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Galerkin Method

# Galerkin Method

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# Computational Engineering

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 < >=
í
, 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 o
·
=
=
( ) f x V e
0
( ) ( )
j j
j
f x c x o
·
=
=
¯
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 o
=
( ) ( ( )) ( ) 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 o o
=
~ = +
¯
j
c
( )
j
x o
( ) [ ( )] [ ( )] ( ) 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 < >=< > =
í
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
o
0
1
, [ ( )] ( ){ [ ( ) ( )]} 0
n
b
j j j j
a
j
w R D u dx x D x c x dx o o o o
=
< >= = + =
¯
í í
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 o o
=
= +
¯
Galerkin Method Example
 Solve the differential equation:
with the boundary condition:
( ( )) ''( ) ( ) 2 (1 ) 0 D y x y x y x x x = + + ÷ =
(0) 0, (1) 0 y y = =
Galerkin Method Example
 Step 1.
Choose trial function:
We make n=3, and
0
1
( ) ( ) ( )
n
i i
i
y x x c x o o
=
= +
¯
0
1
2 2
2
3 3
3
0,
( 1),
( 1)
( 1)
x x
x x
x x
o
o
o
o
=
= ÷
= ÷
= ÷
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
o
0
1
, [ ( )] ( ){ [ ( ) ( )]} 0
n
b
j j j j
a
j
w R D u dx x D x c x dx o o o o
=
< >= = + =
¯
í í
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 o
=
=
¯
Galerkin Method Example
Galerkin Galerkin solution solution Analytic solution Analytic solution
References
 1. O. C. Zienkiewicz, R. L. Taylor, Finite
Element Method, Vol 1, The Basis, 2000
 2. Galerkin method, Wikipedia:
http://en.wikipedia.org/wiki/Galerkin_method#cite_note-BrennerScott-1

Reality: difficult.Galerkin Method    Engineering problems: differential equations with boundary conditions. B(U)=0 Our task: to find the function U which satisfies the given differential equations and boundary conditions. even impossible to solve the problem analytically . Generally denoted as: D(U)=0.

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 .

b ].   w.Galerkin Method Inner product  Inner product of two functions in a certain domain:b  f . f(x) 0 . f  **If for arbitrary w(x). f and g are orthogonal to each other. g   f ( x) g ( x)dx shows the inner a product of f(x) and g(x) on the interval [ a. *Onegimportant property: orthogonality  f .  0 If . =0.

Galerkin Method Basis of a space   V: a function space Basis of V: a set of linear independent S  {i ( x)}i 0 functions  Any functionf ( x) V could be uniquely written as the linear combination of the basis:  f ( x)   c j j ( x) j 0 .

to obtain U. The differential equation of the problem is D(U)=0 on the boundary B(U).Galerkin Method Weighted residual methods   A weighted residual method uses a finite number of functions{i ( x)}in0 . where “L” is a differential operator and “f” is a given function. for example: D(U )  L(U ( x))  f ( x)  0 on B[U]=[a.E. We have to solve the D. .b].

Galerkin method Weighted residual  Step 1. Introduce a “trial solution” of U: j to replace U(x)1  j ( x) : finite number of basis functions c j : unknown coefficients * Residual is defined as: U  u ( x)  0 ( x)   c j j ( x) n R( x)  D[u ( x)]  L[u ( x)]  f ( x) .

Choose “arbitrary” “weight functions” w(x). D(u)   w( x){D[u( x)]}dx  0 a With the concepts of “inner product” and “orthogonality”. b let:  w. we have: The inner product of the weight function and the residual is zero. So. our goal: to construct such u(x) . R( x)  w.Galerkin Method Weighted residual  Step 2. which means that the trial function partially satisfies the problem.

. then n These are a set of n-order linear equations. Solve it. R    j [ D(u )]dx    j ( x){D[0 ( x)   c j j ( x)]}dx 0 b a j 1 Step 3. Galerkin weighted residual method: choose weight function w from the basis functions  j . obtain all of thec j coefficients .Galerkin Method Weighted residual   w.

n The “trial solution”u( x)  0 ( x)   c j j ( x) j 1 is the approximation solution we want.Galerkin Method Weighted residual  Step 4. .

y(1)  0 .Galerkin Method Example  Solve the differential equation: D( y( x))  y ''( x)  y( x)  2 x(1  x)  0 with the boundary condition: y (0)  0.

n y Choose trial function:( x)  0 ( x)   cii ( x) i 1 We make n=3. 2  x 2 ( x  1) 2 3  x 3 ( x  1)3 . 1  x( x  1). and 0  0.Galerkin Method Example  Step 1.

R    j [ D(u )]dx    j ( x){D[0 ( x)   c j j ( x)]}dx 0 b a j 1 n . The “weight functions” are the same as i the basis functions Step 3. Substitute the trial function y(x) into  w.Galerkin Method Example  Step 2.

c2 . we have three equations with c1 . c3 three unknown coefficients 1 3c1 5c2 4c3    0 15 10 84 315 1 5c1 11c2 61c3    0 70 84 630 13860 73c3 4c 61c2 1   1   0 315 315 13860 60060  .Galerkin Method Example  Step 4. i=1.3.2.

Galerkin Method Example  Step 5.18521 7397 50688 c2   0.00626989 21053 c1   Obtain the approximation solution y( x)   cii ( x) i 1 3 .185203 273689 132 c3    0. Solve this linear equation set. get: 1370  0.

Galerkin Method Example Galerkin solution Analytic solution .

Wikipedia: http://en. Galerkin method. C.org/wiki/Galerkin_method#cite_note-BrennerScott-1 . Finite Element Method. L. O. R.References   1.wikipedia. 2000 2. The Basis. Vol 1. Zienkiewicz. Taylor.

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