Lecture 19 Introduction To Computational Design Using Finite Element Analysis PDF

Finite Element Analysis for
Mechanical and Aerospace

Design
Prof. Nicholas Zabaras
Materials Process Design and Control Laboratory
Sibley School of Mechanical and Aerospace Engineering
101 Rhodes Hall
Cornell University
Ithaca, NY 14853-3801
zabaras@cornell.edu
http://mpdc.mae.cornell.edu
MAE 4700 – FE Analysis for Mechanical & Aerospace Design

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Design is the heart of many industries

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Topology Optimization
• Compute the density of the
material.
http://www.topopt.dtu.dk

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References
• Introduction to optimum design, J. Arora
• Elements of Structural Optimization, R. Haftka and Z. Gurdal
• Engineering Design Optimization, lecture notes by N. Olhoff
• Multidisciplinary System Design Optimization, Lecture notes from
MIT
• Structural Optimization, Lecture notes from R. Haftka
• Structural sensitivity analysis and optimization, K. K. Choi and N. H.
Kim
• Principles of Optimal Design – Modeling and Computation, P.
Papalambros and D. Wild
• Numerical Optimization Techniques for Engineering Design, G.
Vanderplaats
• Topology Optimization, M. Bendsoe and O. Sigmund

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Analysis vs Synthesis
• Analysis: Find the properties of a product (predict
consequences)
• Synthesis/Design: Create a product with desired properties
• Optimization: Mathematical methods used in the inverse
analysis
• To design you first need to be able to do analysis
• Design is much more complex than analysis (non-
uniqueness, non-feasibility, etc.)
Here we are interested in very limited aspects of design:

mainly reviewing in some superficial manner optimization &
design of systems analyzed by the FEM – i.e. in systems
where the analysis is implicit, complex and expensive

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Definitions
• Design space: all possible designs
• Objective function: a measure of the quality of
the design (user defined)
• Constraints: On design requirements, material
availability, geometry, topology, etc.
Definition of a design problem is not as easy as it
looks
 Often conflicting objectives (trade-off)
 What is to be considered as an objective and what
as a constraint

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Example
• You want to design a bicycle with the
following properties:
– Stiffness
– Lightness
– Low cost
– Durability
– Aesthetics
– Etc.
These are conflicting criteria

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Mathematical statement
• A typical design problem can be stated as
an optimization problem: Objective function
Minimize : go (x), x   x1 , x2 ,...xn 

Subject to : gi (x)  Gi , i  1, 2,...m Design space
Constraints
• In most designs using FEM all functions

(and their derivatives) are defined implicitly
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Graphical intepretation of an optimization problem

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Sensitivity analysis
• We need to find the minimum having only a feel of the
slope
• If we know the value and slope of the functions in the
current point, x(k), then we can approximate the problem
Minimize : go (x( k ) )  go (x( k ) )(x  x( k ) )  ..., x   x1 , x2 ,...xn 

Subject to : gi (x( k ) )  gi (x( k ) )(x  x( k ) )  ...  Gi , i  1, 2,...m
• The solution to the above approximate problem should

provide a step in the right direction.
• Sensitivity analysis is finding the gradients (with respect
to the design variables) of the functions of the problem

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Computing sensitivities
• We don’t know the mathematical form of the function we
are dealing with because the problem is implicit. So we
cannot just differentiate symbolically.
• We can find the gradient by forward finite difference:
gi (x( k )  x j )  gi (x( k ) )
gi (x( k ) )  , j  1, 2,..., n
x j
Sensitivity wrt x j
• This requires one additional direct analysis for each

design variable and thus it can be a time consuming
process when we have many variables.

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Sensitivity Analysis
• Optimization methods rely on gradients
• If you know the analytical expressions for gi, then you can
differentiate analytically (analytical method)
• If gi is numerically (e.g. FEM) defined, then you can compute the
gradient numerically (use finite differences).
• If you know something about gi but not the full expression, then it
may be possible to work in part analytically (semi-analytical
method)

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Finite Difference Approximations
• Choosing the right value of x is a
compromise between round-off
errors and truncation errors.
Forward finite difference
Backward finite difference
Central finite difference

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Finite Element Analysis
• In finite element analysis, we roughly go through the following steps:
• If we denote the size of the problem in terms of nodes, elements or

degrees of freedom by n, then step 1 is proportional to n, step 3 is
propotional to n2, and step 2 is proportional to n3.
• In FE analysis, we solve the problem: Ku=F
• We imagine that the problem depends on design variables x = {x1,
x2, .. , xn}, and we want to find the sensitivity w.r.t. xj.

