American Journal of Computational Mathematics, 2011, 1, 83-103
doi:10.4236/ajcm.2011.12009 Published Online June 2011 (http://www.scirp.org/journal/ajcm)
Copyright © 2011 SciRes. AJCM
83
Methods of Approximation in hpk Framework for ODEs
in Time Resulting from Decoupling of Space and Time in
IVPs
K. S. Surana1*, L. Euler1, J. N. Reddy2, A. Romkes1
1Mechanical Engineering, Department, University of Kansas, Lawrence, USA
2Mechanical Engineering D e pa rtment, Texas A&M University, College Station, USA
E-mail: kssurana@ku.edu, jnreddy@tamu.edu
Received March 28, 2011; revised May 26, 2011; accepted Jun e 3, 2011
Abstract
The present study considers mathematical classification of the time differential operators and then applies
methods of approximation in time such as Galerkin method (GM ), Galerkin method with weak form
(/GMWF ), Petrov-Galerkin method (PGM), weighted residual method (WRY ), and least squares method
or process (LSM or LSP ) to construct finite element approximations in time. A correspondence is estab-
lished between these integral forms and the elements of the calculus of variations: 1) to determine which
methods of approximation yield unconditionally stable (variationally consistent integral forms, VC ) com-
putational processes for which types of operators and, 2) to establish which integral forms do not yield un-
conditionally stable computations (variationally inconsistent integral forms, VIC). It is shown that varia-
tionally consistent time integral forms in hpk framework yield computational processes for ODEs in
time that are unconditionally stable, provide a mechanism of higher order global differentiability approxima-
tions as well as higher degree local approximations in time, provide control over approximation error when
used as a time marching process and can indeed yield time accurate solutions of the evolution. Numerical
studies are presented using standard model problems from the literature and the results are compared with
Wilson’s
method as well as Newmark method to demonstrate highly meritorious features of the pro-
posed methodology.
Keywords: Finite Element Approximations, Numerical Studies, Time Approximation, Variationally
Consistent Integral Forms
1. Introduction, Literature Review and
Scope of Work
The quest for better, reliable, stable, accurate and effi-
cient methods of approximation for obtaining numerical
solutions of the ordinary differential equations (ODEs )
in time resulting from either decoupling of space and
time or using a lumped parameter approximation in spa-
tial coordinates in initial value problems has been a sub-
ject of writing in the numerical and computational me-
thods area for over a century. Thus, the published works
are voluminous. In this section we provide a summary of
historical perspective of the origins of various methods,
discuss more recent advances in the various approaches,
discuss their merits and shortcomings with the objective
of ultimately narrowing down to a single methodology
that provides us an infrastructure to treat all ODEs in
time in a consistent but rigorous manner without any
regard to specific applications or their origin.
1.1. Space-Time Decoupling in IVPs
We make a few remarks regarding a strategy for space-
time decoupling in initial value problems (
I
VPs ) that
lead to ODEs in time. This is helpful in gaining a bet-
ter understanding regarding the origin of the ODEs .
The
I
VPs are generally a system of partial differential
equations in dependent variables, spatial coordinates and
time. Thus, these naturally contain spatial as well as time
derivatives of the dependent variables. In decoupling of
K. S. SURANA ET AL.
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84
space and time, the spatial derivatives are converted into
algebraic expressions, thereby reducing the original par-
tial differential equations (PDEs ) to a system of ODEs
in time. For this purpose we can use finite difference,
finite volume or finite element method in spatial coordi-
nates. In a finite difference method one discretizes the
spatial domain into a finite number of points. The spatial
derivatives are approximated using Taylor series expan-
sions of various orders of truncation errors to obtain al-
gebraic expressions or the finite difference approxima-
tions of the spatial derivatives. One then considers the
PDEs at each point of the discretization and substitutes
the finite difference expressions for the spatial deriva-
tives. The outcome of this process is that spatial deriva-
tives are replaced by dependent variable values (and/or
their derivatives) at the points of the discretization and
the time derivatives assume values at the points of the
discretization and thus we obtain a system of ODEs in
time. In principle, the finite volume method of decoup-
ling space and time is similar. In the finite element
method of decoupling space and time, one constructs a
spatial discretization of the spatial domain using finite
elements. We can construct an integral form over the
discretized spatial domain based on the fundamental
lemma [1-5]. The time derivatives for this purpose are
treated as constants. One constructs an approximation
over the discretized domain and thereby an approxima-
tion over each spatial element of the discretization. This
approximation, when substituted in the integral form,
replaces the spatial derivatives with algebraic expres-
sions and what remains is a system of ODEs in time.
In the following, we present some details of the finite
element method of decoupling space and time.
Let
(, )(, )0,
(, )(0, )(0, )
xtx t
Axtfxt
xt L

  (1.1)
be an initial value problem with some boundary condi-
tions (BCs ) and some initial conditions (
I
Cs ).
Let Te
x
x
e
 
be a finite element discretization of
x
. Let (, )
h
t
be an approximation of (, )
t
over
T
x
Then based on the fundamental lemma [1-5] of the
calculus of variations,
((, )(, ), )0
T
x
h
Axt fxtv
 (1.2)
in which ()vvx is the test function. v is zero where
is specified, thus h
v

is admissible. We can
write (1.2) over ()
T
x
as,
((, )(, ), )0
e
x
e
h
e
Axtfxtv

(1.3)
where (, )
e
h
x
t
is the local approximation of (, )
t
over e
x
. Consider ((, ), )
e
x
e
h
A
xtf v
over an ele
ment e with domain e
x
. At this point if the operator
A has even order derivatives with respect to spatial coor-
dinates, then one could use integration by parts to trans-
fer half of the differentiation from e
h
to v (Galerkin
method with weak form in space) and then the resulting
expression could be arranged as
(, )(, )(, )()
ee
xx
eee e
hh
A
fvBv fvlv


 
(1.4)
in which ()
e
lv
is the concomitant. It contains the
boundary terms (secondary variables) due to integration
by parts. Let the local approximation (, )
e
h
x
t
be given
by
1
(, )()()
n
ee
hii
i
x
tNxt

(1.5)
Consider Galerkin method with weak form,
()
e
hj
vNx

 , 1, 2,,jn (1.6)
Substituting (1.5) and (1.6) into (1.4) we can write
(assuming that operator
A
has first and second order
derivatives of
in time as well as the function
)



123
(, )[][][]
()
(, ); 1,,
e
x
eeee ee ee
h
ee
ej
BvCC C
lv P
FfNjn



 
(1.7)
e
P
is a vector of secondary variables. Thus,
 
123
(, )
([ ][ ][ ])
e
x
e
h
ee ee eeee
Afv
CCC PF


 
  (1.8)
Substituting from (1.7) into (1.4) we have,
  
 
123
()
([ ][ ][ ])
0
e
x
e
h
e
ee ee ee
e
ee
ee
Af
CCC
PF


 

  (1.9)
or

123
[][ ][]CCC PF


  (1.10)
in which




112 233
[][], [][], [][],
,
eeee
eee
ee
ee
CCCCCC
PPFF



 (1.11)
and



, ,
eee
eee
  

 

