Boundary Element Method

Applied to the Solution of

Partial Differential Equations

Thesis
Submitted to the Faculty of Engineering
Zagazig University for the Degree of M.sc, in
Mathematics and Engineering Physics

by
Eng. Emad Abdelhafiez Mohamed

Supervised by

Dr. M. M. Kassem Dr. S. G. Ahmed

Associate Professor in Engineering Associate Professor in Engineering
Mathematics and Physics Dept. Mathematics and Physics Dept.
Faculty of Engineering Faculty of Engineering
Zagazig University Zagazig University

Zagazig University
Faculty of Engineering
2004
 APPROVAL SHEET
Candidate Name: EMAD ABDEL HAFIEZ MOHAMED ABD
ELDAEEM
Thesis Title :"BOUNDARY ELEMENTS METHOD APPLIED TO
THE SOLUTION OF PARTIAL DIFFERENTIAL
EQUATIONS"

EXAMINATION COMMITTEE

ADEL ABDEL-RAHMAN MEGAHED

Engineering Mathematics and Physics Dept.
1- Prof. Dr.
Faculty of Engineering
Cairo Univeristy

MAGDI HASSAN MOWAFY

Water Engineering Department
2- Prof. Dr.
Faculty of Engineering
Zagazig Univeristy

MAGDA MAHMOUD KASSEM

3- ِAssoc. Prof. Engineering Mathematics and Physics Dept.
Faculty of Engineering
Zagazig Univeristy
SAID GAMIL AHMED
4- ِAssoc. Prof. Engineering Mathematics and Physics Dept.
Faculty of Engineering
Zagazig Univeristy
Date: / /2004
Signatures
1- Prof. Dr.\ Adel Megahed
2- Prof. Dr.\ Magdi Mowafy
3- Assoc.Prof. \ Magda Kassem
4- Assoc.Prof. \ Said Gamil
‫ﻚ َﻻ ﻋِﻠــ َﻢ ﻟَﻨَـ َﺎ إ ﱠﻻ‬ ‫ﺳﺒْﺤــﺎﻧـ َ‬ ‫‪‬ﻗﺎﻟُـﻮاْ ُ‬
‫ﺖ اﻟْ َﻌﻠِﻴ ُﻢ‬
‫ﻚ أﻧَـ َ‬‫ﻋﱠﻠﻤْﺘَﻨـــ َﺎ إِﻧـﱠـ َ‬
‫ﻣَﺎ َ‬
‫ﺤﻜِﻴ ُﻢ‪‬‬
‫اﻟْ َ‬
‫)اﻟﺒﻘـــﺮة ﺁﻳﺔ ‪(32‬‬

‫)ﺻﺪق اﷲ اﻟﻌﻈﻴﻢ(‬
 Acknowledgment
High on any list of a acknowledgment must be to
Allah, "The source of the absolute knowledge".
I wish to express my great thanks to all the staff
members of the Department of Mathematics
andspecial thanks and gratitude to

Dr. Magda Kassem

And Dr. Said Gamil

for suggesting the lines of this scientific work, supervision,

fruitful help and encouragement.

I do thank Dr.Magda Kassem for suggesting the lines of

this work, supervision and final revision of the thesis.

I do thank Dr. Said Gamil for his introducing me to the

boundary element world, for his supervision.

I wish also to thank Prof.Dr. Nabil for his help in the finite
element calculations.

i
 Acknowledgment

I dedicate this work to the memory of my

brother and spiritual father

Prof. Salah Abdel-Hafiez

And for my small family:

My parents
My Wife
My son Mahmoud
My baby Fatma

ii
Abstract
The object of the present thesis is to test the accuracy of boundary
element method compared to finite element method. We did test both
methods on Laplace problems, and compare the numerical results with
analytical solutions. We found that the boundary element method yield
more accurate results, than the finite element method for equal mesh size.

We did improve the calculations using quadratic boundary elements.

We did also test the boundary element method on Poisson problems, and
used the method of cells, for the evaluation of domain integrals. The
numerical results obtained where compared to finite elements and exact
solution whenever available.

