1.

Trial function method Ritzs method

We consider the problem governed by the following Poissons equation

2 u(x, y) = f(x, y) in D

(105)

where u is the function to be determined and f is a given fuction. The boundary condition is given by
u = 0 on the boudnary S.
To solve eq.(105) is equivalent to find the function u by minimizing the functional

J[u] =
(u2x + u2y + 2fu)dxdy
(106)
D

Now the variational problem is approximately solved by assuming that the function u is expressed by
using the trial function as follows:
u(x, y) c1 w1 (x, y) + c2 w2 (x, y) + . . . + cn wn (x, y)

(107)

where c1 , . . . , cn are the coecients and w1 , . . . , wn are linearly independent functions called trial bases.
Note that each trial basis wi should satisfy wi = 0 on the boundary S.
Substituting eq.(107) into eq.(106), the functional J[u] can be expressed in the following form
J[u(ci )]

n
n

ci ck J2 [wi , wk ] + 2

i=1 k=1

ck J1 [wk ] + J0

(108)

k=1

where

J2 [u, v]

(ux vx + uy vy )dxdy

(109)

fudxdy, J0 = 0

(110)

D
J1 [u]

=
D

The procedure for minimizing J[u] leads to

J
= 0 (i = 1, . . . , n)
ci

(111)

which produces the system of equations to determine ck :

n

ck J2 [wi , wk ] + J1 [wi ] = 0. (i = 1, . . . , n)

(112)

k=1

The above-mentioned method is called the Ritzs method. The keypoint of the Ritzs method is how to
select appropriate functions for trial basis w1 , . . . , wn .
Example 1.9.1 Consider the following boundary value problem:
xu00 + u0 +

x2 1
u + x2 = 0,
x

for 1 x 2

(113)

subjected to the boundary condition u(1) = u(2) = 0. The exact solution to the above equation is
given by u(x) = 3.6072J1 (x) + 0.75195Y1 (x) x, where J1 and Y1 are Bessel function and Neumann
function of the first order, respectively. For example, we have u(1.5) = 0.2024.
The variational principle equivalent to the above boundary value problem is to find the solution to
minimize the functional
)
(
x2 1 2
1 2
0 2
2
x(u )
u 2x u dx
(114)
J[u] =
2 1
x
Now we approximate the function u by u c1 w1 = c1 (x 1)(2 x). It then follows that
1
J[u(c1 )] =
2

2
1

{
}
x2 1
0 2
2
2
x(c1 w1 )
(c1 w1 ) 2x c1 w1 dx
x
14

(115)

J[u(c1 )]/c1 = 0 yields the following equation

c1
1

Hence we have

{
}
2
x2 1 2
0 2
x(w1 )
w1 dx
x2 w1 dx = 0.
x
1

(116)

x2 w1 dx
1
c1 = 2 {
= 0.8110.
}
2
x(w10 )2 x x1 w12 dx
1

(117)

So the approximated solution is u 0.81110 w1 (x), which gives u(1.5) 0.2027.

Problem 1.9.1 Consider the Laplace field satisfying 2 u + 1 = 0 in the 2D domain 0 x 1,
0 y 1, where the
boundary

condition is given by u = 0 on x = 0, 1, and y = 0, 1.

Assuming u(x, y) = i=1 j=1 sin(ix) sin(jy)
uij , determine the coecients u
ij .
Problem 1.9.2 Consider the beam with the unit length subjected to the distributed load per
length of q(x) = q0 (1 x) and the following boundary conditions
u(0) = 0 and u0 (0) = 0 at x = 0
u(1) = 0 and M (1) = EIu00 (1) = 0

(118)
(119)

where u, M and EI are the deflection, the bending moment and the bending rigidity of
the beam, respectively. For such a beam, the total potential energy U is given by
)
)
1(
1(
1 M2
EI 00 2
U=
qu dx =
(u ) qu dx.
(120)
2 EI
2
0
0
Assuming that the deflection u is approximated by u c1 w1 + c2 w2 , where w1 = a1 +
a2 x + a3 x2 + a4 x3 and w2 = b1 + b2 x + b3 x2 + b4 x3 + b5 x4 , determine the deflection u.
Hint Using the rigidity boundary conditions of w1 (0) = w2 (0) = 0, w10 (0) = w20 (0) = 0
and w1 (1) = w2 (1) = 0, show that w1 and w2 are obtained as w1 = (x2 x3 )
and w2 = x2 2x3 + x4 . Then apply the variational principle by substituting
u = c1 w1 + c2 w2 into eq.(120).

