Finite Element

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Finite Element

© All Rights Reserved

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You are on page 1of 7

It is easiest to develop the basis of the finite element method with a specific physical problem in

mind. To this end, lets look at the equation for the displacement of a 1D elastic bar as shown in

the sketch below

The assumptions are: The bar occupies the region 0 x `, and all its properties depend on x only.

The displacement of all points of the bar at position x at time t = 0 is u(x, t). The force exerted on

the portion of the bar to the left of x by the portion to the right of x is P (x) = A(x)(x, t), with

the force per unit area at x. There is a linear support force per unit length, c(x)u(x, t) opposing

the motion of the bar. At the ends x = 0, ` a variety of conditions are possible. To keep things

simple, lets assume that the ends of the bar are rigidly constrained so that u(0, t) = u(`, t) = 0

(other conditions will be considered later). If (x) is the mass per unit length, Newtons second law

for the segment of the bar occupying the interval [x dx/2, x + dx/2] is

dx

u = P (x + dx/2) P (x dx/2) c(x)dxu + f (x)dx + O(dx2 ),

where u

= 2 u/t2 . Dividing by dx and letting dx 0 we find

A

cu + f

x

Now we assume that the rod is linearly elastic so that the stress is proportional to the strain

e = u/x. Thus,

u

= E(x)

x

Substitution gives the equation of motion

u=

u

(AE(x) ) cu + f.

x

x

In this equation we assume that , A, E, c, and f are given functions of x. In the time dependent

case, we must in addition to fixing the ends of the rod, specify the initial position, u(x, 0) and

velocity u(x, 0)/t as functions of x.

u=

The energy equation for this system can be obtained by multiplying the equation by u and integrating

over the length of the bar. This gives

Z `

Z `

Z `

Z `

u

uf

dx.

u

cuu dx +

u

u dx =

(AE(x) ) dx

x

x

0

0

0

0

1

u = ( 21 u 2 )/t. On the right hand side, we need to integrate by

parts to obtain a useful expression. We use

u

u

u u

(AE(x) ) =

(uAE(x)

) AE(x)

,

x

x

x

x

x x

u u

1

u 2

AE(x)

=

AE(x)( )

x x

t 2

x

together with

1 cu2

2 t

cuu =

to find that

Z

0

1 2

u dx +

2

Z

0

1

u

AE(x)( )2 dx +

2

x

Z

0

1 2

cu dx

2

f u dx

= uAE(x)

`

u

.

x 0

t) = u(`,

t) = 0, and the quantity in the brackets on the left

is constant in time and represents to total energy in the bar. Clearly, the first term is the kinetic

energy, the second the elastic energy, the third the elastic support energy, and the last the energy

supplied by the applied force.

Lets specialize now to the time independent, or static, case continuing to require that the displacment vanishes at both ends of the rod. (This restriction can be easily removed later.) The

displacement u(x) of the bar satisfies

du

d

(AE(x) ) + cu = f, 0 < x < `, u(0) = u(`) = 0,

dx

dx

were AE(x) = A(x)E(x) is a given function AE C 1 ([0, `]), and c, f C([0, `]) are given. Note

that the set V = {u C 2 ([0, `]) : u(0) = u(`) = 0} is a linear subspace of C 2 ([0, `]), and observe

that the function

d

du

Lu = (AE(x) ) + cu

dx

dx

is a linear mapping of V into C([0, `]). Thus, finding the solution of our differential equation

equivalent to finding u V such that Lu = f where f C([0, `]) is given. (Well continue to use

the abreviated notation V = {u C 2 ([0, `]) : u(0) = u(`) = 0} in the following paragraphs without

further comment.)

