Lecture 1 1 Thu, 12/01/12

1 FEM Basics – Model problem
and variational formulation
1.1 What is this?
This is a graduate level course on the numerical solu-
tion of boundary value problems. We will be mainly
concerned with the solution by finite element methods,
although finite difference schemes will also be discussed.
For information of recommended text, resources, sched-
ule, etc., please see the webpage:
http://www.maths.nuigalway.ie/˜niall/MathsOfFEM
• How to I know the corresponding numerical prob-
lem is well posed?
• In what sense are the strong and weak forms equiv-
alent?
• What is a “weak” derivative, anyway?
• How well can a function be approximated by piece-
wise polynomials? Any how should this be mea-
sured?
• How can I turn this theory into a programmable
numerical method?

These notes are intended just to provide a summary • And many more...
of what was covered in each class; they are incomplete.
Furthermore, the notes are not structured like a text- The rest of the notes in this section are based on ones
book. The development is not linear. Instead ideas are I’ve written for other courses over a number of years,
introduced, but only formally justified much later. This They owe more than a little to [?, Chap. 14]. Notes
is because, in my experience, having a strong motivation for other lectures in this course will not be nearly as
for a particular piece of theory, and a heuristic under- detailed.
standing of it, facilitates later deep learning. This is,
it is OK to defer technical details until a motivation is 1.4 Model boundary value problem
established, so long as this is done knowingly.
1.4.1 One dimension

1.2 Mathematical Preliminaries To formulate a model BVP we first define a differential

operator
The idea preparation for this course is to have taken up- L(u) := −u ′′ (x) + r(x)u(x). (1.1)
per undergraduate courses in linear algebra, functional
analysis, measure theory, numerical analysis, and dif- Then the general form of a BVP is: find a function u
ferential equations. However, since participants in this defined on the interval [a, b]
course have very different backgrounds, I’ll try to cover
L(u) = f(x) for 0 < x < 1,
all the fundamentals in class. (1.2)
u(0) = u(1) = 0.

1.3 Initial plan... For today we will make the assumptions that r and f are
continuous and have as many continuous derivatives as
Over the new two lectures, I’ll give a whirlwind tour of
we would like. Furthermore (today and every day) we
finite element methods. This will include
have that r(x) > 0 for all x ∈ (0, 1).
• Introducing boundary value problems in one, two
and n dimensions; 1.4.2 Two and more dimensions

• Variational (weak) formulations; Although we will concentrate on ODEs initially, our real
interest lies in PDEs. The simplest example is probably
• Best approximation;
Laplace’s equation:
• Piecewise polynomials;
¡ ∂2 ∂2 ¢
− + u=0 on Ω = (0, 1)2 .
• Implementation. ∂ x2 ∂ y2
The goal is not to present complete, correct theory, It can be written more succinctly as
but to motivate the deeper issues that we will study over
the next few weeks such as : −(uxx + uyy ) = 0 on Ω.

• Under what conditions is a boundary value prob- −∆u = 0 on Ω.

