Guide to weighted residual methods

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Guide to weighted residual methods

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d

2

T

dx

2

+ f(x) = 0 (1)

with boundary conditions T = T

1

at x = 0, T = T

2

at x = 1, for

which an approximate solution is required. Assume the solution

will be found by using a sequence of functions of the form:

T

a

= +

1

1

+

2

2

+ ... +

N

N

(2)

in which is a known function, included to satisfy non-zero

boundary conditions,

i

(i = 1, ..., N) are parameters to be

determined and

i

(i = 1, ..., N) are known functions corre-

sponding to the adopted approximation. The functions

i

are

identically zero at the boundary points x = 0 and x = 1 and are

also linearly independent, i.e.

1

+

2

2

+ ... +

N

N

= 0

only if all

i

are equal to zero.

Since the solution given by expression (2) is approximate, its

substitution into equation (1) will produce an error or residual

given by

R =

d

2

T

a

dx

2

+ f(x) 6= 0

The basic idea of all weighted residual methods is to minimise

the residual R by distributing it within the region of denition

of the problem. The way the residual is distributed gives rise to

dierent weighted residual methods.

The methods to be discussed here satisfy the boundary condi-

tions exactly and distribute the residual along the region accord-

ing to the expression

Z

1

0

R

i

dx = 0 (3)

for i = 1, ..., N. The functions

i

are called weigthing functions.

The most common types of weighted residual methods will be

discussed in what follows.

Point Collocation Method

In the point collocation method, we choose as many points to

collocate the equation as there are unknown coecients. The

coecients are then calculated so that the residual vanishes at

each of these locations.

The collocation method amounts to using as weighting functions

i

= (x x

i

)

for i = 1, ..., N, where N is the number of unknown coecients

and (xx

i

) is the Dirac delta function which vanishes every-

where but at x = x

i

, where it equals . The Dirac delta function

also presents the following property:

Z

1

0

R

i

dx =

Z

1

0

R(x)(x x

i

)dx = R(x

i

)

Therefore, the point collocation method implies that

R(x

i

) = 0

for i = 1, ..., N.

Example 1

Solve the dierential equation

d

2

T

dx

2

+ T + x = 0

with boundary conditions T = 0 at x = 0, T = 0 at x = 1,

using the point collocation method.

Solution

The following second-order approximating function will be adopted:

T

a

= +

1

1

+

2

2

Taking = 0 (since all boundary conditions are zero),

1

=

x(1x) and

2

= x

2

(1x) (since all

i

are zero at the boundary

points), we can write:

T

a

= x(1 x)

1

+ x

2

(1 x)

2

It can be seen that the above approximation satises the bound-

ary conditions for any values of

1

and

2

.

The derivatives of T

a

are as follows:

dT

a

dx

= (1 2x)

1

+ (2x 3x

2

)

2

d

2

T

a

dx

2

= 2

1

+ (2 6x)

2

The mathematical expression of the residual function is given by

R =

d

2

T

a

dx

2

+ T

a

+ x =

(2 + x x

2

)

1

+ (2 6x + x

2

x

3

)

2

+ x

Applying the above expression at the points x = 1/4 and x =

1/2 gives:

29

16

1

+

35

64

2

+

1

4

= 0

7

4

7

8

2

+

1

2

= 0

Solving the above equations for

1

and

2

gives:

1

= 0.19355

2

= 0.18433

Substituting these values into the expression for T

a

gives the

approximate solution

T

a

= 0.19355 x (1 x) + 0.18433 x

2

(1 x)

The approximate solution at some points can be compared to

the exact solution, given by T = (sin x/ sin 1) x, in the table

below.

x Exact Approximate

0.2 0.0361 0.0369

0.4 0.0628 0.0641

0.6 0.0710 0.0730

0.8 0.0525 0.0546

The accuracy of the solution is aected by the choice of collo-

cation points. It is generally better to choose collocation points

which are symmetric within the region of denition of the prob-

lem. Taking, for example, points x = 1/4 and x = 3/4 gives:

29

16

1

+

35

64

2

+

1

4

= 0

29

16

151

64

2

+

3

4

= 0

the solution of which is

1

= 0.18984

2

= 0.17204

The new approximate solution is compared to the exact solution

in the table below.

x Exact Approximate

0.2 0.0361 0.0359

0.4 0.0628 0.0621

0.6 0.0710 0.0703

0.8 0.0525 0.0524

Subdomain Collocation Method

In the subdomain collocation method, the interval is divided into

as many segments or subdomains as there are unknown coe-

cients. The coecients are then calculated so that the average

value of the residual is zero in each subdomain. Thus, for each

subdomain the weighting function is equal to 1 and equation (3)

becomes

Z

x

i

x

i1

Rdx = 0

for i = 1, ..., N, where x

i1

and x

i

are the end points of the

subdomain.

Example 2

Solve the problem described in Example 1 using the subdomain

collocation method. Use the same approximating function as

before.

