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    Lesson 5

    Method of Weighted Residuals

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    Classical Solution Technique

    The fundamental problem in calculus of variations is toobtain a function f(x) such that small variations in the

    function f(x) will not change the original function

    The variational function can be written in general form for asecond-order governing equation (no first derivatives) as

    Where ,, and are prescribed values

    2

    2

    V

    1 dfJ(f ) f 2 f dV

    2 dx

    = +

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    Classical solution (continued)

    An equation containing first-order derivatives may

    not have a corresponding variational function. In

    some cases, a pseudovariational function can beused

    where C=C(x)

    2

    2

    r

    V

    1 dC dCJ(C) D Cu K C 2mC dV

    2 dx dx

    = + +

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    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

    2

    2

    d T Q

    dx k=

    T(0) T(L) 0= =

    2

    1 2

    QxT C x C

    2k= + +

    2Q(Lx x )T

    2k

    =

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    Rayleigh-Ritz Method

    FEM variational approach attributed to Lord Rayleigh

    (1842-1919) & Walter Ritz (1878-1909)

    Let

    Assume a quadratic function

    with boundary conditions

    ni 1

    i i

    i 1

    T(x) C x (where C are the unknowns)

    =

    =

    2

    1 2 3T C C x C x= + +

    1

    2 3

    T(0) 0 C 0

    T(L) 0 C C L

    = == =

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    R-R Method (continued)

    Hence,

    Now integrate

    Thus

    2

    3T C (x Lx)=

    3

    dT

    C (2x L)dx =

    2

    2

    V

    1 dfJ f 2 f dV (let f T, k, 0, Q)

    2 dx

    = +

    2 2 2

    3 3

    V

    1J kC (2x L) 2QC (x Lx) Adx

    2 =

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    R-R Method (continued)

    which becomes

    To find the value of C3 that makes J a minimum,

    Therefore,

    2 3 3

    3 3AkC L AC QLJ6 6

    = +

    3 3

    3

    3

    2AkC LJ AQL0

    C 6 6

    = + =

    2

    3

    Q Q(Lx x )C or T

    2k 2k

    = =

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    Variation Methods

    Given a function u(x), the following constraints must

    be met

    (1) satisfies the constraints u(x1)=u1 andu(x2)=u2

    (2) is twice differentiable in x1

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    Variational methods (continued)

    Then it can be shown that u(x) is also the solution of

    the Euler-Lagrange equation

    where

    (1)

    d F F0

    dx u u

    =

    i(i )

    i

    d uu

    dx=

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    Variational methods (continued)

    For higher derivatives of u,

    Hence,( )

    2

    1

    x

    (1) (2) (n)

    xJ F x, u, u , u ,..., u dx=

    2 n

    n(1) 2 (2) n (n)

    F d F d F d F( 1) 0

    u dx u dx u dx u + = L

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    Variational methods (continued)

    In 2-D, the constraints are(1) satisfies the constraint u = u0 on

    (2) is twice differentiable in domain A(x,y)

    (3) minimizes the functional

    and

    u uJ F x, y,u, , d

    x y

    =

    F F F0

    u x ( u / x) y ( u / y)

    =

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    Variational methods (continued)

    Example:

    Find the functional statement for the 2-D heat

    diffusion equation

    Applying the Euler-Lagrange relation

    x yT Tk k Q 0

    x x y y + + =

    x y

    F d F d F0

    u dx u dy u =

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    Variational methods (continued)

    we find that

    which yields the final functional form

    x y

    x y

    22

    yx1 2 3

    22

    yx

    F T F T Fk , k , Q

    u x u y u

    kk dT dTF C , F C , F QT C

    2 dx 2 dy

    kk dT dTJ(T) QT d2 dx 2 dy

    = + = + = +

    = +

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    A Rayleigh-Ritz Example

    Begin with the equation

    with boundary conditions

    First find the variational statement (J)

    2

    2

    d uu x 0 0 x 1

    dx+ + =

    u(0) u(1) 0= =

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    R-R example (continued)

    The variational statement is

    Assume a quadratic approximation

    with boundary conditions

    12

    2

    0

    du duJ x, u, u 2xu dx

    dx dx

    =

    2

    0 1 2u(x) a a x a x= + +

    0

    1 2

    u(0) a 0

    u(1) a a 0

    = == + =

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    R-R example (continued)Thus,

    Now,

    To be a minimum,

    Finally

    1 1 1

    1

    u(x) a [x(1 x)] a (x)

    dua (1 2x)

    dx

    =

    =

    1 2 2 2 2 2 2

    1 1 1 10

    J(a ) a (1 2x) a x (1 x) 2a x (1 x) dx =

    1

    11

    J 3a 1 5

    0 aa 10 6 18

    = = =

    5u(x) x(1 x)

    18=

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    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 simpleexample - Conduction of heat in a rod of length L

    with source term Q.

    2

    2

    L

    d TK Q 0 x Ldx

    dTK q for x 0

    dxT T for x L

    = < < = =

    = =

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    weak statement (continued)

    Integrating,

    or

    This analytical solution serves as a useful benchmark

    for verifying the numerical approach.

    ( ) ( ) ( )L y

    L x 0

    q 1T x T L x Q z dz dyK K = + +

    ( ) ( )

    ( )

    2 2L

    q QT x T L x L x

    K 2K

    = + +

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    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

    T2 0

    2

    0

    A f 0 in Bu=g on

    A B= , ,x x x x

    =

    + +

    L L

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    weak statement (continued)

    Hence,

    Example:

    The inner product becomes

    ( )i i j jd A c f d 0

    + =

    ( )2 2

    2 2

    u uf x, y

    x y

    =

    ( ) ( )2 2

    i i i 2 2

    u u, dxdy f x, y dxdy 0

    x y

    = = + + =

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    weak statement (continued)

    Integrating by parts (Green-Gauss Theorem)

    Problem: Use Galerkins Method to solve

    ( )i ii iu u u u

    dy dx f x, y dxdy 0x y x x y y

    + + + =

    2

    2

    d uf 0 0

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    weak statement (continued)

    The inner product is

    or

    The weak statement becomes

    ( )1

    i i0

    , dx 0 = =

    ( )2

    L2

    i 1 1 120

    d uf dx 0 where u=c c x 2xL

    dx

    + = =

    L LL 1 1 1

    1 0 10 0

    du d dcdx fdx 0

    dx dx dx

    + =

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    weak statement (continued)

    Since

    we obtain

    This is the same as the Rayleigh-Ritz Method

    but no variational principle is required.

    du0 at x=L

    dx=

    ( )

    1

    2

    fc

    2

    fu x 2xL

    2

    =

    =

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    Weighting Function Choices

    Galerkin

    Least Squares

    Method of Moments

    ( )i i

    i

    W

    , 0

    =

    =

    ( )i

    , which is the square of the errorc

    ( )i

    i

    x , 0 i=0,1,2,

    W any set of linearly independent functions

    =

    =

    L

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    Weighting Function Choices (continued)

    Collocation

    Sub domain

    ( )

    ( )( )i

    i i

    i x

    W x x

    x x , 0

    =

    =

    i

    1 for x in subinterval iW

    0 for x outside i

    =

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    Least Squares Example

    Let

    For the previous example problem

    ( ) 2

    i i i

    , dxdy 2 dxdy 0c c c

    =

    ( )

    ( )

    2

    1 1 1

    1

    2

    12

    u c c x 2xL

    uc 2x 2L

    x

    u2c

    x

    = =

    =

    =

    ( )i i

    1

    , 2 dx 0c c

    2c f

    = =

    = +

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