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Why can't an Initial value Problem (IVP) be solvable using the Finite Element me

thod?
It is accepted that given a 2nd order linear or nonlinear ODE au'' + bu' + cu w
here a, b,c can be functions of x,u,u' with the prime denoting derivative wrt x
and that if initial values are prescribed then the solution can be obtained usi
ng Runge-Kutta methods etc while if boundary values are prescribed then the ODE
could be solved using the Finite Element or Finite difference Method. My questio
n is why can't an Initial value Problem (IVP) be solvable using the Finite Eleme
nt method?
My question is limited to ODE's and PDE's are excluded. Basically I am asking wh
y can't an IVP involving an ODE of 2nd order and above be solvable by FEM. Note
that the heat-type PDE ut = c*uxx can be solved via FEM because the problem is
of 1st order wrt time derivative and 2nd order wrt spatial derivative. This PDE
usually presents an IVP in time but a BVP with x.
The answer to your question requires a little of explanation.
There are several different Finite Element Methods, not just one. ALL of these m
ethods can be classified in 2 groups: (1) F.E. methods based on fundamental Lemm
a of Calculus of Variations (Galerkin method, Petrov-Galerkin, Weighted residual
, Galerkin method with weak form) and (2) F.E. method based on a residual functi
onal associated with the differential equation (least-squares method).
There are several types of differential equations. Hyberbolic, Elliptic, Parabol
ic, First order, Second order, etc. HOWEVER, ALL differential equations have a d
ifferential operator associated with them and ALL differential operators can be
classified in 3 groups: (1) self-adjoint (2) non-self adjoint (3) non-linear.
For a F.E. method to be used successfully for a specific differential equation,
the resulting coefficient matrix in [K]{u}={F} must be positive-definite (This m
eans that [K] can be inverted and the obtained solution {u} will be unique).
The following 3 statements are not opinions but Theorems with proofs:
- When the differential operator is self-adjoint: Galerkin method with weak form
and least squares process are the only F.E. methods that guarantee positive-def
inite coefficient matrix [K].
- When the differential operator is non-self adjoint or non-linear: least square
process is the only F.E. method that guarantees a positive-definite coefficient
matrix [K].
- When considering an IVP, the differential operator is either non-self adjoint
or nonlinear. It is never self-adjoint. Hence, the only F.E. method that can gua
rantee positive definite coefficient matrices for all IVPs is least squares proc
ess.
There is a lot of research done to make the Galerkin method with weak form produ
ce coefficient matrices that are positive-definite. These are known as stabilizi
ng techniques. However, all of these techniques, without exception, end up chang
ing the original IVP.
Many people are under the impression that Galerkin method with weak form is the
only F.E. method. This is because ALL commercial F.E. softwares are based on thi
s method. The reason for this being that the differential operators of different
ial equations describing elastic solid mechanics are always self-adjoint, hence
Galerkin method with weak form works great! Least-squares process also works gre

at, however, Least-squares process requires additional resources (in terms of in


terpolation theory) that didn't exist at the time when commercial F.E. softwares
started to appear (1960s). Hence, people didn't consider Least-squares process.
Around the late 1990s, those additional resources needed for least-squares were
invented, and least-squares started being used in the research area. However, s
ince so many companies were built on Galerkin method with weak form and they are
only marketed towards solid mechanics applications, they still continue to use i
t.
Other methods to solve differential equations such as: Finite Volume, Finite Dif
ference, Runge-Kutta etc suffer from the same disease than Galerkin method with
weak form. Meaning, that they do not guarantee positive-definite coefficient mat
rices. This does not mean that unique solutions are not possible using these met
hods, but it means that you will only know it after the [K]{u}={F} is obtained a
nd if [K] is not positive definite, then stabilizing techniques must be used. Ru
nge-Kutta method and Finite Difference methods are very easy and fast to impleme
nt. Hence they popularity. However, when considering complex problems where you m
ight end up having a [K] matrix that is a million-by-million, then they might or
might not work and if they don't work, stabilizing techniques might or might no
t give you the right solution.
So to answer your question, F.E. method can be used to solve IVP. Either using G
alerkin method with weak form combined with stabilizing techniques (see works of
T. Hughes) or using least-squares process. If you are interested on using F.E.
method to solve ODEs in time, then you should real this article:
- K. S. Surana, L. Euler, J. N. Reddy, A. Romkes: Methods of Approximation in hp
k Framework for ODEs in Time Resulting from Decoupling of Space and Time in IVPs
. American J. Computational Mathematics 1(2): 83-103 (2011)
This article explains into details how to handle IVPs by decoupling space and ti
me and as a result, obtaining a system of ODEs in time. Then it compares F.E. me
thods and other methods such as Newmark, Wilson method. I hope that gives you a
better idea of the subject.
Why can't an Initial value Problem (IVP) be solvable using the Finite Element me
thod? - ResearchGate. Available from: https://www.researchgate.net/post/Why_cant
_an_Initial_value_Problem_IVP_be_solvable_using_the_Finite_Element_method [acces
sed Sep 17, 2015].

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