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Direct FEM Analysis :[ K ]{u}  {F} {F } {F }

x j x j
{u} {F } [ K ] [ K ] [ K ]
Sensitivity FEM Analysis :[ K ]   {u} 
x j x j x j x j x j
Unknown Pseudo load
sensitivity vector The finite differences
vector for sensitivity
analysis computation of these terms is not
very time consuming. It is only
proportional to the problem size.
• We are solving a system with the same [K] as before, so

we do not have to perform the time-consuming operation
[K] =[L][D][L]T again!

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• Let us consider the following simple problem: study the
sensitivity of the end deflection w.r.t. the beam length.
• This problem is solved within the Bernoulli-Euler theory
using the FEM analysis considered earlier.
• It is also very simple to compute the analytical solution to
this problem.

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• It turns out that the error in the computed sensitivity grows with the
square of the number of elements!
• Recall that in the FEM formulation we have both displacements and
rotations in the u vector and both forces and moments in the f vector.
• The resulting tip deflection is the difference
between the contributions from all the forces
{u} {F } [ K ]
in different directions. The more elements, [K ]   {u}
x j x j x j
the more forces.
• If all the forces are a little bit wrong, then the
resulting deflection is a small difference
between two large erroneous numbers
• Various ways to eliminate this problem: (a) Design-differentiate the
original governing equations and then use FEM discretization; (b) Do
not introduce FD errors until after the equation solution has been done,
etc.

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The design space is usually large
• The frame on the right has 11 members. Let us assume
the very simple design problem of finding
cross -sectional areas of the truss members.
Let us furthermore limit the search to 5
different standard cross-section sizes.
• The design space’s size is then 511 different designs!
• You need optimization to search the design space
• Lets say you want to design the geometry in a
turbine to control some properties – usually these
properties are implicitly defined in terms of the
geometry using FEM. For example, the temperature,
stresses, etc. depend on the shape through a
complex multiphysics FEM analysis.
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Global minimum of a scalar function
Global minimum: f(x*)

<f(x) for all x. We can Strict global minimum:
have many global f(x*) < f(x) for all x Local minimum: f(x*)< f(x+e)
minima (all equally good) where e is a small number

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Optimality conditions
• Necessary condition: f’(x) = 0
• Sufficient condition: f’’(x) > 0
• This will identify only local optima.
• For general functions,
there are no conditions
that will ensure a global
optimum.
If f(x) is continuous in a closed and limited set, S, then f has a

global minimum in S (Weierstrass’ theorem)
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Positive definite matrices
• Let d be an arbitrary direction vector at point x. The
quadratic form dTH(x)d is said to be positive definite,
positive semidefinite, negative semidefinite, negative
definite if dTH(x)d > 0, ≥ 0, ≤ 0, < 0, respectively, for all d
≠ 0 at x.
• If dTH(x)d can assume positive as well as negative
values, it is said to be indefinite.
• If dTH(x)d is positive definite, positive semidefinite, etc.,
then matrix H(x) is said to be positive definite, positive
semidefinite, etc.

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Optimality conditions for multi-dimensional problems

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Stationary points
• When the stationary point is a local
maximum?
• When the stationary
point is a saddle point?
• When the stationary
point is a local minimum?

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When can we be sure to find an optimum
• A convex function is one that has positive definite
Hessian everywhere.
• A convex function has only one minimum –
the global one.
• In 1D a convex function is one that
everywhere has positive second derivative.

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Convex Sets
• S is a convex set when for any pair of points,
(x1,x2) belonging to S, a straight line connecting
x1 and x2 will be completely contained in S.
• This applies in any number of dimensions.

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Convex Optimization
• A convex optimization problem: If the objective function
is convex and the feasible domain is a convex set then the
optimization problem is convex.
• If all the constraint functions are convex, then the feasible
domain is convex. Convex optimization problems have
only one optimum - the global one.
• For a convex optimization problem, if we find a stationary
point, then that will also be the global optimum. The
necessary conditions are also sufficient.
• Most optimization algorithms are for convex optimization.
• For functions defined implicitly (as in FEM
calculations), we cannot easily check if the function is
convex.
• Linear problems are always convex.
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Optimization as an analysis tool
• Many physical phenomena are based on optimality.
• For example, we already shown that equilibrium states in
structures and solids can be computed by minimizing the
total potential energy.

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Minimization of potential energy with contact
• But what if you had some constraints on the
displacements X1 and X2? (e.g. contact constraints)
• You will now need to solve this problem using

optimization techniques.

