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FEM Introduction: Solving ODE - BVP Using The Least Squares Method

(1) The document discusses using the least squares method to solve ordinary differential equations (ODEs). It introduces the concepts of boundary value problems and formulates the least squares approach. (2) An example problem is presented to demonstrate solving a second order boundary value problem using a cubic approximation and minimizing the residual error. The partial derivatives are set to zero to generate equations that are solved for the coefficients. (3) The method is applied step-by-step to the example problem of solving the ODE d2y/dx2 - y = x with boundary conditions y(0)=0 and y(1)=0. A system of equations is set up and solved to determine the coefficients in the cubic

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Suddhasheel Basabi Ghosh
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261 views12 pages

FEM Introduction: Solving ODE - BVP Using The Least Squares Method

(1) The document discusses using the least squares method to solve ordinary differential equations (ODEs). It introduces the concepts of boundary value problems and formulates the least squares approach. (2) An example problem is presented to demonstrate solving a second order boundary value problem using a cubic approximation and minimizing the residual error. The partial derivatives are set to zero to generate equations that are solved for the coefficients. (3) The method is applied step-by-step to the example problem of solving the ODE d2y/dx2 - y = x with boundary conditions y(0)=0 and y(1)=0. A system of equations is set up and solved to determine the coefficients in the cubic

Uploaded by

Suddhasheel Basabi Ghosh
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Solving ODE through least squares

FEM: Introduction
Suddhasheel Ghosh, PhD
Department of Civil Engineering
Jawaharlal Nehru Engineering College
N-6 CIDCO, 431003

Series on Advanced Numerical Methods

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DiffEq1

Introduction to terminology

Given a differential equation

d2 y dy

, , y, x = 0,
dx2 dx

and the initial conditions,

dy
F1
, y, x = a = 0
dx

F2

(1)

dy
, y, x = b = 0
dx

So, given the points a and b, it is desired to find the solution of the
differential equation using the least squares technique.

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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)
dx2
dy
along with the conditions
y(x1 ) = A,

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y(xn+1 ) = B

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Least squares method

Recalling least squares


Least squares method

Least squares means that the sum of squares has to be minimised. The
minimization will happen at the internal points.

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Least squares method

Formulation I
Least squares method

From the earlier computations, for x = x1 ,


0 + 1 x1 + 2 x12 + + n x1n = A,

(2)

2
n
0 + 1 xn+1 + 2 xn+1
+ + n xn+1
= B,

(3)

and for x = xn+1 ,

From an earlier computation, we have obtained:


n
X

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

i=0

Thus, for every xj , j = 2, . . . , n, we have


"
#

n
X
i2
i1
i
(x) =
i i(i 1)x + ix P(xj ) + x Q(x) R(x)

(4)

i=0
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Least squares method

Formulation II
Least squares method

For the least squares issue, we have to compute


b

F=

[(x)]2 dx =

Z
a

"

n
X

#2

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

dx

i=0

Therefore,
F
=
i

Z
a

"

n
X

i2
i1
i
i i(i 1)x + ix P(x) + x Q(x) R(x)

i=0

i(i 1)xi2 + ixi1 P(x) + xi Q(x) dx = 0

This, and the equations generated by the boundary conditions can be


solved by using Linear Algebra.
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Least squares method

Example I
Least squares method

Problem: Use the least squares 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. (Desai, Eldho,
Shah)
Solution: Let us assume that the solution is in the cubic form
y = 0 + 1 x + 2 x2 + 3 x3 .

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Least squares method

Example II
Least squares method

Then, we will have


dy
= 1 + 22 x + 33 x2
dx
d2 y
= 22 + 63 x
dx2

(5)

Substituting these into 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

=x
=x

We can therefore frame the error term as follows:


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

Example III
Least squares method

And therefore

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

(6)

From the boundary conditions, we will have the following


0 = 0

(7)

0 + 1 + 2 + 3 = 0

(8)

Therefore, we have
3 = 2 1
Substituting these in (6), we have

2
F = ((x))2 = 1 x + (2 x2 )2 + (x3 6x)(1 + 2 ) x
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Least squares method

Example IV
Least squares method

Therefore,

F
= 1 x + (2 x2 )2 + (x3 6x)(1 + 2 ) x x3 7x
1

= 1 (x3 7x) + 2 (x3 x2 6x + 2) x (x3 7x)


(9)

F
= 1 x + (2 x2 )2 + (x3 6x)(1 + 2 ) x x3 6x x2 + 2
2

= 1 (x3 7x) + 2 (x3 x2 6x + 2) x x3 x2 6x + 2


(10)

Now,
F
dx = 0 = 13.67621 + 6.62622
0 1
Z 1
F
dx = 0 = 6.62621 + 4.27622
0 2
Z

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= 2.1333

(11)

= 1.05

(12)

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Least squares method

Example V
Least squares method

Thus, we can obtain 1 and 2 using the following

13.6762 6.6262 1
2.1333
=
6.6262 4.2762 2
1.05

(13)

Thus giving 0 = 0, 1 = 0.1485, 2 = 0.0154, and 3 = 0.1639 (since


1 + 2 + 3 = 0).

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Least squares method

Thank you!

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