Numerical Methods for Elliptic Partial Differential Equations

(CourseId 327.003, 4 hours per week, Semester 6)

Lecturer: O.Univ.-Prof. Dr. Ulrich Langer

Files: The material is collected in the following zip files:  NuEPDELecureA2020s.zip, NuEPDELecureB2020s.zip, NuEPDESlides2020s.zip, NuEPDEOther2020s.zip

Examination questions: Exam2020.pdf

The super question: Super2020.pdf

Time and room:

Wed, March 3, 2020 10:15 - 11:45 Room: S2 416-1 lecture01.pdf
Wed, March 4, 2020 08:30 - 10:00 Room: HS 14 lecture02.pdf
Wed, March 5, 2020 08:30 - 10:00 Room: HS 13 lecture03.pdf
Wed, March 11, 2020 08:30 - 10:00 Room: -- -- lecture04.pdf
Thu, March 12, 2020 08:30 - 10:00 Room: -- -- lecture05.pdf
Wed, March 18, 2020 08:30 - 10:00 Room: -- -- lecture06.pdf
Thu, March 19, 2020 08:30 - 10:00 Room: -- -- lecture07.pdf
Wed, March 25, 2020 08:30 - 10:00 Room: -- -- lecture08.pdf
Thu, March 26, 2020 08:30 - 10:00 Room: -- -- lecture09.pdf
Wed, April 1, 2020 08:30 - 10:00 Room: -- -- lecture10.pdf
Thu, April 2, 2020 08:30 - 10:00 Room: -- -- lecture11.pdf
Easter Break
Wed, April 22, 2020 08:30 - 10:00 Room: -- -- lecture12.pdf
Thu, April 23, 2020 08:30 - 10:00 Room: -- -- lecture13.pdf
Wed, April 29, 2020 08:30 - 10:00 Room: ZOOM lecture14.pdf
Thu, April 30, 2020 08:30 - 10:00 Room: ZOOM lecture15.pdf
Wed, May 6, 2020 08:30 - 10:00 Room: ZOOM lecture16.pdf
Thu, May 7, 2020 08:30 - 10:00 Room: ZOOM lecture17.pdf
Wed, May 13, 2020 08:30 - 10:00 Room: ZOOM lecture18.pdf
Thu, May 14, 2020 08:30 - 10:00 Room: ZOOM lecture19.pdf
Wed, May 20, 2020 08:30 - 10:00 Room: ZOOM lecture20.pdf
Wed, May 27, 2020 08:30 - 10:00 Room: ZOOM lecture21.pdf
Thu, May 28, 2020 08:30 - 10:00 Room: ZOOM lecture22.pdf
Wed, June 3, 2020 08:30 - 10:00 Room: ZOOM lecture23.pdf
Thu, June 4, 2020 08:30 - 10:00 Room: ZOOM lecture24.pdf
Wed, June 10, 2020 08:30 - 10:00 Room: ZOOM lecture25.pdf
Wed, June 17, 2020 08:30 - 10:00 Room: ZOOM lecture26.pdf
Thu, June 18, 2020 08:30 - 10:00 Room: ZOOM lecture27.pdf
Wed, June 24, 2020 08:30 - 10:00 Room: ZOOM lecture28.pdf
Thu, June 25, 2020 08:30 - 10:00 Room: ZOOM lecture29.pdf

Numerical Methods for Elliptic Partial Differential Equations – Tutorial

(CourseId 327.004, 2 hours per week, Semester 6)

Tutorials held by: DI Rainer Schneckenleitner

Time and room:

Tutorial 01 Tue, March 10, 2020 10:15 - 11:45 Room: KEP3 tutorial01.pdf
Tutorial 02 Tue, March 17, 2020 10:15 - 11:45 Room: -- tutorial02.pdf
Tutorial 03 Tue, March 24, 2020 10:15 - 11:45 Room: -- tutorial03.pdf
Tutorial 04 Tue, March 31, 2020 10:15 - 11:45 Room: -- tutorial04.pdf
Tutorial 05 Tue, April 21, 2020 10:15 - 11:45 Room: -- tutorial05.pdf
Tutorial 06 Tue, April 28, 2020 10:15 - 11:45 Room: -- tutorial06.pdf
Tutorial 07 Tue, May 5, 2020 10:15 - 11:45 Room: -- tutorial07.pdf
Tutorial 08 Tue, May 12, 2020 10:15 - 11:45 Room: -- tutorial08.pdf
Tutorial 09 Tue, May 19, 2020 10:15 - 11:45 Room: -- tutorial09.pdf
Tutorial 10 Tue, May 26, 2020 10:15 - 11:45 Room: -- tutorial10.pdf
Tutorial 11 Tue, June 9, 2020 10:15 - 11:45 Room: -- tutorial11.pdf
Tutorial 12 Tue, June 16, 2020 10:15 - 11:45 Room: -- tutorial12.pdf
Tutorial 13 Tue, June 23, 2020 10:15 - 11:45 Room: -- tutorial13.pdf
Tutorial 14 Tue, June 30, 2020 10:15 - 11:45 Room: -- No new sheet

