Approximate Solution

Methods
DR. TAIBA KOUSER
Approximate Solution

 There are three ways to estimate approximate solution of PDEs

 Least square method
 Point collocation method
 Galerkin’s method

 To have approximate solution we have two functions

 Residuals (error)
 Weighting functions/trail function
Galerkin’s Function

 The actual solution is approximated in the form of polynomials using

residual and weight functions.
 Residual is error between exact solution and approximate solution
 Linear combination of coefficient with the trial functions. In Galerkin’s
method trial/weight functions are similar.
Weighted-Residual function
 Finite Element Method/Analysis
(FEM/FEA)

 Fem is a numerical method used to obtain an approximate solution for a given boundary
value problem.
 Finite element method can be taken as a discrete version of the Galerkin’s method.
 It is widely used method in structural analysis.

•Aerospace industry
•Automotive industry
•Electrical (Transformer,Relays, etc.)
•Electronics (Integrated circuits, Appliances, etc.)
•Power industry (Nuclear, Thermal)
•Construction
Discretization Principles

 Divide domain into number of discrete subdomains (every subdomain

being represented by a specific number of discrete points).
 Each subdomain is called an element.
 Derive algebraic equations from the Governing differential equations valid
at these discrete points
 Solve the algebraic equations to obtain the dependent variables at the
discrete points.
 Pre-processing
 Solution
 Post-processing
 Example:

j j j
dT dw dT
d
(K
dT
) S
wK (K )dx wSdx
dx dx dx i i
dx dx i

l
d dT
d dT (K ) S wdx 0
(K ) S 0
dx dx
dx dx

1 l l
j
d dT dT dw dT
(K ) S wdx 0 wK (K )dx wSdx
i
dx dx dx 0 0
dx dx 0
  Trial function
Tj A Bx j
T A Bx Tj Ti
T j xi Ti x j B
x xi , T Ti A xj xi
xj xi

x x j ,T Tj
Ti x j T j xi Tj Ti
T x
Ti A Bxi xj xi xj xi
 xj x x xi Ni 1 at x =xi and 0 at x j
T Ti Tj
xj xi xj xi
T N iTi N jT j
Ti
T Ni N j [ N ][T ]
xj x x xi
Tj
Ni , Nj
xj xi xj xi
Ni , N j
W [ N ][W ]
 are shape function Weight function is
same as trial function
in Galerkin’s method
  Transpose of a scalar is always a scalar,
t t t
W [W ] [ N ]
j t j
t t j t dN dN
[W ] [ N ] ( q ) [W ] K [T ]dx [W ]t [ N ]t Sdx 0
i
i
dx dx i

j t j
j dN dN W is
t t arbitrary
[N ] ( q ) K [T ]dx [ N ] Sdx 0 matrix
i
i
dx dx i
Term 1:

j j i
t j Ni Ni Ni
[N ] ( q ) q q q
i Nj Nj Nj
i

0 qi qi
qj 0 qj
 TERM 2:

 EXCLUDING THE “[T]”

xj xi L
t
dN i t
j 1
dx dN i dN j j
K dx L 1 1
dN j dx dx K dx
i
i
1 L L
dx
L
dN i 1 dN j 1
dx x j xi dx xj xi
TERM 3:
j

[ N ]t S
i
 By solving substitutions, we have

2
xj x SL SL
j
L 2L 2
S dx 2
i
x xi SL SL
L 2L 2
Assembly

 Term 1-Term2[T]+Term3=0
 Term2[T]=Term1+Term3

1 -1 Ti qi 1/ 2 These could write for

K number of nodes.
SL
L 1 1 Tj qj 1/ 2

[ K ][T ] [F ]
 K will always be a square matrix.
 Global matrix for 4 nodes

1 -1 0 0 T1 q1 1/ 2
-1 1+1 -1 0 T2 q2 q2 1/ 2 1/ 2
SL
0 -1 1+1 -1 T3 q3 q3 1/ 2 1/ 2
0 0 -1 1 T4 1/ 2
q4
Activated part of stiffness matrix w.r.t
nodes
Summary

 Consider a problem (simply geometry, material properties)

 Define loads and contraints (e.g, heat fluxes in heat problems)
 Meshing

 Weak form
 Assembly
 BCs
 Solution
Summary

 Element stiffness
Summary
Finite Element Analysis
 Example:

 By using FEA
 Calculate the global stiffness matrix.
 Calculate the reaction force
 Solution

Nodes connectivity

Element no. Node i Node j

1 1 2
2 2 3
3 3 4
A1=200mm2 L1=100mm
E=200GPa=200*103MPa
A2=200mm2 L2=100mm
A3=100mm2 L3=200mm

