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} u
L 2 (G) = C 2 u
1
2 min
{ C 1 , 1
2
L 2 (G) + u
2
2
H 1 (G) ,
i.e. ( 3.9 ) holds with C 3 =
0. Hence, according to Theorem 3.2.2 , the variational for-
mulation of the heat equation admits, for u 0
L 2 (G) , f
L 2 (J
H 1 (G)) a unique
;
L 2 (J
H 0 (G))
H 1 (J
H 1 (G)) .
weak solution u
;
;
e λt u with
suitably chosen λ and multiply ( 3.1 )by e λt , we find that v satisfies the problem
We can always achieve C 3 =
0in( 3.9 ). If we substitute in ( 3.1 ) v
=
e λt f,
t v
+ A
v
+
λv
=
in J
×
G,
with v( 0 ,x) = u 0 (x) in G . Choosing λ> 0 large enough, the bilinear form a(u,v) +
λ(u, v) satisfies ( 3.9 ) with C 3 =
0.
3.3 Discretization
For the discretization we use the method of lines where first ( 3.7 ) is only discretized
in space to obtain a system of coupled ODEs which are solved in a second step.
Let V N be a one-parameter family of subspaces V N V
with finite dimension
N
=
dim V N <
. For each fixed t
J we approximate the solution u(t, x) of ( 3.7 )
by a function u N (t)
V N be an approximation of u 0 .
Then, the semidiscrete form of ( 3.7 ) is the initial value problem,
V N . Furthermore, let u N, 0
C 1 (J
Find u N
;
V N ) such that for t
J
(∂ t u N ,v N ) H +
a(u N ,v N )
=
f, v N V , V ,
v N
V N ,
(3.11)
u N ( 0 )
=
u N, 0 ,
for the approximate solution function u N (t) : J V N .Let V N be generated by a
finite element basis, V N =
span
{ b i (x) :
1
i N }
. We write u N V N in terms of
= j = 1 u N,j (t) b j (x) , and obtain the matrix form of
the basis functions, u N (t, x)
the semidiscretization ( 3.11 )
C 1 (J
N ) such that for t
Find u N
; R
J,
M
u N (t) +
A u N (t) = f (t) ,
(3.12)
u N ( 0 )
=
u 0 ,
where u 0 denotes the coefficient vector of u N, 0 . The mass and stiffness matrices and
the load vector with respect to the basis of V N are given by
M ij =
(b j ,b i )
,
A ij =
a(b j ,b i ),
f i (t)
=
f, b i V , V
,
(3.13)
H
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