(1.12)
(1.10) are a system of ODEs in time. A solution of
K. S. SURANA ET AL.
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these in time would yield

and thereby
e
for
each element of the spatial discretization and hence, the
approximation (, )
e
h
x
t
for an element defined by (1.5)
completely defines the evolution.
This paper considers the finite element method of ap-
proximation for a system of ODEs in time (like (1.10))
resulting from space-time decoupling in
I
VPs .
1.2. Literature Review
The published work addressing the methods of approxi-
mation for ODEs in time is heavily dominated by finite
difference methods or methods like finite difference
methods that originate from the use of Taylor series ex-
pansions at discrete points in the time domain to ap-
proximate time derivatives in the ODEs by algebraic
expressions containing function values and/or their de-
rivatives at the discrete points in the time domain
[0, ]
x
 . In the following we discuss some of the
commonly used approaches.
Reference [6] presents various methods of approxima-
tion (primarily based on the Taylor series expansions) for
ODEs in time. In reference [7] the authors present an
account of the various methodologies for approximating
solutions of ODEs in time. These include details for
first order symmetric systems, second order symmetric
systems, as well as nonlinear symmetric and nonsym-
metric systems of ODEs . One step algorithms, linear
multistep ()LMS algorithms, Houbolt method,
-me-
thod and partitioning methods are considered as methods
of approximation. Some discussion on convergence and
stability is also presented. Perhaps the most significant
work amongst the earlier works is due to Newmark [8]
based on the assumption of linear acceleration in a time
interval. Another parallel work by Wilson [9], Wilson’s
method, is also as significant. This is also based on
the assumption of linear acceleration in a time interval.
These two works were strictly aimed at ODEs from
decoupling space and time in structural dynamics (sec-
ond order ODEs in time). In the Newmark method the
equilibrium is considered at time tt at which the
evolution state is not known. In Wilson’s
method the
linear acceleration assumption is extended to the time
interval [, ]tt t
 , 1
. The equilibrium is consid-
ered at time tt
 but the evolution is computed at
time tt . The value of
is determined from the
stability analysis of the method. It is shown that for
1.37
(generally chosen 1.4), the Wilson’s
method is unconditionally stable.
Many works using the two approaches have appeared
in the literature in which accuracy (amplitude decay,
base elongation and phase shift of known and specified
waves) and applications of these methods have been
discussed. A modification of Newmark method referred
to as alpha modification is presented in reference [10].
The additional parameter alpha is introduced to achieve
simultaneous second order accuracy, unconditional sta-
bility and positive artificial damping. A family of “one
step unconditionally stable integration schemes with im-
proved numerical dissipation” is presented in reference
[11]. The “generalized
-method in structural dynam-
ics” is presented in reference [12] with “user controlled
numerical dissipation”. Extensions of LMS methods to
L-stable optimal integration methods with 0u-0v
overshoot properties in structural dynamics are given in
reference [13]. This approach leads to level-symmetric
(LS) integration methods. The LS methods are cre-
ated as symmetric variants of extended three level LMS
methods (3L-LMS ) with direct use of dynamic equa-
tions to obtain algorithmically simple integration
schemes that have maximum damping of high frequency
modes and thereby without overshoots. The analysis of
generalized
-method for non-linear dynamic problems
is presented in reference [14]. It is shown that general-
ized α-methods have stability in the energy sense and
guaranteed energy annihilation. But, these methods ex-
hibit overshoots and heavy energy oscillations in inter-
mediate frequency ranges. The energy-conserving and
decaying algorithms in structural dynamics based on
-method are considered in reference [15]. In a series of
papers [16-22], exhaustive developments and details are
presented related to time integration of ODEs .
A detailed discussion of various aspects, their merits
and shortcomings are not relevant in view of the ap-
proach presented in this paper and is also too voluminous
to be included here. However, we do remark that various
approaches in these papers utilize weighted residual
concepts, Taylor series expansions, Taylor series expan-
sion in time and /GMWF and consider single step and
multistep algorithms. Stability, accuracy and other fea-
tures of the various proposed schemes are presented in-
cluding numerical studies for model problems.
1.3. Scope of Present Work and Methodology
We want to take a very pragmatic view i.e., we pose a
question “What is our objective?” The answer of course
is, we want to consider a method of approximation for
ODEs in time that has the following features.
1) The methodology must be equally applicable to all
ODEs , i.e., must be independent of the nature of the
time operator.
2) The method must be unconditionally stable regard-
less of the choice of integration time step.
3) The method must be time marching so that the
computations of the evolution can be done for an incre-
K. S. SURANA ET AL.
Copyright © 2011 SciRes. AJCM
86
ment of time. This is essential for computational effi-
ciency in applications requiring the evolution for long
periods of time as well as in applications in which a large
number of ODEs are involved.
4) The method must permit higher degree approxima-
tion of the solution in time for an increment of time.
5) To ensure desired global differentiability of the ap-
proximation over t
we must ensure that the time ap-
proximations of higher degree for each increment of time
are such that their union indeed yields desired global
differentiability of the approximation in time. For exam-
ple if an ODE in time contains up to second order de-
rivatives of the dependent variable and if the theoretical
solution is analytic, then the approximation of this solu-
tion over t
must at least be of class 2()
t
C.
6) There must be a measure (and not estimation) of
approximation errors in the computed solution regardless
of whether we have a theoretical solution of the
()ODE s or not. This feature is essential due to the fact
that most problems of practical interest do not permit
determination of a theoretical solution, yet it is essential
to know the approximation errors in the computed solu-
tion to determine if the computed solution satisfies the
desired requirements of accuracy.
7) There must be a mechanism to reduce the approxi-
mation errors to whatever desired level so that a desired
accuracy is achievable in the computed solution.
8) The methodology must permit time accurate evolu-
tions. This aspect becomes intrinsic in the approach if
features 6) and 7) are present.
The features described above are indeed intrinsically
present in the mathematical and computational infra-
structure presented in this paper for ODEs in time.
Section 2 describes the mathematical details of the for-
mulation, approximations and approximation spaces as
well as details of the computational infrastructure.The
requirements 1) - 8) are described in the paragraph above
are all addressed in Section 2. It is shown that the finite
element discretization in time in which the local ap-
proximations in time are in hpk framework permitting
global differentiability of the approximation of order
(1k) in time when used with integral forms that are
variationally consistent provides a mathematical and
computational infrastructure for ODEs in time with all
of the desired attributes. Numerical studies are presented
in Section 3 for commonly used model problems and the
numerical results from the present work are compared
with Newmark and Wilson’s
method.
2. Finite Element Approximation of ODEs
in Time
For presenting the mathematical details and formulations
it suffices to consider a single ODE in time.
0AdF
 0
(0, )(, )
t
tt
  (2.1)
with some initial conditions.
A
is a differential opera-
tor in time or time differential operator.
2.1. Mathematical Classification of Time
Differential Operators
If (2.1) represents totality of all ODEs regardless of the
application, then we must classify time differential op-
erators
A
mathematically so that we could consider
development of the methods of approximation for this
classification with mathematical rigor. The simplest
possible classification of course is where the operator
A
is either linear or non-linear.
Definition. 1: The time operator
A
is linear if u
,
A
vD
, the domain of definition of the operator
A
and
,
, the following holds
()
A
u vAuAv