The thesis fall in four chapters starting by a literature survey

including historical review of the boundary element method followed by
brief comparison between both finite and boundary elements methods in
different fields of applications.

The second chapter contains a complete derivation of the boundary

element methods for Laplace and Poisson equation, it also contains
different approach of discretization using constant, linear and quadratic
elements. Techniques of domain integral that approach through solving
Poisson type problem are also presented.

The third chapter contains an error analysis of the boundary element

method followed by the solution of several Laplace problems using
boundary and finite element method. A comparison is made between
numerical and analytical solution. Similarly for Poisson equation.

iii
 The fourth chapter discusses the various factors effecting boundary
element method accuracy and the optional choice applied in the solution
of Laplace and Poisson equation. This is followed by conclusion remarks
about the results.

iv
 CONTENTS
Title Page
Acknowledgment ………………………………………..…….. i
Abstract ………………………………………………..….…….. iii
Contents ……………………………………………………...... v
List of Figures ……………………………………….………… vii
List of Tables ………………………………………………….. viii
CHAPTER I
BOUNDARY ELEMENT METHOD
1.1 Introduction …………………………………………….….. 1
1.2. The boundary element method………………………………. 2
1.3. Industrial applications…………………………………..….... 3
1.3.1. Electrical engineering ………………………………….. 4
1.3.2. Automotive engineering………………………..……..... 5
1.3.3. Biomedicine applications ………………………….…... 7
1.3.4. Corrosion engineering ………………………..……….. 7
1.3.5. Cavity phenomena ..………………………………….… 8
1.3.6. Aerospace engineering………………………………….. 8
1.3.7. Fracture mechanics………..…………….………….…… 9
1.4. Comparisons between BEM and FEM ………………….…. 11
1.5. Object of this work …………………..……………………... 15
1.6 Previous work done in the field …………………………….. 15
CHAPTER II
BOUNDARY ELEMENT TECHNIQUE’S
2.1. Introduction…………………………………………………. 16
2.2. Weighted Residual Techniques ……………………………… 16
2.3. BEM in Potential Problems ………………………………..… 16
2.4. Solution of Laplace equation ……………………………….. 17
2.4.1.Boundary element discretization …………………….. 19
2.4.2.Type of boundary element ……………………………… 22

v
2.5. Poisson Equation ……………………………………. .…. 26
2.6 Reduction of domain Integrals ……………………………… 28
2.6.1 Methods related the particular solution ……………….. 29
2.6.1.1. Dual Reciprocity Method …………………..…. 29
2.6.1.2. Collocation method...………………................…. 31
2.6.1.3. Monte carlo method ……………………………. 32
2.6.2 Galerkin Vector method ……………………………….. 32
2.6.3. Method of cells .………………………........…………… 32
2.7. Error Analysis……………………………………………… 33
C H A P T E R III
APPLICATIONS OF BEM TO THE SOLUTION OF POTENTIAL
PROBLEMS
3.1. Introduction ………………………………………….… 34
3.2. Error Analysis ………………………………………..…… 35
3.3. Mathematical formulation of the problems ……….…..…… 45
3.4. Numerical Solution …………………………..…………..… 48
3.4.1. Laplace ’s equation applied to triangular shapes ………. 50
3.4.2. One of the sides is thermally isolated ……………...…. 53
3.4.3. Triangle with a vertical edge ………………………….. 58
3.5. Poisson equation……………………………….………..… 63
3.5.1. Cell method …………………………………………….. 64
3.5.2. Application ……………………………..……………… 65
3.5.3. Poisson 's equation applied to circular section ……...….. 69
CHAPTER IV
CONCLUSIONS
Conclusions …………………………………………………….. 76
References ……………………………………………………… 78
Appendix program I , II,III …………………………………... 86

vi
 List of Figures
1.1. Automobile crankshaft model ………………………..…...…… 6
1.2. Three modes of crack failure ………………..…………..……... 9
2.1.Domain boundaries ……………………….……………..…..….. 17
2.2.Domain of the problem excluding singular point ………….…… 20
2.3. Model of the region using bounday element …………………… 21

