoustic waves Rainer Schneckenleitner JKU Linz January 30, 2018 ( JKU Linz ) Spacetime DPG method January 30, 2018 1 / 41 Overview 1 The transient wave problem 2 The broken

More information

Numerical Solutions to Partial Differential Equations

Numerical Solutions to Partial Differential Equations Numerical Solutions to Partial Differential Equations Zhiping Li LMAM and School of Mathematical Sciences Peking University The Implicit Schemes for the Model Problem The Crank-Nicolson scheme and θ-scheme

More information

Numerical Analysis of Differential Equations Numerical Solution of Parabolic Equations

Numerical Analysis of Differential Equations Numerical Solution of Parabolic Equations Numerical Analysis of Differential Equations 215 6 Numerical Solution of Parabolic Equations 6 Numerical Solution of Parabolic Equations TU Bergakademie Freiberg, SS 2012 Numerical Analysis of Differential

More information

Space-time Finite Element Methods for Parabolic Evolution Problems

Space-time Finite Element Methods for Parabolic Evolution Problems Space-time Finite Element Methods for Parabolic Evolution Problems with Variable Coefficients Ulrich Langer, Martin Neumüller, Andreas Schafelner Johannes Kepler University, Linz Doctoral Program Computational

More information

Solving the Heat Equation (Sect. 10.5).

Solving the Heat Equation (Sect. 10.5). Solving the Heat Equation Sect. 1.5. Review: The Stationary Heat Equation. The Heat Equation. The Initial-Boundary Value Problem. The separation of variables method. An example of separation of variables.

More information

Midterm Solution

Midterm Solution 18303 Midterm Solution Problem 1: SLP with mixed boundary conditions Consider the following regular) Sturm-Liouville eigenvalue problem consisting in finding scalars λ and functions v : [0, b] R b > 0),

More information

A Guided Tour of the Wave Equation

A Guided Tour of the Wave Equation A Guided Tour of the Wave Equation Background: In order to solve this problem we need to review some facts about ordinary differential equations: Some Common ODEs and their solutions: f (x) = 0 f(x) =

More information

PDEs, part 1: Introduction and elliptic PDEs

PDEs, part 1: Introduction and elliptic PDEs PDEs, part 1: Introduction and elliptic PDEs Anna-Karin Tornberg Mathematical Models, Analysis and Simulation Fall semester, 2013 Partial di erential equations The solution depends on several variables,

More information

Differential equations, comprehensive exam topics and sample questions

Differential equations, comprehensive exam topics and sample questions Differential equations, comprehensive exam topics and sample questions Topics covered ODE s: Chapters -5, 7, from Elementary Differential Equations by Edwards and Penney, 6th edition.. Exact solutions

More information

LECTURE # 0 BASIC NOTATIONS AND CONCEPTS IN THE THEORY OF PARTIAL DIFFERENTIAL EQUATIONS (PDES)

LECTURE # 0 BASIC NOTATIONS AND CONCEPTS IN THE THEORY OF PARTIAL DIFFERENTIAL EQUATIONS (PDES) LECTURE # 0 BASIC NOTATIONS AND CONCEPTS IN THE THEORY OF PARTIAL DIFFERENTIAL EQUATIONS (PDES) RAYTCHO LAZAROV 1 Notations and Basic Functional Spaces Scalar function in R d, d 1 will be denoted by u,

More information

Implementation of Sparse Wavelet-Galerkin FEM for Stochastic PDEs

Implementation of Sparse Wavelet-Galerkin FEM for Stochastic PDEs Implementation of Sparse Wavelet-Galerkin FEM for Stochastic PDEs Roman Andreev ETH ZÜRICH / 29 JAN 29 TOC of the Talk Motivation & Set-Up Model Problem Stochastic Galerkin FEM Conclusions & Outlook Motivation

More information

Numerical Analysis and Methods for PDE I

Numerical Analysis and Methods for PDE I Numerical Analysis and Methods for PDE I A. J. Meir Department of Mathematics and Statistics Auburn University US-Africa Advanced Study Institute on Analysis, Dynamical Systems, and Mathematical Modeling

More information

Asymptotic behaviour of the heat equation in twisted waveguides

Asymptotic behaviour of the heat equation in twisted waveguides Asymptotic behaviour of the heat equation in twisted waveguides Gabriela Malenová Faculty of Nuclear Sciences and Physical Engineering, CTU, Prague Nuclear Physics Institute, AS ČR, Řež Graphs and Spectra,

More information

Multipatch Space-Time Isogeometric Analysis of Parabolic Diffusion Problems. Ulrich Langer, Martin Neumüller, Ioannis Toulopoulos. G+S Report No.

