Weighted Residual Methods

Mohammad Tawfik

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 Objectives
• In this section we will be introduced to the
general classification of approximate
methods
• Special attention will be paid for the
weighted residual method
• Derivation of a system of linear equations
to approximate the solution of an ODE will
be presented using different techniques

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 Classification of Approximate
Solutions of D.E.’s
• Discrete Coordinate Method
– Finite difference Methods
– Stepwise integration methods
• Euler method
• Runge-Kutta methods
• Etc…
• Distributed Coordinate Method

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Distributed Coordinate Methods
• Weighted Residual Methods
– Interior Residual
• Collocation
• Galrekin
• Finite Element
– Boundary Residual
• Boundary Element Method
• Stationary Functional Methods
– Reyligh-Ritz methods
– Finite Element method

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 Basic Concepts
• A linear differential equation may be written in the form:

L f x   g x 
• Where L(.) is a linear differential operator.
• An approximate solution maybe of the form:
n
f x    ai i x 
i 1

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 Basic Concepts
• Applying the differential operator on the approximate
solution, you get:
 n

L f  x   g  x   L  ai i  x   g  x 
 i 1 
n
  ai L i  x   g x   0
i 1
n

 a L x g x  Rx 

i 1
i i
Residue

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 Handling the Residue
• The weighted residual methods are all
based on minimizing the value of the
residue.
• Since the residue can not be zero over the
whole domain, different techniques were
introduced.

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 General Weighted Residual
Method

Weighted Residual Methods #WikiCourses

Mohammad Tawfik http://WikiCourses.WikiSpaces.com
 Objective of WRM
• As any other numerical method, the
objective is to obtain of algebraic
equations, that, when solved, produce a
result with an acceptable accuracy.
• If we are seeking the values of ai that
would reduce the Residue (R(x)) allover
the domain, we may integrate the residue
over the domain and evaluate it!
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 Evaluating the Residue
n

 a L x g x  Rx 

i 1
i i

a1 L 1  x   a2 L 2  x   ...  an L n  x   g  x   R  x 

One equation!!!
n unknown variables

 n 
 Rx dx     ai L i x   g x dx  0
Domain Domain  i 1 
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 Using Weighting Functions
 n 
 w j x Rx dx   w j x   ai L i x   g x dx  0
Domain Domain  i 1 

• If you can select n different weighting

functions, you will produce n equations!
• You will end up with n equations in n
variables.

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 Collocation Method
• The idea behind the collocation method is
similar to that behind the buttons of your
shirt!
• Assume a solution, then force the residue
to be zero at the collocation points

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 Collocation Method

Rx j   0

R x j  

 a L x   F x   0
n

i i j j
i 1

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 Example Problem

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 The bar tensile problem

 2u
EA 2  F  x   0
x
BC ' s
x0u 0
x  l  du / dx  0
Weighted Residual Methods #WikiCourses
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 Bar application
 2u
EA 2  F  x   0
x
n
u x    ai i x 
i 1

n
d 2 i x 
EA ai 2
 F x   Rx  Applying the collocation method
i 1 dx
d 2 i x j 
 F x j   0
n
EA ai 2
i 1 dx

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 In Matrix Form

 k11 k 21 ... k n1   a1   F  x1 
k ... k n 2  a2   F  x 
 12 k 22  2  d 2 i x 
     kij  EA
           dx 2 x  x
  
j

k1n k2n ... k nn  an   F  xn 

Solve the above system for the “generalized

coordinates” ai to get the solution for u(x)

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 Notes on the trial functions
• They should be at least twice
differentiable!
• They should satisfy all boundary
conditions!
• Those are called the “Admissibility
Conditions”.

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 Using Admissible Functions
• For a constant forcing function, F(x)=f
• The strain at the free end of the bar should
be zero (slope of displacement is zero).
We may use:  x 
 x   Sin 
 2l 

Weighted Residual Methods #WikiCourses

Mohammad Tawfik http://WikiCourses.WikiSpaces.com
 Using the function into the DE:
d  x     x 
2 2

EA   EA  Sin 
 2l   2l 
2
dx

• Since we only have one term in the series,

we will select one collocation point!
• The midpoint is a reasonable choice!
  
