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Numerical Methods Qualification Exam Problems and Solutions (University of Maryland)/Aug09 667
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Problem 4
Given the two-point boundary value problem
Problem 4a
Set up the finite element approximation for this problem, based on piecewise linear elements in equidistant points. Determine the convergence rate in an appropriate norm
Solution 4a
Let
Find such that for all
or after integrating by parts and including initial conditions
Discrete Variational Form
piecewise linear
is basis for ;
For
Find such that for all
Since forms a basis
Therefore we have system of equations
For
Convergence Rate
In general terms, we can use Cea's Lemma to obtain
In particular, we can consider as the Lagrange interpolant, which we denote by . Then,
.
It's easy to prove that the finite element solution is nodally exact. Then it coincides with the Lagrange interpolant, and we have the following punctual estimation:
Problem 4b
Explain whether is necessary for the convergence in part (a).
Solution 4b
If , then the stiffness matrix is diagonally dominant and hence solvable.
Solution 4
Problem 5
Solution 5
Problem 6
Solution 6