𝐴𝐸 1 −1
𝐾 =
𝐿 −1 1
 200 ∗ 200 ∗ 103 1 −1
𝐾1 = 200 ∗ 200 ∗ 103 1 −1
100 −1 1 𝐾2 =
100 −1 1

1 −1
=4∗ 105
1 −1 = 4 ∗ 105
−1 1 −1 1

4 −4
𝐾1 = 105 𝐾2 = 105
4 −4
−4 4 −4 4
 100 ∗ 200 ∗ 103 1 −1
𝐾3 =
100 −1 1

1 −1
𝐾3 = 105
−1 1

 Local stiffeness matrices are obtained. Now to calculate the global

stiffness matrix
Global stiffness matrix

4 -4 0 0
-4 8 -4 0
0 -4 5 -1
0 0 -1 1
Assembly

[ K ][ D] [F ]

4 -4 0 0 d1 f1
5 -4 8 -4 0 d2 f2
10
0 -4 5 -1 d3 f3
0 0 -1 1 d4 f4
 Boundary conditions

 Fixed nodes always create a reaction R. Whenever the node is fixed the displacement node is
considered to be zero. HenForce in ce the equilibrium equation is as,

Note:
Force is taken negative if
it is provided in forward
direction. It is taken
4 -4 0 0 0 R negative if its direction is
backward. For unknown
5 -4 8 -4 0 d2 20kN direction, the force
10 variable can be taken as
0 -4 5 -1 d3 0 positive and the value
will reveal its direction.
0 0 -1 1 d4 10kN
 Using eliminating method

8 -4 0 d2 0.2 N
-4 5 -1 d 3 0
0 -1 1 d4 0.1N

d2 0.75mm, d3 0.1mm, d 4 0.2mm

Calculation of Reaction force

5
10 (4d1 4d 2 0d 3 0d 4) R
5
10 (4 * 0.075) R
R 30000 N
R 30kN
Finite Difference Method
Taylor Series

f’(x1)=l/h

h
Types of Difference schemes

 Governing equation derivatives are expressed in terms of suitable

algebraic differences by using Taylor series expansion.
 There are 3 difference schemes
 Forward Difference : Approximates the derivative by considering forward
points.
 Backward Difference : Uses previous points to estimate the derivative.
 Central Difference : Provides a more accurate estimate by averaging
forward and backward differences.
 h is spacing between two nodal points.

x
h
Forward difference scheme

 From equation (1), we have forward difference scheme

 Truncations error is of Order of h.

 By truncating the series, we have truncation error of order “h. This term is called
leading order term.
Backward difference scheme

 From equation (2)

Leading term of truncation

error

 Truncations error is of Order of h.

 Central difference scheme
 Subtracting (1) from (2)

Leading term of truncation error

 Truncation error is of order of O(h2)

 Higher the truncation error, higher the accuracy will be

 For second order derivative

 Adding (1) and (2)

 Central difference scheme for second order derivative has truncation error of O(h2)
Central difference from FD for second
order derivative

 Adding (1) and (2)

 f x h f (x h) 2 f ( x)
f x 2
h
 Thus is central difference scheme with Truncation error of O(h2).
 Note:

 FDM is primarily used in

structured grids and simpler
geometries due to its ease of
implementation, though it is
less flexible for complex
geometries
Finite Difference Scheme
Calculation of “h or ∆x” in grid system
This is required matrix form of linear Algebraic equations.
Python Programming
Solution

 Delta spacing effects the solution. (Left H=0.001) Right (H=1000)

2D-grid system and Calculation of “h”
FDM for 2D and 3D
 2D and 3D FDM node notation

3D
2D
Grid Location Compass
Grid Location Compass notation
notation i.j,k P
i.j P i-1,j,k W
i-1,j W i+1,j,k E
i+1,j E I,j+1,k N
I,j+1 N I,j-1,k S
I,j-1 S i.j,k+1 T
i-1,j,k-1 B
Finite Difference Method
Forward difference scheme for Time
• When we have time in governing equations, such as

Similar to FD approximations, the time derivatives also can be

approximated in time.
 Explicit vs Implicit scheme

Feature Explicit Method Implicit Method

Dependency Uses known values at tnt^n Uses unknown values at t^{n+1}

Stability Conditionally stable (small Δt) Unconditionally stable

Computational Cost Cheaper per step More expensive (solves a system)

Complexity Easy to implement Harder to implement

Use Case Simple or non-stiff problems Stiff or long-term simulations

Poisson equation for pressure
• For pressure, we use central difference scheme
Alternate form
Solvers
• Jacobi iteration scheme
Numerical solution of 2D Poisson Equation
(Gauss-Seidel method)
2D Unsteady Navier-Stokes equation
Number of equations and unknowns must be equal.
Here 3 unknown u,v and p and three equations. X-momemtum, Y-
Momentum and continuity equation.
Continuity equation will be converted to Poisson pressure equation.
• First, we have to find the equation for p.
Discrete form

• Take the divergence

• For incompressible flows (divergence free), there is Poisson equation.
• Solve the Poisson equation for the pressure and then use that
pressure to update the velocity field
• Algorithm to resolve the pressure-velocity coupling include
Boundary condition
• Neumann boundary condition is applied, for stationary/moving and
impermeable wall
Helmholtz-Hedge Decomposition of velocity
vector