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Numerical Analysis by Julian Roth
Germany
Приєднався 15 вер 2020
Lax-Milgram lemma
This video explains the Lax-Milgram lemma, which yields the existence and uniqueness of solutions to linear partial differential equations, as well as a stability estimate. For more information on this topic please check out Prof. Wick's lecture notes on "Numerical Methods for Partial Differential Equations":
doi.org/10.15488/9248
----- Timestamps -----
00:00 Intro
00:13 Overview and abstract problem
02:20 Riesz representation theorem
04:26 Lax-Milgram lemma
07:32 Credits
Created by:
Julian Roth & Max Schröder
Corrected by:
Jan Philipp Thiele & Thomas Wick
Translated to Spanish by:
Gina Kleinsteinberg
doi.org/10.15488/9248
----- Timestamps -----
00:00 Intro
00:13 Overview and abstract problem
02:20 Riesz representation theorem
04:26 Lax-Milgram lemma
07:32 Credits
Created by:
Julian Roth & Max Schröder
Corrected by:
Jan Philipp Thiele & Thomas Wick
Translated to Spanish by:
Gina Kleinsteinberg
Переглядів: 6 543
Відео
Galerkin orthogonality and Cea lemma
Переглядів 4,6 тис.4 роки тому
This video explains the Galerkin orthogonality, a best approximation property which is being used in the numerical analysis of PDEs. Furthermore, we derive the Céa lemma, a first error estimate. For more information on this topic please check out Prof. Wick's lecture notes on "Numerical Methods for Partial Differential Equations": doi.org/10.15488/9248 Timestamps 00:00 Intro 00:13 Galerkin orth...
Partial Differential Equations
Переглядів 6 тис.4 роки тому
This video explains Partial Differential Equations (PDEs). For more information on this topic please check out Prof. Wick's lecture notes on "Numerical Methods for Partial Differential Equations": doi.org/10.15488/9248 Book on the theory of PDEs: "Partial Differential Equations: Second Edition" by Lawrence C. Evans bookstore.ams.org/gsm-19-r Timestamps 00:00 Intro 00:11 General definition of a ...
Finite Element Method
Переглядів 94 тис.4 роки тому
This video explains how Partial Differential Equations (PDEs) can be solved numerically with the Finite Element Method. For more information on this topic please check out Prof. Wick's lecture notes on "Numerical Methods for Partial Differential Equations": doi.org/10.15488/9248 Timestamps 00:00 Intro 00:11 Motivation 00:45 Overview 01:47 Poisson's equation 03:18 Equivalent formulations 09:56 M...
Finite Differences
Переглядів 70 тис.4 роки тому
This video explains how Partial Differential Equations (PDEs) can be solved numerically with the Finite Difference Method. For more information on this topic please check out Prof. Wick's lecture notes on "Numerical Methods for Partial Differential Equations": doi.org/10.15488/9248 Created by: Julian Roth & Max Schröder Corrected by: Jan Philipp Thiele & Thomas Wick Translated to Spanish by: Gi...
Concise and clear, thank you very much. Do you know of a nice python library i could use to solve pdes with the finite element method ? The only ones I've found seem to be aimed at mechanical engineering simulations only...
It depends on which PDE you want to solve. For the Poisson equation there is plenty of stuff on GitHub. If you want something that is more versatile, I would go for FEniCS/FEniCSx, Ngsolve, Dune, MFEM or deal.II, but some of the latter might not have Python bindings yet. Personally, I have mostly worked with FEniCS in Python and deal.II in C++. If you can implement your PDE in FEniCS on your first try, then FEniCS is my favorite, but sometimes I needed low-level access to the library and found deal.II to be more convenient. Under the hood both libraries use C++ anyway.
@@numericalanalysisbyjulianr4242 perfect, i will look into these. Thank you so much for the awesome video and your quick reply !
@@numericalanalysisbyjulianr4242 i thought I had replied to you but I can't see my comment when checking again : just wanted to thank you one more time for the helpful answer, you rock !
