MC LC

A.

M U.....................................................................................2

B.

NI DUNG..................................................................................3
I.

BI TON BIN LOI I............................................................3

1.

Bi ton bin loi 1 vi iu kin thun nht...................................3

2.

Trng hp khng thun nht.....................................................4

II.

BI TON YU V NGHIM SUY RNG....................................5

1.

Bi ton yu...........................................................................5

2.

Nghim suy rng v quan h vi nghim c in.............................6

3.

S tn ti ca nghim suy rng....................................................7

III.

PHNG PHP PHN T HU HN CHO BI TON YU.........10

1.

M u...............................................................................10

2.

1
Xy dng khng gian H N W 0 (0,1) .........................................10

3.

Bi ton yu trn

HN

4.

Tnh trc tip cc

B ij

5.

Cng thc tch ly.................................................................13

6.

k
k
Tnh B ij v F j bng php i bin.......................................14

7.

nh gi sai s......................................................................16

8.

V d..................................................................................16

IV.

...........................................................11
v

Fi

...............................................13

BI TON BIN LOI BA.......................................................23

1.

Pht biu bi ton..................................................................23

2.

Bi ton yu.........................................................................23

3.

Nghim suy rng...................................................................25

4.

S tn ti ca nghim suy rng..................................................25

5.

Tnh gn ng nghim suy rng bng phng php phn t hu hn...28

6.

Cng thc tch ly.................................................................30

7.

k
k
Tnh B ij v F j bng php i bin.......................................32

8.

nh gi sai s......................................................................34

9.

Hng gii quyt bi ton bin loi 3 bng lp trnh........................35

C.

KT LUN................................................................................36

D.

TI LIU THAM KHO..............................................................37

A. M U
S tin b ca khoa hc, k thut i hi ngi k s thc hin nhng n
ngy cng phc tp, t tin v i hi chnh xc, an ton cao.
Phng php phn t hu hn (PTHH) l mt phng php rt tng qut v
hu hiu cho li gii s nhiu lp bi ton k thut khc nhau. T vic phn tch
trng thi ng sut, bin dng trong cc kt cu c kh, cc chi tit trong t,
my bay, tu thu, khung nh cao tng, dm cu, v.v, n nhng bi ton ca l
thuyt trng nh: l thuyt truyn nhit, c hc cht lng, thu n hi, kh n
hi, in-t trng v.v.
Phng php phn t hu hn l mt phng php c dng rt ph bin
hin nay khi tnh ton cc bi ton c hc. N cng c p dng c c
nhiu chng trnh tnh cho cc dng bi ton c hc khc nhau: Tnh cho dn
thanh, khung khng gian, cc kt cu dng tm , v...
Phng php phn t hu hn l mn hc c s ca cc ngnh k thut
lin quan n tnh ton cc kt cu v hin cng l mt mn hc Vin Ton ng
dng v Tin hc trng i hc Bch Khoa H Ni.

Vi ti nghin cu: Phng php phn t hu hng gii bi ton bin

mt chiu. y l ti m em cm thy ph hp vi kin thc hin ti ca bn
thn mnh v l mt ti nghin cu th v gip em c thm c s v l thuyt
v mn phng php phn t hu hn, cng vi l trau di thm t duy cng
nh kh nng lp trnh bng ngn ng C++.
hon thnh c n ny ngoi s c gng ca chnh bn thn em cn
c mt phn khng nh l nh vo s hng dn ch bo nhit tnh ca thy
Phan Xun Thnh.

B.NI DUNG
I.

BI TON BIN LOI I

1. Bi ton bin loi 1 vi iu kin thun nht
Xt khong s thc [0,1]. Xt phng trnh vi phn cp hai:
'

Lu:=( p u' ) + qu=f ( x ) , 0< x <1(1.1 .1)

v iu kin bin
u ( 0 )=0,u ( 1 )=0 (1.1.2)

trong p, q, f cc hm s cho trc tha mn

p, p, q, f L2 (0,1)
C0 p ( x ) C 1 , 0 q ( x ) C2 , 0< x <1

(1.1.3)
(1.1.4)

C0 , C1 , C2 c c h ng s d ng .

Bi ton bin loi mt i vi phng trinh vi phn (1.1.1) pht biu:

Tm hm s

u W 20 ( 0,1 ) W 10 ( 0,1 )

tha mn phng trnh vi phn (1.1.1) cng

vi cc iu kin (1.1.2).
V cc iu kin bin (1.1.2) c v phi bng 0 ta ni iu kin bin l thun
nht v bi ton trn cng c th pht biu:
2
1
Tm hm s u W 0 ( 0,1 ) W 0 ( 0,1 ) tha m phng trnh vi phn (1.1.1)

Nghim ca bi ton vi phn nh ngha nh vy gi l nghim c in ca bi

ton (1.1.1) (1.1.2).
Bi ton (1.1.1) (1.1.2) l m hnh ton hc ca bi ton truyn nhit dng mt
chiu.

2. Trng hp khng thun nht

Trong trng hp iu kin bin (1.1.2) thay bi
u ( 0 )= A , u ( 1 )=B

trong A v B khng ng thi bng 0 ta ni iu kin bin khng thun nht.

Ta tm cch i hm a n v trng hp thun nht. Mun th ta xt hm s
g ( x ) =kx + A , k=BA

c c im:
g ( 0 )= A , g ( 0 )=B

ri ta t
v ( x )=u ( x )g ( x )

th ta s c
v ( 0 ) =u ( 0 )g ( 0 )= A A=0, v ( 1 )=u ( 1 )g ( 1 )=BB=0.

ng thi
Lv=LuLg=f Lg=f [( pg ')' +qg]

f [p ' k + q ( kx + A ) ]=: F ( x ) .

Do v

tha mn bi ton

Lv=F , v ( 0 ) =0, v (1 )=0

l bi ton vi iu kin bin thun nht.

Nh vy l trong trng hp iu kin bin khng thun nht ta lun tm
c cch i hm a n v trng hp iu kin thun nht. Do t nay
v sau ta ch xt cc bi ton bin loi mt vi iu kin bin thun nht.

II.

BI TON YU V NGHIM SUY RNG

1. Bi ton yu
Gi s bi ton (1.1.1)(1.1.2) c nghim c in

u W 0 ( 0,1 ) W 0 ( 0,1 ) .