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1D Minimization Problem – Golden Search Method
• We assume that a function f(x) is given, and we want to
find its minimum in [A,B].
• We also assume that is expensive to compute f(x).
• We must find the minimum with the least possible number
of function evaluations.
• The function is implicit – we don’t
know what the graph looks like.
• The golden section search is a
technique for finding the minimum by
successively narrowing the range of
values inside which the extremum is known to exist.
• The algorithm maintains the function values for triples of
points whose distances form a golden ratio.
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Golden Search Method
• The diagram illustrates a single step in the
technique. The value of f(x) has already been
evaluated at x1, x2, & x3. Since f2 is smaller than
either f1 or f3, a minimum lies inside the interval
[x1,x3].
• In the next step in the minimization process, we
probe the function by evaluating it lets say at x4.
• We choose x4 somewhere inside the largest
interval, i.e. between x2 and x3.
• From the diagram, it is clear that if the function yields f4a then a minimum
lies between x1 and x4 and the new triplet of points will be x1, x2, and x4.
• If the function yields the value f4b then a minimum lies between x2 and x3,
and the new triplet of points will be x2, x4, and x3.
• In either case, we construct a new narrower search interval that is
guaranteed to contain the function's minimum.
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• The new search interval will be either
between x1 and x4 with length a+c , or
between x2 and x3 with a length of b . The
golden section search requires that these
intervals be equal since otherwise the method
could lead to the wider interval being used
many times, thus slowing the rate of
convergence. To ensure that b = a+c, the
algorithm should choose x4 = x1 − x2 + x3.
• The golden section search chooses the spacing between these points in
such a way that these points have the same proportion of spacing as the
subsequent triple x1,x2,x4 or x2,x4,x3. By maintaining the same proportion
of spacing throughout the algorithm, we avoid a situation in which x2 is
very close to x1 or x3, and guarantee that the interval width shrinks by
the same constant proportion in each step.

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• Mathematically, to ensure that the spacing
after evaluating f(x4) is proportional to the
spacing prior to that evaluation, if f(x4) is f4a
and our new triplet of points is x1, x2, and x4
then we want:
c/a=a/ b
• However, if f(x4) is f4b and our new triplet of

points is x2, x4, and x3 then we want:
c/(b-c)=a/b
• Eliminating c from these two simultaneous

equations yields: b/a=f 1  5  / 2 1.618 where
φ is the golden ratio.

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• Each iteration removes 1 - 0.618 = 38% of the
interval.
• After n iterations, the interval is reduced to
0.618n times its original size.
• If n is 10, less than 1% of the original interval
remains. If n=15, less than 1‰ remains.
• The algorithm is stable but requires that the
function is unimodal (has one minimum) in the
interval.

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The bisection method
• If we can compute the gradient of the
function, then we know to which side of a
computed value, the function decreases.
• Then, we can cut the interval in half and
obtain faster convergence.

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The bisection method
• After 10 iterations, about 1‰ of the interval is left.
• We need to have gradient information which
assumes that the function is differentiable which
was not the case with the Golden section method.
• This method is less robust than
golden section.

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Polynomial interpolation
• We compute the function values in the end points
and a point in the middle. We fit a parabola through
the three points.
• We then analytically determine the minimum of the
parabola.
• We let the new point replace
the worst of the previous
ones and repeat until
convergence.

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Polynomial interpolation
• Convergence is very fast for smooth convex
functions (2nd order differentiability is required)
• No gradients required.
• Only one function evaluation is needed for each
new iteration
• The algorithm may diverge
completely.

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Response Surface Methods
• Sensitivity analysis can be a difficult task
• Shape sensitivities are often FEM mesh-dependent.
• Sensitivities may not be defined if you have non-smooth conditions (e.g.
contact, friction, etc)
• You may not have access to the direct FEM analysis.
• Not easy to include experimental data or prior information into the
sensitivity formulation.
• In these cases we can use a response surface method – it only requires
access to direct analysis (as a black box)
• In response surface methods you run the direct analysis for various
values of the design variables and then use some fitting software for the
response of the system (build a hypersurface in the design space). This
hypersurface can then be explored with any optimization techniques.
• Curse of dimensionality: Unfortunately, the number of direct simulations
(which are usually very expensive in the context of FEM) needed grows
very fast with the number of design variables.
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Unconstrained minimization in multiple dimensions
• Choose a search direction, d(k)

• Minimize along the search
direction (e.g. by golden
section, line search, etc).
• Step in the search
direction by a(k) d(k).
• Update and repeat until
convergence

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Steepest Descent
• As a search direction, choose
the path that goes as much
downhill as possible.
• This algorithm is known as
steepest descent.

