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■ 1.1.3.1 Important:
Weighted average methods are also often called "Rayleigh-Ritz Methods". The idea is to satisfy the differential equation in an average sense by converting it into
an integral equation. The differential equation is multiplied by a weighting function and then averaged over the domain.
The weighting function v(t) can be any function of the independent variables that is sufficiently well-behaved that the integrals make sense.
Recall that we are looking for an approximate solution. Let us call this approximate solution uh. If we plug the approximate solution into equation (5) we get
Since the solution is approximate, the original differential equation will not be satisfied exactly and we will be left with a residual R(t). Weighted average methods try
After applying the initial condition we get a0 = 1, and the trial solution becomes
Let us simplify the trial solution further and consider only the first three terms, i.e.,
Plug in the trial solution (7) into (6). Then, the residual is
If R(t) = 0, then the trial solution is equal to the exact solution. If , we can try to make the residual as close to zero as possible. This can be done
In the collocation method, we minimize the residual by making it vanish at n points within the domain.
For our problem, the domain of interest is . Let us pick two points in this domain t1 and t2 such that (see Figure 1).
You can see that the collocation method gives a solution that is close to the exact up to t = 1. However, the same results cannot be used up to t = 2
If you think in terms of equation (6) you can see that a weighting function v(t) was used to get to the solution. In fact, it is the choice of weighting function
that determines whether a method is a collocation method! The weighting function in this case is
The subdomain method is another way of minimizing the residuals. In this case, instead of letting the residual vanish at unique points, we let the "average" of
where Δti is the subdomain over which averaging is done. From this definition it is clear that the weighting function for the subdomain method is
Let us apply the subdomain method to Problem 1. We discretize the domain by choosing one point between 0 and 1 at t = 1 / 2. For the two subdomains (elements)
we have,
Setting these residuals to zero and solving for a1 and a2 we get a1 = − 18 / 19 and a2 = 6 / 19. Therefore the approximate solution is
Figure 2 shows a comparison of the exact solution and the subdomain and the collocation solutions.
we write it as
where are (n + 1) linearly independent functions of t. These are called basis functions, interpolation functions, or shape functions.
The first term N0 is left outside the sum because it is associated with part or all of the initial or boundary conditions (i.e., we put everything that can be fixed by initial
Then the trial function in equation (7) can be rewritten using basis functions as
where
Important: [edit]
In the Galerkin method we choose the basis functions as the weighting functions.
Plugging in the value of R(t) from equation (8) into equation (13) and using the basis functions from (12) we get
After integrating and solving for a1 and a2 we get a1 = − 32 / 35 and a2 = 2 / 7. Therefore, the Galerkin approximation we seek is
Figure 3 shows a comparison of the exact solution with the Galerkin, subdomain, and collocation solutions.
All the approximate solutions diverge from the exact solution beyond t = 1. The solution to this problem is to break up the domain into elements so that the
In the least-squares method, we try to minimize the residual in a least-squares sense, that is
where ai = (a1,a2). The weighting function for the least squares method is therefore
Plugging in the value of R(t) from equation (8) into equation (15) and using the basis functions from (12) we get
After integrating and solving for a1 and a2 we get a1 = − 576 / 611 and a2 = 190 / 611. Therefore, the least squares approximation we seek is
Figure 4 shows a comparison of the exact solution with the Galerkin, subdomain, and collocation solutions.
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