Multipatch Space-Time Isogeometric Analysis of Parabolic Diffusion Problems. Ulrich Langer, Martin Neumüller, Ioannis Toulopoulos. G+S Report No. Multipatch Space-Time Isogeometric Analysis of Parabolic Diffusion Problems Ulrich Langer, Martin Neumüller, Ioannis Toulopoulos G+S Report No. 56 May 017 Multipatch Space-Time Isogeometric Analysis of

More information

BOUNDARY-VALUE PROBLEMS IN RECTANGULAR COORDINATES

BOUNDARY-VALUE PROBLEMS IN RECTANGULAR COORDINATES 1 BOUNDARY-VALUE PROBLEMS IN RECTANGULAR COORDINATES 1.1 Separable Partial Differential Equations 1. Classical PDEs and Boundary-Value Problems 1.3 Heat Equation 1.4 Wave Equation 1.5 Laplace s Equation

More information

Isogeometric Analysis:

Isogeometric Analysis: Isogeometric Analysis: some approximation estimates for NURBS L. Beirao da Veiga, A. Buffa, Judith Rivas, G. Sangalli Euskadi-Kyushu 2011 Workshop on Applied Mathematics BCAM, March t0th, 2011 Outline

More information

Review. Numerical Methods Lecture 22. Prof. Jinbo Bi CSE, UConn

Review. Numerical Methods Lecture 22. Prof. Jinbo Bi CSE, UConn Review Taylor Series and Error Analysis Roots of Equations Linear Algebraic Equations Optimization Numerical Differentiation and Integration Ordinary Differential Equations Partial Differential Equations

More information

AMS 529: Finite Element Methods: Fundamentals, Applications, and New Trends

AMS 529: Finite Element Methods: Fundamentals, Applications, and New Trends AMS 529: Finite Element Methods: Fundamentals, Applications, and New Trends Lecture 25: Introduction to Discontinuous Galerkin Methods Xiangmin Jiao SUNY Stony Brook Xiangmin Jiao Finite Element Methods

More information

Second Order Elliptic PDE

Second Order Elliptic PDE Second Order Elliptic PDE T. Muthukumar tmk@iitk.ac.in December 16, 2014 Contents 1 A Quick Introduction to PDE 1 2 Classification of Second Order PDE 3 3 Linear Second Order Elliptic Operators 4 4 Periodic

More information

Mat1062: Introductory Numerical Methods for PDE

Mat1062: Introductory Numerical Methods for PDE Mat1062: Introductory Numerical Methods for PDE Mary Pugh January 13, 2009 1 Ownership These notes are the joint property of Rob Almgren and Mary Pugh 2 Boundary Conditions We now want to discuss in detail

More information

CLASSIFICATION AND PRINCIPLE OF SUPERPOSITION FOR SECOND ORDER LINEAR PDE

CLASSIFICATION AND PRINCIPLE OF SUPERPOSITION FOR SECOND ORDER LINEAR PDE CLASSIFICATION AND PRINCIPLE OF SUPERPOSITION FOR SECOND ORDER LINEAR PDE 1. Linear Partial Differential Equations A partial differential equation (PDE) is an equation, for an unknown function u, that

More information

1 Discretizing BVP with Finite Element Methods.

1 Discretizing BVP with Finite Element Methods. 1 Discretizing BVP with Finite Element Methods In this section, we will discuss a process for solving boundary value problems numerically, the Finite Element Method (FEM) We note that such method is a

More information

Rening the submesh strategy in the two-level nite element method: application to the advection diusion equation

Rening the submesh strategy in the two-level nite element method: application to the advection diusion equation INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS Int. J. Numer. Meth. Fluids 2002; 39:161 187 (DOI: 10.1002/d.219) Rening the submesh strategy in the two-level nite element method: application to

More information

Homework for Math , Fall 2016

Homework for Math , Fall 2016 Homework for Math 5440 1, Fall 2016 A. Treibergs, Instructor November 22, 2016 Our text is by Walter A. Strauss, Introduction to Partial Differential Equations 2nd ed., Wiley, 2007. Please read the relevant

More information

INTRODUCTION TO PDEs

INTRODUCTION TO PDEs INTRODUCTION TO PDEs In this course we are interested in the numerical approximation of PDEs using finite difference methods (FDM). We will use some simple prototype boundary value problems (BVP) and initial

More information

Finite Difference Methods for Boundary Value Problems

Finite Difference Methods for Boundary Value Problems Finite Difference Methods for Boundary Value Problems October 2, 2013 () Finite Differences October 2, 2013 1 / 52 Goals Learn steps to approximate BVPs using the Finite Difference Method Start with two-point