2.4. constant element ……………………………………….……… 23

2.5. Linear element …………………………..………...……......... 23
2.6. Quadratic element ………………………………….…………. 24
2.7 Change of potencial and flux along the boundary......................... 25
2.8 Problem configuration ……………….……………………...….. 27
2.9. Aboundary elements mesh with domain cells……................… 33
3.1. Domain of the problem …………………………………………. 36
3.2.Diagram of the effect of increasing G.I. ………………………… 38
3.3.Effect of increasing boundary elements ………………………… 40
3.4. Effect of type of divisions ……………………………………… 42
3.5. effect of type of element ………………………………………… 44
3.6 Mathematical formulation of the problem 1…….. …………..…... 45
3.7 Mathematical formulation of the problem2 ………….………….. 46
3.8Mathematical,formulation of the problems3………………..….… 47
3.9 Wedge shape and related boundary conditions………………...… 50
3.10. Comparison of relative error in LBEM, QBEM and FEM ….. 52
3.11. Comparison of relative error in LBEM, QBEM and FEM … 52
3.12. Comparison of relativ58e error in LBEM, QBEM and FEM …. 53
3.13.Wedge shape and related boundary conditions ………….…..… 54

3.14.The grid of FEM using Computational Fluid Dynamics Program

(CFDRC)…………………………………………………….. 56

vii
3.15 Comparison of relative error in LBEM, QBEM and FEM with 57
respect to exact solution at section Y=0.1……..……………………..
3.16. Comparison of relative error in LBEM, QBEM and FEM ….. 58

3.17.Wedge shape and related boundary onditions………………….. 59

3.18 The grid of FEM using Computational Fluid Dynamics Program
(CFDRC)…………………………………………………….……… 60
3.19.Comparison of relative error in LBE, QBEand FEM .………… 62
3.20. Comparison of relative error in LBE, QBE and FEM .………. 62
3.21.Domain subdivision ………………………………………..…. 64
3.22. Application on a rectangular domain………………………….. 67
3.23. Circular domain Problem 1 ……….……...…..........…………. 70
3.24. Circular domain Problem 2 …………………………………… 72
3.25. Circular domain Problem 3 …………………………………… 74

viii
 List of tables
3.1.Effect of increasing G.I. ………………………………………. 37
3.2. Effect of increasing boundary elements number ………………... 39
3.3. Effect of uniformity of the grid………………………………….. 41
3.4. Effect of type of boundary elements …………………………… 43
3.5. Summary of Applications for laplace equation ………….……… 49
3.6.Comparison of BEM and FEM accuracy for mesh size
51
h=0.1…………………………………………………………
3.7.Comparison of BEM and FEM accuracy for mesh size
54
h=0.1…………………………………………………..………
3.8.Comparison of BEM and FEM accuracy for mesh size
61
h=0.1……………………………………………………………
3.9.Relation between the number of the cells and the Error in B
65
term……………………………………………………………
3.10. Summary of Applications for poisson equation ……………. 66
3.11.Comparison of BEM and FEM accuracy for mesh size h =
68
0.1……………………………………………………………
3.12. BEM accuracy for mesh size h=0.1……………………….…… 69
3.13.Comparison of BEM and analytic solution . ………............…. 71
3.14. Comparison of BEM and analytic solution…………………… 73
3.15.The resulting Data of The problem by using BEM………….... 75

ix
CHAPTER I
BOUNDARY ELEMENT METHOD
Chapter I Boundary Element Method

CHAPTER I

BOUNDARY ELEMENT METHOD

1.1. Introduction

Engineers and physical scientists have in recent years become very

conversant with numerical techniques of analysis. These techniques are
based on the approximate solution of an equation or set of equations
describing a physical problem.

The first widely known approximate method was the finite differences
(FD), which approximates the governing equations of the problem using a
truncated Taylor series, Milne-Thompson [1]. In this method a rectangular
grid is constructed over the domain, resulting in a system of linear
equations. The solution of this system subsequently leads to the state
variables inside the domain. This method had the drawback of inability in
fitting irregular geometries.

