MASTER 1 FAME - MANUEN - BNE ANNEE UNIVERSITAIRE 2016/2017

EXAMINATION OF NUMERICAL METHODS

15th February 2017: 9h00 - 12h00 Professor: A. FOURNIER-GAGNOUD

Phelma Campus C-TP101- C-TP102
Authorized documents and computers

The fourth parts of this examination are not dependent.

1 FI RT PART (6 P TS )

The objective of this part is to give the list of the numerical methods used to solve a first order ordinary
differential equation. We consider the following ordinary differential equation:

dy
 f (t , y ) (1.1)
dt

The initial condition is : y0 = y0 (1.2)

Quote the numerical methods to model this ordinary differential equation. Give for each numerical method
the characteristics of the method. The answer can be presented in a table :

Methods1 Formula simple step / explicit / precision stability number of

multi step2 implicit 3 4 calculation
s by step

1
name of the method

2
precise if this method is a one step or a multi-step method

3
precise if this method is an explicit method or an implicit method

4
precise the order of the method, the error of the method

EXAMINATION OF NUMERICAL METHODS 15/02/2017 PAGE 1

 2 S E CO ND PART (1 P TS )

We consider the following ordinary differential equation:

dy
=y (2.1)
dt

The initial condition is : y (0)=1 (2.2)

Which numerical method can be used to solve this ordinary differential equation. Justify your answer.
Give the formula of this method for this differential equation for the step time t .

3 THI RD PART (3 P TS )

The objective of this part is to solve the ordinary differential equation (3.1) with 2 different numerical
methods and compare these 2 numerical methods.
dy
=−2⋅t⋅y (3.1)
dt
The initial condition is : y 0=1 (3.2)
In this exercise you will use the 2 following numerical methods: mid-point method and the prediction
correction method.
3.1 What is the order of the equation ( 3.1 )? What is the degree of this equation?

3.2 Midpoint method

3.2.1 Give the formula of the Midpoint method for this differential equation for a step t
3.2.2 For which values of the step the Midpoint method is stable.
3.2.3 Can you evaluate the error at each step?

3.3 Prediction correction method

3.3.1 Give the formula of the prediction correction method.
For prediction use the third order Adams Bashforh method. For correction use the fourth order Adams
Moulton method. Give these two formulas for time step  t .

3.3.2 Which method must be used for the calculation of the first steps? Justify your answer.
Give the formula of this method.

3.3.3 Can you give an evaluation of the error of this method? If it is possible give the expression of
the error at each step.
3.3.4 Precise in an algorithm the principle of calculation of this method.

3.4 Compare these two numerical methods

Compare these two method in term of precision, stability and time calculation.

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 4 FO URTH PART (10 P TS )

The objective of this part is to study electrical phenomenon in the study domain Ω . The study domain
Ω is constituted by two regions. The contact between these two regions is perfect, that means the
current density is continuous at the interface Γinterf .

 interf 
Material 1  Material 2 

Figure 4.1 : Study domain constituted by 2 regions

We take following notations :

σ1 : represents the electrical conductivity of the material 1,
σ2 : represents the electrical conductivity of the material 2,
U : is the electrical potential
The partial differential equation of the electrical problem is recalled in the following formula :

∇⋅(−σ ∇ U )=0 in a material of electrical conductivity σ (4.1)

Firstly, to solve this problem we use analytical solution, secondly we use finite difference method, thirdly
we use finite element method.

4.1 Equations of the problem

Write the partial differential equations in the two domains with differential operators.

Give the expression of the electrical current density in the two domains with differential operator.

Write the two relations at the interface Γ interf between the two materials.

Give the expression of Joule power density in the two domains in function of the electrical current density.

4.2 Analytical solution

4.2.1 1D problem

The study is lead, in 1D (along direction x). The total domain has a length L=0.2 m

The study domain Ω1 is a segment [I, B] of length L1 . The study domain Ω2 is a segment
[ B , F ] of length L2 .
We have x B =x I +L1 and x F = x I +L1 + L2
I B F
xB xF
xI
Figure 4.2 : 1D domain

The boundary conditions on Γ 1 (point I) and Γ 2 (point F) are Dirichlet conditions. We consider the
case of constant physical properties in each material. The size of the sub-domains are : L1=0.1m ,
L2=0.1 m

The values for Dirichlet conditions are : U DI =−100V , U DF=100 V (4.2)

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In this problem we use the following values for the electrical conductivity in the material 1 and material 2 :

σ1 =3.510 7 S m−1 , σ2 =7 107 S m−1 (4.3)

4.2.2 Analytical solution

In the case of 1D problem the analytical solution of the electrical equation with boundary Dirichlet
conditions can be calculated.

