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=
=
where i, j
1 ,...,N .Let k m , m
1 ,...,M , be a sequence of (not necessarily
0, t m := i = 1 k i such that t M = T . Applying
the θ -scheme, we obtain the fully discrete form
equal sized) time steps and set t 0 :=
Find u N
V N such that for m
=
1 ,...,M,
k m (u N u m 1
,v N ) H + a(u m 1 + θ
,v N ) = f m 1 + θ ,v N V , V , v N V N ,
N
N
u 0 N = u N, 0 ,
(3.14)
where u m + θ
N
θ)u N (t m ) and f m + θ
=
θu N (t m + 1 )
+
( 1
=
θf (t m + 1 )
+
( 1
θ)f(t m ) .
We can again write ( 3.14 ) in matrix notation,
Find u N ∈ R
N
such that for m
=
1 ,...,M,
k m θ A ) u N =
θ) A ) u m 1
N
k m f m
θ) f m 1 ),
( M
+
( M
k m ( 1
+
+
( 1
(3.15)
u 0 N = u 0 .
In the next section, we discuss the implementation of the matrix form ( 3.15 ).
3.4 Implementation of the Matrix Form
Let G
(a, b) . We describe a scheme to calculate the stiffness matrix A in case the
corresponding bilinear form a(
=
·
,
·
) has the form
α(x)ϕ (x)φ (x)
γ(x)ϕ(x)φ(x) d x,
β(x)ϕ (x)φ(x)
a(ϕ,φ)
=
+
+
(3.16)
G
and the finite element subspace V N consists of continuous, piecewise linear func-
tions. Let
T ={
a
=
x 0 <x 1 <x 2 <
···
<x N + 1 =
b
}
be an arbitrary mesh on G .
Setting K l :=
(x l 1 ,x l ) , h l := |
K l |=
x l
x l 1 , l
=
1 ,...,N
+
1, we can also write
N +
1
K l }
T ={
. Define
l
=
1
T := u(x)
| K l is linear on K l T .
S 1
C 0 (G)
:
u
(3.17)
A basis for S 1
T =
span
{
b i (x)
:
i
=
0 ,...,N
+
1
}
is given by the so-called hat-
functions where, for 1
i
N ,
(x
x i 1 )/h i
if x
(x i 1 ,x i ]
,
b i (x)
:=
(x i + 1
x)/h i + 1
if x
(x i ,x i + 1 ),
(3.18)
0
else ,
and
(x 1 x)/h 0
if x (x 0 ,x 1 ),
b 0 (x)
:=
(3.19)
0
else ,
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