# Lecture No. 1 Introduction to Method of Weighted Residuals. Solve the differential equation L (u) = p(x) in V where L is a differential operator

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1 Lecture No. 1 Introduction to Method of Weighted Residuals Solve the differential equation L (u) = p(x) in V where L is a differential operator with boundary conditions S(u) = g(x) on Γ where S is a differential operator Find an approximation, u app, which satisfies the above equation uu aaaaaa = uu BB + αα kk φφ kk (xx) NN kk=1 where α k = unknown parameters which we must find ϕ k = set of known functions which we define a priori The approximating functions that make up u app must be selected such that they satisfy: Admissibility conditions: these define a set of entrance requirements. Completeness: ensures that the procedure will work. CE FINITE ELEMENT METHODS- LECTURE 1 - u pdated Page 1 18

2 Basic Definitions 1. Admissibility of functions In order for a function to be admissible a function must Satisfy the specified boundary conditions Be continuous such that interior domain functional continuity requirements are satisfied Thus for a function f to be admissible for our stated problem we must have: Boundary conditions satisfied S ( f )=g(x) on Γ f must have the correct degree of functional continuity e.g. to satisfy LL(ff) = dd2 ff dddd2, the function and its first derivative must be continuous. CE FINITE ELEMENT METHODS- LECTURE 1 - u pdated Page 2 18

3 This defines the Sobelov Space requirements (used to describe functional continuity). Relaxed admissibility conditions: we may back off from some of the stated admissibility conditions either which b.c. s we satisfy or what degree of functional continuity we require CE FINITE ELEMENT METHODS- LECTURE 1 - u pdated Page 3 18

4 2. Measure of a Function Point Norm defines the maximum value and as such represents a point measure of a function Point norm of vector aa maximum element of a a max therefore we select the max values of aa = aa 1 aa 2 Point norm of a function f maximum value of f within the domain f max Euclidian Norm represents an integral measure: The magnitude of a vector may also be expressed as: aa 2 = aa aa aa = aa TT aa 1 2 This represents the inner produce of the vector onto itself. Note that the mean square value represents an integral measure as well. CE FINITE ELEMENT METHODS- LECTURE 1 - u pdated Page 4 18

5 Integral measure of a function Let s extend the idea of a norm back to an integral when an infinite number of values between x 1 and x 2 occur. aa 1 aa 2 aa = nn aa nn Therefore there are an infinite number of elements in the vector. This can be represented by the segment. xx 1 < xx < xx 2. The integral norm of the functional values over the segment is defined as: ff EE 2 = ff 2 dddd xx 1 We use a double bar for the Euclidian Norm to distinguish it from a point norm. Note that ff EE 0 and only equals zero when f = 0. Therefore, we can use norms as a measure of how well our approximation to the solution is doing (e.g. examine uu aaaaaa uu ) We ll be using Euclidian norms. xx 2 CE FINITE ELEMENT METHODS- LECTURE 1 - u pdated Page 5 18

6 3. Orthogonality of a function We use orthogonality as a filtering process in the selection of functions and in driving the error to zero. Vectors are orthogonal when ϴ = 90 A test for orthogonality is the dot product or inner product: aa bb = aa bb cos ϴ = aa 1 bb 1 + aa 2 bb 2 where aa = aa 1 ıı 1 + aa 2 ıı 2 aa bb = aa TT bb = bb TT aa Hence if a b = 0, vectors a and b are orthogonal. This concept can now be extended to N dimensions. CE FINITE ELEMENT METHODS- LECTURE 1 - u pdated Page 6 18

7 Extend the vector definitions of orthogonality to the limit as N (i.e. to functions) xx 2 Examine ff gggggg xx 1 If this equals zero, then the functions are orthogonal. Therefore orthogonality of functions depends on both the interval and the functions. CE FINITE ELEMENT METHODS- LECTURE 1 - u pdated Page 7 18

8 The inner product of 2 functions establishes the condition of orthogonality: xx 2 ff gg dddd = ff, gg xx 1 e.g. sin nnnnnn LL nn = 0, 1, 2 defines a set of functions which are orthogonal over the interval [0, L]. The figure shows two such functions which are orthogonal over this interval: In addition sin nnnnnn LL functions vanish at the ends of the interval. This is a useful feature. CE FINITE ELEMENT METHODS- LECTURE 1 - u pdated Page 8 18

9 For real functions: < ϕ 1, ϕ 2 > = < ϕ 2, ϕ 1 > α < ϕ 1, ϕ 2 > = < α ϕ 1, ϕ 2 > < ϕ 1, ϕ 2 + ϕ 3 > = < ϕ 1, ϕ 2 > + < ϕ 1, ϕ 3 > Linear Independence: A sequence of functions ϕ 1 (x), ϕ 2 (x),, ϕ n (x) is linearly independent if: α 1 ϕ 1 + α 2 ϕ 2 + α 3 ϕ α n ϕ n = 0 for any point x within the interval only when α i = 0 for all i. An orthogonal set will be linearly independent. CE FINITE ELEMENT METHODS- LECTURE 1 - u pdated Page 9 18