Transparencies

Transparency 00a: nuepde00aco.pdf Math. Models
Transparency 00b: nuepde00bco.pdf Remark 1.2
Transparency 01: nuepde01co.pdf Ex 1.1 - 1.2
Transparency 02: nuepde02co.pdf Ex 1.3 - 1.4
Transparency 03: nuepde03co.pdf Ex 1.5 - 1.6
Transparency 04a: nuepde04a.pdf 1.2.2 Linear elasticity I
Transparency 04b: nuepde04b.pdf 1.2.2 Linear elasticity II
Transparency 04c: nuepde04c.pdf 1.2.2 Linear elasticity III
Transparency 04d: nuepde04d.pdf 1.2.2 Linear elasticity IV
Transparency 04e: nuepde04e.pdf 1.2.2 Linear elasticity V
Transparency 05: nuepde05co.pdf Ex 1.10 - 1.11
Transparency 05a: nuepde05asw.pdf 1.3.1. Mixed VF I: General
Transparency 05b: nuepde05bsw.pdf 1.3.1. Mixed VF II: Navier-Stokes
Transparency 05c: nuepde05csw.pdf 1.3.1. Mixed VF III: Oseen/Stokes
Transparency 05d: nuepde05dsw.pdf 1.3.1. Mixed VF IV: Poisson equ.
Transparency 05e: nuepde05esw.pdf 1.3.1. Mixed VF V: 1st bih. BVP
Transparency 05f: nuepde05fsw.pdf 1.3.2. Dual VF I: General
Transparency 05g: nuepde05gsw.pdf 1.3.2. Dual VF II: Cont.
Transparency 05h: nuepde05hsw.pdf 1.3.2. Dual VF III: Example
Transparency 2-01: nuepde2-01co.pdf D(/Omega)
Transparency 2-02: nuepde2-02co.pdf Week derivatives
Transparency 2-03: nuepde2-03co.pdf Distributions
Transparency 2-04: nuepde2-04co.pdf Distributive derivatives
Transparency 2-05: nuepde2-05co.pdf Lebesgue spaces Lp
Transparency 2-06: nuepde2-06co.pdf Sobolev spaces W_p^k
Transparency 2-07: nuepde2-07co.pdf Traces
Transparency 2-08: nuepde2-08co.pdf Negative-order Sobolev spaces
Transparency 2-09: nuepde2-09co.pdf H(div), H(curl), H^s
Transparency 2-10: nuepde2-10co.pdf H^{1/2}(\Gamma) ~ \gamma_oH^1(\Omega)
Transparency 2-11: nuepde2-11co.pdf Th. 2.13 Norm equivalence theorem
Transparency 2-12: nuepde2-12co.pdf Exercise 2.14
Transparency 2-13: nuepde2-13co.pdf Friedrichs' inequalities I
Transparency 2-14: nuepde2-14co.pdf Friedrichs' inequalities II
Transparency 2-15: nuepde2-15co.pdf 2.4. Poincaré
Transparency 2-16: nuepde2-16co.pdf 2.5. Main Formula of DIC
Transparency 2-17: nuepde2-17co.pdf 2.5. Gauss' Theorem
Transparency 2-18: nuepde2-18co.pdf 2.5. Further Integration Formulas
Transparency 2-19: nuepde2-19co.pdf 2.5. H(div) - Trace Theorem
Transparency 2-20: nuepde2-20co.pdf 2.5. H(div) Inverse Trace Theorem
Transparency 2-21: nuepde2-21co.pdf 2.6. Extension Problem
Transparency 2-22: nuepde2-22co.pdf 2.6. Extension Problem (cont)
Transparency 2-23: nuepde2-23co.pdf 2.7. Embedding
Transparency 2-24: nuepde2-24co.pdf 2.7. Embedding (cont)
Transparency 06: nuepde06.pdf GALERKIN-RITZ-Scheme
Transparency 06a: nuepde06asw.pdf Courant's idea
Transparency 06b: nuepde06b.pdf Illustration
Transparency 07a: nuepde07.pdf Remark 2.1.1-2
Transparency 07b: nuepde08sw.pdf Remark 2.1.3-4
Transparency 08a: nuepde08a.pdf Model Problem
Transparency 08b: nuepde08b.pdf CHIP