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Steepest Descent
• Two consecutive steepest descent directions are
perpendicular to each other.
• The algorithm approaches the optimum using only
very few directions.
• The steps in each direction get
smaller for each iteration.
• However, convergence in general
is slow.

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Steepest Descent
• On problems with similar scales in the different
variable directions, steepest descent often works
well.
• If the level curves are circular, then the
optimum is found in the first chosen direction.
• Otherwise, the algorithm typically requires many
iterations.

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The conjugate gradient method
• The search direction is here computed by the formula:
• The gradient vanishes at the optimum.

If the moves towards the minimum are
going well, then the gradient gets smaller
for each iteration. In this case, b(k) is
small and the conjugate gradient method does not provide
much correction from the steepest descent method.
• However, if the gradient does not get smaller, we obtain
significant correction from what the steepest descent
method does.
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Penalty Methods
• You already have used these methods in your
homework!
• Penalty methods replace the original constrained
problem with an equivalent one without constraints.
• The transformed problem is solved as an unconstrained
optimization problem.

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Exterior Penalty Methods
• This penalty does not come into play until a constraint
has been violated.
• The severeness of the penalty depends on the penalty
factor, r.
• Small values of r will cause constraint violations. Large
values will make the problem difficult to solve
numerically.
The range of r values is

problem dependent.

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• Consider the following problem: Linear
objective function and two constraints in
two dimensions.
• Consider now the penalized problem with
r = 0.05.
• The optimum
falls far
from the
Optimum
solution to the
original problem.

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• Penalized problems, r =0.1 and r = 1.0. For r=1, the
optimum approaches
the solution to the
original problem but
never reaches it
completely.
• For r=1, the level
curves get
sharper edges and
the problem becomes
more difficult to solve
numerically
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• The penalty term becomes active only after constraint
violation
• The objective function inside the feasible domain is not
affected
• The penalty objective function is defined everywhere and
we don’t need a feasible point to start the process.
• The solution always falls slightly outside the feasible
domain of the original problem (where the original problem
may be undefined).
• Increasing the penalty makes the problem more difficult to
solve numerically.
• The method handles equality and/or inequality constraints.

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Interior Penalty Methods
m
 1 
• This penalty is always present but it f ( x )  f ( x)  r    
i 1  g i ( x ) 
becomes more important when a
constraint is approached.
• The penalty goes to infinity at the constraint.
The penalty is minus infinity right outside the
constraint.
• The penalty depends on the parameter r.
• For small r, the constraints kick late
but suddenly as we approach them.
• The penalty is always present. If a
constraint is violated, we may never return
to the feasible domain. We need to start from a feasible point.

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Interior Penalty Methods
m
 1 
f ( x )  f ( x)  r    
• The solution falls inside the feasible i 1  g i ( x ) 
domain of the original problem. Thus
all solutions are usable.
• For higher r, the problem more difficult to
solve numerically.
• The algorithm handles only inequality
constraints.

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Linear programming
• If the functions gi, i=0..n are linear, we call

the solution of such problems linear
programming

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Linear Programming
• Linear programs are convex and usually have one optimum.
• The feasible domain is a
polyhedron in n dimensions.
The optimum is always in a corner
of the polyhedron.
• If n = m, then our problem
degenerates to a
system of equations with usually
one solution.
• If n < m, then it usually has no solutions.
• If n > m, the feasible domain has infinitely many points, and we
have an optimization problem.
• There is no limit on the number of inequality constraints.

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Linear Programming
• Slack variables convert inequalities to equalities
• By increasing the number of variables, we get rid

of all inequality constraints except the ones that
require the slack variables to be positive.

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Linear Programming- Standard Formulation
• The standard linear programming problem:
• In matrix form:

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The Simplex Algorithm
• The solution is always in a corner of the polyhedron.
• Consider that we have 2 variables and 5 inequality constraints (as in
this figure).
• We add slack variables to obtain 7 variables and 5 equality constraints.
• Each corner is now the solution to a 5-
subset (the basis set) of the 7 variables.
• The simplex method steps from one
corner to another by replacing the
variables in the basic set one by one
with variables from the outside.
• Investigate the coefficients of the variables inside and outside the basic
set to see if any neighbouring corner is better than the one we are in.
• If there is a better neighbour, introduce the corresponding variable in
the active set and step to this neghbouring corner.
• For very large problems, interior point methods can be better.
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Search methods for constraint optimization
• Find a feasible search direction (not violating the constraints)
• Minimize along the search direction
• Repeat until convergence.
When
performing
1-D line
search,
we stop
when we hit Choice of feasible
a constraint. direction is a
compromise between
- quick reduction
- avoiding constraint
violation

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Feasible direction
• This can be posed as follows:
• This linear problem can be solved by the simplex method.

