1943 Courant Variational Methods For The Solution of Problems of Equilibrium and Vibrations
1943 Courant Variational Methods For The Solution of Problems of Equilibrium and Vibrations
1943 Courant Variational Methods For The Solution of Problems of Equilibrium and Vibrations
1
Problems of critical loads (buckling) are likewise mathematically formulated as
eigenvalue problems.
i943l PROBLEMS OF EQUILIBRIUM AND VIBRATIONS 3
the fact: Natural boundary conditions, but not Euler's equations, are
affected by divergence expressions in the domain integrals.
2a. Examples. Plates, plane torsion for multiply-connected do-
mains. As an example we consider a membrane with a free boundary.
A pressure ƒ of average value zero may act on the membrane. In this
case we have a variational problem for D(v) +2H(v, ƒ) ; if f denotes an
arbitrary variation of v, the variational condition is
D(V, r) + ff (r, ƒ) = o.
Transforming D(v, f) by Green's formula into a domain integral
plus a boundary integral, we find the natural boundary condition
dv
- = o,
an
expressing the fact that no force acts on the boundary C. For a plate,
free at the boundary, Q(v) = M{v), and the natural boundary condi-
tions appear as the classical Kirchhoff conditions:
2 2
(1 + a)Av = a(vxxxn + 2vxyxnyn + vvvyn),
FIG. 1
S = D(u) = — I I udxdy.
d being the lower bound of the functional 7(0). The existence of the
lower bound d is obvious or may be easily proved in all relevant
problems and the existence of the minimizing sequence (11) is then a
logical consequence.
However, the problem in applications is one, not of the existence,
but of the practical construction of such a minimizing sequence. Ritz's
method is nothing but a recipe for such a construction. A minimizing
sequence immediately furnishes an approximation to d (sometimes
this is all we wish to know, for example, if we are interested in the
natural frequencies of a vibrating system). Moreover, it may be
assumed and in many cases it can be proved that the minimizing
sequence itself will furnish a good approximation for the function u
which actually solves the problem.
Ritz's construction proceeds as follows : We start with an arbitrarily
chosen system of " coordinate f unctions"
(13) «i, co2, • • • , con, • • • ,
which should satisfy the two conditions :
(a) Any linear combination
(14) <j>n — cioii + c2co2 + • • • + cno)n
of them is admissible in the variational problem.
(b) They should form a complete system of functions in the sense
that any admissible function 0 and its relevant derivatives may be
approximated with any degree of accuracy by a linear combination
of coordinate functions and of their corresponding derivatives, re-
spectively.
If we begin with such a system of coordinate functions, it is clear
that for n sufficiently large and for a suitable choice of the coefficients
Cu C2, • • • , cn of (14) we can find admissible functions <f>n for which
7(0 n ) differs arbitrarily little from d. In other words, it is possible to
find a minimizing sequence 0i, 0 2 , • • • , 0n> • • • as a sequence of
linear combinations of the coordinate functions. In order to obtain
such a minimizing sequence we choose the d in the following manner.
We consider any function 0 n defined by (14) and substitute it in our
variational problem. 7(0 n ) then becomes a function F(ci, • • • , cn)
of the n parameters d which we may now determine from the ordinary
minimum problem of the calculus
(15) 7(0») = F(clt • • • , cn) = min.
In the problems considered here, 7(0) is a quadratic or bilinear func-
tional, and (IS) leads to a system of n linear equations for the
i 9 43 PROBLEMS OF EQUILIBRIUM AND VIBRATIONS 11
+ 7 I v2ds — min.
Je
14 R. COURANT [January
where
IV. M E T H O D OF GRADIENTS
— = ù = J2 XifXi = X g r a d ƒ.
at l==i
We now choose the line along the line along which the motion pro-
ceeds so that the descent is as steep as possible (lines of steepest
descent). This means to make u negative and as large "as possible" in
absolute value, for example, by choosing
(18) X = -grad/,
so that
ù = - (grad/) 2 .
Hence the position vector X moves according to the system of ordi-
nary differential equations (18) along the lines of steepest descent
with respect to the function ƒ. Under very general assumptions, it is
clear t h a t X, starting from an arbitrary initial position, will, for /—> QO ,
approach a position for which g r a d , / = 0 , and therefore for which ƒ is
stationary and possibly a minimum. However, instead of using the
continuous procedure given by the differential equation (18), we
may proceed stepwise, correcting a set of approximations x to the
solutions of the equations grad ƒ = 0 by corrections proportional to
the respective components of —grad ƒ.
This elementary idea can be generalized to variational problems.
If we wish to determine a function u(x, y) defined in B and having
prescribed boundary values such that u is the solution of a variational
problem
I(t) = - C C k[L(v)]2dxdy,
and again we can infer that, for /—> <x>, v(x, y, t) will tend to the solu-
tion u(x, y) of the corresponding boundary value problem L(u) = 0.
For the case of the membrane the differential equation (22) be-
comes
(23) vt = Av,
the equation of heat transfer. In our interpretation this equation de-
scribes a rapid approach to a stationary state along the "lines of
steepest descent." While for the equations (23) or (22) the con-
vergence of v for /—>oo can be proved, serious difficulty arises if we
want to replace our continuous process by a process of stepwise cor-
rections as would be required for numerical applications. Each step
means a correction proportional to Av, thus introducing higher and
higher derivatives of the initial function v. Another great difficulty
is presented by rigid boundary values. 7
Yet there do exist classes of problems where such difficulties can
be overcome if the method is extended properly. First of all we may
7
Incidentally, if we apply this procedure to a problem for a finite net, it converges
very well and is, as a matter of fact, nothing but a natural method of solving a system
of linear equations by a method of iteration.
20 R. COURANT [January
observe that it is not necessary to select the steepest descent along the
gradient; it suffices to secure a safe descent at a suitably fast rate.
Furthermore, if we consider problems for which the boundary value
problem of the differential equation presents no difficulties for the
domain B, but for which a degree of freedom in the boundary values
is left, then the problem reduces to one for finding these boundary
values, and now all our difficulties disappear. A typical example is
the problem of the conformai mapping of a circle B onto a simply-
connected domain G, and it may be that the method of gradients
opens a path for the attack of the problem of conformai mapping for
multiply-connected domains and other problems as well.
This address has emphasized more theoretical aspects. However,
some of the general principles described may be helpful in enlarging
our equipment for practical purposes.
APPENDIX8
(c) (d)
FIG. 2 FIG. 3
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