Solution

The approximating function is of the form

T

a

= x(1 x)

1

+ x

2

(1 x)

2

and the expression of the residual function is given by

R = (2 + x x

2

)

1

+ (2 6x + x

2

x

3

)

2

+ x

Dividing the interval into two subdomains, the following equa-

tions are obtained:

Z

0.5

0

Rdx =

Z

0.5

0

[(2+xx

2

)

1

+(26x+x

2

x

3

)

2

+x]dx =

=

11

12

1

+

53

192

2

+

1

8

= 0

Z

1

0.5

Rdx =

Z

1

0.5

[(2 +xx

2

)

1

+(2 6x+x

2

x

3

)

2

+x]dx =

=

11

12

229

192

2

+

3

8

= 0

Solving the above equations gives:

1

= 0.18762

2

= 0.17021

The approximate solution using the subdomain collocation method

is compared to the exact solution in the table below.

x Exact Approximate

0.2 0.0361 0.0355

0.4 0.0628 0.0614

0.6 0.0710 0.0695

0.8 0.0525 0.0518

Galerkins Method

Galerkins method uses the approximating functions as weight-

ing functions

i

=

i

for i = 1, ..., N. This means that the residual is distributed

according to

Z

1

0

R

i

dx = 0

Example 3

Solve the problem described in Example 1 using the Galerkin

method with the same approximating function as before.

Solution

The approximating function is of the form

T

a

=

1

1

+

2

2

= x(1 x)

1

+ x

2

(1 x)

2

and the expression of the residual function is given by

R = (2 + x x

2

)

1

+ (2 6x + x

2

x

3

)

2

+ x

The equations for the Galerkin method are generated as follows:

Z

1

0

R

1

dx =

Z

1

0

[(2 + x x

2

)

1

+ (2 6x + x

2

x

3

)

2

+ x]x(1 x)dx =

=

3

10

3

20

2

+

1

12

= 0

Z

1

0

R

2

dx =

Z

1

0

[(2 + x x

2

)

1

+ (2 6x + x

2

x

3

)

2

+ x]x

2

(1 x)dx =

=

3

20

13

105

2

+

1

20

= 0

Solving the above equations gives:

1

= 0.19241

2

= 0.17073

The approximate solution using the Galerkin method is com-

pared to the exact solution in the table below.

x Exact Approximate

0.2 0.0361 0.0362

0.4 0.0628 0.0626

0.6 0.0710 0.0708

0.8 0.0525 0.0526

Two important points should be noticed from the above results.

The rst is that the accuracy of the Galerkin method is supe-

rior to both collocation methods; in fact, the Galerkin method

is the most accurate of all weighted residual methods. The sec-

ond point is that the system matrix generated by the Galerkin

method is symmetric. Because of the above points, Galerkins

method is the method normally employed for the formulation of

the nite element method.

Weak Formulations

In the previous example, the equations for the Galerkin method

were of the form

Z

1

0

R

1

dx =

Z

1

0

_

_

_

d

2

T

a

dx

2

+ T

a

+ x

_

_

_

1

dx = 0 (4)

Z

1

0

R

2

dx =

Z

1

0

_

_

_

d

2

T

a

dx

2

+ T

a

+ x

_

_

_

2

dx = 0 (5)

Since T

a

is also given in terms of the approximating functions

1

and

2

, it is necessary that these functions are at least of second-

order for the second derivative of T

a

in the above equations to

be non-zero. However, this requirement can be relaxed by using

integration by parts.

Integrating by parts the above equations give

Z

1

0

_

_

_

d

2

T

a

dx

2

+ T

a

+ x

_

_

_

1

dx =

Z

1

0

_

_

dT

a

dx

d

1

dx

+ (T

a

+ x)

1

_

_

dx +

_

_

dT

a

dx

1

_

_

1

0

= 0

Recalling that, by denition, the functions

i

are identically zero

at the boundary points, the above equation reduces to

Z

1

0

_

_

dT

a

dx

d

1

dx

+ (T

a

+ x)

1

_

_

dx = 0

and similarly for equation (5)

Z

1

0

_

_

dT

a

dx

d

2

dx

+ (T

a

+ x)

2

_

_

dx = 0

The above expressions, which are mathematically equivalent to

equations (4) and (5), are called the weak form of the weighted

residual statement for the problem under consideration. Their

use has the advantage that linear approximating functions are

now admissible.

Example 4

Solve the problem described in Example 1 using the weak for-

mulation and Galerkins method with the same approximating

function as before.

Solution

Substituting the expressions for T

a

,

1

,

2

and their derivatives

gives

Z

1

0

R

1

dx =

Z

1

0

[(1 2x)

1

+ (2x 3x

2

)

2

](1 2x)+

[(x x

2

)

1

+ (x

2

x

3

)

2

+ x](x x

2

)

dx =

=

3

10

3

20

2

+

1

12

= 0

Z

1

0

R

2

dx =

Z

1

0

[(1 2x)

1

+ (2x 3x

2

)

2

](2x 3x

2

)+

[(x x

2

)

1

+ (x

2

x

3

)

2

+ x](x

2

x

3

)

dx =

=

3

20

13

105

2

+

1

20

= 0

The above equations are the same as in Example 3.

The main diculty of applying weighted residual methods to

more complex practical problems is the requirement of global

approximating functions. These functions have to identically

satisfy the boundary conditions of the problem (given values of

the dependent variable), and to adequately represent the geom-

etry, physical properties of the medium and the variation of the

dependent variable over the region of denition of the problem.

In computational terms, in order that the concept can be used

systematically, it is necessary to employ local, rather than global,

approximating functions.

Using local functions, the region is initially divided into a certain

number of sub-regions or elements and a local approximation to

the dependent variable employed within each element. Assem-

bling all elements at a later stage generates a system of equations

which is related to the discrete system, with a nite number of

unknowns. Specication of boundary conditions allows the sys-

tem to be solved for the remaining unknowns.

The above constitutes the basis of the nite element method to

be discussed next.

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