That was an amazing lecture thank you
an amazing video, but in minute 15:28 should not phi (i) be constant per row?
Do you mean that the matrix A should be transposed? If this is what you meant, it does not make any difference here since the bilinear form is symmetric and the linear system is also symmetric. In general, one needs to be cautious though with the assembly of the linear system, since for more complicated problems the order of i and j matters. That's why if you derive the weak form by multiplying from the right with a test function, like in this video, you need to switch i and j in your code in the assembly of the linear system. Thus, many engineers multiply with a test function from the left, i.e. (φ, Δu), to later avoid any confusions in the assembly of the linear system.
@@numericalanalysisbyjulianr4242 Thank you so much!
I had watch lot of videos and I can say you are the only one who I understood with
Thank You, visualization is the best way to understand new stuff.
ua-cam.com/video/XR578io_3eg/v-deo.html to get the analytical and numerical solutions of a Laplace/Poisson equation with MATLAB
This is phenomenal. I have 5 pages of script that do nothing but confuse me, this gives me a step by step guide and something I can implement in a few hours.
Richtig stark!!! 🙏🏻
This is so cool, thank you very much!
This is really beautiful. Thank you very much!
some one please tell me how the f(-0.75,-0.75) comes? i'm waiting from yesterday i stop my work 😞
That depends on the problem that you are solving. For example, if you have a uniform gravitational force pushing down you could have something like f(x, y) = -1 and thus f(-0.75, -0.75) = -1.
Thank you so much got it ❤
This is very useful. The explaination is easy to follow and the animations are beautiful! Amazing job! Thank you so much!
Hi Sir, phi(0) = phi(1) = u(0) = u(1) = 0, phi and u share the same function space and boundary conditions, is this called Galerkin method to choose the testing function?
Yes, if you solve the weak form of a differential equation with the same trial and test space, i.e. the same function space for u and φ, this is called Galerkin method. Some people also use different function spaces for u and φ, this is then called Petrov-Galerkin method.
Hi Sir, 19:37 is it supposed to be F = -h... instead of F = h...?
Yes, the minus sign was missing there in the video.
Awesome videos, Julian! 🥰 You inspired me to try Manim as well. Hope to see some followup videos on your channel. Keep it up!
These videos bring much needed clarity to these methods for me, thank you!
I would love some more videos on numerical methods with examples! Thank you very much
This helped a lot! Great visualisation :)
Thanks very much for your explanation. Is ther more videos explain more for further FD-Methodes like time-depend problems
For time-dependent problems you can take a look at chapter 12 and especially section 12.3.2 in the lecture notes doi.org/10.15488/11709
Thanks! Simply but valuable content of Cea Lema and Galerkin Matrix! An elegant proof to describe B-splines in my research. If we consider Neumann problem and assuming the date of function in basic vector area domain and as well as the boundary are smooth. The existing solution is unique and we must imply Galerkin Method with Chea Lema to satisfie conditions of waveform. Thanks to imply this topic because SPLINEs are elementary topic in hydrology especially hydraulic and contverting it to modeling and projecting hydraulic structures.
So the weak form is defined in C¹?
Almost correct. The weak form is defined in H^1(Ω) resp. H^1_0(Ω) when we include the boundary conditions. As you correctly observed, for the weak form we only need to use first derivatives of the solution. But since these derivatives only need to make sense when we integrate over Ω, e.g. (u', Φ') needs to make sense, it is sufficient if the solution u is once *weakly* differentiable. We denote this then by H^1 for the space of function that are once weakly differentiable. If you want more details on weak derivatives and the space H^1, you can take a look at Sections 7.1.4 and 7.1.5 in the lecture notes from the video description.
Thank you a lot. H¹ is Sobolev space, right? I ask you this because I use another letter in my book
@@nick45be Yes, H^1 is a Sobolev space. Sometimes people also write Sobolev spaces as W^{k,p} with k denoting how often it is differentiable and p denoting that these derivatives need to be in L^p. For many PDEs, we just need p = 2 and hence the short hand notation H^k = W^{k,2} is used.