• It depends on derivatives (sensitivities) only in the search direction. The
line search can be done with a golden section search.
• If we start from a feasible point, we stay in the feasible domain. Thus
every iteration is feasible and better than the previous iteration.

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Sequential Programming
• In sequential programming we approximate the functions gi(x).
• The optimization procedure is applied iteratively as a sequence of
subproblems. Hence the term sequential programming.
• We make a Taylor expansion of the functions from the current point,

x(k). If we only include up to linear terms, then the subproblem is
linear and can be solved by the Simplex method (sequential
linear programming)
• The approximation is only valid in a certain region (trust region)
around x(k). We thus need to constrain the solution (inside what we
call move limits) of the subproblem to the trust region.

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Sequential Linear Programming

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Sequential Linear Programming
• Move limits need to be adjusted during the
optimization process.
• When a design variable approaches the optimum

from one side, we relax the move limit on xj a little.
• If not, we tighten.
• This way, the move limits on each variable adjust

gradually to the nature of the problem.

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U N I V E R S I T Y
N. Zabaras (04/24/2014) 60
Convex Programming
• SLP is an attractive optimization method
because it only require gradients.
• However, SLP requires move limits and
thus is prone to oscillation.
• In addition, in SLP, the approximation
to the feasible domain is not conservative
(it does not under-estimate the size of
the feasible domain). This is important
as we approach the optimum through a
sequence of feasible designs.
• Convex programming addresses many of these problems.

CORNELL
U N I V E R S I T Y
N. Zabaras (04/24/2014) 61
Sequential Quadratic Programming
• If we use quadratic approximations of the functions, then we get a
much more accurate subproblem.
H is the Hessian matrix containing second derivatives:

CORNELL
U N I V E R S I T Y
N. Zabaras (04/24/2014) 62
Sequential Quadratic Programming
• If H is positive definite, then the approximation curves
upwards and thus increases at some distance from the current
point. Thus the problem is automatically bounded, and we do
not need move limits.
• It is possible to derive linear optimality conditions for a
quadratic problem. This means that it can be solved by an
algorithm using Simplex as a subroutine.
• H contains second order derivatives, and many of them, order
n², although it is symmetrical. Real second order sensitivity
analysis is very time consuming.
• Second order algorithms are more sensitive to non-
smoothness of the functions than lower order algorithms. The
solution of a QP problem often requires inversion or
factorization of H. This is time consuming, if n is large.
CORNELL
U N I V E R S I T Y
N. Zabaras (04/24/2014) 63
Quasi-Newton Methods
• We start out with a linear approximation and a Hessian H = I.
• For each step in the process, we save the computed gradients of all
functions.
• The gradients of multiple design points are used to create an overall
approximation of H.
• This approximation improves as more iterations are performed.
Quadratic function
approximated from
gradients.

CORNELL
U N I V E R S I T Y
N. Zabaras (04/24/2014) 64
Quasi-Newton Methods
• Many recent methods can approximate the inverse Hessian directly.
• If the process does not converge in ~10 iterations, then the overall
behavior of the functions is not nearly quadratic, and we need to
reinitialize H to I.
Some functions are not

approximated well by
quadratic forms.

CORNELL
U N I V E R S I T Y
N. Zabaras (04/24/2014) 65
Summary of constrained optimization methods

CORNELL
U N I V E R S I T Y
N. Zabaras (04/24/2014) 66

Lecture 19 Introduction To Computational Design Using Finite Element Analysis PDF

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Finite Element Analysis for

Mechanical and Aerospace

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

Here we are interested in very limited aspects of design:

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

These are conflicting criteria

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

Minimize : go (x), x   x1 , x2 ,...xn 

• In most designs using FEM all functions

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

Minimize : go (x( k ) )  go (x( k ) )(x  x( k ) )  ..., x   x1 , x2 ,...xn 

• The solution to the above approximate problem should

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

• This requires one additional direct analysis for each

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

Backward finite difference

Central finite difference

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

• If we denote the size of the problem in terms of nodes, elements or

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

• We are solving a system with the same [K] as before, so

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

Global minimum: f(x*)

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

If f(x) is continuous in a closed and limited set, S, then f has a

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

• You will now need to solve this problem using

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

• However, if f(x4) is f4b and our new triplet of

• Eliminating c from these two simultaneous

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

• Choose a search direction, d(k)

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

• The gradient vanishes at the optimum.

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

The range of r values is

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

MAE 4700 – FE Analysis for Mechanical & Aerospace Design

• If the functions gi, i=0..n are linear, we call