2
  
 EA  Sin a1   f 
  2l   4 

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 Solving:
f 4 2l 2 f l2 f
a1    0.57
EA 2l  Sin 4 
2 2
EA EA

• Then, the approximate l2 f  x 

u x   0.57 Sin 
solution for this problem is: EA  2l 
• Which gives the maximum l2 f
displacement to be: u l   0.57 exact  0.5
EA

• And maximum strain to be: u x 0  0.9 exact  1.0

lf
EA
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 The Subdomain Method
• The idea behind the
subdomain method is
to force the integral
of the residue to be
equal to zero on a
subinterval of the
domain

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 The Subdomain Method
x j 1

 Rx dx  0
xj

n x j 1 x j 1

 a  L x dx   g x dx  0

i 1
i i
xj xj

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 Bar application
 2u
EA 2  F  x   0
x
n
u x    ai i x 
i 1

n
d 2 i x 
EA ai 2
 F x   Rx  Applying the subdomain method
i 1 dx
d  i x 
n x j 1 2 x j 1

EA ai  2
dx    F  x dx
i 1 xj
dx xj

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 In Matrix Form

 x j1 d 2 x    x j1 
EA  i
dx ai     F x dx 
 x j dx 
2
 x j 

Solve the above system for the “generalized

coordinates” ai to get the solution for u(x)

Weighted Residual Methods #WikiCourses

Mohammad Tawfik http://WikiCourses.WikiSpaces.com
 Using Admissible Functions
• For a constant forcing function, F(x)=f
• The strain at the free end of the bar should
be zero (slope of displacement is zero).
We may use:  x 
 x   Sin 
 2l 

Weighted Residual Methods #WikiCourses

Mohammad Tawfik http://WikiCourses.WikiSpaces.com
 Using the function into the DE:
d  x     x 
2 2

EA   EA  Sin 
 2l   2l 
2
dx

• Since we only have one term in the series,

we will select one subdomain!

l 
 
2

    l

  EA  Sin dxa1   fdx
x
 0  2l   2l   0 

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 Solving:
     x  
l

 EA   Cos  a1   fl

  2l    2l  0  fl 2l 2 f l2 f
a1    0.637
EA 2l   EA EA
l2 f  x 
• Then, the approximate u  x   0.637 Sin 
solution for this problem is: EA  2l 
l2 f
• Which gives the maximum u l   0.637 exact  0.5
EA
displacement to be:
• And maximum strain to be: u 0  1.0 lf exact  1.0
x
EA
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 The Galerkin Method
• Galerkin suggested that the residue
should be multiplied by a weighting
function that is a part of the suggested
solution then the integration is performed
over the whole domain!!!
• Actually, it turned out to be a VERY
GOOD idea

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 The Galerkin Method

 Rx  x dx  0
Domain
j

 a  x L x dx   x g x dx  0

i 1
i j i j
Domain Domain

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 Bar application
 2u
EA 2  F  x   0
x
n
u x    ai i x 
i 1

n
d 2 i x 
EA ai 2
 F x   Rx  Applying Galerkin method
i 1 dx
n
d 2 i x 
EA ai   j  x  2
dx    j  x F x dx
i 1 Domain
dx Domain

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 In Matrix Form

 d 2 i  x    
EA   j  x  dx ai     j  x F  x dx 
 Domain 
2
 Domain dx 

Solve the above system for the “generalized

coordinates” ai to get the solution for u(x)

Weighted Residual Methods #WikiCourses

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 Same conditions on the functions
are applied
• They should be at least twice
differentiable!
• They should satisfy all boundary
conditions!
• Let’s use the same function as in the
collocation method:  x 
 x   Sin 
 2l 

Weighted Residual Methods #WikiCourses

Mohammad Tawfik http://WikiCourses.WikiSpaces.com
 Substituting with the approximate
solution:
n
d 2 i x 
EA ai   j  x  2
dx    j  x F x dx
i 1 Domain
dx Domain

   x   x 
2 l
 EA  a1  Sin  Sin dx
 2l  0  2l   2l 
 x 
l
   Sin  fdx
0  2l 
 
2
l 2l f 16l 2 fl 2
 EA  a1   a1   0.52
 2l  2  EA  3
EA

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 Substituting with the approximate
solution: (Int. by Parts)
n
d 2 i x 
EA ai   j  x  2
dx    j  x F x dx
i 1 Domain
dx Domain

d 2 i x 
  j x  2
dx
Domain
dx
d i x 
l
d j x  d i x 
  j x    dx
Zero! dx 0 Domain dx dx

 
2
l 2l f 16l 2 fl 2
 EA  a1   a1   0.52
 2l  2  EA  3
EA

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 What did we gain?
• The functions are required to be less
differentiable
• Not all boundary conditions need to be
satisfied
• The matrix became symmetric!

Weighted Residual Methods #WikiCourses

Mohammad Tawfik http://WikiCourses.WikiSpaces.com
 Summary
• We may solve differential equations using a
series of functions with different weights.
• When those functions are used, Residue
appears in the differential equation
• The weights of the functions may be determined
to minimize the residue by different techniques
• One very important technique is the Galerkin
method.

Weighted Residual Methods #WikiCourses

Mohammad Tawfik http://WikiCourses.WikiSpaces.com