(2.2)
Definition. 2: If the time operator
A
is not linear
then it is non-linear. This classification can be made
more restrictive by considering symmetry (or lack of it)
of
A
.
Definition. 3: The time operator
A
is symmetric if it
is linear and if u
, A
vD
, the domain of
A
the fol-
lowing holds
(, )(, )
tt
A
uv uAv

(2.3)
We note that (2.3) requires differential operator in that
we transfer all of the time or time differential time dif-
ferentiation from u to v (left side of (2.3)) using in-
tegration by parts. In doing so, we obtain the following
in general,
(, )(, ),
tt
A
uv uAv Auv



(2.4)
A
is called the adjoint of
A
and ,
A
uv
is called
the concomitant which results as a consequence of inte-
gration by parts. Thus, based on the definition of sym-
metry in (2.3), if
A
is symmetric, then
A
A

(2.5)
, 0Auv
(2.6)
That is, the adjoint
A
of the time operator must be
the same as the time operator
A
and the concomitant
must be zero. When the operator
A
has even order de-
rivatives in time then we could show that (2.5) holds.
Thus, there are time differential oeprators for which (2.5)
is possible. (2.6) contains boundary terms and hence it
can be expanded.
0
, , ,
t
A
uv AuvAuv


 
(2.7)
In (2.7), 0
t
and
are the boundaries of the time
domain at 0
tt
(initial conditions) and at t
an
K. S. SURANA ET AL.
Copyright © 2011 SciRes. AJCM
87
open boundary. Let us assume that based on
I
Cs it is
possible to show that
0
, 0
t
Auv
, then for symmetry
of
A
we must show that , 0Au v
so that (2.6)
will hold.
is an open boundary where neither the
function nor its time derivatives are known, hence it is
not possible to show that ,
A
uv
is zero. Since an
open boundary at t
exists in case of all ODEs
regardless of whether
A
is linear or non-linear, for
time differential operators
A
, (2.6) can not be satisfied,
hence the time differential operators can not be symmet-
ric. This leads to the following two categories of mathe-
matical classification for all time differential operators.
Definition. 4: If a time differential operator
A
is
linear then it is non-self adjoint
Definition. 5: If a time differential operator
A
is not
linear then it is obviously non-linear
2.2. Methods of Approximation in Time (Based
on Time Integral Forms)
Before we consider finite element method of approxima-
tion it is perhaps more prudent to consider classical
methods of approximation in time (these consider t
without discretization) for the two classes of operators
A
to determine which methods of approximation are
worthy of consideration in the finite element processes in
time. We group the methods of approximation (based on
integral form in time) in two categories:
1) those based on fundamental lemma [1-5]
2) those based on minimization of the residual func-
tional [23,24]
2.2.1. Methods Based on Fundamental Lemma
The methods such as GM , PGM , WRM and
/
GMWF in time are the methods in this category. In
all these methods we begin by using fundamental lemma
[1-5] over t
. If n
d is the approximation of d over
t
, then
(, )0
t
n
AdFv

 (2.8)
in which v is test function. 0v on
if 0
dd
(known) on
. In GM and /GMWF we consider
n
v

. In PGM () n
vt

and in WRM also
() n
vwt


. We can write (2.8) as
(, )(, )
tt
n
A
dv Fv


or
(, )()
n
Bd vlv (2.9)
In /
GMWF we also begin with (2.8) i.e. ,
(, )(, )
tt
n
A
dv Fv


(2.10)
but transfer some differentiation from n
d to v to ob-
tain a weak form in time,
(, )()(, )()
t
n
BdvlvF vlv
 
(2.11)
Thus all these methods of approximation in time yield
a time integral form ((2.9) or (2.11)). ()
n
dt is ex-
pressed as
0
1
()()( )()
n
nii
i
dt NtNxtc

(2.12)
in which ()
i
Nt are basis functions. Obviously ()
n
dt
must satisfy all
I
Cs of the ODE . When (2.12) and
();1, 2,,
or () or ();1, 2,,
nj
jj
vNtjn
vtvwtjn

 

(2.13)
are substituted in (2.9) or (2.11), we obtain a system of
linear or non-linear algebraic equations in i
c from
which we can determine i
c.
Remarks
1) These methods of approximation result in an inte-
gral form that is converted to an algebraic system upon
substituting the approximation. The algebraic system is
used to determine the unknowns i
c. Thus in these
methods we have a “necessary condition” only.
2) Existence and uniqueness of the solution n
d or the
coefficients i
c is never addressed, hence must be con-
sidered for each application.
3) This situation can be corrected by establishing a
correspondence between the integral forms (necessary
conditions) and the calculus of variations.
2.2.2. Variationally Consistent and Variationally
Inconsistent Time Integral Forms
Consider extremum of a functional ()
n
I
d i.e., assume
that there exists a functionan ()
n
I
d and we wish to
determine its extremum. Then,
1) Existence of ()
n
I
d is generally by construction.
2) Necessary condition:
If ()
n
I
d is differentiable in n
d and if the deriva-
tives of all orders are continuous then, based on the
theorems of calculus of variations ()
n
I
d
is unique and
()0
n
Id
is a necessary condition for the existence of
the extremum of ()
n
I
d.
3) The sufficient condition or extremum principle is
given by
2
0minimum of ()
()0saddle point of ()
0maximum of ()
n
nn
n
I
d
I
dId
I
d
(2.14)
When we have a unique extremum principle, then we
can show that a n
d obtained from ()0
n
Id
also
satisfies the Euler’s equation, a differential equation that
can be obtained from ()0
n
Id
. Thus, we have a cor-
K. S. SURANA ET AL.
Copyright © 2011 SciRes. AJCM
88
respondence between the solutions of differential equa-
tions and the elements of the calculus of variations deal-
ing with extremums of functionals. We proceed as fol-
lows. Let 0Ad F
 be the ODE in time. Then
there must exist a functional ()
n
I
d such that
()0
n
Id
gives the integral form (from any of the
chosen methods of approximation) and 2()
n
I
d
yields
a unique extremum principle and the Euler’s equation
from ()0
n
Id
is the ODE , then a n
d that yields a
unique extremum of ()
n
I
d is also a unique solution of
0Ad F
.
Definition. 6: Variationally consistent (VC ) integral
forms. A time integral form resulting from a method of
approximation is termed VC if there exists a functional
()
n
I
d such that () 0
n
Id
gives the integral form
and 2()
n
I
d
yields a unique extremum principle.
Definition. 7: Variationally inconsistent (VIC) time
integral forms. A time integral form resulting from a
method of approximation is termed VIC if it is in vio-
lation of one or more elements of the calculus of varia-
tions. It is sufficient to show the following. Let there
exist a functional ()
n
I
d such that ()0
n
Id
gives
the desired integral form. Then 2()
n
I
d
i.e. the first
variation of the integral form must yield a unique extre-
mum principle.
It is straight forward to show (see [24]) that the time
integral forms resulting from GM , PGM , WRM and
/
GMWF are all variationally inconsistent. Variation-
ally consistent integral forms yield algebraic systems in
which the coefficient matrices are symmetric and posi-
tive definite and uniqueness of the solution n
d is en-
sured. VIC integral forms, on the other hand, yield
non-symmetric coefficient matrices that are not always
ensured to be positive definite. See references [23,24] for
more details. Thus, GM ,PGM ,WRM and /GMWF
in time are not worthy of consideration for finite element
processes in time as a general computational methodol-
ogy for ODEs in time as these do not ensure uncondi-
tionally stable computations due to VIC integral forms
in time.
2.2.3. Methods of Approximation Based on Minimiza-
tion of Residual Functional
In this category of methods we consider least squares
method or process (LSM or LSP ) in time based on
residual functional. Let
n
EAd F

t
t (2.15)
define residual E over the time domain t
.
1) Existence of a functional ()
n
I
d (residual func-
tional) is by construction.
()(, )
t
n
I
dEE
(2.16)
()
n
I
d is a convex function of E, regardless of the
mathematical classification of
A
2) Necessary condition
()2(, )0
t
n
IdE E
(2.17)
or (, )()0
tn
EE gd