The finite element method, which started in the late 1950 Zienkiewcz
[2], is based on a linear approximation of the variables and the division of
the domain into a triangular mesh of irregular size that fit any irregular
geometry. The numerical solution of differential equations is based on a
variational principle; the method of weighted residuals (MWR). Initial
applications of FEM began with structure analysis, starting with Felippa
(1966) [3], followed by Holand and Bell (1971) [4], Whitman (1973) [5],
and Xelsson et al (1984) [6], among others.

The advantage of this method is that it allows one to model complex

geometries by varying the grid or element size. Although the FEM grid is
more accurate than a corresponding FD grid, it still requires large computer
storage, since all the internal point coordinates are to be described.

1
Chapter I Boundary Element Method

Recently, was devised the finite volume method, FVM [7] that
evaluates the conserved variables averaged across the volume. One
advantage of the finite volume method over finite difference methods is
that it does not require a structured mesh (although a structured mesh can
also be used). Furthermore, the finite volume method is preferable to other
methods as a result of the fact that boundary conditions can be applied non-
invasively. This is true because the values of the conserved variables are
located within the volume element, and not at nodes or surfaces. Finite
volume methods are especially powerful on coarse non-uniform grids and
in calculations where the mesh moves to track interfaces or shocks, Hyman
et al 1992 [8], have derived local, accurate, reliable, and efficient finite
volume methods that map symmetry, conservation and the duality
relationship between the gradient curl and divergence operators on non-
uniform rectangular and cubic grids. One important property is that the
technique allows for discontinuities on the cell boundaries.

However the main draw back of the finite volume method is that the
crudeness of the approximation requires a very fine grid this method, being
a domain technique, poses serious problems in data generation and model
construction. This problem is aggravated by the fact that constant values
are taken over each element, rather than weighted as in FEM.

1.2. The boundary element method

In 1977 Brebbia and Dominguez [9] published, of the first book on

boundary elements, which coincided with the first conference in 1978, on
the boundary elements method [10-11]. The boundary elements method
(BEM) as related to other numerical techniques such as finite elements and
finite differences was presented in 1981, Banerjee et.. al work [12].

2
Chapter I Boundary Element Method

Boundary elements method [13-16] has emerged as a powerful

alternative to finite elements method particularly in cases where the data to
be evaluated are concentrated at the boundaries. For this reasons boundary
elements are now used to solve a variety of problems in engineering
analysis, such as applications in fracture mechanics, stress analysis [17-
21], electrostatics, electromagnetic and fluid flow problems [22-27].

Some of the advantages of boundary element are:

1-Which it requires less storage space since the element discretisation

occurs at the boundary of the domain.

2-The weighting function used to minimize the error in solution is the

fundamental solution of the problem.

This advantage is particularly important for engineering design, since

the process of solution involves a mesh preparation followed by numerical
steps that are more difficult to carry out using finite elements. In some
applications a combination of FEM and BEM is used [28-29].

1.3. Industrial applications

Boundary element, like any other numerical analysis technique, was

developed in response to a need for industrial applications. In looking at
boundary elements in industry, it is clear that over the last few years the
boundary element method has been perceived and used in several
engineering applications [28].

Engineers being comfortable with finite elements where resistant to

change. For this reason the move of research groups into the production
engineering environment was slow. But today, the boundary element
method is used in these environments for real engineering analysis.

3
Chapter I Boundary Element Method

Moreover boundary elements are often used, for components, which

cannot be analyzed practicably using finite elements. While for everyday
analysis finite elements are still predominant.

Today boundary elements deal with large detailed 3D models, which

would be a nightmare for finite element modelers. In many applications
finite element models consist of several thousand elements, requiring a
power full computer to run.

The following survey describes the type of analysis typically

handled by the boundary element method in various branches of
industry and engineering such as electrical engineering, automotive
engineering, biomedicine, corrosion engineering, cavity phenomena,
and aerospace engineering and fracture mechanics.