15

Weighted Residual Methods

Fundamental equations Consider the problem governed by the dierential equation:

u = f in D.

(121)

The above dierential equation is solved by using the boundary conditions given as follows:
on Su
u=u
t Bu = t on St = S\St .

(122)
(123)

where the boundary S consists of Su and St . The boundary conditions given in eqs.(122) and (123) are
called rigid and natural boundary conditions, or Dirichlet and Neumann boundary conditions, respectively. In most engineering problems, and B are dierential operators in the forms of = and
B = n , where is another dierential operator and n is the normal vector on St .
For the Laplace problem, the governing equation is given by
2 u = f in D,

(124)

and the Neumann boundary condition on St is given as t = n u = t. Then the dierential operators
, B and are defined by = 2 , B = n and = , respectively.
Trial functions

of
Suppose that u is approximated by trial function u
(x) =
u

N J (x)
uJ

(125)

J=1

J are coecients and N J (x) are linearly independent functions called trial bases, test functions
where u
or shape functions.
does not satisfy the governing equation and the boundary
Weighted residual Since the trial function u
condition rigorously, the residuals defined in the following are nonzero
RD (x) =
RS (x) =

{
u(x) + f (x)} 6= 0 in D
u
(x) 6= 0 on Su , or B u
(x) t(x) 6= 0 on St .
u

(126)
(127)

to make zero the residuals weighted by the appropriate function w(x) as

The problem is to find u
follows:

w(x) RD (x)dV +
w(x) RS (x)dS = 0
(128)
D

where w(x) is called the weight function. Eq.(128) is also called a weak form to the original dierentiral
equation (121), called a strong form, because the solution that satisfies eq.(128) does not always satisfy
the original dierential equation (121) and the boundary condition (123).
Substitution of eq.(125) into eq.(128) yields the following equation:

wI RD dV +
wI RS dS
D
S

=
wI (x) (N J (x)
uJ f (x))dV
D

(x))dS +
+
wI (x) (N J (x)
uJ u
wI (x) (BN J (x)
uJ t(x))dS
Su
St
{
}

J
=
wI (x) N J (x)dV +
wI (x)N J (x)dS +
wI (x) BN J (x)dS u
D
Su
St
|
{z
}
K IJ
{
}

wI (x) f (x)dV +
wI (x)
u(x)dS +
wI (x) t(x)dS
D
Su
St
|
{z
}
fI
=0

(129)
16

or
J = fI.
K IJ u

(130)

where M independent weight functions wI (I = 1, 2, . . . , M ) are chosen. This equation can be solved
J . As shown in the sequel, there are several residual methods depending on the selection of weight
for u
functions.
satisfying the boundary condition u
=u
on Su . In such a
It is not dicult to find trial functions u
case, no residual exists on Su and the integrals on Su disappear in eq.(129). In the following sections, it
satisfy u
=u
on Su .
is assumed that trial functions u

2.1

Point collocation method

In the point collocation method, we select at least the same number of collocation points as the unknown
J such that the residual is zero at the selected points.
parameters and determine the parameters u
The collocation method is equivalent to the residual method in which the weight function is chosen as
wI = 1(x xI )

(131)

where 1 denotes the unit matrix and (x) is the Dirac delta function satisfying the equations

(x xI )R(x)dV = R(xI ), for xI D

(132)

or

(x xI )R(x)dS = R(xI ),

for xI St

(133)

St

In this case, the matrix K IJ and the vector f I in eq.(130) can be expressed by
K IJ = N J (xI ) or BN J (xI ), f I = f (xI ) or t(xI )

2.2

(134)

Least squares method

In the least squares method, the sum of the squares of the residuals defined by

2
I=
RD dV +
R2S dS
D

(135)

St

is minimized.
The necessary condition to minimize I is
I
I
u
yielding the system of equations:

RD
D

or

= 0, I = 1, 2, . . .