More information

Tutorial 2. Introduction to numerical schemes

Tutorial 2. Introduction to numerical schemes 236861 Numerical Geometry of Images Tutorial 2 Introduction to numerical schemes c 2012 Classifying PDEs Looking at the PDE Au xx + 2Bu xy + Cu yy + Du x + Eu y + Fu +.. = 0, and its discriminant, B 2

More information

Numerical Algorithms for Visual Computing II 2010/11 Example Solutions for Assignment 6

Numerical Algorithms for Visual Computing II 2010/11 Example Solutions for Assignment 6 Numerical Algorithms for Visual Computing II 00/ Example Solutions for Assignment 6 Problem (Matrix Stability Infusion). The matrix A of the arising matrix notation U n+ = AU n takes the following form,

More information

SUPERCONVERGENCE PROPERTIES FOR OPTIMAL CONTROL PROBLEMS DISCRETIZED BY PIECEWISE LINEAR AND DISCONTINUOUS FUNCTIONS

SUPERCONVERGENCE PROPERTIES FOR OPTIMAL CONTROL PROBLEMS DISCRETIZED BY PIECEWISE LINEAR AND DISCONTINUOUS FUNCTIONS SUPERCONVERGENCE PROPERTIES FOR OPTIMAL CONTROL PROBLEMS DISCRETIZED BY PIECEWISE LINEAR AND DISCONTINUOUS FUNCTIONS A. RÖSCH AND R. SIMON Abstract. An optimal control problem for an elliptic equation

More information

Boundary-Layer Transition. and. NASA Langley Research Center, Hampton, VA Abstract

Boundary-Layer Transition. and. NASA Langley Research Center, Hampton, VA Abstract Eect of Far-Field Boundary Conditions on Boundary-Layer Transition Fabio P. Bertolotti y Institut fur Stromungsmechanik, DLR, 37073 Gottingen, Germany and Ronald D. Joslin Fluid Mechanics and Acoustics

More information

Math 46, Applied Math (Spring 2008): Final

Math 46, Applied Math (Spring 2008): Final Math 46, Applied Math (Spring 2008): Final 3 hours, 80 points total, 9 questions, roughly in syllabus order (apart from short answers) 1. [16 points. Note part c, worth 7 points, is independent of the

More information

ICES REPORT August J.A. Evans, R.R. Hiemstra, T.J.R. Hughes, A. Reali

ICES REPORT August J.A. Evans, R.R. Hiemstra, T.J.R. Hughes, A. Reali ICES REPORT 17-18 August 2017 Explicit Higher-Order Accurate Isogeometric Collocation Methods for Structural Dynamics by J.A. Evans, R.R. Hiemstra, T.J.R. Hughes, A. Reali The Institute for Computational

More information

PhD dissertation defense

PhD dissertation defense Isogeometric mortar methods with applications in contact mechanics PhD dissertation defense Brivadis Ericka Supervisor: Annalisa Buffa Doctor of Philosophy in Computational Mechanics and Advanced Materials,

More information

An introduction to Isogeometric Analysis

An introduction to Isogeometric Analysis An introduction to Isogeometric Analysis A. Buffa 1, G. Sangalli 1,2, R. Vázquez 1 1 Istituto di Matematica Applicata e Tecnologie Informatiche - Pavia Consiglio Nazionale delle Ricerche 2 Dipartimento

More information

FOURIER SERIES, TRANSFORMS, AND BOUNDARY VALUE PROBLEMS

FOURIER SERIES, TRANSFORMS, AND BOUNDARY VALUE PROBLEMS fc FOURIER SERIES, TRANSFORMS, AND BOUNDARY VALUE PROBLEMS Second Edition J. RAY HANNA Professor Emeritus University of Wyoming Laramie, Wyoming JOHN H. ROWLAND Department of Mathematics and Department

More information

1 Vectors. Notes for Bindel, Spring 2017 Numerical Analysis (CS 4220)

1 Vectors. Notes for Bindel, Spring 2017 Numerical Analysis (CS 4220) Notes for 2017-01-30 Most of mathematics is best learned by doing. Linear algebra is no exception. You have had a previous class in which you learned the basics of linear algebra, and you will have plenty

More information

Applied/Numerical Analysis Qualifying Exam

Applied/Numerical Analysis Qualifying Exam Applied/Numerical Analysis Qualifying Exam August 9, 212 Cover Sheet Applied Analysis Part Policy on misprints: The qualifying exam committee tries to proofread exams as carefully as possible. Nevertheless,