Transparency 09: nuepde09.pdf Mesh for CHIP
Transparency 10a: nuepde10sw.pdf CHIP.NET
Transparency 10b: nuepde10b.pdf Meshing
Transparency 10c: nuepde10c.pdf Tables
Transparency 10d: nuepde10dsw.pdf Finer Mesh
Transparency 11a: nuepde11asw.pdf Mesh Generation 1.-2.
Transparency 11b: nuepde11bsw.pdf Mesh Generation 3.
Transparency 11c: nuepde11c.pdf Mesh Generation 4.
Transparency 11d: nuepde11d.pdf Mesh Generation 5.
Transparency 12: nuepde12.pdf Mapping principle
Transparency 13a: nuepde13a.pdf stiffness matrix (1)
Transparency 13b: nuepde13bsw.pdf stiffness matrix (2)
Transparency 13c: nuepde13csw.pdf stiffness matrix (3)
Transparency 14a: nuepde14asw.pdf 2nd kind BC
Transparency 14b: nuepde14bsw.pdf 3rd kind BC
Transparency 14c: nuepde14csw.pdf 1st kind BC
Transparency 15: nuepde15.pdf Illustration
Transparency 16: nuepde16sw.pdf Exercises 2.5 - 2.8
Transparency 17a: nuepde17a.pdf Road Map I
Transparency 17b: nuepde17bsw.pdf Road Map II
Transparency 17c: nuepde17c.pdf Theorem 2.6 = Approximation Theorem
Transparency 17d: nuepde17d.pdf Sketch of the Proof
Transparency 18a: nuepde18a.pdf Remark 2.7.1
Transparency 18b: nuepde18bsw.pdf Remark 2.7.2-5, E 2.9, E 2.10
Transparency 19: nuepde19sw.pdf Theorem 2.8 (H1-Convergence)
Transparency 20: nuepde20sw.pdf Remark 2.9.1-4
Transparency 21: nuepde21sw.pdf Remark 2.9.5
Transparency 22: nuepde22sw.pdf Remark 2.14
Transparency 23: nuepde23.pdf Var.Crimes I
Transparency 24: nuepde24.pdf Var.Crimes II
Transparency 25: nuepde25.pdf Var.Crimes III
Transparency 26: nuepde26.pdf Remark 3.21
Transparency 27a: nuepde27asw.pdf DWR I
Transparency 27b: nuepde27bsw.pdf DWR II
Transparency 27c: nuepde27c.pdf AFEM
Transparency T4-01a: nuepdeT4-01a.pdf 4.1.1 DG VF: model problem
Transparency T4-01b: nuepdeT4-01b.pdf 4.1.1 DG VF: notations and formulation
Transparency T4-02: nuepdeT4-02.pdf 4.1.1 DG VF: DG bilinear form
Transparency T4-03: nuepdeT4-03.pdf Alternative Proof
Transparency T4-04: nuepdeT4-04.pdf Consistency + DG-Scheme
Transparency T4-05: nuepdeT4-05.pdf Remark 4.3.: Pros & Cons
Transparency T4-06a: nuepdeT4-06a.pdf Lemma 4.4.
Transparency T4-06b: nuepdeT4-06b.pdf Alternative Proof
Transparency T4-07: nuepdeT4-07.pdf Lemma 4.5.: ellipticity
Transparency T4-08: nuepdeT4-08.pdf Proof
Transparency T4-09: nuepdeT4-09.pdf Lemma 4.7.: boundedness
Transparency T4-10: nuepdeT4-10.pdf Lemma 4.9.: Trace inequality
Transparency T4-11: nuepdeT4-11.pdf Theoerem 4.10.: Error estimate
Transparency T4-12: nuepdeT4-12.pdf Proof (cont.)
Transparency T4-13: nuepdeT4-13.pdf Proof (cont.)
Transparency T4-14: nuepdeT4-14.pdf Proof (cont.) + Remark 4.11
Transparency T4-15: nuepdeT4-15.pdf 4.2.: FDM
Transparency T4-16: nuepdeT4-16.pdf 4.2.: FVM
Transparency T4-17: nuepdeT4-17.pdf 4.2.: Stability+Appr.=>discrete Conv.
Transparency T4-18: nuepdeT4-18.pdf Summary