Khi

Lu v f L2 ( 0,1 ) . Trong L2 (0,1) nhn v hng hai v ca (1.1.1) vi

v D(0,1) , gi l hm th, ta c
1

[( pu ) + qu ] vdx= fvdx , v D(0,1)(1.2.1)

' '

Khi ta c th ly tch phn tng v tri ca (1.2.1):

1

pu ' v ' dx= p u' v ' dx

0

( pu' )' vdx=p u' v 10 +

0

v khi v D ( 0,1 ) th v ( 0 ) =v ( 1 )=0.

Vy (1.2.1) tr thnh
1

( p u v +quv ) dx= fvdx , v D( 0,1) .

'

'

0
1

1
V D(0,1) tr mt trong W 0 (0,1) nn ta suy ra

( p u v +quv ) dx= fvdx v D( 0,1).(1.2 .2)

'

'

Ta nhn thy trong (1.2.2) khng c o hm cp hai ca u na.

t
1

( u , v ) ( p u' v ' +quv ) dx .(1.2 .3)

0

L ( v ) := fvdx .(1.2.4)
0

Ta pht biu bi ton mi:

(u , v )

Vi

u W 10 (0,1)

L(v )

xc inh bi (1.2.3) v (1.2.4) hy tm

sao cho

( u , v ) =L ( v ) v D ( 0,1 ) (1.2 .5)

tc l (1.2.2) tha mn.

Bi ton (1.2.5) gi l bi ton yu ng bi ton (1.1.1) (1.1.2).

2. Nghim suy rng v quan h vi nghim c in

Nghim ca bi ton yu (1.2.5) gi l nghim suy rng ca bi ton (1.1.1)
(1.1.2). Theo phn tch trn nu u l nghim c in ca bi ton (1.1.1)
(1.1.2) th n cng l nghim suy rng ca n.
1
Ngc li gi s u W 0 (0,1) l nghim suy rng, tc l u tha mn (1.2.5)

1
ng thi li thuc W 0 (0,1) na. Khi u tha mn (1.2.2). Thc vy.
1
V D(0,1) W 0 (0,1) nn t (1.2.2) ta c
1

( p u' v ' + quv ) dx= fvdx , v D( 0,1).

0

Ly tch phn tng phn ta suy ra

1

[( p u' ) + qu ] vdx + p u' 10= fvdx v D ( 0,1 ) .

'

V v D(0,1)

nn v ( 0 ) =v ( 1 )=0, do
1

[( pu ) + qu ] vdx= fvdx v D ( 0,1 ) .

' '

V D(0,1) tr mt trong L2(0,1) nn

1

[( p u' ) + quf ] vdx=0. v L2 ( 0,1 ) .

'

Vy
'

'

( p u' ) +quf =0 ( p u' ) +qu=f .

l (1.1.1). Cn iu kin ban bin (1.1.2) tha mn v u

W 0 (0,1). Vy

1
nghim suy rng ca bi ton (1.1.1)(1.1.2) m W 0 (0,1) th s l nghim c

in ca n.
1
V tp hp tt cha nghim bi ton (1.2.5) l W 0 (0,1) rng hn tp cha

1
2
nghim W 0 (0,1) W 0 (0,1)

W 10 (0,1)

bi ton (1.1.1) (1.1.2), trong khi hm th

bi ton (1.2.5) hp hn tp hm th

L2 (0,1)

bi ton (1.1.1)

(1.1.2) cho nn vic tm kim nghim bi ton (1.2.5) s d dng hn.

3. S tn ti ca nghim suy rng

chng minh s tn ti nghim suy rng ta s p dng nh l sau:
Xt khng gian Hilbert V. Cho (u,v) l mt dng song tuyn tnh trn (u,v),
Cho L(v) l mt phim hm tuyn tnh trn V.
Bi ton :
Tm u V

tha mn
( u , v ) =L ( v ) , v V .

Gi l bi ton yu trong khng gian Hilbert V.

Nu dng song tuyn (u,v) i xng, lin tc trn V v V- eliptic, ng thi
phim hm tuyn tnh L(v) lin tc trn V th bi ton trn c nghim duy nht.

By gi xt vi bi ton (1.2.5).
R rng (u,v) xc nh bi (1.2.3) tc
1

( u , v ) ( p u' v ' +quv ) dx .

0

1
L mt dng song tuyn tnh i xng trn W 0 (0,1). Ta chng minh rng n

1
1
lin tctrn W 0 (0,1) v W 0 (0,1)- eliptic.

(1). T (1.2.3) ta c
1

| ( u , v )| ( p|u |.|v |+q|u| .|v|) dx C 1|u |.|v |dx +C 2|u|.|v|dx

'

'

'

'

|u'|,v '

|u| ,v

C2
C 1

p dng bt ng thc C- S - B ta suy ra

| ( u , v )| C2u 'L (0,1 )v ' L (0,1 ) +C2uL (0,1 )vL (0,1 ) .

2

Nhn xt:

uL ( 0,1)=
2

u'L (0,1 ) uW
2

uL ( 0,1)=
2

1
0

( 0,1 )

(1.2.6 a)

|u| dx [|u| +|u '| ] dx

2

uL ( 0,1) uW
2

|u '| dx [|u '| +|u| ] dx

1
0

( 0,1)

(1.2 .6 b)

Do

| ( u , v )| C3uW (0,1 )vW (0,1 ) , u , v W 10 ( 0,1 ) C3=C1 +C 2

1
0

1
0

W 10 ( 0,1 )

Vy | ( u , v )| lin tc trn
(2). T (1.2.3) ta li c
1

( u , v ) = [ p ( u ) + q u ] dx C 0 ( u' ) dx
' 2

(u ')2 dx
0

1
( u , v ) (1.2 .7)
C0

Xt u D(0,1) . Khi u ( 0 )=0 ,

1

u ( x )2 ( u ' (t )dt)
0

u ( x ) =u ( 0 ) + u ' (t)dt = u ' (t)dt

0

p dng bt ng thc C-S-B c

1

u' ( t )dt
0

u ' (t)
1

()2 dt
0

u ( x ) 2

Kt hp vi (1.2.7) ta c

10

|u' ( t )| dt
1

2
1
dx= |u ( t )| dt p|u| dt
C0 0
0
0

'

|u ( x )| dx
0

1
( u , v ) (1.2 .8)
C0

Vy (1.2.7) v (1.2.8) cho

1

uW (0,1) = [ ( u' ) +u2 ]dx

1
0

( u , v ) C 4uW

1
0

1
1
2
( u , v ) + ( u , v )= ( u , v )
C0
C0
C0

, C4 =

( 0,1)

