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Year 2008 MA691 & CC60X

TP Scilab N◦ 3

The finite element method (I)

Given f ∈ L2 (Ω), ε > 0 and λ ∈ R, find u : Ω = [0, 1] → R that solves

(

−εu00 (x) + λu0 (x) = f (x)

(1)

u(0) = u(1) = 0

problem. We will approximate this solution using a piecewise affine function.

Note. In a chemical context, the differential equation is supposed to represent the concentration

of a chemical species transported by a fluid at a velocity λ, the parameter ε representing then the

diffusivity of this species. The ratio λ/ε measures the importance of the convective phenomena with

respect to the diffusive ones. For large values of this ratio, the numerical reslution of this problem

becomes critical. The function f , that generally depends on u, is introduced to take into account

the creation and the deletion of the chemical species.

1. Variational formulation.

Show that if u ∈ H02 (Ω) is solution of the problem (1) it is also a solution of the following

variational problem :

Find u ∈ H01 (Ω) such that

Z Z Z

0 0 0

ε u (x)v (x) dx − λ u(x)v (x) dx = f (x)v(x) dx ∀v ∈ H01 (Ω) . (2)

Ω Ω Ω

2. Finite element approximation.

We introduce a discretization of the domain Ω. For N ∈ N∗ , we pose h = 1/(N + 1) and we

define the points xj = jh and the intervals Ij =]xj , xj+1 [, j ∈ {0, . . . , N }. We denote P1 (Ij )

the set of polynomials of degree lesser than or equal to 1 on Ij and we consider the space

1

Vh,0 of the piecewise affine continuous functions on Ω :

1

= vh ∈ C 0 (Ω) , v|Ij ∈ P1 (Ij ) , v|∂Ω = 0 .

Vh,0

1

(i) We consider the shape functions {ϕj }1≤j≤N such that :

1

ϕj ∈ Vh,0 and ϕj (xi ) = δi,j , ∀i ∈ {1, . . . , N } .

1

Show that these functions {ϕj }1≤j≤N form a basis of Vh,0 .

1

(ii) We want to find an approximation uh ∈ Vh,0 of the unknown function u, solution of the

following variational problem :

1

Find uh ∈ Vh,0 such that

Z Z Z

0 0 0 1

ε uh (x)vh (x) dx − λ uh (x)vh (x) dx = f (x)vh (x) dx ∀vh ∈ Vh,0 , (3)

Ω Ω Ω

Show that uh (xj ) = αj , where the αj is the j th component of uh in the basis {ϕj }1≤j≤N .

Consider the vector uh = (uh (x1 ), . . . , uh (xN ))t . Show that uh is the solution of the linear

system

Ah uh = bh

and indicate what are the coefficients of the matrix Ah and of the right-hand side term

bh .

(iii) Compute by hand the coefficients of the matrix Ah .

(Hint : use the decomposition : Ah = εBh + λCh .)

(iv) Show that for all x ∈ RN , hCh x, xi = 0. Deduce that the matrix Ah is invertible.

(i) Write a Scilab function

function A=CalculMatA(N,eps,lambda)

to compute the coefficients of the matrix Ah , where the input arguments are N , ε and λ.

(ii) Write a Scilab function to construct the right-hand side bh :

function b=CalculRHS(N,f)

where the input arguments are N and the function f . Use an integration formula (see class

document) to compute integrals like

Z b

g(x) dx .

a

(iii) Compute the approximate solution uh of problem (3) for the values

ε = 0.01 λ = 1 f = 1 ,

4. A stabilization method.

We consider a modified version of problem (1) where the viscous terms have been reinforced :

− ε + |λ| h u00 (x) + λu0 (x) = f (x)

2 (4)

u(0) = u(1) = 0

2

(i) Compute the solution uh of the problem (3) for the parameter values :

ε = 0.01 , λ = 1, f =1

(ii) Compare the solution with the solution uh of problem (2).

We consider f = cos(aπx), a ∈ R∗ and we fix the following set of parameters :

n = 20 , ε = 0.01 , λ = 1.

(i) Compute the solution uh for different values of the parameter a ∈ N∗ . Please comment.

(ii) Same question for the values a = 1/2, a = 3/2 with n = 60.

For x ∈ Ω we introduce the function :

Z x Z z

Fθ (x) = exp(θz) f (y) exp(−θy) dy dz .

0 0

1

u(x) = α + β exp(θx) − Fθ (x)

ε

is solution of the differential equation of problem (1).

(ii) Find the values of α and β such that the function u solves the problem (1) (with the

boundary conditions).

(iii) Show that

1

lim+ u(x) = sin(aπx) ,

ε→0 λaπ

for the function f (x) = cos(aπx), a ∈ R∗ .

(iv) On the same graph, plot the solution u of problem (1) and the solution uh solving

problem (3).

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