More information

1 Introduction We will consider traveling waves for reaction-diusion equations (R-D) u t = nx i;j=1 (a ij (x)u xi ) xj + f(u) uj t=0 = u 0 (x) (1.1) w

1 Introduction We will consider traveling waves for reaction-diusion equations (R-D) u t = nx i;j=1 (a ij (x)u xi ) xj + f(u) uj t=0 = u 0 (x) (1.1) w Reaction-Diusion Fronts in Periodically Layered Media George Papanicolaou and Xue Xin Courant Institute of Mathematical Sciences 251 Mercer Street, New York, N.Y. 10012 Abstract We compute the eective

More information

ISOGEOMETRIC METHODS IN STRUCTURAL DYNAMICS AND WAVE PROPAGATION

ISOGEOMETRIC METHODS IN STRUCTURAL DYNAMICS AND WAVE PROPAGATION COMPDYN 29 ECCOMAS Thematic Conference on Computational Methods in Structural Dynamics and Earthquake Engineering M. Papadrakakis, N.D. Lagaros, M. Fragiadakis (eds.) Rhodes, Greece, 22-24 June 29 ISOGEOMETRIC

More information

Chapter Two: Numerical Methods for Elliptic PDEs. 1 Finite Difference Methods for Elliptic PDEs

Chapter Two: Numerical Methods for Elliptic PDEs. 1 Finite Difference Methods for Elliptic PDEs Chapter Two: Numerical Methods for Elliptic PDEs Finite Difference Methods for Elliptic PDEs.. Finite difference scheme. We consider a simple example u := subject to Dirichlet boundary conditions ( ) u

More information

Resources. Introduction to the finite element method. History. Topics

Resources. Introduction to the finite element method. History. Topics Resources Introduction to the finite element method M. M. Sussman sussmanm@math.pitt.edu Office Hours: 11:1AM-12:1PM, Thack 622 May 12 June 19, 214 Strang, G., Fix, G., An Analysis of the Finite Element

More information

Section 12.6: Non-homogeneous Problems

Section 12.6: Non-homogeneous Problems Section 12.6: Non-homogeneous Problems 1 Introduction Up to this point all the problems we have considered are we what we call homogeneous problems. This means that for an interval < x < l the problems

More information

Integral Representation Formula, Boundary Integral Operators and Calderón projection

Integral Representation Formula, Boundary Integral Operators and Calderón projection Integral Representation Formula, Boundary Integral Operators and Calderón projection Seminar BEM on Wave Scattering Franziska Weber ETH Zürich October 22, 2010 Outline Integral Representation Formula Newton

More information

Mesh Grading towards Singular Points Seminar : Elliptic Problems on Non-smooth Domain

Mesh Grading towards Singular Points Seminar : Elliptic Problems on Non-smooth Domain Mesh Grading towards Singular Points Seminar : Elliptic Problems on Non-smooth Domain Stephen Edward Moore Johann Radon Institute for Computational and Applied Mathematics Austrian Academy of Sciences,

More information

Fundamental Solutions and Green s functions. Simulation Methods in Acoustics

Fundamental Solutions and Green s functions. Simulation Methods in Acoustics Fundamental Solutions and Green s functions Simulation Methods in Acoustics Definitions Fundamental solution The solution F (x, x 0 ) of the linear PDE L {F (x, x 0 )} = δ(x x 0 ) x R d Is called the fundamental

More information

MATH 307: Problem Set #7

MATH 307: Problem Set #7 MATH 307: Problem Set #7 Due on: Feb 11, 2016 Problem 1 First-order Variation of Parameters The method of variation of parameters uses the homogeneous solutions of a linear ordinary differential equation

More information

Math 251 December 14, 2005 Final Exam. 1 18pt 2 16pt 3 12pt 4 14pt 5 12pt 6 14pt 7 14pt 8 16pt 9 20pt 10 14pt Total 150pt

Math 251 December 14, 2005 Final Exam. 1 18pt 2 16pt 3 12pt 4 14pt 5 12pt 6 14pt 7 14pt 8 16pt 9 20pt 10 14pt Total 150pt Math 251 December 14, 2005 Final Exam Name Section There are 10 questions on this exam. Many of them have multiple parts. The point value of each question is indicated either at the beginning of each question