C0
u D ( 0,1 ) .(1.2.9)
2

1
V D(0,1) tr mt trong W 0 (0,1) nn t (1.2.9) ta suy ra
2

( u , v ) C 4uW

1
0

( 0,1)

u W 10 ( 0,1 ) .(1.2 .10)

1
Vy ( u , v ) W 0 ( 0,1 ) -eliptic.

Chng minh tnh lin tc ca L(v ) xc nh bi (1.2.4). R rng L(v ) l

1
mt phim hm tuyn tnh trn W 0 ( 0,1 ) . Ta c

|L ( v )|= fvdx f dx v dx f L (0,1 ) [ ( v ' ) + v 2 ]dx

2

|L ( v )|f L (0,1 )vW

2

1
0

( 0,1 )

, v W 0 ( 0,1 ) .

1
Do L(v ) lin tc trn W 0 ( 0,1 ) .
1
Vy theo nh l trn th bi ton (1.2.5) c nghim duy nht u W 0 ( 0,1 )

11

III. PHNG PHP PHN T HU HN CHO BI TON YU

1. M u.
xy dng nghim gn ng ca bi ton yu (1.2.5) tc l (1.2.2), ta thay
W 10 (0,1)

khng gian
gi l

HN

bng mt khng gian hu hn chiu

VN

m y ta

, ca n. Ta s lm vic theo phng php phn t hu hn.

tm mt i lng di dng mt hm s trong mt nim no ngi ta

chia nh min thnh nhiu phn t c hnh th n gin nh mt on thng
trong mt chiu v nhng tam gic trong mi trng hai chiu. Mi phn t
c gi phn t hu hn. Sau ngi ta xem n hm l nhng hm tuyn tnh
trong mi phn nh v c lp rp li ti cc bin gii ca cc phn t nh theo
yu cu ca bi ton phi gii quyt, chng hn thnh hm lin tc.
1
2. Xy dng khng gian H N W 0 (0,1)

Ta chia min xc nh [0,1] ca n hm u( x ) thnh N+1 on con bi cc

im

x i [0,1]

:
0=x0 < x 1 x 2 <...< x i1< x i < x i+1 <...< x N < x N +1=1(1.3 .1)

x ix i1 =hi , h max {hi } .

i

Mi on con [

x i1, x i

] gi l mt phn t hu hn (phn t hu hn mt

chiu).
Tp cc im

xi

lp thnh mt phn hoch ca on [0,1].

12

Hnh 1.3.1

13

Sau ta xy dng N hm i ( x ) bng cch t

(xx i1)/hi nu xi 1 < x x i

(x i+1x )/ hi+1 nu x i x < x i+1

x
(1.3.2)
0 khi x ( i1 , xi +1)
i ( x )=
i=1,2, , N

Cc hm

ch khc 0 ti

x ( xi 1 , xi +1 ) .

Ni cch khc

l hm s

c gi nh.
th ca cc hm

c dng mi nh (Hnh 1.3.1) nn ngi ta goi chng

l hm mi nh. Hm

lin tc, c o hm lin tc tng phn:

1 /hi n u x i1< x x i

1 /h i+1 n u x i x < x i+1

x
(1.3.3)
0 khi x [ i1 , x i+1 ]
i ( x ) =

v tha mn iu kin bin (1.1.2) v:

i ( 0 )=i ( x0 ) =0, i ( 1 )= i ( N +1 )=0.
1
Vy i W 0 ( 0,1 ) .

Cc hm

i , i=1, , N

c lp tuyn tnh v nu

c j j ( x )=0, x [a ,b ]
1

th thay

x=x j

ta thu c

c j =0, j=1,2, , N .

Vy h

14

S N ={i ,i=1,2, , N }

Sinh ra khng gian con

HN

VN

ca

, n c N chiu v nhn h

SN

Sau ta xt bi ton (1.2.5) tn

3. Bi ton yu trn
Tm

wN H N

W 10 ( 0,1 ) ,

khng gian y ta k hiu l

l mt c s.
HN

HN

sao cho

( w N , v )=( f , v ) , v H N .(1.3 .4)

15

wN H N

Hm

c dng

w N ( x )= c j i ( x ) H N (1.3 .5)
j

cj

trong
SN

cn c xc nh sao cho (1.3.4) tha mn vi mi

l mt c s ca

v =i ,i=1,2,.. , N

HN

v HN

. V

nn ch cn (1.3.4) tha mn vi

, ngha l

( w N , i ) =( f , i ) ,i=1, 2, , N .
ci

Vy cc

(1.3.5) c xc inh sao cho

c j j , i
N

=( f , i ) ,i=1, 2, , N
j=1

hay l

j
,

c j (
i )= ( f , i ) ,i=1, 2, , N .
N

j=1

Do

cj

l nghim ca h i s tuyn tnh c N phng trnh i vi N n:

Bc=F (1.3 .6)

trong theo (1.2.3) v (1.2.4) ma trn h s B=( Bij ) v v phi F xc

nh bi:

16

( j, i )
[ p ( x ) ' j ( x ) ' i ( x ) +q ( x ) j ( x ) i ( x ) ] dx=
1

( j , i )=
0

Bij =
(1.3 .7)
1

Fi =( f , i ) = f ( x ) i ( x ) dx .( 1.3.8)
0

Ma trn B gi l ma trn cng. Cc hm

cn c gi l cc hm ta .