@@numericalanalysisbyjulianr4242 🤩🤩🤩
To recap the first part: we must find the solution u to the bvp in C². But since it is not possible to do it directly in C² we move to the subspace of test functions V (in which the test functions respect the boundary conditions) and here we reformulate the bvp in the weak form. Right? And what role does the minimization of potential energy play in all this?
Yes, this is correct. For the finite element method we cannot directly work with the strong form in C^2(Ω) \cap C^1(\bar{Ω}) but instead use the weak form and solve it in H^1_0(Ω). (Note: There are also methods that work directly with the strong form, e.g. the Finite Difference method.) So far we have not used the energy minimzation anywhere and could ignore that. Nevertheless, especially in engineering, many people start off with some functional that needs to be minimized and derive the weak form from this energy minimization. Furthermore, sometimes one needs to use the energy minimization to prove theoretical results, e.g. the existence of solutions.
@@numericalanalysisbyjulianr4242 thank you very much your answer and video are awesome!
Great Explanation! Thank you!
Thanks ! I have been looking for such a clear and detailed explanation for a long time. Either too simplified in 10' visuals or too obscure 2h lectures. This is just the golden mean. I will now dig into more détails with this good overview.
Need help in Implementing the Multigrid Cycle. Kindly, suggest. I am not able to understand from Multigrid literature.
You can check out my online explanation of multigrid for the Finite Element Method at julianroth.org/documentation/multigrid/index.html. The code for this is also on GitHub
Great help!
Please do the equivalent formulation for Helmholtz PDE, i would love u if u do it
It seems the strong and weak formulation are only equivalent for u in V, right?
You are almost right. Solutions of the strong formulation need to be twice continuously dofferentiable and solutions of the weak formulation need to be once weakly differentiable. So automatically each strong solution is also a weak solution. But a weak solution is only a strong solution if it is also twice continuously differentiable. Otherwise you can't perform integration by parts and recover the Δu term. TL;DR: For u in C^2(Ω) and C^1(\bar{Ω}) the strong and weak form are equivalent.
¡Great! Thank you :)))))
very bad explanation you are like reading from a textbook
Excellent video! Thanks for sharing!
So i have an engineering background. Could you explain to me from a mathematicians perspective, what the difference is between using finite difference and finite element method? Both solve PDE with a mesh. Both methods construct an eigenvalue equation, where the matrices are sparse. But with FDM the PDE is approximated with derivatives and a the grid is structured the sparse matrices is populated relatively straight forward. With FEM polynomials here the basis functions are tuned to approximate solutions of each element. Which then together forms the big solution over the hole mesh. Is this somehow correct understanding?
Yes, your summary is correct. With FDM we just approximate the derivatives in the strong form of the PDE and with FEM we work with element-wise polynomial approximations. We don't construct an eigenvalue problem though but a linear equation system. A big difference is that FDM uses the strong formulation of the PDE, e.g. -u" = f, whereas FEM uses the weak/variational formulation of the PDE, e.g. (u', φ') = (f, φ). Like you mentioned, imho FEM is more flexible when it comes to meshes, since FDM requires "structured" grids. With FEM it is easier to deal with more complicated geometries, e.g. plate with hole. This has then also many engineering applications, e.g. Isogemetric Analysis (IGA) uses spline basis functions to work on CAD generated domains directly.
Such an amazing explanation! Thanks.
Very helpful and clear explanation. I am taking FEM, CFD and numerical methods course. Hoping to see more videos from you, subscribed !! Thanks !!
very sad you stop make video , your channel deserve more sucribers, anyway thank you very much for your work!!!
The way I see it in 25:17, RHS of the bottom integration's interval should be K(1) not Ki(hi).
