Numerical Methods Qualification Exam Problems and Solutions (University of Maryland)/Aug09 667

Problem 4

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Given the two-point boundary value problem

 

Problem 4a

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Set up the finite element approximation for this problem, based on piecewise linear elements in equidistant points. Determine the convergence rate in an appropriate norm

Solution 4a

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Let  

Find   such that for all  


 


or after integrating by parts and including initial conditions

 

Discrete Variational Form

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  piecewise linear  


  is basis for  ; 


For  


 

 

 

 

 


 


Find   such that for all  


 


Since   forms a basis


 


Therefore we have system of equations


For  


 


 


Convergence Rate

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In general terms, we can use Cea's Lemma to obtain


 


In particular, we can consider   as the Lagrange interpolant, which we denote by  . Then,


 .


It's easy to prove that the finite element solution is nodally exact. Then it coincides with the Lagrange interpolant, and we have the following punctual estimation:


 

Problem 4b

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Explain whether   is necessary for the convergence in part (a).

Solution 4b

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If  , then the stiffness matrix is diagonally dominant and hence solvable.

Solution 4

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Problem 5

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Solution 5

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Problem 6

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Solution 6

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