Lecture

The Finite Element Method
Stiness Matrix, and Load Vector

Error Estimation
FEM for Partial Dierential Equations
Numerical Solutions to Dierential Equations
Lecture Notes #24
The Finite Element Method Numerics
Peter Blomgren,
blomgren.peter@gmail.com
Department of Mathematics and Statistics
Dynamical Systems Group
Computational Sciences Research Center
San Diego State University
San Diego, CA 92182-7720
http://terminus.sdsu.edu/
Spring 2011
Peter Blomgren, blomgren.peter@gmail.com FEM Numerics (1/24)
Error Estimation
Outline
1
Recap
Looking for Solutions...
2
Identifying a Linear System...
Properties of the Stiness Matrix
3
Error Estimation
Building the Toolbox
Error Control
4
Initial Example: The Poisson Equation
Analytical Tools: Vector Calculus
Variational Formulation
Minimization Formulation
The Road Ahead...
Error Estimation
Recap
Quick Recap I/III
Last time we formulated the Galerkin (variational, (V
h
)) and Ritz
(minimization, (M
h
)) methods which will give us the nite element
solutions to the dierential equation (D):
u
= f , + Dirichlet Boundary Conditions.

The Function Space V
h
: Given the basis functions
i
(the tent
functions) we can write
V
h
=
v : v =
N
i =1
i
(x)
.
Error Estimation
Recap
Quick Recap II/III
Inner Products: We dened the two (for now identical) inner
products:
a(u, v) =
I
uv dx, (u, v) =
I
uv dx.
Further, we dened the energy functional:
F(u) =
1
2
a(v
, v
) (f , v).
Given these denitions we formulated the Galerkin and Ritz
problems...
Error Estimation
Recap
Quick Recap III/III
Galerkins Method (Variational Approach)
(V
h
) Find u
h
V
h
so that a(u
h
, v
h
) = (f , v
h
) v
h
V
h
.
Ritz Method (Minimization Approach)
(M
h
) Find u
h
V
h
so that F(u
h
) F(v
h
) v
h
V
h
.
Error Estimation
Recap
Looking for the Solution...
If u
h
V
h
is a solution to (V
h
), then in particular
a(u
h
,
j
) = (f ,
j
), j = 1, 2, . . . , N.
Also, we can write u
h
in terms of the basis functions:
u
h
(x) =
N
j =1
j
(x),
j
= u
h
(x
j
).
Therefore we can rewrite the above equation
N
i =1
i
a(
i
,
j
) = (f ,
j
), j = 1, 2, . . . , N.
Error Estimation
The Stiness Matrix and Load Vector
From
N
i =1
i
a(
i
,
j
) = (f ,
j
), j = 1, 2, . . . , N,
we identify the vectors

= {
1
,
2
, . . . ,
N
}
T
, and
b = {b
1
, b
2
, . . . , b
N
}
T
, where b
i
= (f ,
i
), and the matrix A,
where A
ij
= a(
i
,
j
).
We can now write our problem as
A
=

b.
For historical reasons (Structural Mechanics) A is known as the
stiness matrix, and

b as the load vector.
Error Estimation
Computing the Stiness Matrix
The elements of the stiness matrix can be computed:
First we notice that if the basis is the piecewise linear
tent-functions, then if |i j | > 1, then
i
and
j
are
non-overlapping which means a(
i
,
j
) = 0.
The Diagonal Entries, j = 1, 2, . . . , N.
a(
j
,
j
) =
x
j
x
j 1
1
h
2
j
dx +
x
j +1
x
j
1
h
2
j +1
dx =
1
h
j
+
1
h
j +1
.
The Super- and Sub-Diagonal Entries, j = 2, 3, . . . , N.
a(
j 1
,
j
) = a(
j
,
j 1
) =
x
j
x
j 1
1
h
j
1
h
j
dx =
1
h
j
.
Error Estimation
Illustration: Overlapping and Nonoverlapping Tent-Functions
0 1 2 3 4 5
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
0 1 2 3 4 5
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
Error Estimation
The Stiness Matrix is Symmetric Positive Denite (SPD)
A is symmetric since a(u, v) = a(v, u), and with
v(x) =
N
i =1

