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Introduction To Numerical Analysis II: Finite Element Method

This document introduces the finite element method for solving boundary value problems. It begins with a 1D boundary value problem, introduces the weak formulation and finite element space. It then describes the finite element discretization and results in a system of linear equations. Next, it extends the finite element method to the heat equation in 1D, including discretization in space and time. The document concludes with the fully discrete finite element formulation using the θ-method.

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Patrick Sibanda
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92 views16 pages

Introduction To Numerical Analysis II: Finite Element Method

This document introduces the finite element method for solving boundary value problems. It begins with a 1D boundary value problem, introduces the weak formulation and finite element space. It then describes the finite element discretization and results in a system of linear equations. Next, it extends the finite element method to the heat equation in 1D, including discretization in space and time. The document concludes with the fully discrete finite element formulation using the θ-method.

Uploaded by

Patrick Sibanda
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Introduction to Numerical Analysis II:

Finite Element Method


Xiaozhe Hu
The Pennsylvania State University

X. Hu (Penn State)

MATH/CMPSC 456

Apr. 9, 2012

1/9

1D: Boundary Value Problem


Model Problem:

X. Hu (Penn State)

(
u 00 (x) = f (x)
u(0) = u(1) = 0

x (0, 1)

MATH/CMPSC 456

Apr. 9, 2012

2/9

1D: Boundary Value Problem


Model Problem:

(
u 00 (x) = f (x)
u(0) = u(1) = 0

x (0, 1)

Introduce a Space:
V := {v C 1 ([0, 1]),

X. Hu (Penn State)

v (0) = v (1) = 0}

MATH/CMPSC 456

Apr. 9, 2012

2/9

1D: Boundary Value Problem


Model Problem:

(
u 00 (x) = f (x)
u(0) = u(1) = 0

x (0, 1)

Introduce a Space:
V := {v C 1 ([0, 1]),

v (0) = v (1) = 0}

Weak Formulation: Find u V , such that


Z 1
Z 1
u 0 (x)v 0 (x)dx =
f (x)v (x)dx,
0

X. Hu (Penn State)

v V

MATH/CMPSC 456

Apr. 9, 2012

2/9

Finite Element Space


Grid:
0 = x0 < x1 < < xN < xN+1 = 1,
h = xi+1 xi =

X. Hu (Penn State)

1
.
N +1

MATH/CMPSC 456

Apr. 9, 2012

3/9

Finite Element Space


Grid:
0 = x0 < x1 < < xN < xN+1 = 1,
h = xi+1 xi =

1
.
N +1

Finite Dimensional Space:


Vh = {vh C 0 ([0, 1]), vh |[xi1 ,xi ] P1 , vh (0) = vh (1) = 0}

X. Hu (Penn State)

MATH/CMPSC 456

Apr. 9, 2012

3/9

Finite Element Space


Grid:
0 = x0 < x1 < < xN < xN+1 = 1,
h = xi+1 xi =

1
.
N +1

Finite Dimensional Space:


Vh = {vh C 0 ([0, 1]), vh |[xi1 ,xi ] P1 , vh (0) = vh (1) = 0}
Basis of Vh

i (x) =

xxi1

xi xi1
xi+1 x
xi+1 xi

X. Hu (Penn State)

x (xi1 , xi )
x [xi , xi+1 )

i = 1, 2 , N

otherwise

MATH/CMPSC 456

Apr. 9, 2012

3/9

Finite Element Method


Finite Element Method: Find uh Vh , such that,
Z 1
Z 1
uh0 (x)vh0 (x)dx =
f (x)vh (x)dx,
0

X. Hu (Penn State)

vh Vh

(1)

MATH/CMPSC 456

Apr. 9, 2012

4/9

Finite Element Method


Finite Element Method: Find uh Vh , such that,
Z 1
Z 1
uh0 (x)vh0 (x)dx =
f (x)vh (x)dx,
0

vh Vh

(1)

Two Observations:
P
uh (x) = N
j=1 uj j (x)
To fulfill (1) for any function vh in Vh is equivalent to fulfill it only for
the basis functions i (x), i = 1, 2, , N

X. Hu (Penn State)

MATH/CMPSC 456

Apr. 9, 2012

4/9

Finite Element Method


Finite Element Method: Find uh Vh , such that,
Z 1
Z 1
uh0 (x)vh0 (x)dx =
f (x)vh (x)dx,
0

vh Vh

(1)

Two Observations:
P
uh (x) = N
j=1 uj j (x)
To fulfill (1) for any function vh in Vh is equivalent to fulfill it only for
the basis functions i (x), i = 1, 2, , N
Discretized Equation
N Z
X
(
j=1

0j (x)0i (x)dx)uj

X. Hu (Penn State)

Z
=

f (x)i (x)dx,

i = 1, 2, , N

MATH/CMPSC 456

Apr. 9, 2012

4/9

Finite Element Method (cont.)

Let aij =
system

R1
0

0j (x)0i (x)dx and fi =

R1
0

f (x)i (x)dx, we have the linear

Au = f
where u = (u1 , u2 , , uN )T , f = (f1 , f2 , , fN )T , and A = (aij ).
Moreover, A can be computed and
A=

X. Hu (Penn State)

1
tridiag (1, 2, 1).
h

MATH/CMPSC 456

Apr. 9, 2012

5/9

FEM for Heat Equation in 1D


Model Problem:
ut (x, t) uxx (x, t) = f (x, t),

x (0, 1),

, t > 0,

with boundary conditions


u(0, t) = u(1, t) = 0,
and initial condition
u(x, 0) = u0(x),

X. Hu (Penn State)

x (0, 1).

MATH/CMPSC 456

Apr. 9, 2012

6/9

Discretization in Space

Weak Form:
Z 1
Z
ut (t, x)v (x)dx +
0

X. Hu (Penn State)

Z
ux (t, x)vx (x)dx =

f (t, x)v (x)dx


0

MATH/CMPSC 456

Apr. 9, 2012

7/9

Discretization in Space

Weak Form:
Z 1
Z
ut (t, x)v (x)dx +
0

Z
ux (t, x)vx (x)dx =

f (t, x)v (x)dx


0

Discretization in Space t > 0, find uh (t) Vh such that


Z
0

uh (t)
vh (x)dx +
t

X. Hu (Penn State)

Z
0

uh (t) vh (x)
dx =
x
x

MATH/CMPSC 456

f (t, x)vh (x)dx

vh (x)

Apr. 9, 2012

7/9

Discretization in Space
Let uh (t) =

PN

Z
N
X
uj (t)

j=1

j=1 uj (t)j (x),

j (x)i (x)dx+

N
X

Z
uj (t)

j=1

or in matrix form
M

0j (x)0i (x)dx

f (t, x)i (x)d


0

u(t)
+ Au(t) = f(t).
t

where
Z
(M)ij =

Z
i (x)j (x)dx,

(A)ij =

X. Hu (Penn State)

0i (x)0j (x)dx

MATH/CMPSC 456

Apr. 9, 2012

8/9

Fully Discretization

-method
M

uk+1 uk
+ A(uk+1 + (1 )uk ) = f(tk+1 ) + (1 )f(tk ).
t

i.e.
(M + tA)uk+1 = (M (1 )tA)uk + t(f(tk+1 ) + (1 )f(tk )).

X. Hu (Penn State)

MATH/CMPSC 456

Apr. 9, 2012

9/9

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