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Galerkin Method
Galerkin Method
Galerkin Method
Yijian Zhan
Ning Ma
Galerkin Method
Engineering problems: differential
equations with boundary conditions.
Generally denoted as: D(U)=0; B(U)=0
Our task: to find the function U which
satisfies the given differential equations
and boundary conditions.
Reality: difficult, even impossible to solve
the problem analytically
Galerkin Method
In practical cases we often apply
approximation.
One of the approximation methods:
Galerkin Method, invented by Russian
mathematician Boris Grigoryevich Galerkin.
Galerkin Method
Related knowledge
Inner product of functions
Basis of a vector space of functions
Galerkin Method
Inner product
Inner product of two functions in a certain
domain:
shows the inner
product of f(x) and g(x) on the interval [ a,
b ].
*One important property: orthogonality
If , f and g are orthogonal to each
other;
**If for arbitrary w(x), =0, f(x) 0
, ( ) ( )
b
a
f g f x g x dx < >=
}
, 0 f g < >=
, w f < >
Galerkin Method
Basis of a space
V: a function space
Basis of V: a set of linear independent
functions
Any function could be uniquely
written as the linear combination of the
basis:
0
{ ( )}
i i
S x |
=
=
( ) f x V e
0
( ) ( )
j j
j
f x c x |
=
=
Galerkin Method
Weighted residual methods
A weighted residual method uses a finite
number of functions .
The differential equation of the problem is
D(U)=0 on the boundary B(U), for example:
on B[U]=[a,b].
where L is a differential operator and f
is a given function. We have to solve the
D.E. to obtain U.
0
{ ( )}
n
i i
x |
=
( ) ( ( )) ( ) 0 D U L U x f x = + =
Galerkin method
Weighted residual
Step 1.
Introduce a trial solution of U:
to replace U(x)
: finite number of basis functions
: unknown coefficients
* Residual is defined as:
0
1
( ) ( ) ( )
n
j j
j
U u x x c x | |
=
~ = +
j
c
( )
j
x |
( ) [ ( )] [ ( )] ( ) R x D u x L u x f x = = +
Galerkin Method
Weighted residual
Step 2.
Choose arbitrary weight functions w(x),
let:
With the concepts of inner product and
orthogonality, we have:
The inner product of the weight function
and the residual is zero, which means that
the trial function partially satisfies the
problem.
So, our goal: to construct such u(x)
, ( ) , ( ) ( ){ [ ( )]} 0
b
a
w R x w D u w x D u x dx < >=< > =
}
Galerkin Method
Weighted residual
Step 3.
Galerkin weighted residual method:
choose weight function w from the basis
functions , then
These are a set of n-order linear
equations. Solve it, obtain all of the
coefficients .
j
|
0
1
, [ ( )] ( ){ [ ( ) ( )]} 0
n
b
j j j j
a
j
w R D u dx x D x c x dx | | | |
=
< >= = + =
} }
j
c
Galerkin Method
Weighted residual
Step 4.
The trial solution
is the approximation solution we want.
0
1
( ) ( ) ( )
n
j j
j
u x x c x | |
=
= +
0
1
2 2
2
3 3
3
0,
( 1),
( 1)
( 1)
x x
x x
x x
|
|
|
|
=
=
=
=
Galerkin Method Example
Step 2.
The weight functions are the same as
the basis functions
Step 3.
Substitute the trial function y(x) into
i
|
0
1
, [ ( )] ( ){ [ ( ) ( )]} 0
n
b
j j j j
a
j
w R D u dx x D x c x dx | | | |
=
< >= = + =
} }
Galerkin Method Example
Step 4.
i=1,2,3; we have three equations with
three unknown coefficients
1 2 3
, , c c c
3 1 2
3 1 2
3 1 2
4 3 5 1
0
15 10 84 315
61 5 11 1
0
70 84 630 13860
73 4 61 1
0
315 315 13860 60060
c c c
c c c
c c c
+ =
+ + =
+ =
Galerkin Method Example
Step 5.
Solve this linear equation set, get:
Obtain the approximation solution
1
2
3
1370
0.18521
7397
50688
0.185203
273689
132
0.00626989
21053
c
c
c
= ~
= ~
= ~
3
1
( ) ( )
i i
i
y x c x |
=
=