10 4. Completeness Consider n functions ϕ 1,ϕ 2,, ϕ n which are admissible. Therefore they satisfy functional continuity and the specified b.c. s. In addition these functions are linearly independent. Now set up the approximate solution: A sequence of linearly independent functions is said to be complete if we have convergence as N. Therefore functions comprise a complete sequence if uu uu aaaaaa 0 as N where u = the exact solution and u app = our approximate solution. Hence we require convergence of the norm. Examples of complete sequences: Sines Polynomials Bessel functions CE FINITE ELEMENT METHODS- LECTURE 1 - u pdated Page 10 18

11 Summary of Basic Definitions 1. Admissibility: these represent our entrance requirements. 2. Norm: indicates how we measure things 3. Orthogonality: allows us to drive the error to zero. 4. Completeness: tells us if it will work? Solution Procedure Given: L(u) = p(x) S(u) = g(x) in V on Γ We define an approximate solution in series form uu aaaaaa = uu BB + NN αα kk φφ kk kk=1 where αα kk are unknown parameters φφ kk are a set of known functions from a complete sequence CE FINITE ELEMENT METHODS- LECTURE 1 - u pdated Page 11 18

12 We must enforce admissibility Boundary condition satisfaction: Ensure that SS uu aaaaaa = gg on Γ Let s pick uu BB such that SS(uu BB ) = gg on Γ Since uu BB satisfied the b.c. s, all φφ kk must vanish on the boundary SS(φφ kk ) = 0 kk Thus each φφ kk must individually vanish on the boundary. In addition all φφ kk s satisfy the functional continuity requirements, they form an admissible set of functions. CE FINITE ELEMENT METHODS- LECTURE 1 - u pdated Page 12 18

13 So far we have enforced satisfaction of uu aaaaaa on the boundary. However we violate the d.e. in the interior. This defines the Residual Error. Ԑ II = LL uu aaaaaa pp(xx) NN Ԑ II = LL(uu BB ) + αα kk LL(φφ kk ) pp(xx) kk=1 We note that Ԑ II represents a point measure of the interior error. For the exact solution, Ԑ II = 0 xx in V CE FINITE ELEMENT METHODS- LECTURE 1 - u pdated Page 13 18

14 We must solve for N different unknown coefficients, αα kk, k = 1, N. To accomplish this we select N different independent functions ww 1, ww 2, ww 3 ww NN and let: Ԑ II ww ii dddd = < Ԑ II, ww ii > = 0 for ii = 1, 2, NN vv Therefore we constrain the inner product of the error and a set of weighting functions to be zero. Note: if we don t select w i, i = 1, N functions to be linearly independent, we ll get duplicate equations and ultimately generate a singular matrix. Hence we have posed N constraints on the residual φφ i s are designated as the trial functions w i s are designated as the test functions (they test how good the solution is). CE FINITE ELEMENT METHODS- LECTURE 1 - u pdated Page 14 18

15 Substituting for Ԑ I into the integral inner product relationship We define NN αα kk < ww ii, LL(φφ kk ) > = < (LL(uu BB ) pp, ww ii ) > kk=1 ii = 1, 2, NN aa ii,kk ww ii, LL(φφ kk ) cc ii LL(uu BB ) pp, ww ii Thus we can write the system of simultaneous algebraic equations We note that k = column index; NN aa ii,kk αα kk = cc ii kk=1 i = row index ii = 1, 2, NN Hence we now have a set of algebraic equations from our d.e. aa ii,kk αα kk = cc ii and we can solve for our unknowns, αα kk. CE FINITE ELEMENT METHODS- LECTURE 1 - u pdated Page 15 18

16 In the operator L(u) is linear, we get N linear algebraic equations. When the d.e. is nonlinear, the method still works but you get nonlinear algebraic equations. Then we require the test functions w i to be orthogonal to the residual, since < Ԑ II, ww ii > = 0 In the limit we would require an infinite number of test functions to be orthogonal to the residual. In the limit, the error diminishes to zero. CE FINITE ELEMENT METHODS- LECTURE 1 - u pdated Page 16 18

17 Analogy to vectors Let some vector aa = aa 1 ee 1 + aa 2 ee 2 represent the error. Thus the coefficients of the vector a 1 and a 2 represent components of some error. ee 1 and ee 2 are the unit directions and also represent the test functions which are orthogonal and linearly independent. Now let s constrain a such that aa ee 1 = 0. This constrains a such that a 1 = 0. Now select another vector independent of ee 1. We therefore select ee 2 for the next orthogonality constraint. CE FINITE ELEMENT METHODS- LECTURE 1 - u pdated Page 17 18

18 Therefore we now force aa ee 2 = 0 (aa 2 ee 2) ee 2 = 0 and thus we constrain a 2 = 0. Thus we have drive a to zero! For a 3-D vector we would need 3 ee ii s. When we consider a function, an infinite number of test functions will be needed to drive the error to zero. However we also need to increase the number of linearly independent functions in the trial functions such that we have a sufficient number of degrees of freedom. CE FINITE ELEMENT METHODS- LECTURE 1 - u pdated Page 18 18

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