j
i
(x) we get
N
i ,j =1
i
a(
i
,
j
)
j
= a
i =1
i
,
N
j =1
I
[v
h
(x)]
2
dx 0
Equality holds if and only if v
(x) 0, which implies v(x) 0 by

the boundary conditions.
Fact: A matrix A is SPD if
x
T
Ax > 0, x R
n
\{0}
Fact: An SPD matrix (i) has positive eigenvalues, (ii) is non-
singular.
Error Estimation
The Special Case h
j
= h, j = 1, 2, . . . , N
If we equi-partition the interval we get the linear system
1
h
2 1 0 . . . . . . 0
1 2 1
.
.
.
.
.
.
0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
0
.
.
.
.
.
.
1 2 1
0 . . . . . . 0 1 2
b
1
b
2
.
.
.
.
.
.
.
.
.
b
N
If we divide by h the we recover the standard nite dierence method

for the problem, where the right hand-side
b
j
h
=
1
h
x
j +1
x
j 1
f (x)
j
dx
is a weighted mean of f (x) over the interval [x
j 1
, x
j +1
].
Error Estimation
Error Control
Estimating the Error for the Model Problem
We are now going to look at the error (u u
h
) where u is the
exact solution of the dierential equation, and u
h
is the solution to
the nite element problem (V
h
).
Since V
h
V,
a(u
, v
h
) = (f , v
h
), v
h
V
h
a(u
h
, v
h
) = (f , v
h
), v
h
V
h
a((u u
h
)
, v
h
) = 0, v
h
V
h
That means that the error is orthogonal to the function space V
h
(as measured by a(
).)
Error Estimation
Error Control
Denition and Tools
Denition (The L
2
-norm (L
2,a
?))
w
2
=
a(w, w) =
1
0
w
2
dx
Theorem (Cauchys Inequality)
|a(v, w)| vw
Error Estimation
Error Control
Cauchys Inequality: Proof
Cauchys Inequality.
Given v and w, dene the renormalized functions v =
v
v
and w =
w
w
.
Which means v = w = 1. Now
0 v w
2
= a( v w, v w)
= a( v, v) 2a( v, w) + a( w, w)
= 2 2a( v, w).
Hence,
|a( v, w)| 1.
Removing the linear normalization factors give
|a(v, w)| vw.
Error Estimation
Error Control
Error Control Theorem
Theorem
For any v
h
V
h
we have
(u u
h
)
(u v
h
)
.
So, measured in the L
2
-norm of the derivative (also known as the
H
1
-seminorm), the solution u
h
to the discrete problem is closer to
the solution u to the original continuous ODE than any other
function in the function space V
h
.
Error Estimation
Error Control
Error Control Proof
Proof.
Let v
h
V
h
be arbitrary, and set w
h
= u
h
v
h
. Then w
h
V
h
and we
get:
(u u
h
)
2
= a((u u
h
)
, (u u
h
)
) + a((u u
h
)
, w
h
)
. .. .
=0
= a((u u
h
)
, (u u
h
+ w
h
)
)
= a((u u
h
)
, (u v
h
)
)
{Cauchys} (u u
h
)
(u v
h
)
.
Dividing through by (u u
h
)
gives
(u u
h
)
(u v
h
)
.
Error Estimation
Error Control
Error Control Applying the Theorem
From the theorem we can get a quantitative estimate (upper
bound) for the error (u u
h
)
by estimating (u v
h
)
where
v
h
V
h
is a suitably chosen function.
Let v
h
be the linear interpolant of u, i.e. v
h
(x
j
) = u(x
j
), then
|u
(x) v
h
(x)| h max
x[0,1]
|u
(x)| [1]
|u(x) v
h
(x)|
h
2
8
max
x[0,1]
|u
(x)| [2]
Error Estimation
Error Control
Error Control Applying the Theorem
From the theorem we can get a quantitative estimate (upper
bound) for the error (u u
h
)
by estimating (u v
h
)
where
v
h
V
h
is a suitably chosen function.
Let v
h
be the linear interpolant of u, i.e. v
h
(x
j
) = u(x
j
), then
|u
(x) v
h
(x)| h max
x[0,1]
|u
(x)| [1]
|u(x) v
h
(x)|
h
2
8
max
x[0,1]
|u
(x)| [2]
The rst result and the theorem gives
(u u
h
)
h max
x[0,1]
|u
(x)|.
Similarly, from [2], we can get
u(x) u
h
(x) Ch
2
max
x[0,1]
|u
(x)|.
Error Estimation
The Road Ahead...
FEM for PDEs the Poisson Equation
Consider the following boundary value problem
u = f in
u = 0 on = ,
where is a bounded domain in R
2
= {(x
1
, x
2
) : x
1
R, x
2
R}.
is the boundary of , f (x
1
, x
2
) a given function, and
u =

