v[y]=∫01(12(y′2+y))dx取极值v[y]=\int_{0}^{1}\left(\frac{1}{2}( y^{\prime 2}+y)\right) d x \quad 取极值v[y]=∫01(21(y′2+y))dx取极值
y(0)=0,y(1)=1y(0)=0, y(1)=1y(0)=0,y(1)=1
第一步：区域剖分
将 自变量x的取值区域[0,1]，以步长h，剖分为n份，等分点x0=0,x1,x2,...,xn=1x_0=0,x_1,x_2,...,x_n=1x0=0,x1,x2,...,xn=1，其中xi−x1−1=h=1nx_{i}-x_{1-1}=h=\frac{1}{n}xi−x1−1=h=n1, 如下图所示，令n=4, 则h=14h=\frac{1}{4}h=41。
其中，y0=y(x0)=0,y4=y(x4)=1y_0=y(x_0)=0, y_4=y(x_4)=1y0=y(x0)=0,y4=y(x4)=1, y1,y2,y3y_1,y_2,y_3y1,y2,y3为待求的未知量。
第二步，选择插值函数（插值函数有很多种定义方式，具体参见数值分析等相关教材）
插值函数及其导数：
yi(x)=yi−yi−1h(x−xi−1)+yi−1y_{i}(x)=\frac{y_{i}-y_{i-1}}{h}\left(x-x_{i-1}\right)+y_{i-1}yi(x)=hyi−yi−1(x−xi−1)+yi−1
yi′(x)=yi−yi−1hy_{i}^{\prime}(x)=\frac{y_{i}-y_{i-1}}{h}yi′(x)=hyi−yi−1
第三步，单元分析
将整个的积分v[y]=∫01(12y′2+y)dxv[y]=\int_{0}^{1}\left(\frac{1}{2} y^{\prime 2}+y\right) d x \quadv[y]=∫01(21y′2+y)dx 分解为各个单元的积分
vi(y)=∫xi−1xi12(y′2+y)dx=∫xi−1xi12{[yi′(x)]2+yi(x)}dxv_{i}(y)=\int_{x_{i-1}}^{x_i} \frac{1}{2}\left(y^{\prime2}+y\right) d x=\int_{x_{i-1}}^{x_i} \frac{1}{2}\left\{\left[y_{i}{\prime}(x)\right]^{2}+y_{i}(x)\right\} d xvi(y)=∫xi−1xi21(y′2+y)dx=∫xi−1xi21{[yi′(x)]2+yi(x)}dx
将插值函数代入，并求积分可得：
vi(y)=12h(yi−yi−1)2+h2(yi+yi−1)v_{i}(y)=\frac{1}{2 h}\left(y_{i}-y_{i-1}\right)^{2}+\frac{h}{2}\left(y_{i}+y_{i-1}\right)vi(y)=2h1(yi−yi−1)2+2h(yi+yi−1)
将此表示为vi(y)=vi(yi,yi−1)v_{i}(y)=v_{i}\left(y_{i}, y_{i-1}\right)vi(y)=vi(yi,yi−1)
具体的4个单元积分为：
v1(y)=12h(y1−y0)2+h2(y1+y0)v_{1}(y)=\frac{1}{2 h}\left(y_{1}-y_{0}\right)^{2}+\frac{h}{2}\left(y_{1}+y_{0}\right)v1(y)=2h1(y1−y0)2+2h(y1+y0)
v2(y)=12h(y2−y1)2+h2(y2+y1)v_{2}(y)=\frac{1}{2 h}\left(y_{2}-y_{1}\right)^{2}+\frac{h}{2}\left(y_{2}+y_{1}\right)v2(y)=2h1(y2−y1)2+2h(y2+y1)
v3(y)=12h(y3−y2)2+h2(y3+y2)v_{3}(y)=\frac{1}{2 h}\left(y_{3}-y_{2}\right)^{2}+\frac{h}{2}\left(y_{3}+y_{2}\right)v3(y)=2h1(y3−y2)2+2h(y3+y2)