(2.18)
3) Sufficient condition or extremum principle
22
()2(, )2(, )
tt
n
I
dEEEE


 (2.19)
In the following we consider the two categories of the
mathematical classification of
A
i.e., when
A
is
non-self adjoint and when
A
is non-linear, and deter-
mine variational consistency or variational inconsistency
of the time integral form given by (2.18).
Case (a): When
A
is non-self adjoint
In this case the operator
A
is linear, hence 20E
and the extremum principle 2
I
given by
2()2(, )0
t
nn
I
dEEd

 (2.20)
Thus, we have a unique extremum principle. (2.20) im-
plies that a n
d obtained from (2.18) minimizes ()
n
I
d
in (2.16)
Case (b): When
A
is non-linear
In this case 2E
is not zero. We note that
()0
n
Id
yields
()(, )0
t
n
gdEE
(2.21)
in which ()
n
g
d is a non-linear function of n
d. Thus,
we must find n
d iteratively such that (2.21) is satisfied.
We choose Newton’s linear method. Let 0
n
d be an as-
sumed or guess of n
d then,
0
()0
n
gd (2.22)
Let n
d
be a change or a correction to 0
n
d such that
0
()0
nn
gd d

(2.23)
Expanding 0
()
nn
g
dd in Taylor series about 0
n
d
and retaining only up to linear terms in n
d.
0
00
()() 0
n
nn nn
d
n
g
gddgdd
d
 
(2.24)
From (2.24), we can solve for n
d.
0
1
0
()
n
nn
d
n
g
dgd
d



 (2.25)
We note that
22
(, )
1
(, )(, )()
2
t
tt
n
n
ggEE
d
EEE EId

 



(2.26)
If
n
g
d
is positive definite in (2.25), then we are
K. S. SURANA ET AL.
Copyright © 2011 SciRes. AJCM
89
ensured a unique solution n
d Based on (2.26), this is
possible if we approximate 2()
n
I
d
by [25-31]
2()2(, )0,
a unique extremum principle
t
n
IdE E


(2.27)
Rationale for the approximation in (2.27) has been
discussed by Surana et.al. [23-27,32,33]. Thus, with
(2.27) the LSP in time for ODEs in time in which the
differential operator
A
is non-linear is variationally
consistent.
Once we find a n
d using (2.25), it is helpful to
consider the following for obtaining an updated solution
n
d
0
nn n
dd d
 (2.28)
in which
is a scalar generally between 0 and 2 and
assumes the largest value between 0 and 2 for which
0
() ()
nn
I
dId holds. This is referred to as line search.
The entire process of solving for n
d that satisfies
()0
n
gd is called Newton’s linear method with line
search.
2.2.4. Remarks on Methods of Approximation in
Time Based on Integral Forms in Time
1) The determination of variational consistency or
variational inconsistency of an integral form in time al-
lows us to determine unconditional stability of the re-
sulting computations which helps in deciding which in-
tegral forms in time are worthy of consideration for the
development of finite element method in time for the
ODEs in time.
2) The time integral forms resulting from GM ,
PGM , WRM and /GMWF in time are all varia-
tionally inconsistent regardless of whether the time op-
erator
A
is non-self adjoint or non-linear.
3) The time integral form resulting from the LSP in
time based on residual functional is variationally consis-
tent when the time differential operator
A
is non-self
adjoint.
4) The time integral form resulting from the LSP in
time based on residual functional for non-linear time
operators is also variationally consistent provided a) n
d
in ()0
n
gd is determined using Newton’s linear
method, and b) the second variation of the residual func-
tional is approximated by 2()2(, )
t
n
I
dEE

5) Based on (1-4), it is obvious to conclude that only
LSP in time based on the residual functional is merito-
rious of consideration as a general numerical solution
methodology for developing finite element processes in
time for ODEs in time. This would be applicable to the
totality of all ODEs as it yields VC integral forms for
both non-self adjoint and non-linear operators in time.
2.3. Finite Element Processes in Time Based on
Minimization of a Residual Functional:
Least Squares Finite Element Process
In this section we present details of finite element proc-
esses in time based on least squares method using the
residual functional. Consider an ODE in time,
0Ad F
 0
(0, )(, )
t
tt
  (2.29)
with some initial conditions. Let ()
Te
tt
e

be a
time discretization of t
in which e
t
is a typical
element e (for example a three node p-version ele-
ment). Let ()
h
dt be the approximation of ()
T
t
dt
and ()
ee
ht
dt t
be the local approximation of ()dt for
an element e of the discretization such that
() ()
e
hh
e
dt dt (2.30)
We consider the residual functional E over the dis-
cretization ()
T
t
.
n
EAd F

()
T
t
t (2.31)
1) Least squares functional over ()
T
t
()
()(, )(, )()
Te
tt
ee ee
nh
ee
I
dEEEEId

 
(2.32)
2) Necessary condition
()()(, )
2(, )2(, )
2{()}2()0
e
t
ee
tt
eeee
hh
ee
ee ee
ee
ee
hh
e
IdI dEE
EE EE
gd gd
 






(2.33)
or ()()0
ee
hh
e
gdgd
(2.34)
We find a h
d that satisfies (2.34), i.e., (2.34) is used to
solve for h
d and thereby e
h
d.
3) Sufficient condition or extremum principle:
2()
h
I
d
gives the the extremum principle.
2
2
() (())(())
2((, ))
2(, )2(, )
e
t
ee
tt
ee
hh h
e
ee
e
eee e
ee
IdIdI d
EE
EEE E


 



(2.35)
Case (a): When
A
is non-self adjoint
In this case,
A
is linear, hence,
()
ee
h
EAdFAv



e
t
t (2.36)
K. S. SURANA ET AL.
Copyright © 2011 SciRes. AJCM
90
2()()0
ee
EEAv


(2.37)
Hence, the necessary condition becomes
()(, )
e
t
ee
h
ee
gdE E

(, )0
e
t
e
h
e
AdFAv
 
 (2.38)
and the extremum principle,
2()2(, )
2(, )0
e
t
e
t
ee
he
e
IdE E
Av Av



(2.39)
Hence, a unique extremum principle. Consider the lo-
cal approximation ()
e
h
dt.
1
()(); ()();
1, 2,,
n
eee
hiinj
i
dtNtd vdtNt
jn

(2.40)
Consider (, )
e
t
e
h
A
dFAv

in (2.38) for an element
e.
(, )(, )
ee
tt
ee
hh
Ad FAvAvAd F


 
(2.41)
(())
j
A
vANt
 ; 1, 2,,jn (2.42)
or {}
e
A
vE
(2.43)
1
(()){}{ }
n
eeete
hii
i
AdANdE

