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GALERKIN METHOD (RAYLEIGH–RITZMETHOD)
D
ANIEL
S. W
EILE
R
AYMOND
A. W
ILDMAN
G
REESHMA
P
ISHARODY
A
NURAAG
M
OHAN
University of DelawareNewark, Delaware
1. INTRODUCTION
Galerkin’s method and the Rayleigh–Ritz method are per-haps the primary techniques used in the computationalsolution of boundary value problems and eigenvalue prob-lems involving linear ordinary and partial-differentialequations. Galerkin’s method is also used for the disc-retization of integral equations. In modern computationalelectromagnetics (CEM), these methods form the basis forthe now ubiquitous method of moments (MoM) and ﬁnite-element method (FEM) [1–6]. While the Rayleigh–Ritzand Galerkin methods are in principle very different,they often lead to the same set of discretized equations,are closely related, and are often discussed as if they wereidentical.Both methods assume that the unknown function inthe problem at hand can be well approximated by a seriesof
basis
or
coordinate
functions with unknown coefﬁcients,and both methods create a system of equations to solve forthese unknown coefﬁcients. Because both methods usebasis functions, we will generically refer to Galerkin’smethod and the Rayleigh–Ritz method collectively as
basis function approaches
.In the Rayleigh–Ritz approach, the original problem isreformulated as a
variational problem
. More specifically, a
functional
(i.e., a function that maps functions to realnumbers) is created that has a stationary point (most of-ten a minimum) at the solution of the differential equa-tion. The basis function series is then substituted into thisfunctional, transforming the functional into a simple func-tion of the unknown coefﬁcients. Minimizing this functionwith respect to the unknown coefﬁcients gives rise to a setof linear algebraic equations to be solved for the un-knowns.In the Galerkin approach, the basis function series issubstituted directly into the equation at hand. This equa-tion is then projected onto each of the basis functions inturn (in a manner to be explained in more detail below),again giving rise to a set of linear algebraic equations to besolved for the unknown coefﬁcients.Before discussing Galerkin’s method and the Rayleigh– Ritz method in more detail, we note that these methodsare not the only methods used for the discretization of differential and integral equations. Alternative methodsare used quite often in the CEM community, and a brief discussion of these approaches serves to deﬁne the Galer-kin and Rayleigh–Ritz methods by contrast. In the differ-ential equations realm, the primary competitors to basisfunction approaches are ﬁnite-difference methods [7–9].Instead of approximating the unknown function as a se-ries of basis functions, ﬁnite-difference methods seek toﬁnd the value of the unknown function on a (usually veryregular) grid of points. The derivatives in the differentialequations are then approximated by ﬁnite differences,leading to a set of linear algebraic equations to be solvedfor the values of the unknown function at the grid points.The primary competitor to basis function approaches inthe ﬁeld of integral equations is the Nystro¨m method[10,11]. In the Nystro¨m method, the integral in the inte-gral equation is approximated using a numerical quad-rature rule, and the resulting equation is enforced at thequadrature points. This leads to a set of linear algebraicequations for the value of the unknown function at thequadrature points. Note that the primary difference be-tween these techniques and the basis function approachesdiscussed here is that the former methods do not use basisfunctions at all, but instead seek to ﬁnd the value of theunknown function at a set of points. Thus, the nomencla-ture ‘‘basis function approaches’’ serves to distinguish themethods described here from these other
point-based ap- proaches
. [Actually, even the point-based approaches maybe interpreted as basis function approaches with the prop-er choice of basis and testing functions. Nonetheless, asdiscussed above, the motivation for the point-based meth-ods is completely different from that of the basis functionapproaches. Most importantly, their governing equationscan be (and usually are) derived without reference to basisfunction approaches at all.]In the remainder of this article we discuss the two basisfunction approaches in detail. Section 2 relates a briehistory of the two basis function approaches. Section 3discusses the Rayleigh–Ritz method and provides exam-ples of its application. The same is done for the Galerkinapproach in Section 4. Finally, Section 5 briefly discussesthe MoM and FEM, and gives a few examples of theirapplications.