Additional Transparencies

Transparency 28: nuepde28.pdf Remark 3.1
Transparency 29: nuepde29.pdf Example, Remark 3.2
Transparency 30: nuepde30sw.pdf Secondary Grids I
Transparency 31: nuepde31sw.pdf Secondary Grids II
Transparency 32: nuepde32.pdf Remark 3.3 + E 3.1
Transparency 33: nuepde33sw.pdf Remark 3.4
Transparency 34: nuepde34.pdf Boundary boxes
Transparency 35: nuepde35.pdf Remark 3.5 + E 3.2
Transparency 36a: nuepde36asw.pdf Galerkin-Petrov I
Transparency 36b: nuepde36bsw.pdf Galerkin-Petrov II
Transparency 36c: nuepde36c.pdf Galerkin-Petrov Approach
Transparency 36d: nuepde36d.pdf Two Galerkin-Petrov Schemes
Transparency 36e: nuepde36e.pdf System of FV-Equations
Transparency 37a: nuepde37asw.pdf Remark 3.6.1-3.6.4
Transparency 37b: nuepde37bsw.pdf Remark 3.6.5-3.6.6
Transparency 38: nuepde38.pdf Ref + Remark 3.7
Transparency 39: nuepde39.pdf Discrete Convergence I
Transparency 40: nuepde40sw.pdf Discrete Convergence II
Transparency 41: nuepde41sw.pdf Discrete Convergence III
Transparency 42: nuepde42sw.pdf Discrete Convergence IV (E 3.3)
Transparency 43: nuepde43sw.pdf Discrete Convergence V
Transparency 44: nuepde44.pdf Discrete Convergence VI
Transparency 39-44: nuepde39-44sw.pdf Summary
Transparency 45: nuepde45sw.pdf 4. BEM 4.1 Introduction I
Transparency 46: nuepde46sw.pdf 4.1 Introduction II
Transparency 47: nuepde47sw.pdf 4.1 Introduction III
Transparency 48: nuepde48sw.pdf 4.1 Introduction IV
Transparency 49a: nuepde49asw.pdf Subsection 4.2.1
Transparency 50a: nuepde50a.pdf Section 4.3: CM I
Transparency 50b: nuepde50bsw.pdf Section 4.3: CM II
Transparency 51a: nuepde51a.pdf Section 4.3: CM III
Transparency 51b: nuepde51bsw.pdf Section 4.3: CM IV
Transparency 52a: nuepde52asw.pdf Section 4.3: CM V
Transparency 52b: nuepde52b.pdf Section 4.3: CM VI
Transparency 53: nuepde53sw.pdf Section 4.3: CM VII
Transparency 54: nuepde54sw.pdf Section 4.3: CM VIII
Transparency 55: nuepde55sw.pdf Section 4.3: CM IV
Transparency 56: nuepde56sw.pdf Section 4.3: CM X
Transparency 57: nuepde57sw.pdf Section 4.3: CM XI
Transparency 58a: nuepde58asw.pdf BIO: Def.
Transparency 58b: nuepde58bsw.pdf BIO: Calderon
Transparency 58c: nuepde58csw.pdf BIO: D2N
Transparency 59a: nuepde59asw.pdf 4.4.2 Properties I
Transparency 59b: nuepde59bsw.pdf 4.4.2 Properties II
Transparency 60: nuepde60sw.pdf Galerkin I
Transparency 61: nuepde61sw.pdf Galerkin II
Transparency 62: nuepde62sw.pdf Galerkin III
Transparency 63: nuepde63sw.pdf Galerkin IV
Transparency 64: nuepde64sw.pdf Galerkin V

CISM Courses

[Part 1] Part1DirectSolvers.pdf: Direct Solvers
[Part 2] Part2IterativeSolvers.pdf: Iterative Solvers
[Part 3] Part3Preconditioners.pdf: Preconditioners
[Part 4] Part4MultigridI.pdf: Multigrid I
[Part 5] Part5MultigridII.pdf: Multigrid II
see also [9] in Basic Lecture Notes.

