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Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Weighted Residual Methods
Mohammad Tawfik
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Objectives
• In this section we will be introduced to the
general classification of approximate
methods
• Special attention will be paid for the
weighted residual method
• Derivation of a system of linear equations
to approximate the solution of an ODE will
be presented using different techniques
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
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Classification of Approximate
Solutions of D.E.’s
• Discrete Coordinate Method
– Finite difference Methods
– Stepwise integration methods
• Euler method
• Runge-Kutta methods
• Etc…
• Distributed Coordinate Method
Weighted Residual Methods
Mohammad Tawfik
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Distributed Coordinate Methods
• Weighted Residual Methods
– Interior Residual
• Collocation
• Galrekin
• Finite Element
– Boundary Residual
• Boundary Element Method
• Stationary Functional Methods
– Reyligh-Ritz methods
– Finite Element method
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Basic Concepts
• A linear differential equation may be written in the form:
    xgxfL 
• Where L(.) is a linear differential operator.
• An approximate solution maybe of the form:
   

n
i
ii xaxf
1

Weighted Residual Methods
Mohammad Tawfik
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Basic Concepts
• Applying the differential operator on the approximate
solution, you get:
        
     0
1
1












xgxLa
xgxaLxgxfL
n
i
ii
n
i
ii


      xRxgxLa
n
i
ii 1

Residue
Weighted Residual Methods
Mohammad Tawfik
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Handling the Residue
• The weighted residual methods are all
based on minimizing the value of the
residue.
• Since the residue can not be zero over the
whole domain, different techniques were
introduced.
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
General Weighted Residual
Method
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Objective of WRM
• As any other numerical method, the
objective is to obtain of algebraic
equations, that, when solved, produce a
result with an acceptable accuracy.
• If we are seeking the values of ai that
would reduce the Residue (R(x)) allover
the domain, we may integrate the residue
over the domain and evaluate it!
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Evaluating the Residue
      xRxgxLa
n
i
ii 1

            xRxgxLaxLaxLa nn   ...2211
n unknown variables
       0
1






   Domain
n
i
ii
Domain
dxxgxLadxxR 
One equation!!!
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Using Weighting Functions
• If you can select n different weighting
functions, you will produce n equations!
• You will end up with n equations in n
variables.
           0
1






   Domain
n
i
iij
Domain
j dxxgxLaxwdxxRxw 
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Collocation Method
• The idea behind the collocation method is
similar to that behind the buttons of your
shirt!
• Assume a solution, then force the residue
to be zero at the collocation points
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Collocation Method
  0jxR
 
     0
1



j
n
i
jii
j
xFxLa
xR

Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Example Problem
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
The bar tensile problem
 
0/
00
'
02
2





dxdulx
ux
sBC
xF
x
u
EA
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Bar application
  02
2



xF
x
u
EA
   

n
i
ii xaxu
1

     xRxF
dx
xd
aEA
n
i
i
i 1
2
2

Applying the collocation method
    0
1
2
2

j
n
i
ji
i xF
dx
xd
aEA

Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
In Matrix Form
 
 
 








































nnnnnn
n
n
xF
xF
xF
a
a
a
kkk
kkk
kkk

2
1
2
1
21
22212
12111
...
...
...
Solve the above system for the “generalized
coordinates” ai to get the solution for u(x)
 
jxx
i
ij
dx
xd
EAk

 2
2

Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Notes on the trial functions
• They should be at least twice
differentiable!
• They should satisfy all boundary
conditions!
• Those are called the “Admissibility
Conditions”.
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Using Admissible Functions
• For a constant forcing function, F(x)=f
• The strain at the free end of the bar should
be zero (slope of displacement is zero).
We may use:
  






l
x
Sinx
2


Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Using the function into the DE:
• Since we only have one term in the series,
we will select one collocation point!
• The midpoint is a reasonable choice!
 













