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Finite Element Ref.book (1)

Finite Element Ref.book (1)

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Calculus is the central mathematics underlying computational math-

ematical modeling and its development characterizes the modern scien-

tific struggle to describe nature in quantitative terms.

17th century: Leibniz and Newton

The first and perhaps most stunning success of calculus was given by

Newton (1642-1727) in his Principia Mathematica published in 1687.

This summarized Newton’s work in the period 1665-6, when Newton,

having just finished his undergraduate studies, moved to his family home

while Cambridge was struck by the plague. In the Principia, Newton

gave a simple description of the motion of the planets in our solar sys-

tem as solutions of differential equations that were derived under the

assumption of a inverse square law for gravitational force. The preci-

sion of the predictions based on Newton’s theory was impressive (and

still is) and the success was boosted by the sheer size of the objects

that seemed to be controlled by mathematics. In tackling this problem,

Newton was following a long tradition. The origins of applications of

calculus in astronomy goes back to Copernicus (1473-1543), who was the

first person to seriously question the Aristotelian/Ptolemaic geocentric

theory in which the planets and the Sun evolved around the earth in

a very complex combination of circular motions, to Kepler (1571-1630),

2. A Brief History

13

and to Galileo (1564-1642), who was condemned in Rome in 1632 for

his heretical scientific views. All of these people formulated mathemat-

ical descriptions of the motion of the planets. Some of the discoveries

of Galileo are now a standard topic in high school, such as the well

known formulas v = at and s = at2

/2 for the velocity v and traveled

distance s at time t of an object starting at rest and having a constant

acceleration a. Kepler formulated laws for the motion of the planets in

elliptical orbits and also applied calculus to practical science on Earth:

when married for a second time, he installed a wine cellar in his house

and began to compute volumes of wine kegs to find optimal shapes and

detect false volume specification. He did this by summing small pieces

of volume. Cavalieri (1598-1647), a student of Galileo, actually formu-

lated an early version of calculus. Fermat (1604-1665) and Descartes

(1596-1650) continued this work, introducing analytical methods based

on representing geometrical objects through equations for points in a

coordinate system. Leibniz (1646-1716) and Newton, working indepen-

dently, summarized and extended the previous work and created calculus

in much the form we now use it. In particular, Leibniz laid the founda-

tion of calculus as a formal symbolic “machine” with a surprising power

and flexibility.

18th century: Euler and Lagrange

The development of calculus in the 18th century was largely advanced

by Euler (1707-1783) and Lagrange (1736-1813) who used calculus to

treat basic problems of mechanics. Euler’s productivity is legendary;

he authored over 800 books and articles and was the father of thirteen

children. The calculus of variations was created by Euler and Lagrange

to give a condensed formulation of problems in mechanics based on vari-

ational principles, where solutions are defined as minima or more gen-

erally stationary points of Lagrangian functions representing the total

energy or the difference of kinetic and potential energy. The condition

of stationarity could alternatively be expressed as a differential equation

and thus variational formulations gave an alternative to description via

differential equations. The finite element method is the modern realiza-

tion of this deep relation.

14

2. A Brief History

19th and 20th centuries: Partial differential equations

In the 19th century and the beginning of the 20th century, the scope of

calculus was widened by Gauss, Laplace, Poisson, Fourier, Cauchy, Rie-

mann, Green, Stokes, Maxwell, Boltzmann, Einstein and Schr¨odinger

among others, to phenomena such as heat conduction, fluid flow, me-

chanics of deformable bodies, electromagnetism, gas dynamics, relativ-

ity and quantum mechanics. Again, variational methods were often

used and the corresponding Euler-Lagrange equations now took the

form of partial differential equations. We name the basic such equations

along with the approximate year of discovery or formulation: Laplace’s

equation in 1810, Poisson’s equation in 1812, Cauchy-Navier’s elastic-

ity equations in 1828, Navier-Stokes equations in 1821/1845, Maxwell’s

equations in 1864, Boltzmann’s equation in 1860, Einstein’s equations

in 1917, and Schr¨odinger’s equation in 1925. For certain problems, the

application of calculus again had a tremendous success: For example,

building on the experiments of Faraday, Maxwell (1831-1879) formu-

lated his famous model for the interaction of electric and magnetic fields

known as Maxwell’s equations for electromagnetism and predicted the

possibility of propagation of electromagnetic waves and Einstein (1879-

1955) created the theory of relativity and Sch¨odinger quantum mechan-

ics, based on calculus and, like Newton, opened a new perception of the

world.

However, there was much less progress in other applications. The

Navier-Stokes equations modeling fluid flow are virtually impossible to

solve using analytical techniques and have become useful in applica-

tions only recently, when increased computer power has begun to allow

accurate numerical solution. In fact, Newton’s theoretical predictions

of the impossibility of sustained motored flight, which was based on a

crude model for fluid flow and overestimated the power necessary to

create the necessary lift, were not corrected until the early 20th cen-

tury after the actual flights by the Wright brothers, when Kutta and

Jukowski discovered some approximate solutions of the Navier-Stokes

equations that gave accurate predictions of the lift. In particular, the

famous d’Alembert paradox (1752), which predicted both zero drag and

lift in inviscid flow, posed a serious obstacle of getting theory and ob-

servation to agree. Even today, there are still many questions about the

Navier-Stokes equations that we cannot answer.

2. A Brief History

15

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