More information

MINIMAL GRAPHS PART I: EXISTENCE OF LIPSCHITZ WEAK SOLUTIONS TO THE DIRICHLET PROBLEM WITH C 2 BOUNDARY DATA

MINIMAL GRAPHS PART I: EXISTENCE OF LIPSCHITZ WEAK SOLUTIONS TO THE DIRICHLET PROBLEM WITH C 2 BOUNDARY DATA MINIMAL GRAPHS PART I: EXISTENCE OF LIPSCHITZ WEAK SOLUTIONS TO THE DIRICHLET PROBLEM WITH C 2 BOUNDARY DATA SPENCER HUGHES In these notes we prove that for any given smooth function on the boundary of

More information

Index. higher order methods, 52 nonlinear, 36 with variable coefficients, 34 Burgers equation, 234 BVP, see boundary value problems

Index. higher order methods, 52 nonlinear, 36 with variable coefficients, 34 Burgers equation, 234 BVP, see boundary value problems Index A-conjugate directions, 83 A-stability, 171 A( )-stability, 171 absolute error, 243 absolute stability, 149 for systems of equations, 154 absorbing boundary conditions, 228 Adams Bashforth methods,

More information

Condition number estimates for matrices arising in the isogeometric discretizations

Condition number estimates for matrices arising in the isogeometric discretizations www.oeaw.ac.at Condition number estimates for matrices arising in the isogeometric discretizations K. Gahalaut, S. Tomar RICAM-Report -3 www.ricam.oeaw.ac.at Condition number estimates for matrices arising

More information

ENGI 4430 PDEs - d Alembert Solutions Page 11.01

ENGI 4430 PDEs - d Alembert Solutions Page 11.01 ENGI 4430 PDEs - d Alembert Solutions Page 11.01 11. Partial Differential Equations Partial differential equations (PDEs) are equations involving functions of more than one variable and their partial derivatives

More information

Overview of the Numerics of the ECMWF. Atmospheric Forecast Model

Overview of the Numerics of the ECMWF. Atmospheric Forecast Model Overview of the Numerics of the Atmospheric Forecast Model M. Hortal Seminar 6 Sept 2004 Slide 1 Characteristics of the model Hydrostatic shallow-atmosphere approimation Pressure-based hybrid vertical

More information

Practice Problems For Test 3

Practice Problems For Test 3 Practice Problems For Test 3 Power Series Preliminary Material. Find the interval of convergence of the following. Be sure to determine the convergence at the endpoints. (a) ( ) k (x ) k (x 3) k= k (b)

More information

Standard Finite Elements and Weighted Regularization

Standard Finite Elements and Weighted Regularization Standard Finite Elements and Weighted Regularization A Rehabilitation Martin COSTABEL & Monique DAUGE Institut de Recherche MAthématique de Rennes http://www.maths.univ-rennes1.fr/~dauge Slides of the

More information

Lecture 1. Finite difference and finite element methods. Partial differential equations (PDEs) Solving the heat equation numerically

Lecture 1. Finite difference and finite element methods. Partial differential equations (PDEs) Solving the heat equation numerically Finite difference and finite element methods Lecture 1 Scope of the course Analysis and implementation of numerical methods for pricing options. Models: Black-Scholes, stochastic volatility, exponential

More information

ORDINARY DIFFERENTIAL EQUATIONS

ORDINARY DIFFERENTIAL EQUATIONS ORDINARY DIFFERENTIAL EQUATIONS GABRIEL NAGY Mathematics Department, Michigan State University, East Lansing, MI, 4884 NOVEMBER 9, 7 Summary This is an introduction to ordinary differential equations We

More information

Numerical Solutions to Partial Differential Equations

Numerical Solutions to Partial Differential Equations Numerical Solutions to Partial Differential Equations Zhiping Li LMAM and School of Mathematical Sciences Peking University Variational Problems of the Dirichlet BVP of the Poisson Equation 1 For the homogeneous

More information

Maximum-norm a posteriori estimates for discontinuous Galerkin methods

Maximum-norm a posteriori estimates for discontinuous Galerkin methods Maximum-norm a posteriori estimates for discontinuous Galerkin methods Emmanuil Georgoulis Department of Mathematics, University of Leicester, UK Based on joint work with Alan Demlow (Kentucky, USA) DG

More information

Vibrating-string problem

Vibrating-string problem EE-2020, Spring 2009 p. 1/30 Vibrating-string problem Newton s equation of motion, m u tt = applied forces to the segment (x, x, + x), Net force due to the tension of the string, T Sinθ 2 T Sinθ 1 T[u

More information

Space-time isogeometric analysis of parabolic evolution equations

Space-time isogeometric analysis of parabolic evolution equations www.oeaw.ac.at Space-time isogeometric analysis of parabolic evolution equations U. Langer, S.E. Moore, M. Neumüller RICAM-Report 2015-19 www.ricam.oeaw.ac.at SPACE-TIME ISOGEOMETRIC ANALYSIS OF PARABOLIC

