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Galerkin methods.

Article  in  Scholarpedia · January 2010

DOI: 10.4249/scholarpedia.10056 · Source: DBLP

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Slimane Adjerid Mahboub Baccouch

Virginia Tech University of Nebraska at Omaha
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Prof. Slimane Adjerid, Department of Mathematics, Virginia Tech, USA

Dr. Mahboub Baccouch, Department of Mathematics, University of Nebraska at Omaha

The Galerkin finite element method of lines is one of the most popular and powerful numerical techniques for solving transient
partial differential equations of parabolic type. The Galerkin finite element method of lines can be viewed as a separation-
of-variables technique combined with a weak finite element formulation to discretize the problem in space. This leads to a stiff
system of ordinary differential equations that can be integrated by available off-the-shelf implicit ordinary differential
equations (ode) solvers based on implicit time-stepping schemes such as backward differentiation formulas (BDF) or implicit
Runge-Kutta (IRK) methods.

The basic idea of the Galerkin finite element method of lines will be demonstrated on the following one-dimensional linear
parabolic partial differential problem

where and on

Weak Galerkin formulation

A spatial weak formulation of the model problem is obtained by multiplying the parabolic equation (1) by a test function in
the Sobolev space integrating over (0,1) and integrating by parts to show that satisfies

where

Semi-discretization

The semi-discrete Galerkin finite formulation consists of subdividing the domain (0,1) into elements
and constructing a finite-dimensional subspace Here consists of piecewise
p-degree polynomial functions spanned by a set of basis functions For instance, for piecewise
linear finite elements.

The semi-discrete Galerkin method consists of finding

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with time-dependent coefficients such that

Testing against leads to the following system of linear ordinary differential equations for

Other optimal approximations of the initial condition include the elliptic projection of onto defined by the equation

and the piecewise polynomial Lagrange interpolant of defined by

where are finite element basis functions of Lagrange type, i.e., Here if and 0 otherwise.

Let thus, the linear ordinary differential system (3) may be written in matrix form as

where the mass matrix and stiffness matrix defined by and are
symmetric positive definite. The vectors are defined by and

The initial-value problem (4) has a unique solution.

The mass matrix may be replaced by a diagonal matrix using a low-order quadrature to approximate the inner product,
which is easier to invert. This new method is called lumped masses finite element method.

Time stepping

The ordinary differential systems obtained by discretizing parabolic partial differential equations are stiff with a wide disparity

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in time scales ranging between and Such systems require the use of implicit and stable time-stepping methods
such as backward differentiation formula, implicit Runge Kutta methods (Hairer et al. 1987, Hairer and Wanner 2010) or the
popular second-order Crank-Nicolson method to avoid extremely small time steps.

Temporal discretization is obtained by subdividing into steps of size and setting

Then, let denote an approximation of and write the fully discrete solution at time level
as

The simplest backward differentiation formulas is the backward Euler method which yields

while the Crank-Nicolson method leads to

Both methods require the solution of a linear algebraic system at each step to compute

The discontinuous Galerkin method in time is stable and equivalent to implicit Radau Runge-Kutta methods (Karakashian
1998). Thus, it may be applied as a time-stepping method to solve the ode system (4).

An example

Here we use a uniform mesh with and construct a piecewise linear basis
for A basis function is defined below with its graph shown in Figure 1.

If and

Figure 1: A piecewise linear

basis function

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Instead of one may use the diagonal lumped mass matrix, obtained using the 2-point Gauss-Lobatto quadrature
with and weights

A Galerkin finite element method for multi-dimensional parabolic problems is derived in a similar manner, as illustrated on the
following model problem:

where

The domain is partitioned into a regular mesh consisting of triangular or rectangular elements (in two dimensions) and
tetrahedral or hexahedral elements in three dimensions. We apply the standard procedure to construct a finite-dimensional
subspace of spanned by a piecewise p-degree polynomial finite element basis developed for
elliptic problems; see (Axelson and Barker 2006, Baker et al. 1981).

The semi-discrete Galerkin finite element problem consists of finding

such that

where

Testing against yields a system of differential equations of the form (4).

Again, an implicit time-stepping method should be used to integrate the ordinary differential system in time.

If the exact solution has enough smoothness so that the terms appearing in the right-hand side of the error bounds given below
are finite and if denotes the diameter of element and then the following a priori error estimates on a

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family of regular meshes hold.

Semi-discrete errors

There are well known optimal a priori error estimates for the semi-discrete solution in the norm as in (Thomee 2006).

The error between the true and the semi-discrete solutions in the norm is bounded as

where and respectively, denote and Sobolev norms. Here and in all the estimates below, is a generic
positive constant independent of

The error between the gradients of the true and the semi-discrete solutions in the norm is bounded as

For smooth solutions and optimal approximations of initial conditions the semi-discrete error is bounded by

If in addition the mesh is quasi-uniform, the error between the true and the semi-discrete solutions in the norm for linear
elements, is almost optimal and is given by

Fully discrete errors

Using the backward Euler time-stepping scheme, the error between the true solution and the fully discrete solution in the
norm can be bounded as

The error between the true solution and the fully discrete solution with linear finite elements, and the Crank-
Nicolson method is given as

References

O. Axelsson and V.B. Barker., Finite Element Solution of Boundary Value Problems, SIAM, Philadelphia, (2001).
E.B. Baker, G.F. Carey and J.T. Oden, Finite Elements, An Introduction, Volume I, Prentice Hall, Engelwood Cliffs, New
Jersey, (1981).
E. Hairer, S. P. Norsett and G. Wanner, Solving Ordinary Differential Equations I, Nonstiff Problems, Springer Verlag,
Berlin, (1987).
E. Hairer and G. Wanner, Solving Ordinary Differential Equations I, Stiff and Differential-Algebraic Problems, Springer
Verlag, Berlin, (2010).
O. Karashian and C. Makridakis, A space-time finite element method for the nonlinear Schrodinger equation: The

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discontinuous Galerkin method, Mathematics of Computation, 67, pp. 479-499. (1998).

V. Thomee, Galerkin Finite Element Methods for Parabolic Problems, Springer Verlag, Berlin, (2006).

Internal references

Bill Gear (2007) Backward differentiation formulas. Scholarpedia, 2(8):3162.

J. Tinsley Oden (2010) Finite element method. Scholarpedia, 5(5):9836.
Andrei D. Polyanin, William E. Schiesser, Alexei I. Zhurov (2008) Partial differential equation. Scholarpedia, 3(10):4605.
John Butcher (2007) Runge-Kutta methods. Scholarpedia, 2(9):3147.
Philip Holmes and Eric T. Shea-Brown (2006) Stability. Scholarpedia, 1(10):1838.
Lawrence F. Shampine and Skip Thompson (2007) Stiff systems. Scholarpedia, 2(3):2855.

See also

(pending)

Prof. Slimane Adjerid accepted the invitation on 21 September 2009 (self-imposed deadline: 21 March 2010).

Sponsored by: Prof. Barbara Zubik-Kowal, Department of Mathematics, Boise State University, Idaho, USA
Reviewed by (http://www.scholarpedia.org/w/index.php?title=Galerkin_methods&oldid=82259) : Anonymous
Accepted on: 2010-10-17 20:27:57 GMT (http://www.scholarpedia.org/w/index.php?title=Galerkin_methods&oldid=82259)

Categories: Numerical Analysis Multiple Curators

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