RD
dV +
I
u

RS
St

RS
dS = 0
I
u

J
N I (x) N J (x)dV +
BN I (x) BN J (x)dS u
D
St
|
{z
}
K IJ
[
]

I
I

N (x) f (x)dV +
BN (x) t(x)dS = 0
D
St
{z
}
|
fI

(136)

(137)

(138)

As shown in the above equation, the least squares method is considered as a weighted residual method
with the weight functions N I (x) in the domain D and BN I (x) on the boundary St .

17

2.3

Classical Galerkin method

I are used
If only the domain integral in eq.(129) is taken into account and the shape functions N I (x)w
I
are arbitrary coecients, then we have
as the weight functions wI , where w

{
{
}
}

M
J
I
J
I

N (x)N (x)dV u
N (x)f (x)dV
=0
D
J=1 |
I=1
{z
}
{z
}
| D
K IJ
fI

2.4

(139)

Galerkin method

In the classical Galerkin method, the boundary condition is not considered. Therefore, the classical
Galerkin method is not convenient for practical use. Here the Galerkin method taking account of the
boundary condition is formulated.
Consider the weighted residual as follows:

(x) t(x))dS = 0.
w(x)(
u(x) f (x))dV +
w(x)(B u
(140)
D

St

satisfies the boundary

Here we assume that w is a weighted function satisfying w = 0 on Su and u
=u
on Su .
condition u
Since = , the first integral in eq.(140) is written as

w(x)
u(x)dV =
w(x)
u(x)dV
D
D

=
w(x)n
u(x)dS
w(x)
u(x)dV
St
D

(x)dS
=
w(x)B u
w(x)
u(x)dV
(141)
St

where the divergence theorem is used. Note that in the above equation, the integral on Su vanishes due
to w = 0 on Su . Then eq.(140) becomes

w(x)
u(x)dV
w(x)f (x)dV
w(x)t(x)dS = 0.
(142)
D

St

This equation has the weak form which involves the Neumann boundary condition on St , which can be
=u
and the constraint condition w = 0 on Su .
solved under the Dirichlet boundary condition u
is expressed by
Now it is assumed that the trial function u
(x) =
u

N J (x)
uJ + N 0 (x)
u

(143)

J=1

where N J (x) and N 0 (x) are the shape functions equal to zero and one on the boundary Su , respectively.
Also the weight function w is selected as
I
w(x) = N I (x)w

(144)

and w = 0 on Su
where N I (x) is the same shape function used in eq.(143). Then the conditions u = u
are satisfied.
Substitution of eqs.(143) and (144) into eq.(142) yields

J
I
N I (x) N J (x)dV u
w

D
I=1
J=1 |
{z
}

KIJ

(
)

I
I
0
I

N (x)f (x)dV
N (x) N (x)dV u
N (x)t(x)dS = 0.

D
D
St
|
{z
}
fI

18

(145)

Example 2.1 Consider the solution u satisfying the equation

d2 u
+ f0 = 0 0 x l
dx2

(146)

subjected to the boundary conditions

u = 0 at x = 0, du/dx = f0 l at x = l.

(147)

The exact solution for the above problem is u(x) = f0 x(2l x/2) and the value at x = l/2, u(l/2),
is obtained as u(l/2) = f0 l/2(2l x/4) = f0 7l2 /8.
Now the boundary value problem mentioned above is solved by means of both the classical Galerkin
method and the Galerkin method assuming that the solution is approximated by u
(x) = N 1 (x)
u1 ,
1
where N (x) = x(2l x). Note that the approximated function is slightly dierent from the exact
solution.
Classical Galerkin method For N 1 (x) = x(2l x) and N 1 (x) = d2 N 1 (x)/dx2 = 2, eq.(139)
becomes
l
l
x(2l x)(2)dx
u1 +
x(2l x)f0 dx = 0
(148)
0