We will consider 2 additional derivations of the basic equation. The first is based on a property of

the potential energy of the rod. For any w V , define the function

P(w) =

Z

0

dw 2

1

AE(x)(

) dx +

2

dx

Z

0

1 2

cw dx

2

f w dx, w V

Recall from the above discussion that for a rod with displacement w(x) the first term represents the

elastic energy stored due to deformation of the rod, the second the energy stored due to deformation

of the supports, and the last the potential energy due to work done by the external force. We call

P the potential energy of the rod. We now show that of all functions in V , the solution u of the

equation Lu = f minimizes the potential energy. Let w V be an arbitrary element, then we can

always write w = u + v where Lu = f and v V (just take v = w u and recall that V is a linear

space). Then

P(w) = P(u + v) = P(u) +

`

0 0

(AEu v + cuv f v) dx +

Z

0

1

1

AE(v 0 )2 + cv 2 dx

2

2

where weve used the short hand notation 0 = d/dx. Lets concentrate on the middle term above

W(u, v) =

which well call the first variation of P or the weak form of the equation Lu = f . We now use

integration by parts on W to show that u V satisfies Lu = f W(u, v) = 0 for all v = V. The

first term of W becomes

Z `

Z `

Z `

`

(AEu0 )0 v dx + (AEu0 v)|0

(AEu0 v)0 (AEu0 )0 v dx =

AEu0 v 0 dx =

0

Because v V vanishes at both ends of the interval, the integrated term vanishes and we find

W(u, v) =

((AEu0 )0 v + cuv f v) dx =

(Lu f )v dx = 0

P(w) = P(u) +

Z

0

1

1

AE(v 0 )2 + cv 2 dx,

2

2

that is P(w) is equal to P(u) plus a term which is clearly nonnegative. This second term can only

vanish if v 0. (Even if the coefficient c = 0 we can conclude that v 0 = 0 or v = b =constant,

but then since v(0) = 0 b = 0.) Thus, in any case, P(w) has its minimum at w = u, and the

problem: find u V satisfying Lu = f for given continuous f is equivalent to finding u V make

P a minimum.

Now lets focus on the weak form or first variation1 W. We know that Lu = f W(u, v) = 0 for

all v V . We can show without difficulty that the implication sign can be reversed so that the

variational form implies the differential equation. That is, introducing the notation

a(u, v) =

(f, v) =

f v dx,

1 The reason W is called the first variation of P can be seen as follows: Replace v by v. You can always do this

since v V and V is a linear space. We then have

Z `

Z `

1

1

P(u + v) P(u) =

AEu0 v 0 + cuv f v dx + 2

AE(v 0 )2 + v 2 dx

2

0

0 2

lim

0

DP(u)(v) =

AEu0 v 0 + cuv f v dx,

where the notation is meant to suggest that DP(u) is the first derivative of P evaluated at u and this real valued

function (DP(u) : V R) is, in turn, applied to v.

we write W(u, v) = 0 in the form a(u, v) = (f, v), and suppose that the function u V satisfies

a(u, v) = (f, v), for all v V.

It then follows that u is the solution of Lu = f. This demonstration merely involves reversing the

steps that lead to the variational form, i.e., just reversing the integration by parts.2

The result of these considerations is that we can replace the original boundary value problem with

the following:

find u V such that a(u, v) = (f, v) for all v V

This is called the weak formulation of our boundary value problem (BVP), and we will point out a

few more of its features shortly, but first lets see how it leads directly to a numerical method. Let

Vn be a finite dimensional subspace of V with a system of basis vectors

j , j = 1, . . . , n, and look

P

for an approximate solution to our BVP in Vn . Thus, we take u = j uj j as a linear combination

of the basis vectors with coefficients uj to be found. Since Vn V we demand that the weak form

be satisfied for all v Vn . Using the facts that a(u, v) is symmetric, linear in each argument, and

that a(u, v) = (f, v) for all v Vn is equvalent to a(u, i ) = (f, i ), i = 1, . . . , n (since are a

system of basis vectors for Vn ), we conclude that

n

X

j=1

that is, we obtain a system of n linear equations for the unknown coefficients uj of the approximate

solution.