The analytical solution of U in the two domains is a polynomials expression in function of x :

2
In the region 1 : ∀ x ∈[ xI , x B ] U ( x)=a(1)⋅x + b(1)⋅x+ c (1) (4.4)

In the region 2 : ∀ x ∈[ xB , x F ] U ( x)=a( 2)⋅x 2 +b(2)⋅x +c (2) (4.5)

The expressions of the coefficients a (1), a(2) are : a(1)=0 a (2)=0

To find the 4 other coefficients 4 relations can be written. These relations are obtained by writing boundary
conditions. Give the set of these 4 relations. How do you find these 4 coefficients?

4.3 Finite difference method

Each study domain is mesh with constant step . We choose Δ x 1 for the region 1, and Δ x 2 for the
region 2.

m1-1 m1 m1+1 m2-1 m2 m2+1

I B F x
x1 x2

Figure 4.3: Mesh of the study domain

4.3.1 Write the partial differential equation of electrical problem in function of partial differential
derivatives in each sub-domains

4.3.2 Give the approximations of the second order space derivatives of U for internal points of
each region:

∂2 U
• approximation of
( ) ∂ x2 m1
at the internal point m1 of the region 1 . Explain your result.

∂2 U
• approximation of
( )∂ x2 m2
at the internal point m2 of the region 2

4.3.3 Write the finite difference formulations on an internal point for each region :

• Finite difference formulation at the internal point m1 on the region 1.

• Finite difference formulation at the internal point m2 on the region 2.

4.3.4 Write the relations on the points I and F

4.3.5 Equation on the point B - precision at order 1
On the point B the electrical current density is the same in the 2 regions. Write the corresponding relation
on the point B.

Give the approximation of the first order derivative of U in the region 1 at the point B. To obtain this
relation, use first order Taylor expansion (figure 4.4).

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 m1-1 m1

I B
x1

Figure 4.4 : Scheme for first order Taylor expansion in region 1

Give the approximation of the first order derivative of U in the region 2 at the point B. To obtain this
relation, use first order Taylor expansion (figure 4.5).

m2 m2+1

B F x
x2

Figure 4.5 : Scheme for first order Taylor expansion in region 2

By using these 2 approximations, give the relation on the point B

4.3.6 Equation on the point B - precision at order 2

Give the approximation of the first order derivative of U in the region 1 at the point B with a second order
precision. To obtain this relation, use 2 second order Taylor expansions (figure 4.6).
m1-2 m1-1 m1

I B
x1

Figure 4.6 : Scheme for the 2 second order Taylor expansions in region 1

Give the approximation of the first order derivative of U in the region 2 at the point B with a second order
precision. To obtain this relation, use 2 second order Taylor expansions (figure 4.7).

m2 m2+1 m2+2

B F x
x2

Figure 4.7 : Scheme for first order Taylor expansion in region 2

By using these 2 approximations, give the relation on the point B

4.3.7 Full finite difference formulation of electrical problem

Write the full finite difference formulation of the electrical problem. In this full formulation you will use the
equation on the point B obtained with precision at order 1.

Explain the change in the full formulation if you use the equation on the point B obtained with precision at
order 2.

How do you calculate the electrical potential on each node of the mesh.

4.4 Finite element method

The finite element method is used to solve the electrical equation in the study domain defined in the figure
4.8. Quadratic elements are used. The linear reference element has 3 nodes.

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The reference element is :

1 3 2

-1 0 1 

Figure 4.8: Quadratic reference : number and coordinate of the nodes of the element

The expressions of the polynomial functions on the reference element are :

1 =−0.5⋅⋅1− 2 =0.5⋅⋅1 3 =1⋅1−

4.4.1 Expression of the projective method on an element of the basis i

Projection of the partial differential equation of the electrical problem on an element of the basis of the
functions i .

Give the Weak formulation of the Galerkin method.

Explain how you take into account the boundary conditions on the point B.

4.4.2 Expression of the projective method on an element of the basis αi . The node i is an
internal node of the domain Ω
Draw a scheme of the mesh of the study domain Ω .
Take into account the discretization of the study domain in the weak formulation. Precise how you take
into account of the 2 domains.

Use the polynomial interpolation of U on the reference element. Introduce it in the weak formulation.

Give the expression of the integrals on the reference element. The expressions of the integral were given
∂α i ∂ α j dx d ξ
∂ ξ , ∂ ξ , d ξ , dx , σ1 , σ2
in function of

4.4.3 Equations on the point I and F

Write the equations on the point I and F.
4.4.4 Principle of calculation of U with finite element formulation
How do you calculate the values of U at the nodes, with the finite element formulation?

Give in an algorithm the principle of the calculation of U by the finite element method.

Detail the different steps of the calculation.

Don’t forget to explain the use the elementary matrix, the principle of calculation of integrals. How do you
take into account the two domains?

4.4.5 Calculation of Joule power

Give the expression of the total Joule power in the study domain. Explain the principle of calculation.

4.5 Comparison of the two methods

Compare the two methods : advantages and drawbacks.

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