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Theory of Finite Element Methods 10am, Fridays, LC115

Lecturer: Dr Stephen Langdon email: Stephen.Langdon@brunel.ac.uk Webpage: www.brunel.ac.uk/~masrswl Oﬃce: M607 Phone: ext 2267

Course plan

Week 1 Week 2 Week 3 Week 4 Week 5 Week 6 Week 7 Week 8 Week 9 Easter break Week 10 Week 11 Week 12 9/5 a-posteriori L2 (0, 1) and maximum error estimates, adaptivity 14/2 background, normed function spaces, weak formulation 21/2 Cauchy-Schwartz inequality, inner product spaces 28/2 Riesz representation theorem, ∃! solution to model problem 7/3 ﬁnite element method leading to sparse tridiagonal system

14/3 a-priori energy and H 1 (0, 1) error estimates 21/3 revision of weeks 1–5 28/3 a-priori error estimate in L2 norm 4/4 a-priori maximum error estimate

11/4 a-posteriori error estimate in energy norm

16/5 revision of weeks 6-10 23/5 discussion of 2D problems, past exam questions

1

2. chemical. biological) → elliptic 2.1 What is this course about? 1.useful for exterior problems • Finite element methods .struggle with complex geometry • Boundary element methods . How well does the mathematical model approximate physical reality (leave that to the physicists / chemists / biologists) ? 2. • Finite diﬀerence methods .widely applicable This course How well does the ﬁnite element method approximate the true solution of the mathematical model? 1.. Numerical model (steady state) (evolutionary) (vibration) Three levels of reality:- Two questions 1. How well does the solution of the numerical model approximate the solution of the mathematical model ? To solve a PDE numerically. Basic introduction to mathematical theory underlying ﬁnite element methods. Mathematical model (PDEs) → parabolic → hyperbolic 3.. 2 . Technique / strategy for analyzing the error in a ﬁnite element approximation to a given model PDE. Physical reality (physical.

What would it mean to form numerical approximations to these problems? These examples also demonstrate that the study of a diﬀerential equation problem consists not just of studying the diﬀerential operator. 2 dx x ∈ [0. has no solution (non-existence) when supplied with the boundary data u(0) = 0 and u(1) = 1. 3 . We will require some → linear algebra → functional analysis Questions of existence and uniqueness A linear boundary value problem need not have a unique solution. Example 1 The boundary value problem d2 u + π 2 u = 0. 1].To achieve this we will study a model linear two-point boundary value problem in depth. but it has an uncountable inﬁnity (non-uniqueness) of solutions if we prescribe instead the data u(0) = 0 and u(1) = 0. Exercise 1 Verify the above claims about the solutions to the ODE. but paying due attention also to the boundary (or other) data.

where C is a constant.g. e. and · is some norm.Error analysis Consider a PDE written in weak form as a(u. e. Then our error analysis is concerned with determining “how close” U is to u. which we will deﬁne shortly. the mesh width. they do not help us to determine the actual value of u − U . These estimates are important because they reveal the regularity (smoothness) that is required of the solution and data in order for the numerical scheme to converge. v ) = (f. we will typically deduce a bound such as:u − U ≤ Ch2 U . A-posteriori error analysis With a-posteriori error analysis. and · is some norm. A-priori error analysis With a-priori error analysis. and its ﬁnite element approximation a(U. h is some mesh parameter. v ) for all v ∈ Vn . v ) for all appropriate v.g. which we will deﬁne shortly. but as we do not know u. but as we know U they can be computed and used to guide the selection of the discretization parameters. we will typically deduce a bound such as:u − U ≤ Ch2 u . h is some mesh parameter. the mesh width. where C is a constant. These estimates say nothing about the required regularity of the solution. 4 . This results in an adaptive numerical scheme. in some sense. v ) = (f.

5 .

In order to approximate the solution u of a PDE. how can we say whether u − U is small or large? A norm is a device used to measure the “length” of a vector in a linear space (for example. and then we must seek U in an appropriate function space so that we can compute the error u − U . 1. Each normed linear space has a norm associated with it. and has the following properties.e. 2. v + w ≤ v + w (the triangle inequality). v ≥ 0 with v = 0 if and only if v = 0. 3. the length of a vector in Rn as given by Pythagoras’s theorem is a norm). αv = |α| v for all real numbers α.norm axioms A function · from a linear space V into R is called a norm if and only if it has the following properties. In the above v and w are elements of V. Deﬁnition 1 . 6 .Norms How do we measure errors? i. we will ﬁrst need to determine what function space u lies in.

ie. but the set of those that also have a square integrable derivative also forms a linear space. that it satisﬁes norm axioms 1–3. This space is called H 1 (a. b) we deﬁne the set of all functions v : (a. are continuous on the open (resp. b) : v Now.b] = sup |u(x)|. b]) we denote the set of all functions that.b) + v 2 L2 (a.b) := a v 2 dx. then it can be shown that · H 1 (a.b) := v 2 L2 (a. together with their ﬁrst m derivatives. b] with the norm u C [a. b) need not be diﬀerentiable (or even continuous). b): H 1 (a. v H 1 (a. 7 .b] is a norm. b) → R satisﬁes all three of the norm axioms given in Deﬁnition 1. b) is equipped with the norm b v L2 (a. x∈[a. a Then L2 (a. 3 Sobolev spaces Functions that belong to L2 (a. b) (resp. We can equip C [a.Some function spaces 1 Spaces of continuous and continuously diﬀerentiable functions By C m (a. called the H 1 (a. b) rather than C 0 (a. 2 Spaces of square integrable functions By L2 (a.b] Exercise 2 Verify that · C [a. b]). the function · H 1 (a.b) <∞ .b) : H 1 (a. b). When m = 0 we write C (a.b) also deﬁnes a norm. b) := v ∈ L2 (a. [a.b) ≡ a v 2 + (v )2 dx. if we deﬁne b L2 (a. closed) interval (a. b) (resp. b) → R that satisfy b v 2 dx < ∞. C m [a. That is. b) norm.

1). 0) w (x) = − 1 x ∈ (0. 1]. H 1 (0. b] with v (a) = v (b) = 0. Example Consider u(x) = (1 − |x|)+ . 1). C [0. 8 . for all v ∈ C 1 [a.Exercise 3 Determine for which values of α ∈ R the function f (x) := xα lies in 1. x ∈ (−∞. 1) 0 x > 1. Weak derivatives The derivatives in the deﬁnition of Sobolev spaces are weak derivatives Deﬁnition A function w is a weak derivative of u if b b w (x)v (x)dx = − a a u(x)v (x)dx. L2 (0. 2. Prove this (use integration by parts). ∞). 3. -1 0 1 Exercise 4 Then u(x) has weak derivative given by 0 x < −1 1 x ∈ (−1.

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