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Lesson 5. Method of Weighted Residuals. Classical Solution Technique. The fundamental problem in calculus of variations is to obtain a function f(x) such that small variations in the function d f(x) will not change the original function
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Lesson 5 Method of Weighted Residuals
Classical Solution Technique The fundamental problem in calculus of variations is to obtain a function f(x) such that small variations in the function df(x) will not change the original function The variational function can be written in general form for a second-order governing equation (no first derivatives) as Where a,b, and g are prescribed values
Classical solution (continued) An equation containing first-order derivatives may not have a corresponding variational function. In some cases, a pseudovariational function can be used where C=C(x)
Classical solution (continued) Example: Consider a rod of length L. The equation defining heat transfer in the rod is with boundary conditions Integrating twice, one obtains Applying boundary conditions, the final result is
Rayleigh-Ritz Method FEM variational approach attributed to Lord Rayleigh (1842-1919) & Walter Ritz (1878-1909) Let Assume a quadratic function with boundary conditions
R-R Method (continued) Hence, Now integrate Thus
R-R Method (continued) which becomes To find the value of C3 that makes J a minimum, Therefore,
Variation Methods Given a function u(x), the following constraints must be met • (1) satisfies the constraints u(x1)=u1 and u(x2)=u2 • (2) is twice differentiable in x1<x<x2 • (3) minimizes the integral
Variational methods (continued) Then it can be shown that u(x) is also the solution of the Euler-Lagrange equation where
Variational methods (continued) For higher derivatives of u, Hence,
Variational methods (continued) In 2-D, the constraints are • (1) satisfies the constraint u = u0 on G • (2) is twice differentiable in domain A(x,y) • (3) minimizes the functional and
Variational methods (continued) Example: Find the functional statement for the 2-D heat diffusion equation Applying the Euler-Lagrange relation
Variational methods (continued) we find that which yields the final functional form
A Rayleigh-Ritz Example Begin with the equation with boundary conditions First find the variational statement (J)
R-R example (continued) The variational statement is Assume a quadratic approximation with boundary conditions
R-R example (continued) Thus, Now, To be a minimum, Finally
The Weak Statement • Method of Weighted Residuals - one does not need a strong mathematical background to use FEM. However, one must be able to integrate. • To illustrate the MWR, let us begin with a simple example - Conduction of heat in a rod of length L with source term Q.
weak statement (continued) Integrating, or This analytical solution serves as a useful benchmark for verifying the numerical approach.
weak statement (continued) There are basically two ways to numerically solve this equation using the FEM: Rayleigh – Ritz Method and the Galerkin Method ( which produces a “weak” statement) Consider
weak statement (continued) Since u = cifi(x,y) is an approximate function, substitution into the above equation may not satisfy the equation. We set the equation equal to an error (e) We now introduce a set of weighting functions (test functions) Wi, and construct an inner product (Wi,e) that is set to zero – this forces the error of the approximate differential equation to zero (average).
weak statement (continued) Hence, Example: The inner product becomes
weak statement (continued) Integrating by parts (Green-Gauss Theorem) Problem: Use Galerkin’s Method to solve
weak statement (continued) The inner product is or The weak statement becomes
weak statement (continued) Since we obtain This is the same as the Rayleigh-Ritz Method but no variational principle is required.
Weighting Function Choices • Galerkin • Least Squares • Method of Moments
Weighting Function Choices (continued) • Collocation • Sub domain
Least Squares Example Let For the previous example problem
Least Squares Example (continued) Thus, Some observations: (1) no integration by parts required – not a weak form (2) the Neumann boundary conditions do not appear naturally (3) in this case fi must satisfy global boundary conditions, which is difficult in most problems