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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