As a specific example, take u00 + u = x 0 < x < 1, u(0) = u(1) = 0. Since AE 1, c

1, f (x) = x, this fits into our general format with V = {v C 2 ([0, 1]) : v(0) = v(1) = 0}. We have

R1

R1

a(u, v) = 0 (u0 v 0 + uv) dx and (f, v) = 0 xv dx. Lets pick Vn as the set of all polynomials of degree

at most n + 1, n 1 on [0, 1] which satisfy p(0) = p(1) = 0. Any p V can be written in the form

p(x) = x(1 x)q(x), where q is a polynomial of degree at most n 1 (V1 consists of all multiples of

x(1 x), V2 contains all linear combination of the polynomials 1 = x(1 x), 2 = x2 (1 x), and

in general Vn is spanned by j = xj (1 x), j = 1, . . . , n.) We compute

Z 1

Z 1

2

xi+j (1 x)2 dx =

i j dx =

(k + 1)(k + 2)(k + 3) k=i+j

0

0

and

0i 0j dx =

(ixi1 (1 x) xi )(jxj1 (1 x) xj ) dx = ij

2 Since

2

(k 1)k(k + 1) k=i+j

were new to these manipulations, I will go through the details. Starting with a(u, v) integrate the first

term by parts to obtain

Z `

Z `

`

a(u, v) =

(AEu0 v)0 (AEu0 )0 v + cuv dx =

(AEu0 )0 v + cuv dx + (AEu0 v)0 ,

0

and note that the integrated terms vanish since v V vanishes at both ends of the interval. Now combine this result

with the (f, v) term to find

Z `

Z `

(AEu0 )0 + cu f v dx =

(Lu f )v dx = 0

0

Finally, observe that unless Lu f = 0 the above integral cannot vanish. For example, suppose Lu f > 0 throught

some subinterval I = (x1 , x2 ) [0, `] and vanishes in [0, `] I, then is is easy to construct a v V such that

v(x) > 0, x I and v = 0 outside of I. Such a v would make the integral positive rather than zero.

and finally

Z

0

xi dx =

xi+1 (1 x) dx =

1

.

(i + 2)(i + 3)

2ij

2

kij = a(i , j ) =

+

(k 1)k(k + 1) (k + 1)(k + 2)(k + 3) k=i+j

(called theP

stiffness matrix) and fi = (f, i ) (the load vector) after which we need to solve the linear

n

equations j=1 ki juj = fi , i = 1, . . . , n. Lets progam the above procedure

function [x,u]=myode(n,m)

%

function [x,u]=myode(n,m)

% Inputs: n=dimension of approximating subspace

%

m: solution computed at points x=linspace(0,1,m)

% Outputs: x and u(x) with u the numerical solution at x

%

kstif=zeros(n,n);

fload=zeros(n,1);

for i=1:n

fload(i)=1/((i+2)*(i+3));

for j=1:n

s=i+j;

kstif(i,j)=2*(i*j/((s-1)*s*(s+1)) +1/((s+1)*(s+2)*(s+3)));

end

end

ucoef=kstif\fload;

x=linspace(0,1,m);

u=zeros(1,m);

for i=1:n

u=u+ucoef(i)*poly(i,x);

end

%================================

function y=poly(i,x)

y=(x.^i).*(1-x);

Running this program gives close agreement with the exact solution, u(x) = x sinh(x)/ sinh(1) as

shown in the plot below.

0.06

0.05

0.04

0.03

0.02

0.01

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

where the circles represent the exact solution, and the line the n = 2 numerical approximation. A

more quantative comparison gives

>> [x,u2]=myode(2,11);

>> [x,u4]=myode(4,11);

>> yy=x-sinh(x)/sinh(1);

>> output=[x;yy;u2;u4];

>> fprintf(%10s %10s %10s %10s\n,x,uexac,n=2, n=4)...

;fprintf(%10.6f %10.6f %10.6f %10.6f\n,output)

x

uexac

n=2

n=4

0.000000

0.000000

0.000000

0.000000

0.100000

0.014766

0.014594

0.014766

0.200000

0.028680

0.028550

0.028680

0.300000

0.040878

0.040890

0.040878

0.400000

0.050483

0.050638

0.050483

0.500000

0.600000

0.700000

0.800000

0.900000

1.000000

0.056591

0.058260

0.054507

0.044295

0.026518

0.000000

0.056818

0.058452

0.054564

0.044178

0.026315

0.000000

0.056590

0.058260

0.054508

0.044295

0.026518

0.000000

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