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Finite Element Methods
Examples:^ •^ steady heat conduction:^ u^ =^
temperature,
k^ =^ thermal conductivity,
f^ =^ heating
Neumann boundary conditions
↔^ insulation,
Dirichlet boundary conditions
↔^ fixed boundary
temperature • k^ = 1,^ u
=^ gravitational potential (
−∇u^ =^
force),
f^ =^ mass distribution • k^ = 1,^ u
=^ fluid potential (
−∇u^ =^
velocity)
[^ k^1 k =
] k, 1 1 , (^2) kk 1 , 2 2 , 2
(or in 3-dimensions) permeability tensor arises ingroundwater flow (flow in porous media): −k∇u^ =
(Darcy) flow velocity
Always^ x
T^ kx >^0
, x^6 = 0^ ie.
k^ is positive definite
The Divergence Theorem If the vector field
w^ and the appropriate derivatives are
defined in
Ω^ and^ R
⊂^ Ω^ is sufficiently regular with
∂R
being the boundary of
R^ then ∫ ∇ · w^ dV^ = R
∫^ w^ ·^ n^ ∂R
dS
where^ n
is the outward pointing normal to
R^ on^ ∂R
(dV^ is an increment of volume,
dS^ is an increment of
surface: these will usually be omitted)
Weak solutions
(Poisson’s equation)
For appropriate
test^ functions
v, consider
u^ satisfying
∫^2 (∇u^ Ω +^ f^ )v^ = 0
Employing the derivative of a product rule:
∇ ·^ (v∇ u) =^ v∇
2 u^ +^ ∇u
· ∇v
integrating and using the Divergence Theorem
∫^ ∇ ·^ (v^ Ω
∫ ∇u) = (^2) v∇u^ Ω ∫ +^ ∇u^ Ω · ∇v
∫ so^ ∂Ω
∫∂u v = ∂n (^2) v∇u^ Ω ∫ +^ ∇u^ Ω · ∇v
eg. if^ Ω^ ⊂
(^2) R ∫^ ∇u^ · ∇ Ω
∫^ ∫ v = ∂u∂v ∂x^ ∂x Ω
∂u∂v+ ∂y^ ∂y
Important questions: what are suitable
v? Where do we
find weak solutions
u?
eg. if^ Ω^ ⊂
(^2) R ∫^ ∇u^ · ∇ Ω
∫^ ∫ v = ∂u∂v ∂x^ ∂x Ω
∂u∂v+ ∂y^ ∂y
Important questions: what are suitable
v? Where do we
find weak solutions
u?
Need appropriate spaces of functions: based on integration:
L(Ω) =^2
{^ u^ : Ω^ →
∫ R |^ u^ Ω
with the corresponding
norm^ (ie. size/magnitude of a
function)
(∫ ‖u‖ = )^1 /^22 u Ω
So we have the Cauchy-Schwarz inequality:
〈u, v〉^ =
∫^ uv^ ≤ ‖^ Ω
u‖‖v‖
Returning to the weak form:
∫^ vf^ ≤ ‖^ Ω
v‖‖f^ ‖
and so is defined if
v, f^ ∈^ L
∫^ ∇u^ · ∇^ Ω
∫ v =^ Ω ∂u∂v+ ∂x^ ∂x^
∂u∂v ∂y^ ∂y ∂u ≤ ‖ ∂x ∂v‖‖ ‖^ + ∂x
∂u∂v ‖ ‖‖^ ∂y^ ∂y
is defined if
u, u, vxy^
, v∈^ Lxy^
(Ω)^ and 2
∫∂u^ v^ ∂n^ ∂Ω
≤ ‖v‖∂
∂u‖ ‖Ω∂ ∂n Ω
is defined if
∂u v, ∈^ ∂n^
L(∂Ω)^2
This gives us the natural space in which weak solutions live:If^ f^ ∈^ L^2
(Ω)^ and^
g^ ∈^ L(∂^2
Ω)^ then weak solutions
u^ of the
above lie in the
Sobolev space
1 H(Ω)^ defined by
1 H(Ω) =
{^ u^ : Ω^ →
∂u R | u, ∂x ∂u, ∈^ L^ ∂y^
for^ Ω^ ⊂^
2 R. { 1 H(Ω) =^ u^
: Ω^ →^ R
′^ | u, u∈
} L(Ω) 2
for^ Ω^ ⊂
1 R
1 H(Ω) =
{^ u^ : Ω^ →
∂u R | u,^ ∂x ∂u∂u, ,^ ∂y^ ∂z
∈^ L(Ω)^2
for^ Ω^ ⊂^
3 R.^
Note^ Ω^ is an open set just as
(0,^ 1)^ is an open interval
We will sometimes need to refer to the closure of
Ω, and
denote this by
Ω^ ie.^ Ω = Ω
∪^ ∂Ω
The weak form is:Find^ u^ ∈ H
1 such that E^
∫^ ∇u^ · ∇^ Ω
∫ v =^ vf^ Ω
∫ +^ ∂ΩN
vgN^
for all^ v
1 ∈ H. E^0
[∫^ ∇u^ Ω
∫ · ∇v =
∫ vf + Ω
]∂u v ∂n ∂Ω