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Point Collocation Method Used in Solving Differential Equations in Boundary Value Problems

Describes the point collocation method with one numerical example. This is an introduction slide for the Finite Element Method.

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Suddhasheel Basabi Ghosh
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806 views12 pages

Point Collocation Method Used in Solving Differential Equations in Boundary Value Problems

Describes the point collocation method with one numerical example. This is an introduction slide for the Finite Element Method.

Uploaded by

Suddhasheel Basabi Ghosh
Copyright
© Attribution ShareAlike (BY-SA)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Point Collocation Method

FEM - Introduction - Methods of Solving Differential Equations

Suddhasheel Ghosh, PhD


Department of Civil Engineering
Jawaharlal Nehru Engineering College
N-6 CIDCO, 431003

Advanced Numerical Methods Series

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PCM

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DiffEq1

Introduction to terminology
Given a differential equation
!
d2 y dy

, , y, x = 0,
dx2 dx

(1)

and the initial conditions,


F1

!
dy
, y, x = a = 0
dx

F2

!
dy
, y, x = b = 0
dx

So, given the points x1 = a, x2 , x3 , . . . , xi , . . . , xn , xn+1 = b, it is desired to


find the solution of the differential equation at the points
xj , j = 2, . . . , n. The points xj , j = 2, . . . , n are known as the points of
collocation.
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PCM

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DiffEq1

A second-order Boundary Value Problem

A boundary value problem is given as follows:


d2 y
dx
+ P(x) + Q(x)y = R(x)
2
dy
dx
along with the conditions
y(x1 ) = A,

shudh (JNEC)

y(xn+1 ) = B

PCM

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Collocation Method

Point collocation Method


Derivative calculation

Assume that
y=

n
X

i xi .

i=0

Therefore, we will have


n

dy X
=
i i xi1 ,
dx
i=0

and

d2 y X
=
i(i 1)i xi2
dx2
i=0

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PCM

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Collocation Method

Point collocation Method I


Substitution and formulation

Substituting these in the differential equation, we have


n
X

i(i 1)i xi2 + P(x)

i=0

n
X

i i xi1 + Q(x)

i=0

n
X

i xi = R(x).

i=0

Thus giving,
n
X

h
i
i i(i 1)xi2 + ixi1 P(x) + xi Q(x) = R(x)

i=0

The aim of the interpolation method is to agree at the node points,


and therefore, we shall have:
n
X

h
i
i i(i 1)xji2 + ixji1 P(xj ) + xij Q(xj ) = R(xj ), j = 2, . . . , n

i=0
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Collocation Method

Point collocation Method II


Substitution and formulation

For the nodes x1 and xn+1 , we have the following conditions:


n
X

i xi1 = A

i=0
n
X

i xin+1 = B

i=0

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PCM

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Collocation Method

Point collocation Method


Matrix formulation of the problem

x1
x21
1

Q(x2 ) P(x2 ) (2 + 2x2 P(x2 ) + x22 Q(x2 ))

..
..
.
...
.

Q(xn ) P(xn ) (2 + 2xn P(xn ) + x2n Q(xn ))

1
xn+1
x2n+1

...
...
...
...
...

xn1
0

n
n1
n2

[n(n 1)x2 + nP(x2 )x2 + x2 Q(x2 )] 1


.
..
..
.

n
n1
n2
[n(n 1)xn + nP(xn )xn + xn Q(xn )] n1

n
n
xn+1

R(x2 )
.
= ..

R(xn )

The solution can then be achieved by any of the standard methods like Gauss-Siedel,
Gaussian Elimination or Gauss-Jordan Elimination.

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PCM

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Collocation Method

Point collocation method I


Example

Use the point collocation method to solve the following differential


equation:
d2 y
y=x
dx2
Use the boundary conditions y(x = 0) = 0 and y(x = 1) = 0. Choose
x = 0.25 and x = 0.5 as collocation points. (Desai, Eldho, Shah)
Solution: There are four points where we are considering the solution
for, x = 0, 0.25, 0.5, 1. We label them as x1 , x2 , x3 , x4 . Since there are four
points, we will consider a cubic polynomial.
y = 0 + 1 x + 2 x2 + 3 x3

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PCM

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Collocation Method

Point collocation method II


Example

We have
dy
= 1 + 22 x + 33 x2
dx
d2 y
= 22 + 63 x
dx2
Substituting these in the given differential equation, we have
22 + 63 x 0 1 x 2 x2 3 x3 =

0 1 x + (2 x2 )2 + (6x x3 )3 =

From the first boundary condition y(x = 0) = 0, we have


0 + 1 (0) + 2 (02 ) + 3 (03 ) = 0 = 0 = 0
shudh (JNEC)

PCM

(2)
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Collocation Method

Point collocation method III


Example

From the second boundary condition y(x = 1) = 0, we have


0 + 1 (1) + 2 (12 ) + 3 (13 ) = 0 = 1 + 2 + 3 = 0

(3)

At the collocation points, we have the following equations:


For x = 0.25, we have
1 (0.25) + (2 (0.25)2 )2 + (6 0.25 (0.25)3 ) =

0.25

0.251 + 1.93752 + 1.48443 =

0.25

(4)

For x = 0.5, we have


0.51 + (2 0.52 )2 + (6 0.5 0.53 ) =

0.5

0.51 + 1.752 + 2.8753 =

0.5

shudh (JNEC)

PCM

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(5)
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Collocation Method

Point collocation method IV


Example

Using the equations above, we have the following matrix based


arrangement

1
1 1 0
1

0.25 1.9375 1.4844 2 = 0.25

0.5
1.75
2.875 3
0.5

(6)

which gives on the inverse operation,


1 = 0.1459, 2 = 0.006738, 3 = 0.1526
Therefore the polynomial approximation for y is
y = 0.1459x 0.006738x2 + 0.1526x3

shudh (JNEC)

PCM

(7)

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Collocation Method

Thank you!

shudh (JNEC)

PCM

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