Math 2.0

Numerical analysis Definition

Stiffness matrix

Builds on Hilbert spaceBilinear formGalerkin methodFinite element method

Definition

Let VV be a real Hilbert space, let a ⁣:V×V→ℝa \colon V \times V \to \R be a bounded bilinear form, and let ℓ ⁣:V→ℝ\ell \colon V \to \R be a bounded linear functional. Let Vh⊆VV_h \subseteq V be a finite-dimensional subspace with a basis φ1,…,φN\varphi_1, \ldots, \varphi_N, as in the Galerkin method or the finite element method. The stiffness matrix is the N×NN \times N matrix KK with entries Kij=a(φj,φi),1≤i,j≤N.K_{ij} = a(\varphi_j, \varphi_i), \qquad 1 \le i, j \le N. The vector FF with Fi=ℓ(φi)F_i = \ell(\varphi_i) is the load vector.

Remarks

The function uh=∑jcjφju_h = \sum_j c_j \varphi_j satisfies a(uh,v)=ℓ(v)a(u_h, v) = \ell(v) for all v∈Vhv \in V_h exactly when Kc=FK c = F. If aa is symmetric, then KK is symmetric. If aa is coercive, a(v,v)≥α∥v∥2a(v, v) \ge \alpha \norm{v}^2 with α>0\alpha > 0, then cTKc=a(v,v)>0c^T K c = a(v, v) > 0 for v=∑jcjφj≠0v = \sum_j c_j \varphi_j \ne 0, so KK is positive definite in the symmetric case and invertible in general. If φi\varphi_i and φj\varphi_j have disjoint supports and aa is an integral of local terms, then Kij=0K_{ij} = 0.

Example: for −u′′=f-u'' = f on (0,1)(0, 1) with u(0)=u(1)=0u(0) = u(1) = 0, take a(u,v)=∫01u′v′ dxa(u, v) = \int_0^1 u' v' \, dx, nodes xi=ihx_i = ih with h=1/(N+1)h = 1/(N + 1), and hat functions φi\varphi_i with φi(xj)=δij\varphi_i(x_j) = \delta_{ij}. On each of its two intervals φi′\varphi_i' equals ±1/h\pm 1/h, so Kii=2/hK_{ii} = 2/h, Ki,i±1=−1/hK_{i, i \pm 1} = -1/h, and all other entries are 00. So K=h−1tridiag⁡(−1,2,−1)K = h^{-1} \operatorname{tridiag}(-1, 2, -1).

Non-example: the matrix Mij=∫01φjφi dxM_{ij} = \int_0^1 \varphi_j \varphi_i \, dx is built from the L2L^2 inner product, not from the form aa of the problem. It is the mass matrix, which has Mii=2h/3M_{ii} = 2h/3 and Mi,i±1=h/6M_{i, i \pm 1} = h/6 for the hat functions above.

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  1. Bilinear form concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Stiffness_matrix
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MSC65N30, 74S05
DefinesStiffness matrix
UsesHilbert space, Bilinear form, Galerkin method, Finite element method

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