 (2.44)
Substituting from (2.43) and (2.44) into (2.41) and
noting that,
(, )(, )(, )
eee
ttt
ee
hh
A
v AdFAv AdFAv

 
 (2.45)
or
(, )({}, {}{})
({}, {}){}(, {})
ee
tt
ee
tt
eeete
h
eete e
Av AdFEE
EE FE

 




 
(2.46)
or
(, )[]{}{}
eeee
h
A
vAdFKF

  (2.47)
in which e
ij
K
of []
e
K
and e
i
F
of {}
e
F
in are given
by
((()), (()))
, 1, 2,,
(, (()))
e
t
e
t
e
ij ij
e
ii
KANtANtij n
FFANt


(2.48)
ee
ij ji
K
K, i.e., []
e
K
is symmetric, a consequence of
VC integral forms in time resulting from LSP in time
based on the residual. Substituting from (2.47) into
(2.38), we obtain the following for the discretization
()
T
t
.
()([]{} {})0
ee e
he
gd KF

(2.49)
or
[]{}{}
K
F
(2.50)
where
[][], {}{ }
and {}{}
ee
ee
e
e
KKFF



(2.51)
Case (b): When
A
is non-linear
In this case
A
is a function of d, hence
()()()
(), in which v=
hhh
hh
EAdFAd Ad
A
vAd d
 



 

(2.52)
and
()()()
(), in which =
eee e
hhh
ee
hh
EAdFAdAd
A
vAd vd
 

 

 

(2.53)
()(, )
(, ())0
e
t
e
t
ee
he
ee
hh
e
gdE E
AdFAvA d

 

(2.54)
Using the local approximation (2.40) and noting that
{}{ }
e
e
, {}
e
being nodal degrees of freedom
e
i
d for an element ‘e’, we have,
(){({})}0
h
gd g
(2.55)
That is,
g
is a non-linear function of nodal degrees
of freedom {}
.
Using, Newton’s linear method (as described earlier)
we obtain,
0
1
0
{}
()
{} {({})}
()
gg






(2.56)
{}
is the incremental change in the assumed solu-
tion 0
{}
. But,
2
2
() ()
{} 1
{}
{} 2
(, )(, )
TT
tt
ggI
EEEE

 



(2.57)
Thus 0
210
1
{}[ ]{({})}
2Ig
 
 (2.58)
For a unique {}
, the coefficient matrix in (2.58) must
be positive definite. This is possible if we approximate
2
I
by,
2
()
2(, )0
T
t
IEE

(2.59)
which yields a unique extremum principle and we have,
0
10
(){}
{}[(, )]{({})}
T
t
EE g
 
 (2.60)
An improved solution is obtained using
0
{} {}{}

 (2.61)
Details of line search involving
remain the same
as presented earlier. We note the coefficient matrix in
K. S. SURANA ET AL.
Copyright © 2011 SciRes. AJCM
91
(2.60) is
()
(, )(, )
Te
tt
ee
e
EEE E
 

(2.62)
Recalling
()()
ee
h
EAvAd



(2.63)
and

({})({})(, )e
t
eeee
ee
gg EE
 

 (2.64)
thus the right side of (2.60) is completely defined to de-
termine {}
.
The convergence of the Newton’s linear method is
checked based on i
g i.e., the absolute value of
each component of {}
g
must be below a threshold
value representing a numerically computed zero.
2.4. Approximation Spaces
We consider local approximation functions ()
i
Nt in an
approximation space h
V; a subspace of , ()
kp e
t
H
space, i.e.
,
()( )
kp e
ih t
Nt VH 
(2.65)
and since
1
n
ee
hii
i
dNd
in which e
i
d are constants, we
ensure that
e
hh
dV (2.66)
k is the order of the approximation space defining
global differentiability of () ()
e
hh
e
dt dt of order
(1k) and p is the degree of local approximation of
()
e
h
dt. The minimum value of k for which the integrals
in the LSP in time are Rieman defines the minimally
conforming space. For value k one lower than mini-
mally conforming, the integrals become Lebesgue. These
approximation spaces permit change in h, the element
length in time, control over p, the degree of local ap-
proximation and k, the order of the space, hence re-
ferred to as hpk framework [23-27,32,33].
2.5. Benefits and Meritorious Features of the
Proposed LS Finite Element Formulation
for ODEs in Time in hpk Framework
1) Due to the mathematical classification of all time
operators into non-self adjoint and non-linear categories,
the task of the development of the methods of approxi-
mation for ODEs in time is reduced to these two cate-
gories that address the totality of all time operators.
2) The investigation of the VC of the time integral
forms resulting from various methods of approximation
reveals that only the time integral forms resulting from
the LSP in time based on the residual are variationally
consistent for both classes of differential operators. The
finite element processes proposed here are based on
LSP in time, hence they yield unconditionally stable
computations for all choices of computational and
physical parameters for both categories of differential
operators in time.
3) The method can be obviously made time marching.
One considers only one element in time and time
marches in sequel to compute the entire evolution. This
results in efficiency of computations.
4) The degree of local approximation p permits de-
sired polynomial for local approximation over an ele-
ment in time. The local approximations can also be hier-
archical. This adds additional efficiency in the computa-
tional processes for linear operators if p-levels are in-
creased progressively.
5) Since ()
i
Nt and hence ,
()( )
ekpe
hht
dt VH
,
the time approximation () ()
e
hh
e
dt dt can be ensured
to be of any desired global differentiability in time. This
helps in maintaining the integrals in the computational
process in the Riemann sense. Higher values of k than
minimally conforming permit us to incorporate higher
order global differentiability of the theoretical solution in
the computational process if so desired.
6) In the LSP in time, we note that a h
d obtained
from 2() 0
h
Id
minimizes ()
h
I
d due to the fact
that 2()0
h
Id
. But ()
h
I
d is a convex function of
E, hence its minimum is zero. Thus, when h
dd,
() 0
h
Id which implies that 0()
T
t
Et in the
pointwise sense if the integrals in the entire process are
Riemann. Since the theoretical value of ()
h
I
d i.e.,
()
d is zero, ()
h
I
d is a measure of error in the solu-
tion over ()
T
t
and likewise ()
ee
h
I
d are measures of
error in each element (if one uses a mesh in time).
7) In the approach presented here, we choose an ele-
ment in time (thereby choosing h) and a minimally
conforming k and conduct a p-convergence study to
ensure that ()
h
I
d is as closeto zero as we desire it to be.
This may also require one or more adjustments in h
(generally reduction). Thus the proposed methodology
has a built in mechanism for error measure and control
without the knowledge of the theoretical solution.
8) If we choose an element in time and ensure step vii)
before we time march, then time accuracy of the evolu-
tion is evident.
In summary, we note that the proposed LS finite
element processes in time in hpk framework for a sin-
gle or a system of ODEs based on the residual has all
of the desired features that we have listed in Section 1.3
and hence is highly meritorious of consideration as a
general methodology for computing numerical solutions
K. S. SURANA ET AL.
Copyright © 2011 SciRes. AJCM
92
of ODEs in time.
3. Model Problems and Numerical Studies
In this section we consider three model problems that are
commonly used as benchmark problems in the published
work. For all three model problems, the evolutions com-
puted using the finite element process based on LSP in
time in hpk framework are compared with the New-
mark method and Wilson’s
method.
3.1. Model Problem 1
Consider the following non-homogeneous linear ODE
in time [12,18]:
2
2()uuuft
 