Yes, you are correct the RHS should be integrated over the master element K(1). This is a mistake in the video but at least it is later correct for the Laplace/stiffness term. Thank you for pointing this out 🤗
OMG! I really cannot express how thankful I am 🙏. This is a fantastic contribution to the community.
didn't expect my university to do this video haha
What about the basis of fourth order partial differential equations?
For future references, please provide concrete examples to make answering your question easier. Nevertheless, here is a very general answer: The choice of the finite element basis depends on your function space, which in turn depends on your PDE. At the example of the Poisson equation, here we have a second order PDE, but for the weak formulation we apply partial integration and thus have at most only first derivatives. This needs to be reflected by the function space and we choose the space H^1 (or H^1_0 if we have homogeneous Dirichlet BC) which contains all functions whose first (weak) derivative is L^2 integrable. We can thus choose the Lagrange FE basis of piecewise polynomials of up to order r which is a conforming subspace of H^1, i.e. all functions from our FE space are also contained in H^1. If we have a fourth order PDE like the biharmonic problem, we apply integration by parts and arrive at a weak formulation which has up to second order derivatives. By the same argumentation as above, we thus use H^2 as our function space, since the second order derivatives need to be L^2-integrable. Now we can't use the same FE basis anymore as for the Poisson problem, since between elements we only ensure continuity of the FE basis (C^0), but we would need also the continuity of the derivatives of the FE basis (C^1). Therefore you need to use C^1 conforming FE, like the Hermite basis, or split the problem into a mixed system similar to fenicsproject.org/olddocs/dolfin/1.6.0/python/demo/documented/biharmonic/python/documentation.html. The problem of choosing an appropriate more complicated finite element is not only specific to fourth order PDEs, but also applies to other problems like Maxwell's equations from electromagnetism, where for the simplest problem (Eddy-Current) one solves - curl(curl u) = f and after integration by parts we need a function space where curl u is L^2-integrable (H^curl). There you can't use the standard Langrange basis either, but need Nedelec elements to be H^curl conforming.
@@numericalanalysisbyjulianr4242 thank you so much... I used biharmonic equation. But i cant create a stiffness matrix. Because i don't know the basis when i used discrete finite element method
My example is in hilbert space of fourth order The problem is biharmonic plus poisson =f I used green theorem to obtain weak form twice for biharmonic and once for poission Then i have galerkin equation B(y, v) =F(v) Vn is a subspace(??? ) of H2 Yn is a basis of linear combination What is a basis of finite element method? To creat stiffness matrix Is it yn=sum Cj Yj, and j =1,..., n??
@@emanalquraishi9279 Yes, in your case your FE space needs to be a subspace of H^2. For this you could use the cubic Hermite basis: hplgit.github.io/INF5620/doc/pub/H14/fem/html/._main_fem007.html. If you don't want to use C^1 FE, then you could also transform the bihramonic into two second order equations and then use the regular Lagrange basis: fenicsproject.org/olddocs/dolfin/1.6.0/python/demo/documented/biharmonic/python/documentation.html.
Excellent!! simple, clear. Thank you!
Appreciate you sir.👍
The concept of node becomes predominant, a concept of no relevance in the classical methods.
These videos are excellent, please make more!
Man this is so helpful, thank you so much!
Schade das ich Numerik schon fertig hat. Den Dreck hätte ich mir 100x lieber von dir angeschaut :P ! Hat mir aber leider keiner gesagt, dass du Videos dazu machst :/ ... Aber war ein sehr schöne Erklärung :D !
One takes the second derivative of a function wrt space and equates it to -1. How on earth gravity comes into this story? Thx for the nice video.
The general version of Poisson's problem is given at 3:04 with -u'' = f. Chossing f = -1 means that we have a uniform force acting in the entire domain, like gravity.
thank you so much for the explaining it! Best resource I have seen on the material so far!!
Thank you very much for this perfect tutorial 💐
excellent explaination! easy to understand in just one-time watch
Thanks for describing slow. It's easier to understand.