1.3.1. Electrical engineering

Electrostatics and magnetostatics are fields generally governed by the

Poisson type equation, and can therefore be solved using a boundary
element solver with the primary variables of potential and flux. For
example, in electrostatics, potential variable is voltage, and the flux
variable is the current density.

The application of BEM in the analysis of electrical devices are

numerous and widespread [27]. For example boundary elements are used
efficiently in the analysis of infinite problems, i.e. where the domain under
study extend to infinity. For example microelectronic devices and discrete
conductors embedded in a conducting medium, are surrounded by a
medium which is very large compared to the size of the components. In this
case the external boundaries are efficiently modeled using BEM.

4
Chapter I Boundary Element Method

The use of boundary elements in the electrical engineering industry is

also common in thermal and stress analysis studies, since micro-electronic
devices undergo substantial temperature changes and are subject to thermal
stress cracking. This phenomena occurs during the manufacturing process,
where high temperature gradients are found, while cooling molten
materials.

Boundary elements are able to simulate and predict failures of this

type, through a modeling of the very small components embedded in an
infinitely large region. This simulation does improve manufacturing
processes and chip geometries and prevent such failures.

1.3.2. Automotive engineering

Aerospace engineering did use boundary elements in a large range of

applications, while the automotive engineers used boundary element
software for the design of engine components, such as fillets, holes. It's to
be noticed that a detailed stress analysis of these components presents
enormous difficulties using finite element.

The need for 3D analysis both in automotive and aerospace companies

did improve the efficiency of boundary element software, to the stage,
where now a boundary element program does run, in perhaps the same time
as a corresponding finite element model, and often faster Mathew [30].

The most successful engine components to be analyzed are

crankshafts, pistons and connecting rods. The crankshaft is the ideal
boundary element geometry as illustrated in fig. (1.1). the domain is
substructured into zones without introducing too many interface elements
and the mesh is refined in zones where the peak stress occurs for most
loading conditions. Some shaft contains variety of holes designed for the
cooling process or to reduce the weight in low stress areas.

5
Chapter I Boundary Element Method

Figure 1.1: Automobile crankshaft model

This type of geometry presents many difficulties a finite element

analyst. Refinement of the mesh is necessary to obtain accurate peak stress
results, in the fillets. The refinement consists, usually in six to ten elements
around the fillet.

This refinement reduces each element to a very small size, and

increases considerably the number of elements need to be included in the
fillet region.

In practice, finite element analysis of crankshafts is realized using two

models. One coarse, model is designed to predict the overall behavior of
the component, without trying to obtain detailed stress results. This gives
reasonably accurate stiffness values, from which the conditions near the
important fillet are derived. Then a second model is developed using a
refined grid around the fillet.

6
Chapter I Boundary Element Method

1.3.3. Biomedicine applications

The use of BEM in biomedical applications are a comparatively new

field in spite of the many advantages that the technique presents versus
more classical methods, such as finite elements Brebbia et al [31]. The
applications of BEM in biomedicine there is a whole range of other
problems which will not be presented here, such as tomography studies,
prostheses, bone dental mechanics, blood circulation, encephalographical
studies.

1.3.4. Corrosion engineering

The boundary element technique is suitable for modeling corrosion

problems since only the surface is be discretized the potential and current
density are evaluated with high accuracy on the metal surfaces. A general
scheme is adopted for representation of polarization and adopted
technology are used to model electrochemistry, electro-deposition and
electroforming problems Adey et al [32-33]. Some additional applications
are listed here.

1- Cathode and anodic reaction.

2- The influence of temperature on macro cell corrosion.

3- The numerical modeling of corrosion and cathode protection

design using a commercial boundary element program BEASY.

4- Cathode oxygen reduction.

5- Anodic iron dissolution.

6- Macro cell corrosion in mortar, 1-D model.

7- Macro cell corrosion in mortar, 2-D model.