2. A BRIEF HISTORY OF BASIS FUNCTION APPROACHES
The history of basis function approaches begins with theprolific third Lord Rayleigh (John William Strutt). Ray-leigh was one of the most accomplished physicists of thelate nineteenth and early twentieth centuries; his accom-plishments include the ﬁrst correct explanation of theblueness of the sky, and the discovery of the inert gas ar-gon for which he received the Nobel prize in 1904 [12].(Indeed, Rayleigh was so famous even in his own time thathe succeeded no less a physicist than James Clerk Max-well to become the second Cavendish professor of exper-imental physics at Cambridge University [12].) In his book
The Theory of Sound
[13], Rayleigh describes a method forthe approximate determination of the lowest frequency of vibration of an acoustical system. To verify the method, he
G
1735

ﬁrst applies it to the problem of determining the lowestfrequency of vibration of a stretched string. His argumentand conclusions are presented here in a modernizednotation.Consider a string length
l
with a constant mass density
r
and tension
t
. The string is supposed to exist along theline segment
À
l
/2
r
x
r
l
/2, and its height at position
x
andtime
t
will be denoted by
y
(
x,t
). Now, a natural mode of thestring occurs when
y
(
x,t
) is nonzero in the absence of anexternal driving force. Since the natural modes of losslesslinear systems are always sinusoidal, the displacement of the string may be taken to be
y
ð
x
;
t
Þ¼
v
ð
x
Þ
cos
o
t
ð
1
Þ
The total kinetic energy of the string can be expressed as
ð
t
Þ¼
12
l
=
2
Àð
l
=
2
Þ
r
@
y
@
t
2
dx
¼
o
2
sin
2
o
t
½
~
ð
v
Þ ð
2
Þ
where
~
ð
f
Þ¼
12
l
=
2
Àð
l
=
2
Þ
r
½
v
ð
x
Þ
2
dx
ð
3
Þ
Similarly, the total potential energy of the string may bewritten as
ð
t
Þ¼
12
l
=
2
Àð
l
=
2
Þ
t
@
y
@
x
2
dx
¼
cos
2
o
t
½
~
ð
v
Þ ð
4
Þ
where
~
ð
f
Þ¼
12
l
=
2
Àð
l
=
2
Þ
t
½
v
0
ð
x
Þ
2
dx
ð
5
Þ
and the prime denotes differentiation.The requirement that the energy of the system remainconstant implies that
ddt
½
ð
t
Þþ
ð
t
Þ¼
0
ð
6
Þ
So long as
o
a
0 (which indicates a trivial solution any-way), the value of
o
corresponding to a given
v
(
x
) thatsolves the appropriate wave equation is given by
o
2
¼
~
ð
v
Þ
~
ð
v
Þð
7
Þ
In the paragraph preceding his derivation of this result(which was slightly different than that presented here),Rayleigh made a heuristic argument for discrete problemsthat demonstrates that the minimum positive value of
o
delivered by this expression (over all admissible functions
v
) is in fact the minimum frequency offree vibration of thesystem. He then suggested that formulas of the form of Eq. (7) might be useful for computing the minimum freevibration frequency of systems. Specifically, if a function
v
(
x
) is a good approximation to the true solution, in errorby a linear quantity
D
v
, then the approximation of
o
2
willbe in error only by a quantity of order (
D
v
)
2
. Moreover, if aset of functions
~
uu
n
ð
x
Þ
is substituted into Eq. (7), the bestestimate of
o
2
is necessarily the smallest.For the problem given above, the true solution is foundwhen
v
ð
x
Þ¼
u
ð
x
Þ¼
cos
p
xl
ð
8
Þ
for which
o
2
¼
p
2
tr
l
2
ð
9
Þ
(We will always use the variable
v
to indicate arbitraryfunctions, and the variable
u
to indicate true solutions.Trial solutions are indicated by
~
uu
n
, where the subscriptindicates some parameter deﬁning the trial.) Rayleighsuggested testing the method with the set of functions
~
uu
n
ð
x
Þ¼
1
À
2
j
x
j
l
n
ð
10
Þ
for
n
Z
1, for which
~
ð
~
uu
n
Þ¼
r
ln
2
ð
n
þ
1
Þð
2
n
þ
1
Þð
11
Þ
and
~
ð
~
uu
n
Þ¼
2
t
n
2
ð
2
n
À
1
Þ
l
ð
12
Þ
These expressions lead to an approximation of the form
o
2
n
¼
2
ð
n
þ
1
Þð
2
n
þ
1
Þ
2
n
À
1
tr
l
2
¼
l
2
n
tr
l
2
ð
13
Þ
From this expression,
l
1
¼
ﬃﬃﬃﬃﬃﬃ
12
, off from the true value of
p
by a little more than 10%. Similarly,
l
2
¼
ﬃﬃﬃﬃﬃﬃ
10
, a valuein error by 0.65%. The best possible value of
n
is the onethat minimizes Eq. (13); this value is
n
opt
¼
12
ð
1
þ
ﬃﬃﬃ
6
Þ%
1
:
72474. Using this value in Eq. (13)gives rise to the value
l
n
opt
¼
3
:
1463 and a scant error of 0.149%.Throughout the rest of
The Theory of Sound
, Rayleighcontinues to apply this method to problems that cannot besolved analytically, especially problems involving inhomo-geneous material parameters. While Rayleigh’s method aspresented above has been superceded by the Ritz (i.e.,Rayleigh–Ritz) method described below, Rayleigh quo-tients similar to Eq. (7) are still used today in numericallinear algebra in the eigenvalue computation techniqueknown as
Rayleigh quotient iteration
[14].Rayleigh’s method was generalized by the Swiss phys-icist Walther Ritz shortly before he died of tuberculosis in1909 [15]. Specifically, Ritz proposed a method for thesolution of physical problems expressed variationally;
1736 GALERKIN METHOD (RAYLEIGH–RITZ METHOD)

that is, as the minimization of some functional. Supposethat a given physical problem involves the minimization of a functional
(
v
), where
v
is an arbitrary admissible func-tion. (Both eigenvalue problems and boundary value prob-lems can be expressed in this way.) Ritz suggested that thesolution
u
be approximated as a series of the form
u
%
~
uu
N
¼
X
N i
¼
1
x
i
u
i
ð
14
Þ
where the
x
i
are unknown coefﬁcients and the
u
i
are whatRitz called ‘‘coordinate functions’’ [16,17]. (In modern par-lance, these would be deemed
basis functions
.) These basisfunctions are known functions that can well approximatethe unknown function
u
. (Notationally, they are differen-tiated from the true solution by the existence of the sub-script.) Substituting Eq. (14) into the functional yields afunction of the
x
i
:
G
ð
x
1
;
. . .