l
x
Sin
l
EA
dx
xd
EA
22
2
2
2

   faSin
l
EA 




















 1
2
42

Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Solving:
• Then, the approximate
solution for this problem is:
• Which gives the maximum
displacement to be:
• And maximum strain to be:
    EA
fl
EA
fl
SinlEA
f
a
2
2
2
21 57.0
24
42


  






l
x
Sin
EA
fl
xu
2
57.0
2

   5.057.0
2
 exact
EA
fl
lu
   0.19.00  exact
EA
lf
ux
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
The Subdomain Method
• The idea behind the
subdomain method is
to force the integral
of the residue to be
equal to zero on a
subinterval of the
domain
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
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The Subdomain Method
  0
1

j
j
x
x
dxxR
     0
11
1
  


j
j
j
j
x
x
n
i
x
x
ii dxxgdxxLa 
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Bar application
  02
2



xF
x
u
EA
   

n
i
ii xaxu
1

     xRxF
dx
xd
aEA
n
i
i
i 1
2
2

Applying the subdomain method
    



11
1
2
2 j
j
j
j
x
x
n
i
x
x
i
i dxxFdx
dx
xd
aEA

Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
In Matrix Form
     


















 11
2
2 j
j
j
j
x
x
i
x
x
i
dxxFadx
dx
xd
EA

Solve the above system for the “generalized
coordinates” ai to get the solution for u(x)
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Using Admissible Functions
• For a constant forcing function, F(x)=f
• The strain at the free end of the bar should
be zero (slope of displacement is zero).
We may use:
  






l
x
Sinx
2


Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Using the function into the DE:
• Since we only have one term in the series,
we will select one subdomain!
 













l
x
Sin
l
EA
dx
xd
EA
22
2
2
2

 




























ll
fdxadx
l
x
Sin
l
EA
0
1
0
2
22

Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Solving:
• Then, the approximate
solution for this problem is:
• Which gives the maximum
displacement to be:
• And maximum strain to be:
  EA
fl
EA
fl
lEA
fl
a
22
1 637.0
2
2


  






l
x
Sin
EA
fl
xu
2
637.0
2

   5.0637.0
2
 exact
EA
fl
lu
   0.10.10  exact
EA
lf
ux
   fla
l
x
Cos
l
EA
l



























1
0
22

Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
The Galerkin Method
• Galerkin suggested that the residue
should be multiplied by a weighting
function that is a part of the suggested
solution then the integration is performed
over the whole domain!!!
• Actually, it turned out to be a VERY
GOOD idea
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
The Galerkin Method
    0Domain
j dxxxR 
         0
1
   Domain
j
n
i Domain
iji dxxgxdxxLxa 
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Bar application
  02
2



xF
x
u
EA
   

n
i
ii xaxu
1

     xRxF
dx
xd
aEA
n
i
i
i 1
2
2

Applying Galerkin method
         
 Domain
j
n
i Domain
i
ji dxxFxdx
dx
xd
xaEA 


1
2
2
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
In Matrix Form
         

















 Domain
ji
Domain
i
j dxxFxadx
dx
xd
xEA 

 2
2
Solve the above system for the “generalized
coordinates” ai to get the solution for u(x)
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Same conditions on the functions
are applied
• They should be at least twice
differentiable!
• They should satisfy all boundary
conditions!
• Let’s use the same function as in the
collocation method:
  






l
x
Sinx
2


Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Substituting with the approximate
solution:
         
 Domain
j
n
i Domain
i
ji dxxFxdx
dx
xd
xaEA 


1
2
2




























l
l
fdx
l
x
Sin
dx
l
x
Sin
l
x
Sina
l
EA
0
0
1
2
2
222



 ll
a
l
EA
2
22
1
2







EA
fll
EA
f
a
2
3
2
1 52.0
16


Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Substituting with the approximate
solution: (Int. by Parts)
         
 Domain
j
n
i Domain
i
ji dxxFxdx
dx
xd
xaEA 


1
2
2

 ll
a
l
EA
2
22
1
2







EA
fll
EA
f
a
2
3
2
1 52.0
16


   
       



Domain
ij
l
i
j
Domain
i
j
dx
dx
xd
dx
xd
dx
xd
x
dx
dx
xd
x




0
2
2
Zero!
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
What did we gain?
• The functions are required to be less
differentiable
• Not all boundary conditions need to be
satisfied
• The matrix became symmetric!
Weighted Residual Methods
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Summary
• We may solve differential equations using a
series of functions with different weights.
• When those functions are used, Residue
appears in the differential equation
• The weights of the functions may be determined
to minimize the residue by different techniques
• One very important technique is the Galerkin
method.