  (0, )t
 ;
I
Cs : (0) 0u, (0)u
This model problem is typical in finite element proc-
esses in structural dynamics when space and time are
decoupled (using /GMWF in space) and when the
decoupled ODEs are transformed to modal basis in
which the ODEs in time become decoupled [24]. This
model problem is typical of a single ODE in modal
basis.
In the numerical studies we choose () 0ft
and
0.1
. If we choose 2
, then the time period
21T
 and tt
T
 , where t is the time incre-
ment, i.e., the length of the element in time. The mini-
mally conforming space h
V,
, ()
kp e
ht
VH
is defined by 3k (21pk) i.e., local approxima-
tion ()
e
h
ut of ()ut over e
t
, the time domain of an
element e of class 2()
e
t
C for which the integrals in
the entire finite element LSP in time are Riemann. If
we choose 2k, then all integral measures are Lebes-
gue. In the numerical studies for this model problem we
only consider 3k and choose
0.1, 0.2, 0.4, 0.8, 1.6
tt
T
 
with p-levels of 5, 7,,19.
We consider a three node p-version element in time
of length t for the first increment of time. At 0t
,
we have initial conditions, at 2
t
t
(midside node)
and at tt the nodal degrees of freedom (as well as
those at 0t remaining after improving
I
Cs ) are un-
known and are to be computed. We compute the solution
for the first time increment and study convergence of the
solution and time march only upon convergence. Results
are presented and discussed in the following.
p-convergence study: For the first increment of time
t
we choose 0.1, 0.2, 0.4, 0.8t
and 1.6 and
conduct a p-convergence study for each t by pro-
gressively increasing p-levels from 5 to 19 for 3k
(solutions of class 2()
e
t
C
). Figure 1 shows plots of
the residual functional
I
versus degrees of freedom.
The results of Figure 1 are also reported in Figure 2 as
residual functional I versus /tT for each p-level. In
Figure 1 we note that for lower /tT, the solution has
most accuracy (lowest values of
I
) as expected. Even
for /1.6tT
, at moderate p-levels, I is of the order
of O(106) or lower, confirming good accuracy of the
evolution. Approximately same slopes of the curve indi-
cate that convergence rate of the process is relatively
independent of the choice of /tT. From Figure 2 we
note that when /0.1tT
even at p-level of 5
I
is
Figure 1. p-convergence study for the first time increment
(3)k
: model problem 1.
Figure 2. Least squares functional versus /tT for pro-
gressively increasing p-levels (3)k: model problem 1.
K. S. SURANA ET AL.
Copyright © 2011 SciRes. AJCM
93
(a) (b)
(c) (d)
(e)
Figure 3. Evolutions for model problem 1: 3k, , , , /0.1 0.2 0.40.8tT
and 1.6 for varying
p
-levels. (a) Evolution:
/0.1tT; (b) Evolution: /0.2tT
; (c) Evolution: /0.4tT
; (d) Evolution: /0.8tT; (e) Evolution:
/tT.
of the order of O(106). These studies are instrumental
in deciding the choice of p-level for time marching (we
only time march when the solution for the current incre-
ment has good accuracy).
Computations of the evolution: Evolutions are com-
puted using time marching for /0.1, 0.2, 0.4,tT
0.8 and 7.6 for p-levels of 5 to 19 using local ap-
proximations of class 2()
e
t
C. Results are shown in
Figure 3(a)-(e). For /tT
up to 0.8, p-level of 5
produces results with sufficient accuracy. Evolutions
shown in Figures 3(a)-(d) for 6p to 19 are almost
indistinguishable from those for 5p. For /1.6tT
,
p-levels between 9 to 19 are almost indistinguishable
from each other. Very low values of the residual func-
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(a)
(b) (c)
Figure 4. Comparison with the Newmark and Wilson’s
methods: model problem 1, =3k. (a) The Newmark and Wil-
son’s
methods: /0.1tT; (b) The Newmark method; (c) Wilson’s
method.
tional (of the order of O(105) and much lower at higher
p-levels) confirm time accuracy of the evolution.
Comparison with the Newmark and Wilson’s
methods: Comparison with the Newmark method and
Wilson’s
method are shown in Figure 4. For the first
study we choose /0.1tT in the Newmark and Wil-
son’s
method (lowest value of /tT used all of the
studies conducted using present formulation). Figure 4(a)
shows evolutions computed using the Newmark method,
Wilson’s
method presents formulation (/1.6tT,
9p to 19) and theoretical solution. Evolutions from
the Newmark method and Wilson’s
method deviate
from the true solution but the deviations are not so sig-
nificant. Both, the Newmark and Wilson’s
methods
are comparable, however, Wilson’s
method has more
pronounced phase shift. Figure 4(b) and (c) present
evolutions obtained using the Newmark method and
Wilson’s
method for /tT ranging from 0.01 to
0.4 and a comparison with present solution (for
/1.6tT
for 9p
to 19). When /tT is greater
than 0.1, evolution for both methods are in significant
error. Quantitative assessment of amplitude decay, base
elongation and phase shift is not conclusive from these
graphs due to the highly diffusive mature of the theoreti-
cal solution (addressed in model problem 2). A remark-
able thing to note here is that in the proposed formulation,
extremely high accuracy of the evolution is achievable
even for 1.6t
whereas the Newmark and Wilson’s
methods yield evolution with significant errors be-
yond 0.1t
.
3.2. Model Problem 2
In this model problem we consider ([10,11,13,19])
()mucukuf t

 (0, )t
 ;
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95
I
Cs : (0) 0u, 0
(0)uu

This is obviously a 1-D spring, mass, damper system.
In the numerical studies we choose
1m, 0c, 2
k
, () 0ft
Hence, the ODE reduces to
20uu

 (0, )t
ICs: (0) 0u, (0)u
. A theoretical solution is
given by ()sin( )ut t
.
If we choose 2
, then time period 21T
and tt
T
 where t is the time increment i.e., the
length of the element in time. The minimally conforming
space h
V,
, ()
kp e
ht
VH
Figure 5.
p
-convergence study for the first time increment
(=3k): model problem 2.
Figure 6. Least squares functional versus /tT for pro-
gressively increasing
p
-levels (=3k): model problem 2.
is defined by 3k
(21pk) i.e. local approxima-
tions ()
e
h
ut
of ()ut over e
t
, the time domain of an
element e of class 2()
e
t
C
for which the integrals in
the entire finite element LSP in time are Riemann. If
we choose 2k
, then all integral measures are Lebes-
gue. In the numerical studies we consider 3k as well
as 2k
and choose,
0.1, 0.2, 0.4, 0.8, 1.6
tt
T
 