lem well posed?
Lecture 1
Poisson’s equation is:
−∆u = f(x, y) on Ω.
Much of my own professional interest is in problems of
the form:
−ε∆u + r(x, y)u = f(x, y) on Ω,
(a “reaction-diffusion” problem), and
−ε(uxx + uyy ) + a(a, y)ux = f(x, y) on Ω,
(“convection-diffusion” or “advection-diffusion” problem).
1.5 Solutions
We return our attention to ODEs. Some are reasonably
easy to solve by hand. That is, to write down a solution
in terms of elementary functions. That is certainly the
case if the functions r and f are constant:
Example 1.1. Find the general solution to the DE:
−u ′′ (x) + 4u(x) = x for 0 6 x 6 3, (1.3)
Unlike the example above, most boundary value prob-
lems are difficult or impossible to solve analytically. (It’s
not hard to check if a given u is a solution. We’ll come
back to this later.) So we need approximations.
Two of the most popular numerical methods for con-
structing approximate solutions to BVPs are
• Finite Difference Methods (FDMs) — where one
approximates the differential operator L, based on
Taylor series expansions. We’ll discuss these for
one or two lectures.
• Finite Element Methods (FEMs) – where to solu-
tion space is approximated, using ideas related to
interpolation. the main
1.6 Finite Element Methods
The key sequence of ideas for FEMs is
(a) First replace the differential equation with an in-
tegral equation, using integration by parts (in one
dimension) to reduce the order of the derivatives.
This is called the “Variational ” or “weak ” form of
the equation. We take care to note the space of
functions where the solution lives.
(b) We could try to solve the problem by taking each
function from the space in turn, and substitute it
into the equation to see if it is a solution. But the
set of possible solution is infinitely large, so we can’t
check them all.
2 Thu, 12/01/12
(c) So we choose a much smaller subset — one with a
finite basis of size N — and look for the solution
there.
(d) Write down N versions of the integral equation that
must be satisfied.
(e) We have N equations and N unknowns, so we can
solve to find the approximate solution.
(f) A simple but clever idea shows that the approxima-
tion we find is the best possible one.
1.7 Where the solution lives
The boundary value problem (1.2) above equates the
terms in u and u ′′ with a function f that is continuous
on (0, 1), so we must have that u, u ′ and u ′′ are all
continuous on the interval (0, 1). That is, u belongs to
the space of functions C2 (0, 1).
So we can state the problem (1.2) more precisely:
find u ∈ C2 (0, 1) such that
−u ′′ (x) + r(x)u(x) = f(x) for all x in (0, 1),
and u(0) = u(1) = 0.
As mentioned previously, there are (uncountably) many
functions in the space C2 (0, 1) (we say it is infinite di-
mensional ) – far too many to check one-by-one. So we
choose small subset of C2 (0, 1) that has only finitely
many members. The FEM will let us find the element
of that subset that is “closest” to the true solution.
1.8 The Weak Form
Before we give a numerical method for computing an
approximate solution to a boundary value problem, we
will rewrite in as an integral equation.
Consider the Boundary Value Problem: find u ∈
2
C (0, 1) such that
−u ′′ (x) + r(x)u(x) = f(x) on (0, 1),
(1.4)
u(0) = u(1) = 0.
If u solves this then,
−u ′′ (x) + r(x)u(x) = f(x) on (0, 1).
So, for any (reasonable) function v,
−u ′′ (x)v(x) + r(x)u(x)v(x) = f(x)v(x), on (0, 1).
Integrating both sides we get
Z1 Z1 Z1
− u ′′ (x)v(x)dx + r(x)u(x)v(x)dx = f(x)v(x)dx.
0 0 0
Lecture 1 3 Thu, 12/01/12

Using integration by parts:

Z1 1
Z1
− u ′′ (x)v(x)dx = −u ′ (x)v(x) + u ′ (x)v ′ (x)dx.
0 0 0

Now lets suppose that v(0) = v(1) = 0. So now the

problem is: Find u such that
Z1 Z1 Z1
′ ′
u (x)v (x)dx + r(x)u(x)v(x)dx = f(x)v(x)dx.
0 0 0

for all v.
Now lets introduce a little notation:
R1
• the inner product: (u, v) := 0 u(x)v(x)dx; and
the induced norm: kuk2 := (u, u)1/2 ,

• and H10 (0, 1) to be the space of (absolutely) contin-

uous functions on [0, 1] such that if w ∈ H10 (0, 1)
then w(0) = w(1) = 0 and kw ′ (x)k2 < ∞.

So now we have a more succinct statement: Find u ∈

H10 (0, 1) so that

(u ′ , v ′ ) + (ru, v) = (f, v) for all v ∈ H10 (0, 1).

However, in (1.4) we required that u be twice dif-

ferentiable; that seems unnecessary here where we have
the much weaker requirements that u ′ exist and be in-
tegrable.

Definition 1.1. The weak/variational formulation of

(1.4) is: Find u ∈ H10 (0, 1) such that

B(u, v) = l(v) for all v ∈ H10 (0, 1). (1.5)

where B(·, ·) is the (symmetric) bilinear functional

B(u, v) := (u ′ , v ′ ) + (ru, v).

and l(v) is the linear functional

l(v) = (f, v).