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FEM: Introduction and Weighted Residual Methods

  • 1. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Weighted Residual Methods Mohammad Tawfik
  • 2. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Objectives • In this section we will be introduced to the general classification of approximate methods • Special attention will be paid for the weighted residual method • Derivation of a system of linear equations to approximate the solution of an ODE will be presented using different techniques
  • 3. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Classification of Approximate Solutions of D.E.’s • Discrete Coordinate Method – Finite difference Methods – Stepwise integration methods • Euler method • Runge-Kutta methods • Etc… • Distributed Coordinate Method
  • 4. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Distributed Coordinate Methods • Weighted Residual Methods – Interior Residual • Collocation • Galrekin • Finite Element – Boundary Residual • Boundary Element Method • Stationary Functional Methods – Reyligh-Ritz methods – Finite Element method
  • 5. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Basic Concepts • A linear differential equation may be written in the form:     xgxfL  • Where L(.) is a linear differential operator. • An approximate solution maybe of the form:      n i ii xaxf 1 
  • 6. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Basic Concepts • Applying the differential operator on the approximate solution, you get:               0 1 1             xgxLa xgxaLxgxfL n i ii n i ii         xRxgxLa n i ii 1  Residue
  • 7. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Handling the Residue • The weighted residual methods are all based on minimizing the value of the residue. • Since the residue can not be zero over the whole domain, different techniques were introduced.
  • 8. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com General Weighted Residual Method
  • 9. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Objective of WRM • As any other numerical method, the objective is to obtain of algebraic equations, that, when solved, produce a result with an acceptable accuracy. • If we are seeking the values of ai that would reduce the Residue (R(x)) allover the domain, we may integrate the residue over the domain and evaluate it!
  • 10. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Evaluating the Residue       xRxgxLa n i ii 1              xRxgxLaxLaxLa nn   ...2211 n unknown variables        0 1          Domain n i ii Domain dxxgxLadxxR  One equation!!!
  • 11. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Using Weighting Functions • If you can select n different weighting functions, you will produce n equations! • You will end up with n equations in n variables.            0 1          Domain n i iij Domain j dxxgxLaxwdxxRxw 
  • 12. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Collocation Method • The idea behind the collocation method is similar to that behind the buttons of your shirt! • Assume a solution, then force the residue to be zero at the collocation points
  • 13. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Collocation Method   0jxR        0 1    j n i jii j xFxLa xR 
  • 14. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Example Problem
  • 15. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com The bar tensile problem   0/ 00 ' 02 2      dxdulx ux sBC xF x u EA
  • 16. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Bar application   02 2    xF x u EA      n i ii xaxu 1       xRxF dx xd aEA n i i i 1 2 2  Applying the collocation method     0 1 2 2  j n i ji i xF dx xd aEA 
  • 17. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com In Matrix Form                                               nnnnnn n n xF xF xF a a a kkk kkk kkk  2 1 2 1 21 22212 12111 ... ... ... Solve the above system for the “generalized coordinates” ai to get the solution for u(x)   jxx i ij dx xd EAk   2 2 
  • 18. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Notes on the trial functions • They should be at least twice differentiable! • They should satisfy all boundary conditions! • Those are called the “Admissibility Conditions”.
  • 19. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Using Admissible Functions • For a constant forcing function, F(x)=f • The strain at the free end of the bar should be zero (slope of displacement is zero). We may use:          l x Sinx 2  
  • 20. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Using the function into the DE: • Since we only have one term in the series, we will select one collocation point! • The midpoint is a reasonable choice!                l x Sin l EA dx xd EA 22 2 2 2     faSin l EA                       1 2 42 