with p-levels of 3, 5,,19 for 2k and p-levels
of 5, 7,,19 for 3k
.
We consider a three node p-version element in time
of length t
for the first increment of time. At 0t
we have initial conditions. At 2
t
t
(mid-side node)
and at tt
the nodal degrees of freedom (as well as
Figure 7.
p
-convergence study for the first time increment
(=2k): model problem 2.
Figure 8. Least squares functional versus /tT for pro-
gressively increasing
p
-levels (=2k): model problem 2.
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96
(a) (b)
(c) (d)
(e)
Figure 9. Evolutions for model problem 2: =3k and =2k, , , , /0.1 0.20.40.8tT
and 1.6 for varying
p
-levels. (a)
Evolution: /0.1tT; (b) Evolution: /0.2tT; (c) Evolution: /0.4tT
; (d) Evolution: /0.8tT; (e) Evolution:
/tT.
those at 0t remaining after imposing
I
Cs ) are un-
known and are to be computed. We compute solutions
for the first time increment and study convergence of the
solution and time march only upon convergence. Results
are presented and discussed in the following.
p-convergence study: For the first increment of time
t, we choose 0.1, 0.2, 0.4, 0.8t and 1.6 and
conduct a p-convergence study for each t for pro-
gressively increasing p-levels from 3 to 19 for 3k
(solutions of class 2()
e
t
C
) and 2k (solutions of
class 1()
e
t
C
). Figure 5 shows plots of the residual
functional
I
versus degrees of freedom for 3k
. The
results of Figure 5 are also reported in Figure 6 as the
residual functional
I
versus t
T
for each p-level.
Similar results for 2k
(local approximation of class
1()
e
t
C
) are shown in Figures 7 and 8. From Figures 5
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97
and 7, we note that lower values of t
T
yield lower
values of I and hence best accuracy, as expected. Even
for 1.6
t
T
, at moderate p-levels
I
is of the order
of O(106) or lower, confirming good accuracy of the
solution. Approximately the same slopes of the curves in
Figure 5 and also those in Figure 7 indicate that the
convergence rate of the process is relatively independent
of the choice of t
T
. From Figures 6 and 8, we note that
when 0.1
t
T
even at p-level 5
I
is of the order of
O(106). These studies indicate that local approxima-
tions of classes 1()
e
t
C and 2()
e
t
C are equally ef-
fective. This of course, is due to the fact that the theo-
retical solution for this model problem is quite smooth.
Computations of the evolution: Evolutions are com-
puted using time marching for 0.1, 0.2, 0.4, 0.8
t
T
and 1.6 for p-levels of 5 to 19 for solutions of class
2()
e
t
C and p-levels of 3 to 19 for solutions of class
1()
e
t
C. Results are shown in Figures 9(a)-(e). First, the
solutions of both classes produce almost identical results
for 5p to 19. For 0.1, 0.2
t
T
and 0.4 p-level of
5 is sufficient for good accuracy (as evident from Fig-
ures 6 and 8). For 0.8
t
T
, the evolution for 5p
is
in significant error but for 7p
to 19, the evolutions
are indistinguishable from each other. For 1.6
t
T
,
9p to 19 produce almost identical results. The con-
verged solutions are in excellent agreement with the
theoretical solution.
Accuracy of the evolution: Since in this case the
theoretical solution is periodic, this model problem
serves as a good test to measure the accuracy of the pro-
posed method. Amplitude decay, base elongation and
phase shift are good measures of numerical dispersion in
the computational process. For this study we choose
1.6
t
T
and 13p. We note that for this choice of
t, a single time increment contains evolution that is 1.6
times the period of the wave. The evolution is computed
for 100 time steps. Figure 10 shows evolution for the
last six time steps (150 .4t to 160t). The periodic
nature of the solution is preserved without any measur-
able amplitude decay, base elongation and phase shift
confirming time accuracy of the evolution.
Comparison with the Newmark and Wilson’s
methods: Comparisons with the Newmark and Wilson’s
methods are shown in Figure 11. For the first study
we choose /0.1tT
(smallest value used in all of the
studies conducted using present formulation) in the
Newmark and Wilson’s
methods. Figure 11(a)
shows evolutions computed using the Newmark method,
Wilson’s
method and a comparison with the present
solution for /1.6tT
at 9p to 19 and the theo-
retical solution. The Newmark method has only phase
shift. Amplitude decay and base elongation are not pro-
nounced for this small value of /0.1tT. Wilson’s
method has amplitude decay as well as phase shift,
larger than in the Newmark method. Accuracy of both
methods is poor. Figure 11(b) and (c) show evolutions
obtained using the Newmark method and Wilson’s
method for t/T varying from 0.05 to 0.4 and a com-
parison with present solution (t/T = 1.6, p = 9 to 19)
and the theoretical solution. The Newmark method has
no amplitude decay but significant phase shift and some
base elongation for /tT
of 0.1 and beyond. The lar-
ger the /tT
these are more pronounced. In the case of
Wilson’s
method we observe progressively increas-
ing amplitude decay and phase shift for /tT of 0.1
and beyond.
3.3. Model Problem 3
Consider the following non-linear ODE in time [21]:
3
12 () (0, );
: (0)0, (0)
ususuftt
ICs uu
 


We choose 12s
and 21s [21]. A manufactured
theoretical solution ()sin( )ut t
corresponds
to ()
f
t
23
12
sinsin(sin )ts tst
 
 . We consider this in
Figure 10. Evolution for /tT
 ,
p
= , 95th to
100th time steps (=3k and =2k): model problem 2.
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98
(a)
(b) (c)
Figure 11. Comparison with the Newmark and Wilson’s
method: model problem 2, =3k. (a) The Newmark and Wil-
son’s
methods: /0.1tT; (b) The Newmark method; (c) Wilson’s
method.
the numerical studies. If we choose 2
, then the
time period 21T

and tt
T
 where t
is the
time increment, i.e. the length of the element in time.
The minimally conforming space h
V,
, ()
kp e
ht
VH
is defined by 3k (21pk) i.e. local approxima-
tion ()
e
h
ut
of ()ut over e
t
, the time domain of an
element e of class 2()
e
t
C for which the integrals in
the entire finite element LSP in time are Riemann. If
we choose 2k, then all integral measures are Lebes-
gue. In the numerical studies we consider 3k as well
as 2k and choose,
0.1, 0.2, 0.4, 0.8, 1.6
tt
T
 