17

, l s s ca khng gian

HN

4. Tnh trc tip cc

V cc hm

j=0

B ij =0

B ij

cho bi (1.3.2), o hm ca chng cho bi (1.3.3) nn

x
x ( i1 , xi +1)

khi

Fi

v khi

' j=0

khi

x
x ( i1 , xi +1) , do

khi i j | 2. Vy B l mt ma trn tha. B l ma trn ba ng

cho v h (1.3.6) l mt h ba ng cho, gii bng phng php truy i n

nh.
By gi theo (1.3.7) ta c
x i+1

1
2

B ii = [ p ( i ' ) +q ( i ) ]dx= [ p ( i ' ) +q ( i ) ]dx=

0

xi

[ p(x)
x i1

xi1

x i+ 1

xx i1 2
x i+1x 2
1 2
1 2
(
)
(
)
(
)
+q x
] dx+ [ p x
+q x
]dx
hi
hi
hi+1
hi +1
x

()

( )

(1.3 .9)
xi+ 1

B ii+1=Bi+1 i= [ p i i+1 +q i i+1 ] dx= [ p ' i ' i+1+ q i i +1 ] dx=

'

'

x i+ 1

p (x )
xi

xi

x x
1
+q ( x ) i+1
hi+1
hi+1

( )( ) (
1
hi +1

)( )]

xx i
dx (1.3 .10)
hi+1

5. Cng thc tch ly

T phn hoch (1.3.1) ta suy ra
N +1 x k

'
'
B ij = [ p ( x ) j ( x ) i ( x ) +q ( x ) j ( x ) i ( x ) ] dx (1.3 .11)
k=1 xk1

18

N +1 x k

Fi = f ( x ) i ( x ) dx .(1.3 .12)
k=1 xk1

19

Nu t
xk

B = [ p ( x ) ' j ( x ) 'i ( x )+ q ( x ) j ( x ) i ( x ) ] dx(1.3.13)

k
ij

x k1

xk

Fi = f ( x ) i ( x ) dx (1.3.14 )
x k1

Th cng thc tch ly:

N +1

N +1

B ij = Bij , Fi = F i .(1.3 .15)

k

k=1

k =1

Ta c th xem
B ij

Fi

B kij

l ng gp ca phn t hu hn th k, [

l ng gp ca phn t hu hn [

x k1 , x k

x k1 , x k

] vo cho

Fi

] vo
.

T (1.3.2) v (1.3.3) nn (1.3.14) cho:

B ij =0,i j

i
i+1
i+1
| 2 ; B ij =Bij + Bij , B ii+1=Bi+1 i=Bii+1 ,

Fi

Fii + F i+1
i

(1.3 .16)
k
k
B ij
Tnh B ij , Fi ri p dng cng thc (1.3.14) hay (1.3.15) s cho
v

Fi

k
k
6. Tnh B ij v Fi bng php i bin

Cc tch phn xc nh (2.3.13) ch thc hin trn mt phn t hu hn [

x k1 , x k

]. Mun tnh chng ta c th dng php i bin

x=x ( E)

xc nh

bi
x

) E+ x k1 (1.3 .17)
x=

20

x k1 x x k

a on

v on 0 E 1.

Qua php i bin (2.3.22) ta c:

dx
dE 1
=x k x k1 =hk ,
=
dE
dx hk
k 1 ( x ) x=x(E )=1E
k ( x ) x= x(E )=E ,

d k 1 d k1 1
= ,
=
dx h k dx
hk

t thm
q ( x )x= x ( E ) .(1.3 .18)
p ( x )x= x ( E ) , q ( E ) :=
p ( E ) :=

Khi
xk

d k 2
B = { p (x )
+ q ( x ) k2 }dx
dx
x

( )

k
kk

k1

1
hk

2+ q ( E )

{ p ( E )
1

xk

k
k1 k1

= { p ( x )
x k1

d k1 2
2
+ q ( x ) k }dx
dx

21

1
hk

2
( + q ( E ) ( 1E )2 }hk d E 1.3 .20)

{ p ( E )
1

xk

k
k1 k

=B

k
kk1

= p(x)
x k1

d k1 d k
+ q ( x ) k1 k dx=
dx dx

1
hk

1
)+ q ( E )
hk

{ p ( E )
1

xk

x k1

F = f ( x ) k ( x ) dx= f ( E ) E hk d E (1.3.22)
k
k

k
k1

xk

x k1

= f ( x ) k1 ( x ) dx= f ( E ) (1E) hk d E (1.3.23)

22

7. nh gi sai s
1
Gi s u W 0 ( 0,1 )

wN H N

1
l nghim ca bi ton (1.2.5) (trn W 0 ( 0,1 ) ), v

l nghim gn ng bng phng php phn t hu hn, tc l

nghim ca bi ton (1.2.5) nhng trn khng gian con ca

H N :=span {1 2 . N }

, trong

W 10 ( 0,1 )

l hm mi nh (1.3.2).

Ta c
2
1
nh l: Gi s u W 0 ( 0,1 ) W 0 ( 0,1 ) . Khi

u 'w ' NL (0,1) C 5 hf L (0,1 )(1.3.24)

2

uw NL (0,1) C 6 h2f L (0,1 )(1.3 .25)

2

Trong

C5

C6

l cc hng s.

8. V d
Ta thng gp bi ton trn on [a,b]:
d du
p
+q ( x ) u=f ( x ) , a< x <b . u ( a )=0, u ( b ) =0(1.3 .26 a)
dx
dx

( )

thay v trn on [0,1]. Trong trng hp nh vy, l ra trc khi p dng

phng php phn t hu hn ta phi bin i a bi ton cho v bi ton
trn on [0,1]. Nhng vic ta bin i hay khng bin i s khng nh hng
n kt qu.
Nu khng bin i th ta gii bi ton (1.3.24a). Bi ton yu tng ng l
( u , v ) =L ( v ) , v V

23

vi
b

du dv
V =W ( a , b ) , ( u , v )= { p ( x )
+ q(x )uv }dx L ( v )= f ( x)vdx
dx dx
a
a
1
0

To ra cho [a,b] mt phn hoch

P: x 0 =a< x 1< x2 << x N < x N+1 =b

Bc i th k l

hk =x k x k1

. Hm c s tng ng l

cho bi (1.3.2).

H i s cn gii Bc=F vi
B ij = ( i , i ) , F i=L ( i )

Nu i bin th ta a on [a,b] v on [0,1] bng cng thc x=( ba ) t+a .

Khi nu g ( x ) th

g ( x ) x= ( ba) t +a
g ( t ) :=

1
d d u
p ( t )
+ q ( t ) u =f ( t ) , u ( 0 )=0, u ( 1 )=0(1.3 .26 b)
2
dt
dt
( ba )

( )

Bi ton yu tng ng l
( u , v ) = L ( v ) , v V

Trong
1

V =W 10 ( 0,1 ) , ( u , v )= [
0

1
d u d v
p ( t )
+ q ( t ) u v ]dt , L ( v ) = f ( t ) v dt .
2
dt
dt
( ba )
0

Ta to ra trn [0,1] phn hoch

0=0<t 1<t 2 <<t N <t N +1=1
P:t
.

