Lagrange Multipliers http://www.softeng.rl.ac.uk/st/projects/felib4/Do...

Next: Bibliography Up: The Numerical Inclusion of Previous: Programming

Boundary Integrals

Lagrange Multipliers
Up to this point only explicit boundary conditions have been considered. There are
many situations where the boundary conditions are in fact constraint relations, for
example where a point on the boundary is required to follow a prescribed path or
where there is some form of cyclic continuity in the problem. These types of
condition are difficult to impose on a problem when direct solution methods are
used.

The method of Lagrange mulipliers can help in many cases. All Dirichlet type
boundary conditions can be imposed through the use of Lagrange multipliers and
number of Dirichlet type conditions will be used to illustrate the method.

Consider the 7x7 system

(4.39)
subject to the following conditions
(4.40)
These conditions can be written as
(4.41)

The full expanded form of (4.41) is

(4.42)

The matrix B is called the boundary condition matrix. A set of quantities , called
Lagrange multipliers, is introduced into the problem through (4.41) as
(4.43)
This can be considered as an invariant or as the energy required to maintain the
boundary conditions. The global finite element approximation takes an invariant
functional
(4.44)
1 of 3 11/7/20, 3:05 PM
Lagrange Multipliers http://www.softeng.rl.ac.uk/st/projects/felib4/Do...

or
(4.45)
for which the stationary condition is given by
(4.46)
Adding (4.43) to (4.46) yields
(4.47)
The expression (4.47) refers to the correct energy in which the total energy in the
system is modified by the boundary conditions. The minimum of (4.47) with respect
to and represents the solution subject to the imposed boundary conditions.
Therefore
(4.48)
Since and are arbitrary

(4.49)
must be true. These produce

(4.50)

which is when expanded

(4.51)

The solution of this system provides the values of the Lagrange multipliers and
also the unknowns . The multipliers only serve to impose the boundary
conditions and after solution they can be discarded.

Although the method of Lagrange multipliers can give great flexibility and scope in
the types of boundary condition that can be imposed there are some drawbacks:

1. the order of the system is increased by the number of constraint relations;

2. the resulting matrix will in general lose its strongly banded structure;
3. finally, zeros will appear on the main diagonal and therefore the solution
method must perform row and column interchanges.

Although the application of Lagrange multipliers has been approached through

energy considerations, it is possible to use a Galerkin approach to arrive at the
same equations.

2 of 3 11/7/20, 3:05 PM
Lagrange Multipliers http://www.softeng.rl.ac.uk/st/projects/felib4/Do...

Next: Bibliography Up: The Numerical Inclusion of Previous: Programming

Boundary Integrals
Chris Greenough (c.greenough@rl.ac.uk): September 2001

3 of 3 11/7/20, 3:05 PM