Appendix H

Solutions exact at nodes

The nite element solution of ordinary differential equations may be made exact at the
interelement nodes by a proper choice of the weighting function in the weak (Galerkin)
form. To be more specic, let us consider the set of ordinary differential equations
given by
A(u) +f (x) = 0 (H.1)
where u is the set of dependent variables which are functions of the single independent
variable X and f is a vector of specied load functions. The weak form of this set of
differential equations is given by
_
x
R
x
L
v
T
[A(u) +f ] dx = 0 (H.2)
The weak form may be integrated by parts to remove all the derivatives from u and
place them on v. The result of this step may be expressed as
_
x
R
x
L
_
u
T
A

(v) +v
T
f

dx +
_
B

(v)

T
B(u)

x
R
x
L
= 0 (H.3)
where A

(v) is the adjoint differential equation and B

(v) and B(u) are terms on the

boundary resulting from integration by parts.
If we can nd the general integral to the homogeneous adjoint differential equation
A

(v) = 0 (H.4)
then the weak form of the problem reduces to
_
x
R
x
L
v
T
f dx +
_
B

(v)

T
B(u)

x
R
x
L
= 0 (H.5)
The rst term is merely an expression to generate equivalent forces from the solution
to the adjoint equation and the last term is used to construct the residual equation
for the problem. If the differential equation is linear these lead to a residual which
depends linearly on the values of u at the ends x
L
and x
R
. If we now let these be
the location of the end nodes of a typical element we immediately nd an expression
to generate a stiffness matrix. Since in this process we have never had to construct
702 Solutions exact at nodes
an approximation for the dependent variables u it is immediately evident that at the
end points the discrete values of the exact solution must coincide with any admissible
approximation we choose. Thus, we always obtain exact solutions at these points.
If we consider that all values of the forcing function are contained in f (i.e., no point
loads at nodes), the terms in B(u) must be continuous between adjacent elements. At
the boundaries the terms in B(u) include a ux term as well as displacements.
As an example problem, consider the single differential equation
d
2
u
dx
2
+P
du
dx
+f = 0 (H.6)
with the associated weak form
_
x
R
x
L
v
_
d
2
u
dx
2
+P
du
dx
+f
_
dx = 0 (H.7)
After integration by parts the weak form becomes
_
x
R
x
L
_
u
_
d
2
v
dx
2
P
dv
dx
_
+vf
_
dx +
_
v
_
du
dx
+Pu
_

dv
dx
u
_
x
R
x
L
= 0 (H.8)
The adjoint differential equation is given by
A

(v) =
d
2
v
dx
2
P
dv
dx
= 0 (H.9)
and the boundary terms by
B

(v) =
_
v

dv
dx
_
(H.10)
and
B(u) =
_
du
dx
+Pu
u
_
(H.11)
For the above example two cases may be identied:
1. P zero where the adjoint differential equation is identical to the homogeneous
equation in which case the problem is called self-adjoint.
2. P non-zero where we then have the non-self-adjoint problem.
The nite element solution for these two cases is often quite different. In the rst case
an equivalent variational theorem exists, whereas for the second case no such theorem
exists.
In the rst case the solution to the adjoint equation is given by
v = Ax +B (H.12)
An integrating factor often may be introduced to make the weak form generate a self-adjoint problem; however,
the approximation problem will remain the same. See Sec. 3.11.2.
References 703
which may be written as conventional linear shape functions in each element as
N
L
=
x
R
x
x
R
x
L
; N
R
=
x x
L
x
R
x
L
; (H.13)
Thus, for linear shape functions in each element used as the weighting function the
interelement nodal displacements for u will always be exact (e.g., see Fig. 3.4) irre-
spective of the interpolation used for u.
For the second case the exact solution to the adjoint equation is
v = Ae
Px
+B = Az +B (H.14)
This yields the shape functions for the weighting function
N
L
=
z
R
z
z
R
z
L
; N
R
=
z z
L
z
R
z
L
; (H.15)
which when used in the weak formagain yield exact answers at the interelement nodes.
After constructing exact nodal solutions for u, exact solutions for the ux at the
interelement nodes can also be obtained from the weak form for each element. The
above process was rst given by Tong for self-adjoint differential equations.
1
References
1. P. Tong. Exact solution of certain problems by the nite element method. J. AIAA, 7:179180,
1969.