Bc i th k l

k =t k t k1

. H i cn gii l

vi B ij = ( i , i ) , F i= L(
i )
B c = F

Nhn thy vi php bin i

x=( ba) t

24

+ a chn th

i ( x ) x=( ba )t +a= i ( t ) .

By gi t cc cng thc khi khng i bin

b

B ij = ( i , i ) = p ( x )
a

d i d j
+q ( x ) uv dx ,
dx dx

Fi =L ( i )= f ( x ) i ( x ) dx .
a

Ta p dng cng thc tnh tch phn bng php bin i x=( ba ) t+ a ta c
1

B ij =
0

d i d j
1
p ( t )
+ q ( t ) i j ( ba ) dt= B ij (ba)
2
dt dt
( ba )

Fi = f ( t ) i( ba)dt = F i ( ba ) .
0

Vy h i s khi c i bin vit

i
B c = F

cn h i khi khng bin i

vit Bc =F vit (ba) B c = (ba) F . Do c =c . Ta ch nghim ca

bi ton
Cho nn c w N ( x ) x=( ba) t +a= w
N (t )
N

khi khng bin i l w N = c i i (t)

i=1

Vy vic i bin hay khng khng nh hng ti kt qu.

a) V d 1:
Xt bi ton truyn nhit dng:
u ' ' =f ( x ) , 0< x < L ,u ( 0 )=0, u ( L ) =0

trong

25

L=5 cm , f ( x )=10

Gii.Bi ton ny c dng (1.1.1)(1.1.2) vi p = 1, f = 10. Bi ton yu (1.2.2)

tng ng l
L

u ' v ' dx= fvdx , v W 10 (0, L)

0

Ta chia on [0, L] thnh N+1=4 phn bng nhau. Khi

h=

L
5
= =1,25,
N +1 4

x 0=0, x1 1.25, x 2=2,5, x 3=3,75, x 4 =5.

Ta nhn thy bc i h = 1,25 > 1

Theo (1.3.19)(1.3.23) ta c
1

1 2
1
B =h ( ) d E= =0,8
h
0 h
k
kk

1
1
B kk1 k1=h ( ) d E= =0,8
h
h
0
1

k
k1 k

=B

k
kk1

=h
0

1 1
1
d E= =0,8
h h
h

h
F =h 10 E d E=10 =6,25
2
0
k
k

h
F kk1 =h 10(1E) d E=10 =6,25
2
0

Vy tch ly li theo cng thc (1.3.16) ta c

)(

0,8+0,8 0,8
0
1,6 0,8
0
B= 0,8
=
0,8+0,8
0,8
0,8 1,6 0,8
0
0,8
0,8+0,8
0
0,8 1,6

26

)( )

6,25+ 6,25
12,5
F= 6,25+ 6,25 = 12,5
6,25+ 6,25
12,5

Do h cng (1.3.6) vit

)( ) ( )

C1
1,6 0,8
0
12,5
=
0,8 1,6 0,8 C2
12,5
0
0,8 1,6 C3
12,5

Gii h ny ta tm c

( )( )
C1
23,4375
C 2 = 31,25
23,4375
C3

Nu ta chia on [0,L] thnh nhiu on hn chng hn thnh 8 on

X=[0 0.625 1.25 1.875 2.5 3.125 3.75 4.375 5]
Cng bng vic tnh ton trn trn ta c c

3,2
-1,6

-1,6
3,

0
-1,6

0
0

0
0

0
0

0
0

2
-1,6

3,

-1,6

0
0

2
-1,6
0

3,2
-1,6

-1,6
3,

0
1,

0
0

6
3,

-1,6

2
-1,6

3.2

B=
0
0
0

2
-1,6

27

6,25
6,25
6,25
F= 6,25
6,25
6,25
6,25

()

Gii nghim phng trnh

B c=F

Ta c
13,6719
23,4375
29,2969
c= 31,2500
29,2969
23,4375
13,6719

( )

Hnh 1.3.2 Biu din nghim gn ng v nghim chnh xc trong Matlab

28

b, V d 2:
Xt bi ton truyn nhit dng:
u ' ' = 2 sin ( x ) 0< x <2,u ( 0 )=0, u ( 2 )=0.

Nghim chnh xc ca bi ton l

u ( x ) =sin( x).

Bng cch chia on [0, 2] thnh 8 on bng nhau (8 phn t hu hn), v dng
phng php phn t hu hn ta tnh c nghim gn ng, sai s nh trong
hnh v di

29

Hnh 1.3.3 Biu din nghim gn ng v nghim chnh xc trong Matlab

30

IV.

BI TON BIN LOI BA

1. Pht biu bi ton

Cho khong s thc [0,1]. Xt phng trnh vi phn cp hai
' '

Lu:=( p u ) + qu=f ( x ) 0< x <1(2.4 .1)

vi iu kin bin loi ba

'
'
p ( 0 ) u ( 0 ) + a u ( 0 )=g a , p ( 1 ) u ( 1 )+ b u ( 1 )=gb (2.4 .2)

trong

p,q,f

l cc hm cho trc ,

a , b , ga , g b

l nhng s thc cho trc

tha mn
'

p , p , q , f L2 ( 0,1 ) (2.4 .3)

0<C 0 p ( x ) C1 , 0 q ( x ) C 2 , C 0 , C 1 , C 2=const (2.4 .4)
a 0, b 0, a+ b >0 (2.4 .5)

Bi ton vi phn (2.4.1) (2.4.2) gi l bi ton bin loi ba i vi phng trnh

(2.4.1). N pht biu:
2
Tm hm s u W 0 ( 0,1 ) tha mn phng trnh vi phn (2.4.1) cng vi cc iu

kin bin (2.4.2)

31

2. Bi ton yu
2
Gi s bi ton (2.4.1) (2.4.2) c nghim c in u W 0 (0,1) . Khi

f L2 (0,1) . Trong

L2 (0,1)

Lu

nhn v hng hai v ca (2.4.1) vi

v D ( [ 0,1 ] ) , gi l hm th, ta c
1

' '

[( p u ) + qu]vdx= fvdx , v D ( [ 0,1 ] ) (2.4 .6)

0

Khi ta c th ly tch phn tng phn v tri ca (2.4.6) ta thu c

1

'