More information

Math 7824 Spring 2010 Numerical solution of partial differential equations Classroom notes and homework

Math 7824 Spring 2010 Numerical solution of partial differential equations Classroom notes and homework Math 7824 Spring 2010 Numerical solution of partial differential equations Classroom notes and homework Jan Mandel University of Colorado Denver May 12, 2010 1/20/09: Sec. 1.1, 1.2. Hw 1 due 1/27: problems

More information

2 Introduction T(,t) = = L Figure..: Geometry of the prismatical rod of Eample... T = u(,t) = L T Figure..2: Geometry of the taut string of Eample..2.

2 Introduction T(,t) = = L Figure..: Geometry of the prismatical rod of Eample... T = u(,t) = L T Figure..2: Geometry of the taut string of Eample..2. Chapter Introduction. Problems Leading to Partial Dierential Equations Many problems in science and engineering are modeled and analyzed using systems of partial dierential equations. Realistic models

More information

Benchmarking high order finite element approximations for one-dimensional boundary layer problems

Benchmarking high order finite element approximations for one-dimensional boundary layer problems Benchmarking high order finite element approximations for one-dimensional boundary layer problems Marcello Malagù,, Elena Benvenuti, Angelo Simone Department of Engineering, University of Ferrara, Italy

More information

Partial Differential Equations with Numerical Methods

Partial Differential Equations with Numerical Methods Stig Larsson Vidar Thomée Partial Differential Equations with Numerical Methods May 2, 2003 Springer Berlin Heidelberg New York Barcelona Hong Kong London Milan Paris Tokyo Preface Our purpose in this

More information

AND NONLINEAR SCIENCE SERIES. Partial Differential. Equations with MATLAB. Matthew P. Coleman. CRC Press J Taylor & Francis Croup

AND NONLINEAR SCIENCE SERIES. Partial Differential. Equations with MATLAB. Matthew P. Coleman. CRC Press J Taylor & Francis Croup CHAPMAN & HALL/CRC APPLIED MATHEMATICS AND NONLINEAR SCIENCE SERIES An Introduction to Partial Differential Equations with MATLAB Second Edition Matthew P Coleman Fairfield University Connecticut, USA»C)

More information

METHODS OF ENGINEERING MATHEMATICS

METHODS OF ENGINEERING MATHEMATICS METHODS OF ENGINEERING MATHEMATICS Edward J. Hang Kyung K. Choi Department of Mechanical Engineering College of Engineering The University of Iowa Iowa City, Iowa 52242 METHODS OF ENGINEERING MATHEMATICS

More information

On the Standard Linear Viscoelastic model

On the Standard Linear Viscoelastic model On the Standard Linear Viscoelastic model M. Pellicer (Universitat de Girona) Work in collaboration with: J. Solà-Morales (Universitat Politècnica de Catalunya) (bounded problem) B. Said-Houari (Alhosn

More information

Wave Equation With Homogeneous Boundary Conditions

Wave Equation With Homogeneous Boundary Conditions Wave Equation With Homogeneous Boundary Conditions MATH 467 Partial Differential Equations J. Robert Buchanan Department of Mathematics Fall 018 Objectives In this lesson we will learn: how to solve the

More information

1 Distributions (due January 22, 2009)

1 Distributions (due January 22, 2009) Distributions (due January 22, 29). The distribution derivative of the locally integrable function ln( x ) is the principal value distribution /x. We know that, φ = lim φ(x) dx. x ɛ x Show that x, φ =

More information

Observability and measurable sets

Observability and measurable sets Observability and measurable sets Luis Escauriaza UPV/EHU Luis Escauriaza (UPV/EHU) Observability and measurable sets 1 / 41 Overview Interior: Given T > 0 and D Ω (0, T ), to find N = N(Ω, D, T ) > 0

More information

1. Introduction. We consider the model problem that seeks an unknown function u = u(x) satisfying

1. Introduction. We consider the model problem that seeks an unknown function u = u(x) satisfying A SIMPLE FINITE ELEMENT METHOD FOR LINEAR HYPERBOLIC PROBLEMS LIN MU AND XIU YE Abstract. In this paper, we introduce a simple finite element method for solving first order hyperbolic equations with easy

More information

6 Non-homogeneous Heat Problems

6 Non-homogeneous Heat Problems 6 Non-homogeneous Heat Problems Up to this point all the problems we have considered for the heat or wave equation we what we call homogeneous problems. This means that for an interval < x < l the problems