;
x
N
Þ¼
F
X
N i
¼
1
x
i
u
i
ð
15
Þ
The difﬁcult problem of minimizing the functional is nowreduced to the simpler problem of minimizing
G
. Thus, theoriginal problem can be approximately be solved by en-forcing the equations
@
G
@
x
i
¼
0
ð
16
Þ
for
i
¼
1
;
. . .
;
N
. Ritz also showed that under certain con-ditions, if the basis function set
u
i
is complete as
-
N
,then the solutions obtained will converge to the true so-lution [18]. (In addition, he asserted that it not possible, ingeneral, to say the same about the convergence of thederivatives.) Ritz applied his method to ﬁnd the deﬂectionof a ﬁxed plate under a normal load, to solve Dirichlet’sproblem for the Laplace equation, to the computation of the natural oscillation frequencies of a string, and to manyother more complex problems [16,17]. After Ritz, the story continues in Russia in 1913 wherea naval architect named Ivan Grigorievich Bubnov wasreviewing a paper on the stability of plates and beamswritten by Stephen Prokofyevich Timoshenko. Tim-oshenko was applying the Ritz method to the problem,and Bubnov noted that the same results could be achievedwithout resorting to variational expressions [18]. Speciﬁ-cally, Bubnov noted that the same equations generated bythe Ritz method could be more easily derived by simplysubstituting the approximation of Eq. (14) into the origi-nal differential equation, and then multiplying the resultby each basis function in turn and integrating over thedomain. Bubnov apparently believed, however, that thebasis functions needed to be orthogonal for the procedureto be applicable. Nonetheless, because of this contribution,the Galerkin method described below is often called the
Bubnov–Galerkin method
, especially in the Russian liter-ature.In 1915, Boris Grigorievich Galerkin published a paperentitled ‘‘Rods and plates. Series occurring in variousquestions concerning the elastic equilibrium of rods andplates,’’ in which he introduced the method that now bearshis name [19]. Formally identical to the method suggestedby Bubnov, Galerkin’s method drops the condition that thebasis functions be orthogonal. Furthermore, Galerkinmakes no mention of the Rayleigh–Ritz method, quite pos-sibly cementing his name in history.Both the Rayleigh–Ritz method and the Galerkin meth-od are used today in the numerical solution of partial-differential equations, and the Galerkin method is used inthe solution of integral equations as well. Specifically, theRitz method is used as the basis of the variational FEMwith very little change. Many authors trace the develop-ment of the FEM to a 1943 paper by Richard Courant [15],who suggests that the Ritz method be used together withpiecewise linear basis functions situated on a triangularmesh. Modern variationally based FEM algorithms differlittle from this suggestion, and indeed the variationalFEM can be accurately characterized as the Ritz methodapplied to ﬁnite basis functions.Modern MoM and Galerkin-based FEM algorithms alsodiffer little from Galerkin’s original outline. Some ap-proaches derive the set of equations to be solved by mul-tiplying the equation with a set offunctions other than theoriginal basis functions; this
weighted-residual method
isa straightforward generalization of the original Galerkinidea. (The functions iteratively multiplied by the equationbefore integration are called
weighting
or
testing func-tions
. Indeed, many MoM papers refer to the use of thebasis functions for testing as Galerkin testing. This servesto differentiate Galerkin’s specific choice from the moregeneral approach discussed in Section 4.)Since the history of basis function methods begins withRayleigh and Ritz, our discussion of the methods beginswith the method that today bears their names.
3. THE RAYLEIGH–RITZ METHOD
In this section, the Rayleigh–Ritz method is described indetail. Because variational approaches are not familiar tomany readers, Section 3.1 describes the calculus of vari-ations. Section 3.2 then discusses variational principlesimportant in mathematical physics. The Rayleigh–Ritzmethod is ﬁnally described and applied to boundary val-ue problems in Section 3.3. Finally, Section 3.4 describesthe application of the Rayleigh–Ritz method to eigenvalueproblems.
3.1. The Calculus of Variations
As mentioned in Section 2, a functional is a mapping fromsome space of functions to some ﬁeld (usually complex orreal numbers). In the context of the Rayleigh–Ritz meth-od, the stationary point of such a functional corresponds tothe solution of some differential equation under study.Thus, before proceeding to describe the Rayleigh–Ritzmethod in more detail, a bit of the variational calculuswill be reviewed here. For simplicity, the discussion in thissection is restricted to one dimension.
GALERKIN METHOD (RAYLEIGH–RITZ METHOD) 1737