From eq.(148), we obtained u

= f0 /2. The solution u
(x) is obtained by u
(x) = f0 x(2l x)/2.
2

At x = l/2, u
(l/2) = 3/8f0 l , which is much dierent from the exact solution u(l/2) = 7/8f0 l2 .
Galerkin method From eq.(145), the following equation based on the Galerkin method is formulated.
(
)
l
l
dN 1 dN 1
1
1
1

dx
u
N (x)f0 dx + N (1)f0 l = 0
(149)
0
0 dx dx
1

Substitution of N 1 (x) = x(2l x) into the above equation yields

(
)
l
l
2(l x)2(l x)dx
u1
(2xl x2 )f0 dx + l(2l l)f0 l = 0,
0

(150)

from which u
1 = 5f0 /4. Hence, u
(x) = 5f0 x(2l x)/4. Also at x = l/2, u
(l/2) = 15/16f0 l2 .
Thus we can conclude that the Galerkin method with the boundary condition gives a value
closer to the exact solution than the classical Galerkin method, in which no boundary condition
is considered.
Example 2.2 Solve the governing equation
d2 u
+1=0 0x1
dx2

(151)

2
uJ , where N J (x) = xJ .
by using the Galerkin method with the trial function u(x) = J=1 N J (x)
The boundary conditions are given by u(0) = 0 and du/dx(1) = 20.
The Galerkin method yields the following equation for the above mentioned problem:

M 1

dN I dN J

dx u
J
w
I
dx
dx

I=1
J=1 | 0
{z
}

KIJ

N I (x)fdx

dN I dN 0

dx
u + N I (1)t = 0
dx dx

{z
}

(152)

fI

where f = 1, u
= 0, t = 20, M = 2, N (x) = x and N 2 (x) = x2 . The calculation of the matrix
KIJ and the vector fI leads to the equations
[
]{ 1 } {
}
1
1
u

20 21
=
(153)
1 4/3
u
2
20 13
1

which can be solved for u

J (J = 1, 2).
19

Problem 2.1

Consider the governing equation

d2 u
u=0 0x1
dx2

(154)

subjected to the boundary condition u(0) = 0 and du/dx(1) = 20. Solve the problem
2
J
by using the Galerkin method with the trial function u(x) =
uJ , where
J=1 N (x)
J
J
N (x) = x .
Problem 2.2 Derive the weak form based on the Galerkin method for the multi-dimensional
Laplace problem, for which the governing equation is given by
u = f in D

(155)

and the boundary conditions are as follows.

Problem 2.3

2.5

u=u
on Su

(156)

t n u = t on St = S\Su

(157)

Solve the same problem as Problem 1.9.1 using the weak form.

Weak form and variational method

In order to discuss the relation between the weak form and the variational method, let us consider the
one dimensional Laplace problem governed by
d2 u
+ f(x) = 0,
dx2
subjected to the boundary condition
u(0) = u
,

for 0 < x < 1

and t(1)

du
(1) = t.
dx

Due to the weighted residual method, it follows that

)
(
)
( 2
1
du
d u

(1) t = 0
w(x) 2 f (x) dx + w(1)
dx
dx
0

(158)

(159)

(160)

under the conditions w(0) = 0 and u(0) = u

. Applying the integration by parts to the first integral in
the above equation, we have the weak form
1
1
dw du
dx
w(x)f(x)dx w(1)t = 0
(161)
0 dx dx
0
where w(0) = 0 and u(0) = u
.
On the other hand, the potential energy U for the one dimensional Laplace problem is given by
}
1 { ( )2
1 du

f (x)u(x) dx u(1)t
(162)
U=
2 dx
0
The first variation of U , U , can be written as
)
1(
du d(u)
U =
f(x)u dx u(1)t = 0
dx dx
0

(163)

where u(0) = 0 since u(0) = u

is given at x = 0. Eq.(163) has to be solved under the condition of
u(0) = 0 and u(0) = u
.
From the comparison between eqs.(161) and (163), the weak form gives the same equations as the
variational method, if the weight function w is replaced by u.
Problem 2.5.1 Show that the weak form and the variational method are identical for the beam
problem governed by
EIu0000 f = 0 for 0 < x < 1
(164)
subjected to the boundary condition
u = u0 = 0 at x = 0
and M = EIu00 = M
at x = 1
Q = EIu000 = Q
20

(165)
(166)

Hint The weighted residual is evaluated by

1
) + w(1)(Q(1) Q)
=0
w(EIu0000 f)dx w0 (1)(M (1) M

(167)

where w = w0 = 0 and u = u0 = 0 at x = 0.
In the variational method, the potential energy is given by
)
1(
EI 00 2
u(1)Q

U=
(u ) f u dx (u0 (1))M
2
0
where u(0) = u0 (0) = 0 (u(0) = u0 (0) = 0).

21

(168)