v4(y)=12h(y4−y3)2+h2(y4+y3)v_{4}(y)=\frac{1}{2 h}\left(y_{4}-y_{3}\right)^{2}+\frac{h}{2}\left(y_{4}+y_{3}\right)v4(y)=2h1(y4−y3)2+2h(y4+y3)
第四步：总体合成
将各个单元积分合并成为总体：
v[y]=∫01(12y′2+y)dx=∑i=1nvi(y)=∑i=1nvi(yi,yi−1)v[y]=\int_{0}^{1}\left(\frac{1}{2} y^{\prime2}+y\right) d x=\sum_{i=1}^{n} v_{i}(y)=\sum_{i=1}^{n} v_{i}\left(y_{i}, y_{i-1}\right)v[y]=∫01(21y′2+y)dx=i=1∑nvi(y)=i=1∑nvi(yi,yi−1)
第五步：求偏导，泛函v[y]v[y]v[y]取极值，相当于多元函数v(y1,y2,...,yn−1)v(y_1,y_2,...,y_{n-1})v(y1,y2,...,yn−1)取极值。
∂v(y1,y2,⋯ ,yn−1)∂yi=0(i=1,2,⋯ ,n−1)\frac{\partial v\left(y_{1}, y_{2}, \cdots, y_{n-1}\right)}{\partial y_{i}}=0 \quad(i=1,2, \cdots, n-1)∂yi∂v(y1,y2,⋯,yn−1)=0(i=1,2,⋯,n−1)
具体展开为：
∂v∂y1=∂v1∂y1+∂v2∂y1=4(0+2y1−y2)+14=0\frac{\partial v}{\partial y_1}= \frac{\partial v_1}{\partial y_1} + \frac{\partial v_2}{\partial y_1} = 4\left(0+2 y_{1}-y_{2}\right)+\frac{1}{4}=0
∂y1∂v=∂y1∂v1+∂y1∂v2=4(0+2y1−y2)+41=0
∂v∂y2=∂v2∂y2+∂v3∂y2=4(−y1+2y2−y3)+14=0\frac{\partial v}{\partial y_2}= \frac{\partial v_2}{\partial y_2} + \frac{\partial v_3}{\partial y_2} = 4\left(-y_{1}+2 y_{2}-y_{3}\right)+\frac{1}{4}=0∂y2∂v=∂y2∂v2+∂y2∂v3=4(−y1+2y2−y3)+41=0
∂v∂y3=∂v3∂y3+∂v4∂y3=4(−y2+2y3−1)+14=0\frac{\partial v}{\partial y_3}= \frac{\partial v_3}{\partial y_3} + \frac{\partial v_4}{\partial y_3} = 4\left(-y_{2}+2 y_{3}-1\right)+\frac{1}{4}=0∂y3∂v=∂y3∂v3+∂y3∂v4=4(−y2+2y3−1)+41=0
对上述方程组整理后，可得：
[2−10−12−10−12][y1y2y3]=[−116−1161516]\left[\begin{array}{rrr}2 & -1 & 0 \\ -1 & 2 & -1 \\ 0 & -1 & 2\end{array}\right]\left[\begin{array}{l}y_{1} \\ y_{2} \\ y_{3}\end{array}\right]=\left[\begin{array}{r}-\frac{1}{16} \\ -\frac{1}{16} \\ \frac{15}{16}\end{array}\right]⎣⎡2−10−12−10−12⎦⎤⎣⎡y1y2y3⎦⎤=⎣⎡−161−1611615⎦⎤
解线性方程组，得到最终结果为：
y1=0.15625,y2=0.375,y3=0.65625y_1=0.15625,y_2=0.375,y_3=0.65625y1=0.15625,y2=0.375,y3=0.65625
摘自：地球物理中的有限元法–徐世浙
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