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We now calculate the stiffness matrix A BS
N
×
N
∈ R
using the finite element
space V N . We have, by ( 8.17 ),
A BS
j,j = a BS j j ) = a BS N 2 (i 1 1 ) + i 2 N 2 (i 1 1 ) + i 2 ) = a BS (b i 1 b i 2 ,b i 1 b i 2 )
= Q 11
2
+ Q 12
2
x 1 (b i 1 b i 2 )∂ x 1 (b i 1 b i 2 ) d x
x 1 (b i 1 b i 2 )∂ x 2 (b i 1 b i 2 ) d x
G
G
+ Q 21
2
x 2 (b i 1 b i 2 )∂ x 1 (b i 1 b i 2 ) d x + Q 22
x 2 (b i 1 b i 2 )∂ x 2 (b i 1 b i 2 ) d x
2
G
G
μ 1
μ 2
+
x 1 (b i 1 b i 2 )b i 1 b i 2 d x
+
x 2 (b i 1 b i 2 )b i 1 b i 2 d x
G
G
r
+
b i 1 b i 2 b i 1 b i 2 d x
G
b i 1 b i 1 d x 1
b i 1 b i 1 d x 1
R
R
R
R
= Q 11
2
b i 2 b i 2 d x 2 + Q 12
b i 2 b i 2 d x 2
2
R
R
R
R
b i 1 b i 1 d x 1
b i 1 b i 1 d x 1
R
R
R
R
+ Q 21
2
b i 2 b i 2 d x 2 + Q 22
b i 2 b i 2 d x 2
2
R
R
R
R
+ μ 1
b i 1 b i 1 d x 1
b i 2 b i 2 d x 2 + μ 2
b i 1 b i 1 d x 1
R
R
R
R
b i 2 b i 2 d x 2
R
R
R
R
+ r
b i 1 b i 1 d x 1
R
R
b i 2 b i 2 d x 2 .
Using that the matrices S , B and M are given by S i,i = b i b i , B i,i = b i b i and
R
R
M i,i = b i b i , see, e.g. (3.22), and noting that b i b i =− b i b i =−
B i,i ,we
obtain
j,j = Q 11
S i 1 ,i 1 M i 2 ,i 2 + Q 12
B ) i 2 ,i 2 + Q 21
A BS
B i 1 ,i 1 (
(
B ) i 1 ,i 1 B i 2 ,i 2
2
2
2
+ Q 22
2
M i 1 ,i 1 S i 2 ,i 2 + μ 1 B i 1 ,i 1 M i 2 ,i 2 + μ 2 M i 1 ,i 1 B i 2 ,i 2 + r M i 1 ,i 1 M i 2 ,i 2 .
Denote by S k
1 , 2, and analogously for B k , M k .
the matrix with entries S i k ,i k , k
=
Using that the covariance matrix
Q
is symmetric and Eq. ( 8.14 ), we have shown
Proposition 8.4.2 Assume d
2 in ( 8.9 ) and assume that the finite element space
V N is as in ( 8.18 ). Then , the stiffness matrix A BS
=
to the bilinear form a BS ( · , · ) is
given by
= Q 11
2
+ Q 22
2
A BS
S 1
M 2
Q 12 B 1
B 2
M 1
S 2
μ 1 B 1
M 2
μ 2 M 1
B 2
r M 1
M 2 .
+
+
+
Since the Kronecker product is distributive, we can reduce the number of prod-
ucts by
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