Basic Lecture Notes:

[1]   Langer U.: Numerik I (Operatorgleichungen), JKU, Linz 1996 (Sobolev-Spaces and Tools): PDF
[2]   Langer U.: Numerik II (Numerische Verfahren für Randwertaufgaben), JKU, Linz 1996 (FEM and FVM): PDF
[3]   Jung M., Langer U.: Methode der finiten Elemente für Ingenieure: Eine Einführung in die numerischen Grundlagen und Computersimulation. Springer Fachmedien, Wiesbaden 2013, 2., überarb. u. erw. Aufl. 2013, XVI, 639 S. 172 Abb. (practical aspects of the FEM).
[4]   Steinbach O.: Numerische Näherungsverfahren für elliptische Randwertprobleme. Teubner-Verlag, Stuttgart, Leipzig, Wiesbaden 2003 (FEM and BEM).
English version: Steinbach O.: Numerical Approximation Methods for Elliptic Boundary Value Problem: Finite and Boundary Elements. Springer, New York 2008 (FEM and BEM):
[5]   Steinbach O.: Lösungsverfahren für lineare Gleichungssysteme: Algorithmen und Anwendungen. Teubner-Verlag, Stuttgart, Leipzig, Wiesbaden 2005 (solvers for systems of algebraic equations).
[6]   Zulehner W.: Numerische Mathematik: Eine Einführung anhand von Differentialgleichungsproblemen. Band 1: Stationäre Probleme. Mathematik Kompakt. Birkhäuser Verlag, Basel-Bosten-Berlin 2008.
[7]   Rivière B.: Discontinuous Galerkin Methods for Solving Elliptic and Parabolic Equations: Theory and Implementation. SIAM, Philadelphia 2008.
[8]   Di Pietro D.A., Ern A.: Mathematical Aspects of Discontinuous Galerkin Method. Springer-Verlag, Berlin, Heidelberg, 2012.
[9]   Langer U. and Neumüller M.: Direct and iterative solvers. In M. Kaltenbacher, editor, Computational Acoustics, volume 579 of CISM International Centre for Mechanical Sciences: Courses and Lectures, pages 205-251. Springer-Verlag, 2017

Additional Literature:

[1]   Braess D.: Finite Elemente. Springer Lehrbuch, Berlin, Heidelberg 1997.
English version: Braess D.: Finite Elements: Theory, Fast Solvers and Applications in Solid Mechanics. Cambridge University Press, Cambridge, 1997, 2001, 2007. - ISBN: 0 521 70518-9
[2]   Brenner S.C., Scott L.R.: The Mathematical Theory of Finite Element Methods. Springer, New York 1994.
[3]   Ciarlet P.G.: The finite element method for elliptic problems. Classics in Applied Mathematics (40), SIAM, Philadelphia PA, 2002. [4]   Großmann C., Roos H.-G.: Numerik partieller Differentialgleichungen. Teubner-Verlag, Stuttgart 1992. (3. völlig überarbeitete und erweiterte Auflage, November 2005)
[5]   Deuflhard P., Weiser M.: Numerische Mathematik: Band 3 "Adaptive Lösung partieller Differentialgleichungen. de Gruyter Verlag, Berlin 2011 (englische Version ist 2012 ebenfalls bei de Gruyter erschienen).
[6]   Heinrich B.: Finite Difference Methods on Irregular Networks. Akademie-Verlag, Berlin 1987.
[7]   Knaber P., Angermann L.: Numerik partieller Differentialgleichungen. Eine anwendungsorientierte Einführung. Springer-Verlag, Berlin-Heidelberg 2000.
[8]   Monk P.: Finite Element Methods for Maxwell's Equations. Oxford Science Publications, Oxford 2003.
[9]   Schwarz H.R.: FORTRAN-Programme zur Methode der finiten Elemente. B.G. Teubner, Stuttgart, 1991.
[10]   Schwarz H.R.: Methode der finiten Elemente. B.G. Teubner, Stuttgart, 1991.
[11]   Verfürth R.: A Review of A Posteriori Error Estimation and Adaptive Mesh-Refinement Techniques. Wiley - Teubner, 1996.

History

Software

Links

General Information

Previous Knowledge:

These lectures are required for:

Objectives of the Lectures: Get familiar with advanced numerical methods for the solution of multidimensional elliptic Boundary Value Problems (BVP) for Partial Differential Equations (PDE) and with tools for their analysis.

Contents:

Additional Information:

Examinations:
Lecture:
The lecture contains an oral examination.

Tutorial:
The mark of the tutorial consists of the assessment of the individual exercises, the presentations on the blackboard and a practical exercise on a LTTP (Long-Term Training Problem).

 

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Phone
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Email
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