[( p u' ) + qu]vdx=p u' v 10 + [ pu ' v' +quv ]dx

0

[ pu' v ' +quv ]dx p (1 ) u' (1 ) v(1)+ p ( 0 ) u' (0) v (0)

0

Ch n iu kin bin (2.4.2) th ta c

1

'

[( p u' ) + qu]vdx= [ p u' v ' +quv ] dx+ [ b u (1 ) gb ] v ( 1 )+[ a u ( 0 )g a ]v (0)

0

Do (2.4.6) tr thnh
1

[ p u v + quv ] d x+ a u ( 0 ) v (0)+ b u ( 1 ) v (1 ) = fvdx+ g a v ( 0 ) +g b v ( 1 ) , v D([0,1])

'

'

1
V D([0,1]) tr mt trong W 0 (0,1) nn
1

[ p u v + quv ] dx + a u ( 0 ) v ( 0)+ b u (1 ) v ( 1 )= fvdx+ ga v ( 0 ) + gb v ( 1 ) , v W 10 ( 0,1 ) (2.4 .7)

'

'

Trong (2.4.7) khng c o hm cp hai na.

32

( u , v ) = [ p u' v ' +quv ] dx a u ( 0 ) v ( 0 ) + b u ( 1 ) v (1 ) ,

0

u , v W 0 ( 0,1 ) (2.4 .8)

1

L ( v )= fvdx+ ga v ( 0 ) + gb v ( 1 ) , v W 10 ( 0,1 ) (2.4 .9)

0

Ta pht biu bi ton mi:

Vi ( u , v ) v

L( v )

1
xc nh bi (2.4.8) v (2.4.9) hy tm u W 0 ( 0,1 ) tha

mn
( u , v ) =L ( v ) , v W 10 ( 0,1 ) ( 2.4 .10 )

Bi ton (2.4.10), gi l bi ton yu ng vi bi ton (2.4.1) (2.4.2).

3. Nghim suy rng.

Nghim suy rng ca bi ton yu (2.4.10) gi l nghim suy rng ca bi ton
(2.4.1) (2.4.2).
Theo lp lun mc 2. Bi ton yu trong phn IV. Bi ton bin loi ba th
nghim c in ca bi ton (2.4.1) (2.4.2) cng l nghim suy rng ca n.
2
C th chng minh c rng nu nghim suy rng u li thuc W 0 (0,1) th n

cng l nghim c in.

V khng gian hm th
1

W 0 ( 0,1 ) W 0 ( 0,1 )

W 10 ( 0,1 ) L2 (0,1)

v khng gian cha nghim

nn nghim suy rng d tm hn nghim c in.

4. S tn ti ca nghim suy rng.

33

R rng

(u , v )

xc nh bi (2.4.8) l mt song tuyn tnh i xng trn

1

W 2 (0,1) . Ta chng minh rng n lin tc trn W 0 (0,1) v W 0 ( 0,1 ) - eliptic.

Trc ht theo lp lun mc 3. S tn ti nghim suy rng trong phn II. Bi

ton yu v nghim suy rng ta c
1

[ p u' v ' +quv ] dx ( C1 +C 2 )uW

0

1
0

( 0,1)

vW ( 0,1) ,
1
0

u , v W 10 ( 0,1 ) (2.4 .11)

1
Vi u W 0 ( 0,1 ) ta c
x

u ( x ) =u ( 0 ) + u' (t) dt |u(0)||u(x )|+ u' (t) dt

0

|u(0)| 2{|u ( x )| +(|u (t)dt|) } 2|u( x)| +2 |u' (t)| dt

'

|u' ( t )| dt
1

|u ( 0 )|uW

1
0

( 0,1)

|u ( 0 )| dx 2 |u ( x )| dx +2
0

Cch tng t

|u(1)|uW (0,1) (2.4 .12 b)

1
0

Do tn ti hng s dng

C4

34

 ( u , v ) C 4uW

1
0

( 0,1)

uW (0,1 ), u , v W 10 (0,1)
1
0

1
Vy ( u , v ) lin tc trn W 0 (0,1) .

a> 0

Gi s

. Khi ta li c t (2.4.8)

( u , v ) p|u '| dx + a|u(0)| min { C 0 , a }|u'| dx+|u(0)|

0

u W 10 (0,1)

Mt khc
x

u ( x ) =u ( 0 ) + u' (t) dt= u' (t) dt |u (0)|+|u' (t)|dt

|u' (t) dt|

1

2
0

|u(x )| 2|u(0)| +2
Do , p dng bt ng thc C-S-B ta c
2

|u(x )| 2|u(0)| +2|u' ( t )| dt

0

|u( x )| dx 2|u(0)| +2|u' (t)| dt

0

|u(x )| dx+|u ( x)| dx 2|u(0)| +3 |u (t)| dt 3 {|u ( 0 )| + |u '| }

0

'

'

Theo (2.4.13) ta c
2

uW (0,1) K ( u , u ) , K=
1
0

3
min {C 0 , a }

35

L ( v )= fvdx+ ga v ( 0 ) + gb v ( 1 ) , v W 10 ( 0,1 )( 2.4 .9 )

0

( u , u )

1
2
uW
K

1
0

( 0,1 )

, u W 10 ( 0,1 )

1
Vy ( u , v ) W 0 ( 0,1 )eliptic .

Ta chng minh tnh lin tc ca L(v) xc nh bi (2.4.9). R rng L(v) l mt

1
phin hm tuyn tnh trn W ( 0,1 ) . Ta c t (2.4.9)

|L(v)||( f , v) L (0,1 ) +|ga|.|v ( 0)|+|gb|.|v (1)||

2

p dng bt ng thc C-S-B vo s hng u v kt qu (2.4.13) vo

|v(0)| v|v (1)| ta c

|L(v)|<f L (0,1 )vL (0,1 )+|ga|.vW (0,1) +|g b|.v (1)W (0,1) .
1

1
0

Vy bi ton (2.4.10) c nghim duy nht, do bi ton (2.4.1) (2.4.2) c

nghim suy rng duy nht.

5. Tnh gn ng nghim suy rng bng phng php phn t hu

hn
xy dng nghim gn ng ca bi ton (2.4.10) ta thay khng gian
1

W 0 (1,0)

bng mt khng gian con hu hn chiu ca n. Ta s lm vic

theo phng php phn t hu hn, ging nh trong bo ton yu.