with p-levels of 3,5,,19 for 2k and p-levels of
5,7,,19 for 3k
.
We consider a three node p-version element in time of
length t
for the first increment of time. At 0t
, we
have initial conditions, at 2
t
t
(mid-side node) and
tt
the nodal degrees of freedom (as well as those at
0t
remaining after imposing
I
Cs ) are unknown and
are to be computed. We compute the solution for the first
time increment and study convergence of the solution
and time march only upon convergence. Results are pre-
sented and discussed in the following.
p-convergence study: For the first increment of time
we choose 0.1, 0.2, 0.4, 0.8t
and 1.6 and conduct
a p-convergence study for each t for progressively
increasing p-levels from 5 to 19 for 3k (solutions
of class 2()
e
t
C
) and from 3 to 19 for 2k (solutions
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99
of class 1()
e
t
C). Figures 12 and 13 show
I
versus
degrees of freedom for various values of t
T
and
I
versus t
T
for various values of p-levels for solutions
of class 2()
e
t
C. Similar results for solutions of class
1()
e
t
C are shown in Figures 14 and 15. Findings and
observations are identical to those reported for model
problems 1 and 2 and hence are not repeated.
Accuracy of the evolution: Since in this case the
theoretical solution is periodic, this model problem also
serves as a good test to measure the accuracy of the pro-
posed method. Amplitude decay, base elongation and
phase shift are good measures of numerical dispersion in
the computational process. For this study we choose
1.6
t
T
and 13p. We note that for this choice of
t, a single time increment contains evolution that is 1.6
Figure 12. p-convergence study for the first time
increment (=3k): model problem 3.
Figure 13. Least squares functional versus /tT for pro-
gressively increasing
p
-levels (=3k): model problem 3.
times the period of the wave. The evolution is computed
for 100 time steps. Figure 17 shows evolution for the
last six time steps (150 .4t
to 160t). The periodic
nature of the solution is preserved with virtually no am-
plitude decay, base elongation and phase shift confirm-
ing the time accuracy of the evolution.
4. Summary and Conclusions
In this paper we have considered methods of approxima-
tion for numerical solutions of ODEs in time resulting
from decoupling of space and time. All time differential
operators in ODEs are mathematically classified as: In
this paper we have considered methods of approximation
for numerical solutions of ODEs in time resulting from
decoupling of space and time. All time differential op-
erators in ODEs are mathematically classified as:
non-self adjoint or non-linear. For these two categories
Figure 14.
p
-convergence study for the first time incre-
ment (=2k): model problem 3.
Figure 15. Least squares functional versus /tT for pro-
gressively increasing
p
-levels (=2k): model problem 3.
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100
(a) (b)
(c) (d)
(e)
Figure 16. Evolutions for model problem 2: =3k and = 2k, , , , /0.1 0.20.40.8tT
and 1.6 for varying
p
-levels. (a)
Evolution: /0.1tT; (b) Evolution: /0.2tT; (c) Evolution: /0.4tT
; (d) Evolution: /0.8tT; (e) Evolution:
/tT.
of time differential operators, the methods of approxima- tion based on time integral forms are considered: those
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101
based on (1) fundamental lemma such as GM, PGM ,
WRM and /GMWF in time and (2) minimization of
a functional using the residual such as the least squares
method in time. A correspondence is established between
the time integral forms resulting from these two classes
of approximation methods for the two categories of time
differential operators and the elements of the calculus of
variations. This results in the definitions of VC and
VIC integral forms in time. VC integral forms in time
yield unconditionally stable computations during the
entire evolution whereas unconditional stability of com-
putations is not always ensured in the case of VIC in-
tegral forms in time. The time integral forms resulting
from GM , PGM , WRM and /GMWF are all
VIC for both classes of time differential operators and
hence are not meritorious in the development of a gen-
eral computational infrastructure for ODEs in time. On
the other hand, the integral forms resulting from the least
squares process in time based on the residual is VC
when the time differential operator is non-self adjoint
and can be made VC in the case of non-linear time dif-
ferential operators: by using 1) Newton’s linear method
for solving the non-linear algebraic equations and 2) ap-
proximating second variation of the residual functional
by neglecting second variation of the residual function.
The finite element process in time, using least squares
in time based on the residual when considered in hpk
framework, provides control over the integration time
step (i.e. or h or t), degree of local approximation
(p) over an element, and the global differentiability of
the evolution through k, the order of the approximation
space yielding global differentiability of order (1k
) so
that with the proper choices of h, p and k, quite
complex evolutions can be accommodated in a single
Figure 17. Evolution for /tT, p=, 95th to 100th
time steps (=3k): model problem 3.
time step (as in the case of 1.6
t
T
) with desired accu-
racy. In addition, the residual functional(s)
I
(or e
I
)
are a measure of the solution error without the knowl-
edge of the theoretical solution. As 0I, the ap-
proximation approaches the true solution. This feature is
only possible in hpk framework and is a natural out-
come of the least squares process in time. This method-
ology provides a computational infrastructure that ad-
dresses all ODEs in time in a consistent and rigorous
manner and the resulting computational processes are
unconditionally stable regardless of the nature of the
time differential operator.
Numerical studies are presented for three model prob-
lems. In all three problems we intentionally choose
2
so that the time period 1T and, hence
tt
T
. Numerical studies consider 0.1, 0.2,
t
T
0.4, 0.8 and 1.6. We note that when 1.6
t
T
, a single
element in time (i.e. the integration interval t
) con-
tains an evolution that is 1.6 times the time period. Find-
ings in all three model problems are similar. For smaller
t
T
, lower p-levels suffice. As t
T
is increased,
higher p-levels are needed (but never beyond 7 or 9)
for good accuracy. In all cases,
I
of the order of
O(10–6) or lower is achieved for p-levels of 7 or
higher when 3k
(minimally conforming space, solu-
tions of class 2()
e
t
C
) or 2k (integrals in Lebesgue
sense, solutions of class 1()
e
t
C). Solutions of class
1()
e
t
C
produce results that are almost as good as those
using local approximation of class 2()
e
t
C. This is due
to the fact that the theoretical solutions are smooth.
When comparing
I
versus degrees of freedom for so-
lutions of class 2
C and 1
C one finds that for a given
number of degrees of freedom, lower values of
I
are
obtained in the case of solutions of class 2
C, confirming
better accuracy of the evolution. Convergence rates of
I
versus degrees of freedom are almost the same for
3k
and 2k
. When 3k (minimally conforming)
all integral measures are Riemann and hence are true
measures. When 2k
, all integral measures are in the
Lebesgue sense and hence are approximate, but as the
approximation approaches the theoretical solution,
Lebesgue measures approach Riemann measures. Com-
parisons with Newmark and Wilson’s
methods
clearly show that for 0.1t
, the computed evolution
from these two methods has significant error. In these
methods there is no mechanism to accommodate a more
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102
complex evolution in a time step than that corresponding
to linear acceleration. Hence, for better accuracy there is
no other alternative but to reduce the integration time
step. In the present approach, the minimally conforming
choice of k with progressively increasing p-levels
permits accurate computation of more and more complex
evolutions for a fixed increment of time. Numerical
studies presented for model problems 2 and 3 for 100
time steps with 1.6
t
T
at 13p, confirm that the
evolution remains free of amplitude decay, base elonga-
tion and phase shift. Similar computations using New-
mark method or Wilson’s
method with reasonable
accuracy (but worse than the present approach) would
require 0.0 5
t
T
, i.e. 3200 time steps.
In conclusion, the methodology presented here ad-
dresses all ODEs in time in a uniform and rigorous
manner without any special and application dependent
adjustments, yields unconditionally stable computations
during the entire evolution, has a built in mechanism of
error measure without the knowledge of theoretical solu-
tion, permits large time steps while maintaining desired
accuracy of the evolution, and is free of amplitude decay,
base elongation and phase shift for large t
T
(with roper
choices of k and p) and, hence is highly meritorious.
5. Acknowledgements
The financial support provided to the second author by
Honeywell Federal Manufacturing & Technologies th-
rough employment is greatly appreciated. The third au-
thor (JNR) acknowledges the research was carried out
while the author was supported by AFOSR Grant
FA9550-09-1-0686. The support to the first (KSS) and
third (JNR) authors through their endowed professor-
ships is also greatly appreciated. The use of computa-
tional facilities in the Computational Mechanics Labora-
tory (CML) at the University of Kansas are also ac-
knowledged.
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