More information

1 Basic Second-Order PDEs

1 Basic Second-Order PDEs Partial Differential Equations A. Visintin a.a. 2011-12 These pages are in progress. They contain: an abstract of the classes; notes on some (few) specific issues. These notes are far from providing a

More information

A space-time Trefftz method for the second order wave equation

A space-time Trefftz method for the second order wave equation A space-time Trefftz method for the second order wave equation Lehel Banjai The Maxwell Institute for Mathematical Sciences Heriot-Watt University, Edinburgh & Department of Mathematics, University of

More information

RATIONAL POINTS ON CURVES. Contents

RATIONAL POINTS ON CURVES. Contents RATIONAL POINTS ON CURVES BLANCA VIÑA PATIÑO Contents 1. Introduction 1 2. Algebraic Curves 2 3. Genus 0 3 4. Genus 1 7 4.1. Group of E(Q) 7 4.2. Mordell-Weil Theorem 8 5. Genus 2 10 6. Uniformity of Rational

More information

Isogeometric Analysis for the Fractional Laplacian

Isogeometric Analysis for the Fractional Laplacian Isogeometric Analysis for the Fractional Laplacian Kailai Xu & Eric Darve CME500 May 14, 2018 1 / 26 Outline Fractional Calculus Isogeometric Analysis Numerical Experiment Regularity for the Fractional

More information

Elliptic Kirchhoff equations

Elliptic Kirchhoff equations Elliptic Kirchhoff equations David ARCOYA Universidad de Granada Sevilla, 8-IX-2015 Workshop on Recent Advances in PDEs: Analysis, Numerics and Control In honor of Enrique Fernández-Cara for his 60th birthday

More information

MATH 251 Final Examination December 19, 2012 FORM A. Name: Student Number: Section:

MATH 251 Final Examination December 19, 2012 FORM A. Name: Student Number: Section: MATH 251 Final Examination December 19, 2012 FORM A Name: Student Number: Section: This exam has 17 questions for a total of 150 points. In order to obtain full credit for partial credit problems, all

More information

ISOGEOMETRIC DISCRETIZATIONS IN STRUCTURAL DYNAMICS AND WAVE PROPAGATION

ISOGEOMETRIC DISCRETIZATIONS IN STRUCTURAL DYNAMICS AND WAVE PROPAGATION ECCOMAS Thematic Conference on Computational Methods in Structural Dynamics and Earthquake Engineering M. Papadrakakis, D.C. Charmpis, N.D. Lagaros, Y. Tsompanakis (eds.) Rethymno, Crete, Greece, 3-6 June

More information

Strauss PDEs 2e: Section Exercise 4 Page 1 of 6

Strauss PDEs 2e: Section Exercise 4 Page 1 of 6 Strauss PDEs 2e: Section 5.3 - Exercise 4 Page of 6 Exercise 4 Consider the problem u t = ku xx for < x < l, with the boundary conditions u(, t) = U, u x (l, t) =, and the initial condition u(x, ) =, where

More information

Numerical Schemes from the Perspective of Consensus

Numerical Schemes from the Perspective of Consensus Numerical Schemes from the Perspective of Consensus Exploring Connections between Agreement Problems and PDEs Department of Electrical Engineering and Computer Sciences University of California, Berkeley

More information

11.3 MATLAB for Partial Differential Equations

11.3 MATLAB for Partial Differential Equations 276 3. Generate the shape functions N (i) j = a (i) j where i =1, 2, 3,..., m and j =1, 2, 3,..., m. + b (i) j x + c(i) j y (11.2.17) 4. Compute the integrals for matrix elements α ij and vector elements

More information

Preface. 2 Linear Equations and Eigenvalue Problem 22

Preface. 2 Linear Equations and Eigenvalue Problem 22 Contents Preface xv 1 Errors in Computation 1 1.1 Introduction 1 1.2 Floating Point Representation of Number 1 1.3 Binary Numbers 2 1.3.1 Binary number representation in computer 3 1.4 Significant Digits

More information

Lucio Demeio Dipartimento di Ingegneria Industriale e delle Scienze Matematiche

Lucio Demeio Dipartimento di Ingegneria Industriale e delle Scienze Matematiche Scuola di Dottorato THE WAVE EQUATION Lucio Demeio Dipartimento di Ingegneria Industriale e delle Scienze Matematiche Lucio Demeio - DIISM wave equation 1 / 44 1 The Vibrating String Equation 2 Second

More information

ADI iterations for. general elliptic problems. John Strain Mathematics Department UC Berkeley July 2013