36

Ta chia min xc nh [0,1] ca n hm u(x ) thnh N on con bi cc im

x i [0,1]

:
0=x0 < x 1 x 2 <...< x i1< x i < x i+1 <...< x N < x N +1=1(2.4 .14)

x ix i1 =hi , h max {hi } .

i

ei

Mi on con

x i1, x i

] gi l mt phn t hu hn (phn t hu hn

mt chiu).
Tp cc im

xi

lp thnh mt phn hoch ca on [0,1].

Sau ta xy dng N +1 hm i ( x ) bng cch t

( xx i1)/hi nu xi 1 < x x i

( x i+1x )/hi+1 nu x i x < x i+1

x
0 khi x ( i1 , xi +1)
i ( x )=

(2.4.15)

i=1,2, , N 1
x
( 1x)/h1 nu x0 < x x 1
x

0 nu x ( 0 , x1 )(2.4 .16)
0 =
x x
( N1)/h N nu x N1 < x x N
x

0 nu x ( N1 , x N )(2.4 .17)
N =

y so vi trng hp iu kin bin loi mt c thm hai hm

37

0 v N

Nh vy cc
Cc hm

u l cc hm s c gi nh v c th dng mi nh.
x ( xi 1 , xi +1 ) .

ch khc 0 ti

Ni cch khc

l hm s c gi
nh.

Hnh 2.4.1
1
Cc hm i W 0 ( 0,1 ) v c lp tuyn tnh. H

S N +1={i , i=1,2, , N }

Sinh ra khng gian con

H N +1 c N +1

1
S
chiu ca W 0 ( 0,1 ) v nhn h N +1

l mt c s.
Sau ta xt bi ton (2.4.10) tn
Tm

w N +1 H N +1

H N +1

sao cho

( w N+1 , v ) =L ( v ) , v H N +1 .(2.4 .18)

Hm

w N +1 H N +1

c dng

38

w N +1 ( x )= c j i ( x ) H N +1( 2.4 .19)

j=0

trong
V h

S N +1

cj

cn c xc nh sao cho (2.4.18) tha mn vi moi

l mt c s ca

v =i ,i=1,2,.. , N

H N +1

( w N+1, i )=L ( i ) , i=1, 2, , N .

39

v H N +1

nn ch cn (2.4.18) tha mn vi

Do
c j j , i
N

=L ( i ) , i=1,2, , N
j=0

hay l

c j ( j , i )=L ( i ) , i=1,2, , N .(2.4 .20)

N

j=0

cj

Do

l nghim ca h i s tuyn tnh c N+1 phng trnh i vi

N+1n:
Bc=F (2.4 .21)

trong theo (2.4.8) v (2.4.9)

i,

(
j ) F i =L ( i ) (2.4 .22)
( j, i )=
Bij =

6. Cng thc tch ly

T (2.4.8) v (2.4.9) phn hoch (2.4.14) ta suy ra
N

xk

B ij = [ p ( x ) ' j ( x ) ' i ( x ) +q ( x ) j ( x ) i ( x ) ] dx+ a j ( 0 ) i ( 0 )+ b j ( 1 ) i ( 1 )( 2.4 .23)

k=1 x k1

N +1 x k

Fi = f ( x ) i ( x ) + g a j ( 0 ) + ga j ( 1 ) dx (2.4 .24)
k=1 xk1

Nu t

40

xk

B = [ p ( x ) ' j ( x ) 'i ( x )+ q ( x ) j ( x ) i ( x ) ] + a j ( 0 ) i ( 0 )+ b j ( 1 ) i ( 1 ) dx( 2.4 .25)

k
ij

x k1

xk

Fi = f ( x ) i ( x ) dx+ g a j ( 0 ) + g a j ( 1 ) dx (2.4 .26)

x k1

Th cng thc tch ly:

N +1

N +1

B ij = Bij , Fi = F i .(2.4 .27)

k

k=1

k =1

Theo (2.4.15) (2.4.16) (2.4.17) cc hm i ( x ) c gi . Ta suy ra:

+1
Bii =Biii + Biii+1 , Bii+1=Bi+1 i=Biii+1
, F i=F ii + Fii +1 i=1,2, N1
(2. .4 .28)
B00 =B100 , B 01=B10 =B110 , F 0 =F 10
B N 1 N =B NN 1=B NN 1 , B NN B NN , F N =F NN

t tnh cc B v F j ta cn tnh
B kk1 k1 , B kkk , B kk1 k , Fkk1 , F kk , k=1,2, , N

Vi ch rng i vi cc

lin quan n iu kin ta c

0 ( 0 ) =1, N ( 1 )=1, i ( 0 ) =0,i 0, j ( 1 )=0 , j N

Do theo cng thc (2.4.25)(2.4.26) ta c

x1

B := [ p ( x ) ' 0 ( x ) ' 0 ( x )+ q ( x ) 0 ( x ) 0 ( x ) ] dx + a
1
00

x0

x1

F = f ( x ) 0 ( x ) dx +g a (2.4 .29)
1
0

x0

xN

N
NN

:= [ p ( x ) ' N ( x ) ' N ( x )+ q ( x ) N ( x ) N ( x ) ] dx + b
x N1

41

xN

F = f ( x ) N ( x ) dx+ g b (2.4 .30)

N
N

x N 1

k
k
Vi cc B ij v F i cn li th

k
k
ij

'

'

B := [ p ( x ) i ( x ) j ( x )+ q ( x ) i ( x ) j ( x ) ] dx
x k1

xk

F = f ( x ) i ( x ) dx (2.4 .29)
k
i

x k1

Vy ta tnh theo trnh tr sau:

k

B k1 k1 , B kk , F k1 , F k , k=1,2, , N theo(2.4 .31)

Sau theo (2.4.29)(2.4.30) tnh

B 100 :=B 100 + a ; B NNN :=B NNN + b , F 10=F 10 + ga , F NNN =F NNN + g b
k
k
7. Tnh B ij v Fi bng php i bin

Cc tch phn xc nh (2.4.25) (2.4.26), tc (2.4.29)-(2.4.30), ch thc hin trn

mt phn t hu hn [

x k1 , x k

]. Mun tnh chng ta c th dng php i bin

x=x ( E) xc nh bi
x

) E+ x k1 (2.4 .32)
x=

a on

x k1 x x k

v on 0 E 1.

