Solving ODE-BVP through Galerkins Method

FEM: Introduction
Suddhasheel Ghosh, PhD
Department of Civil Engineering
Jawaharlal Nehru Engineering College
N-6 CIDCO, 431003

Series on Advanced Numerical Methods

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Introduction to terminology

Given a differential equation




d2 y dy
, , y, x = 0,

dx2 dx

and the initial conditions,

dy
F1
, y, x = a = 0
dx

F2

(1)

dy
, y, x = b = 0
dx

So, given the points a and b, it is desired to find the solution of the
differential equation using the Galerkins Method.

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A second-order Boundary Value Problem

A boundary value problem is given as follows:

d2 y
dx
+ P(x) + Q(x)y = R(x)
2
dx
dy
along with the conditions
y(x = a) = A,

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y(x = b) = B

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Concept of Linear Independence

In Vector Algebra, n vectors, namely v1 , v2 , . . . , vn are linearly independent,
when
n
X
ai vi = 0 ai = 0, i = 1, . . . , n
i=1

Linear independence means that no vector can be expressed as a linear

combination of other vectors.
This concept of linear independence is not only limited to vectors, but has
also been extended to the area of functions and various algebraic
polynomials.

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Galerkins method I
Formulation

The Galerkins Method is a weighted-residual method. We will try to

solve the following differential equation:
d2 y
dy
+ P(x) + Q(x)y = R(x)
2
dx
dx
with the following boundary conditions y(x = a) = A and y(x = b) = B.
Let us assume that the solution is in the form
2

y = 0 + 1 x + 2 x + + n x =

n
X

i xi

i=0

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Galerkins method II
Formulation

Differentiating the above form, with respect to x, we have:

n

dy X
=
ii xi1
dx i=0

(2)

d2 y X
=
i(i 1)i xi2
dx2
i=0

(3)

Substituting, these into the differential equation we have:

n
X



i i(i 1)xi2 + iP(x)xi1 + Q(x)xi = R(x)

(4)

i=0

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Galerkins method III

Formulation

From the boundary conditions, we have

n
X
i=0
n
X

i ai = A,

(5)

i bi = B

(6)

i=0

We work out the residual function as follows:

R(x) =

n
X



i i(i 1)xi2 + iP(x)xi1 + Q(x)xi R(x)

(7)

i=0

If there are n 1 unknowns, then there should be n 1 linearly

independent polynomials chosen to be multiplied as weights to the
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Galerkins method IV
Formulation

residual function. Therefore, for each j = 1, . . . , n 1, we should have

n 1 equations
Zb
Nj (x) R(x) dx = 0

(8)

where Nj (x) denotes the jth polynomial.

These equations are solved using linear algebra to obtain the values of
i , i = 0, . . . , n

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Example I
Galerkins Method

Problem: Use the Galerkins method to solve the following differential

equation:
d2 y
y=x
dx2
Use the boundary conditions y(x = 0) = 0 and y(x = 1) = 0. (Desai, Eldho,
Shah)
Solution: Let us assume that the solution to the given differential
equation is in the following form, where there are four unknowns:
y = 0 + 1 x + 2 x2 + 3 x3

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Example II
Galerkins Method

From the boundary conditions given, we have

0 + 1 (0) + 2 (02 ) + 3 (03 ) = 0
2

0 + 1 (1) + 2 (1 ) + 3 (1 ) = 0

= 0 = 0
= 1 + 2 + 3 = 0(or)3 = (1 + 2

We calculate the derivatives as follows:

dy
= 1 + 22 x + 33 x2
dx
d2 y
= 22 + 63 x
dx2
Substituting these into the differential equation, we have the following:
1 x + 2 (2 x2 ) + 3 (6x x3 ) = x
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Example III
Galerkins Method

Since 3 = (1 + 2 ), we will have

1 x + 2 (2 x2 ) + (1 + 2 )(x3 6x) = x
= 1 (x3 7x) + 2 (x3 x2 6x + 2) = x

(9)

We can therefore formulate

R(x) = 1 (x3 7x) + 2 (x3 x2 6x + 2) x

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Example IV
Galerkins Method

Since there are two unknown parameters here, we will consider two
functions N1 (x) = x x2 , and N2 (x) = x2 x3 , as weighting functions.
Therefore,
Z

0
Z1

N1 (x)R(x)dx = 0 = 0.55001 0.18332 = 0.0833

N2 (x)R(x)dx = 0 = 0.32621 0.14292 = 0.0500

We will have this system



  
0.0833
0.5500 0.1833 1
=
03262 0.1429 2
0.0500
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Example V
Galerkins Method

Using this, the relations 3 = (1 + 2 ), and 0 = 0, we have

0 = 0, 1 = 0.1456, 2 = 0.01743, 3 = 0.1631
Therefore, we can say that for our differential equation, we have the
following solution:
y = 0.1456x 0.01743x2 + 0.1631x3

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Thank you!

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