  • 21. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Solving: • Then, the approximate solution for this problem is: • Which gives the maximum displacement to be: • And maximum strain to be:     EA fl EA fl SinlEA f a 2 2 2 21 57.0 24 42            l x Sin EA fl xu 2 57.0 2     5.057.0 2  exact EA fl lu    0.19.00  exact EA lf ux
  • 22. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com The Subdomain Method • The idea behind the subdomain method is to force the integral of the residue to be equal to zero on a subinterval of the domain
  • 23. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com The Subdomain Method   0 1  j j x x dxxR      0 11 1      j j j j x x n i x x ii dxxgdxxLa 
  • 24. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Bar application   02 2    xF x u EA      n i ii xaxu 1       xRxF dx xd aEA n i i i 1 2 2  Applying the subdomain method         11 1 2 2 j j j j x x n i x x i i dxxFdx dx xd aEA 
  • 25. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com In Matrix Form                          11 2 2 j j j j x x i x x i dxxFadx dx xd EA  Solve the above system for the “generalized coordinates” ai to get the solution for u(x)
  • 26. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Using Admissible Functions • For a constant forcing function, F(x)=f • The strain at the free end of the bar should be zero (slope of displacement is zero). We may use:          l x Sinx 2  
  • 27. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Using the function into the DE: • Since we only have one term in the series, we will select one subdomain!                l x Sin l EA dx xd EA 22 2 2 2                                ll fdxadx l x Sin l EA 0 1 0 2 22 
  • 28. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Solving: • Then, the approximate solution for this problem is: • Which gives the maximum displacement to be: • And maximum strain to be:   EA fl EA fl lEA fl a 22 1 637.0 2 2            l x Sin EA fl xu 2 637.0 2     5.0637.0 2  exact EA fl lu    0.10.10  exact EA lf ux    fla l x Cos l EA l                            1 0 22 
  • 29. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com The Galerkin Method • Galerkin suggested that the residue should be multiplied by a weighting function that is a part of the suggested solution then the integration is performed over the whole domain!!! • Actually, it turned out to be a VERY GOOD idea
  • 30. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com The Galerkin Method     0Domain j dxxxR           0 1    Domain j n i Domain iji dxxgxdxxLxa 
  • 31. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Bar application   02 2    xF x u EA      n i ii xaxu 1       xRxF dx xd aEA n i i i 1 2 2  Applying Galerkin method            Domain j n i Domain i ji dxxFxdx dx xd xaEA    1 2 2
  • 32. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com In Matrix Form                             Domain ji Domain i j dxxFxadx dx xd xEA    2 2 Solve the above system for the “generalized coordinates” ai to get the solution for u(x)
  • 33. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Same conditions on the functions are applied • They should be at least twice differentiable! • They should satisfy all boundary conditions! • Let’s use the same function as in the collocation method:          l x Sinx 2  
  • 34. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Substituting with the approximate solution:            Domain j n i Domain i ji dxxFxdx dx xd xaEA    1 2 2                             l l fdx l x Sin dx l x Sin l x Sina l EA 0 0 1 2 2 222     ll a l EA 2 22 1 2        EA fll EA f a 2 3 2 1 52.0 16  
  • 35. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Substituting with the approximate solution: (Int. by Parts)            Domain j n i Domain i ji dxxFxdx dx xd xaEA    1 2 2   ll a l EA 2 22 1 2        EA fll EA f a 2 3 2 1 52.0 16                  Domain ij l i j Domain i j dx dx xd dx xd dx xd x dx dx xd x     0 2 2 Zero!
  • 36. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com What did we gain? • The functions are required to be less differentiable • Not all boundary conditions need to be satisfied • The matrix became symmetric!
  • 37. Weighted Residual Methods Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Summary • We may solve differential equations using a series of functions with different weights. • When those functions are used, Residue appears in the differential equation • The weights of the functions may be determined to minimize the residue by different techniques • One very important technique is the Galerkin method.