Qua php i bin (2.3.22) ta c:

dx
dE 1
=x k x k1 =hk ,
=
dE
dx hk

42

k 1 ( x ) x=x(E )=1E
k ( x ) x= x(E )=E ,

d k 1 d k1 1
= ,
=
dx h k dx
hk

t thm
q ( x ) x=x ( E ) .(2.4 .33)
p ( x )x= x ( E ) , q ( E ) :=
p ( E ) :=

Khi cn c vo (2.4.25)(2.4.26), tc l (2.4.29)-(2.4.31), ta c cc cng thc

k
tnh B ij vi k = 1,
x1

B = [ p ( x ) ' 1 ( x ) ' 1 ( x ) +q ( x ) 1 ( x ) 1 ( x ) ] dx (2.4 .34 )

1
00

x0

x1

B = [ p ( x ) ' 0 ( x ) ' 0 ( x ) +q ( x ) 0 ( x ) 0 ( x ) ] dx+ a (2.4 .35)

1
11

x0

x1

B =B = [ p ( x ) ' 0 ( x ) ' 1 ( x ) +q ( x ) 0 ( x ) 1 ( x ) ] dx ( 2.4 .36 )

1
10

1
01

x0

Vi k= N,
xN

B = [ p ( x ) ' N ( x ) ' N1 ( x ) + q ( x ) N ( x ) N ( x ) ] dx+ b (2.4 .37)

N
NN

x N1

xN

N
N 1 N1

= [ p ( x ) ' N1 ( x ) '0 ( x )+ q ( x ) N 1 ( x ) N 1 ( x ) ] dx+ a (2.4 .38)

x N1

xN

N
N 1 N

=B NN 1= [ p ( x ) ' N 1 ( x ) ' N ( x ) +q ( x ) N 1 ( x ) N ( x ) ] dx ( 2.4 .39 )

x N 1

Vi k = 2,3,,N-1,

43

1
hk

2+ q ( E )

{ p ( E )

{ ( )

1
d k 2
2
p(x)
+q ( x ) k dx=
dx
0
xk

Bkkk =
x k1

xk

k
k1 k1

= { p ( x )
x k1

d k1 2
2
+ q ( x ) k }dx
dx

1
hk

2
( + q ( E ) ( 1E )2 }hk d E 2.4 .41)

{ p ( E )
1

xk

k
k1 k

=B

k
kk1

= p(x)
x k1

d k1 d k
+ q ( x ) k1 k dx=
dx dx

1
hk

1
)+ q ( E )
hk

{ p ( E )
1

44

k
Cc cng thc tnh Fi :
x1

x0

F = f ( x ) 0 ( x ) dx= f ( E ) E hk d E(2.4 .42)

1
1

x1

x0

F = f ( x ) 0 ( x ) dx +g a= f ( E ) (1E) hk d E + ga (2.4 .44)

1
0

Vi k = N
xN

x N 1

F = f ( x ) N ( x ) dx+ g b= f ( E ) (E)hk d E+ gb (2.4 .45)

N
N

N
N1

xN

x N1

= f ( x ) N1 ( x ) dx= f ( E ) (1E)hk d E (2.4 .46)

Vi k = 2,3,, N-1
xk

x k1

F = f ( x ) k ( x ) dx= f ( E ) E hk d E (2.4 .47)

k
k

k
k1

xk

x k1

= f ( x ) k1 ( x ) dx= f ( E ) (1E) hk d E (2.4 .48)

8. nh gi sai s
1
Gi s u W 0 ( 0,1 )

w N +1 H N +1

1
l nghim ca bi ton (2.4.10) (trn W 0 ( 0,1 ) ), v

l nghim gn ng bng phng php phn t hu hn, tc l

1
nghim ca bi ton (2.4.10) nhng trn khng gian con ca W 0 ( 0,1 ) l

H N +1 :=span {1 2 . N }

trong

l hm mi nh (1.3.2).

45

46

2
1
snh l: Gi s u W ( 0,1 ) W 0 ( 0,1 ) . Khi

f
[ L2 ( 0,1 ) + ga + gb ]( 2.4 .49)
u 'w' N L (0,1 ) Kh
2

f
[ L2 ( 0,1 ) + ga + gb ]( 2.4 .50)
uw NL (0,1) K h2
2

Trong K l cc hng s dng.

9. Hng gii quyt bi ton bin loi 3 bng lp trnh.

Bi ton bin loi 3 v hng gii quyt tng i ging vi bi ton yu,
ta p dng phng php phn t hu hn vo gii quyt, tc l chia thnh
nhiu phn t nh, bin i v tnh cc tch phn bng cng thc hnh thang
k
hoc bng phng php gauss, sau tnh ma trn B ij v vector

nh bi ton yu ch thm vo nh sau:

B 100 :=B 100 + a ; B NNN :=B NNN + b , F 10=F 10 + ga , F NNN =F NNN + g b

Sau gii h phng trnh ta c Cij .

47

F kj ging

C. KT LUN
Vic thc hin n vi ti: Phng php phn t hu hng gii bi ton
bin mt chiu gip em tm hiu thm c c s l thuyt v mn Phng php
phn t hu hn, nm v hiu r cng thc cng nh chng minh v p dng cc
cng thc vo bi ton thc tin sau ny. Cng vi yu cu tnh ton v lp trnh bi
ton thc t trn my tnh bng ngn ng C++.
Vi s tr gip ca ngnh Cng ngh thng tin v h thng CAD, nhiu kt cu
phc tp cng c tnh ton v thit k chi tit mt cch d dng.
Hin c nhiu phn mm PTHH ni ting nh: ANSYS, ABAQAUS, SAP, v.v.
c th khai thc hiu qu nhng phn mm PTHH hin c hoc t xy dng
ly mt chng trnh tnh ton bng PTHH, ta cn phi nm c c s l thuyt,
k thut m hnh ho cng nh cc bc tnh c bn ca phng php. T pht
trin v ng dng vo cc m hnh bi ton thc tin.

48

D.TI LIU THAM KHO

1. Gio Trnh Phng Php Phn T Hu Hn T Vn nh NXB Khoa
Hc K Thut 2002.
2. Numerical Approximation Methods for Elliptic Boundary Value Problems.
Olaf Steinbach Springer 2007.
3. The Finite Element Method for Elliptic Problems, Philippe G.Ciaret
North Holland 1978.

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