2
x
2
1
+

2
x
2
2
u(x
1
, x
2
) = u
x
1
x
1
(x
1
, x
2
) + u
x
2
x
2
(x
1
, x
2
).
Physical problems: Our simple 1-D model problems from last
lecture carry over to this 2-D model: heat distribution in a plate,
the displacement of an elastic membrane xed at the boundary
under transverse load, etc...
Error Estimation
The Road Ahead...
Vector Calculus Review (or Crash Course) I/III
We need to generalize integration by parts to higher
dimensions... We start with the divergence theorem:
udx =
u nds,
where u = {u
1
, u
2
}
T
, and
u =
u
1
x
1
+
u
2
x
2
.
n = {n
1
, n
2
}
T
is the unit (length-one, outward) normal to . dx
denotes area-integration, and ds integration along the boundary.
c.f. in 1-D:
[a,b]
du
dx
dx =
{a,b}
u(1) ds = u(a) + u(b)
Error Estimation
The Road Ahead...
Vector Calculus Review (or Crash Course) II/III
If we apply the divergence theorem to the vector functions
u
1
= (vw, 0) and u
2
= (0, vw), we nd
v
x
i
w + v
w
x
i
dx =
vwn
i
ds, i = 1, 2.
Let v denote the gradient
v =
v
x
1
,
v
x
2
T
,
and use the result above to write Greens Formula
v w dx
v
x
1
w
x
1
+
v
x
2
w
x
2
dx
=
v
w
x
1
n
1
+ v
w
x
2
n
2
ds
2
w
x
2
1
+

2
w
x
2
2
dx
=
v
w
n
ds
vw dx.
Error Estimation
The Road Ahead...
Vector Calculus Review (or Crash Course) III/III
The normal derivative
w
n
=
w
x
1
n
1
+
w
x
2
n
2
= w n
is the derivative in the outward normal direction to the boundary .
With this notation we are ready to state the variational formulation
corresponding to the dierential equation...
Error Estimation
The Road Ahead...
(V) Find u V so that a(u, v) = (f , v), v V.
where
a(u, v) =
u v dx
(f , v) =
fv dx
V =
v : v C()
v
x
1
and v
x
2
are piecewise continuous in
v = 0 on
Note: We have slightly changed the notation of the a(, ) inner-product.

This is very common in the PDE framework. The a(, ) inner-
product generically involves integrating the product(s) of deriva-
tive(s) of the two arguments over the domain.
Error Estimation
The Road Ahead...
u is a solution to (V) if and only if it is also a solution to the
following minimization problem.
(M) Find u V such that F(u) F(v) v V,
where F(v) is the potential energy
F(v) =
1
2
a(v, v) (f , v).
Error Estimation
The Road Ahead...
Next...
Constructing a Finite Element Method for this problem...

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The Finite Element Method

Stiness Matrix, and Load Vector

= f , + Dirichlet Boundary Conditions.

(x) 0, which implies v(x) 0 by

If we divide by h the we recover the standard nite dierence method

Note: We have slightly changed the notation of the a(, ) inner-product.

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