ADI iterations for. general elliptic problems. John Strain Mathematics Department UC Berkeley July 2013 ADI iterations for general elliptic problems John Strain Mathematics Department UC Berkeley July 2013 1 OVERVIEW Classical alternating direction implicit (ADI) iteration Essentially optimal in simple domains

More information

Introduction to PDEs and Numerical Methods: Exam 1

Introduction to PDEs and Numerical Methods: Exam 1 Prof Dr Thomas Sonar, Institute of Analysis Winter Semester 2003/4 17122003 Introduction to PDEs and Numerical Methods: Exam 1 To obtain full points explain your solutions thoroughly and self-consistently

More information

polynomial function polynomial function of degree n leading coefficient leading-term test quartic function turning point

polynomial function polynomial function of degree n leading coefficient leading-term test quartic function turning point polynomial function polynomial function of degree n leading coefficient leading-term test quartic function turning point quadratic form repeated zero multiplicity Graph Transformations of Monomial Functions

More information

High order, finite volume method, flux conservation, finite element method

High order, finite volume method, flux conservation, finite element method FLUX-CONSERVING FINITE ELEMENT METHODS SHANGYOU ZHANG, ZHIMIN ZHANG, AND QINGSONG ZOU Abstract. We analyze the flux conservation property of the finite element method. It is shown that the finite element

More information

The Dirichlet problem for non-divergence parabolic equations with discontinuous in time coefficients in a wedge

The Dirichlet problem for non-divergence parabolic equations with discontinuous in time coefficients in a wedge The Dirichlet problem for non-divergence parabolic equations with discontinuous in time coefficients in a wedge Vladimir Kozlov (Linköping University, Sweden) 2010 joint work with A.Nazarov Lu t u a ij

More information

Partial Differential Equations

Partial Differential Equations Partial Differential Equations Xu Chen Assistant Professor United Technologies Engineering Build, Rm. 382 Department of Mechanical Engineering University of Connecticut xchen@engr.uconn.edu Contents 1

More information

Syllabus for Applied Mathematics Graduate Student Qualifying Exams, Dartmouth Mathematics Department

Syllabus for Applied Mathematics Graduate Student Qualifying Exams, Dartmouth Mathematics Department Syllabus for Applied Mathematics Graduate Student Qualifying Exams, Dartmouth Mathematics Department Alex Barnett, Scott Pauls, Dan Rockmore August 12, 2011 We aim to touch upon many topics that a professional

More information

ENGI 9420 Lecture Notes 8 - PDEs Page 8.01

ENGI 9420 Lecture Notes 8 - PDEs Page 8.01 ENGI 940 Lecture Notes 8 - PDEs Page 8.01 8. Partial Differential Equations Partial differential equations (PDEs) are equations involving functions of more than one variable and their partial derivatives

More information

Partial Differential Equations

Partial Differential Equations Part II Partial Differential Equations Year 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2015 Paper 4, Section II 29E Partial Differential Equations 72 (a) Show that the Cauchy problem for u(x,

More information

Ordinary Differential Equations II

Ordinary Differential Equations II Ordinary Differential Equations II February 23 2017 Separation of variables Wave eq. (PDE) 2 u t (t, x) = 2 u 2 c2 (t, x), x2 c > 0 constant. Describes small vibrations in a homogeneous string. u(t, x)

More information

Math 251 December 14, 2005 Answer Key to Final Exam. 1 18pt 2 16pt 3 12pt 4 14pt 5 12pt 6 14pt 7 14pt 8 16pt 9 20pt 10 14pt Total 150pt

Math 251 December 14, 2005 Answer Key to Final Exam. 1 18pt 2 16pt 3 12pt 4 14pt 5 12pt 6 14pt 7 14pt 8 16pt 9 20pt 10 14pt Total 150pt Name Section Math 51 December 14, 5 Answer Key to Final Exam There are 1 questions on this exam. Many of them have multiple parts. The point value of each question is indicated either at the beginning

More information

13 PDEs on spatially bounded domains: initial boundary value problems (IBVPs)

13 PDEs on spatially bounded domains: initial boundary value problems (IBVPs) 13 PDEs on spatially bounded domains: initial boundary value problems (IBVPs) A prototypical problem we will discuss in detail is the 1D diffusion equation u t = Du xx < x < l, t > finite-length rod u(x,

More information

A review of stability and dynamical behaviors of differential equations:

A review of stability and dynamical behaviors of differential equations: A review of stability and dynamical behaviors of differential equations: scalar ODE: u t = f(u), system of ODEs: u t = f(u, v), v t = g(u, v), reaction-diffusion equation: u t = D u + f(u), x Ω, with boundary

More information