7
Chapter I Boundary Element Method

1.3.5. Cavity phenomena

In the 5th international symposium on cavitations [34] Vaz, et al,

present a paper in modeling of steady 2-D partial cavitations on hydrofoils
using the boundary elements method. Analysis of cavitations propellers
operating in ship wakes have been studied by Lee and Kinnas [35], Pyo et
al [36] and Salvatore and Esposito [37]. All these methods are based on the
2-D closed partial cavity model of Kinnas and Fine [38].

Cavitations on ship propellers being a major source of noise and

vibration and because a refitting of either ship or propellers geometry is
rather expensive, significant amount of theoretical and experimental
researches were devoted to the propellers cavitations behavior and the
resulting hull pressure during the design phase of ship and propeller.

1.3.6. Aerospace engineering

Most of today's boundary element users are involved in aerospace

engineering applications. This industry deals with a wide variety of
structures and components, so there are a correspondingly wide variety of
application examples to be studied using boundary elements. They vary
from fracture mechanics to thermal analysis, such as the analysis of
detailed microscopic cracks due to thermal stress on jet engine components.

For most users the prime motivation for using boundary elements is
the speed as well as the accuracy of calculations. For example, stress
accuracy is a prime requirement to keep rotating turbine blades intact.
Thus the analysis of fracture using boundary elements became a necessity.
For example, Aliabadi [39], an engineer in analytical methods at Electric
Aircraft Engines described how his company came to use the method.

8
Chapter I Boundary Element Method

1.3.7. Fracture mechanics

Fracture mechanics is a field of analysis, which received much atten-

tion over the last decade. Localized analysis of the stress behavior around a
crack tip can be a powerful tool in predicting the working life of a compo-
nent, and describing the post- failing state of components, Han et al [40].

The stress field around the crack tip is highly complex, possibly
involving plasticity on a local scale, and often combining different modes
of failure. Stress gradients are very high, and at the crack tip itself the stress
becomes discontinuous, since the high stresses in the uncracked material,
dispatches in the cracked parts.

In order to characterize the stress field around a crack, engineers

identify three modes of failure. Mode I is the opening mode, in which the
crack opens under the influence of in-plane stress perpendicular to the line
of the crack. This is most, often the dominant mode of failure. Mode II is
the sliding mode, where the crack grows under an in plane shearing in the
direction of the crack.

Mode I: opening Mode II: sliding

Finally, mode III is the tearing mode, in which the shearing load is out
of the plane of the material.

9
Chapter I Boundary Element Method

Mode III: tearing

Figure 1.2. Three modes of crack failure

The stress field around the crack is described in terms stress intensity
factors, Galybin [41].

The stress intensity factors are evaluated in many ways. The procedure
generally involves a numerical analysis of the cracked component. It is
important that the stresses numerically evaluated be as accurate as
possible, since a small inaccuracy in the stress value signify a difference in
life predictions.

In the case of boundary elements, the stress is calculated very

accurately on the boundary, with no extrapolation from inside the volume
as it is the case in FEM and FVM is needed to find the stress on the crack
surface, Broz [42].

Specialized boundary element formulations are being developed such

as discontinuous boundary elements, which allow the stress to be
discontinuous across a crack tip. These types of elements provide high
accuracy and are available using conventional boundary element solvers.
Some studies have shown the accuracy of the procedure for textbook crack
geometries by comparing boundary element results against published stress
intensity factor curves Galybin et al [43].

10
Chapter I Boundary Element Method

1.4. Comparisons between BEM and FEM

Following the publication of the first book on boundary elements in

1977 [9], many works have appeared in the literature, dealing with
potential problems, elasto-static problems and many other engineering
applications. The boundary element method is now firmly established as an
important alternative technique to the prevailing numerical methods of
analysis in continuum mechanics.

The boundary element method may be described as follows

Given a partial differential equation

Lu   0 .............................................................................................. (1.1)

Where L is the differential operator, u is the variable over a domain 

An approximate solution of (1.1) is assumed giving

L(u )  R ............................................................................................... (1.2)

Where u is the approximate solution vector, R is the residual vector.

The approximate solution u is improved by variation principle, which

consists in weighting the residual R, at each point of the domain, by the
fundamental solution of the problem. This written as

L(u ) , u *  L (u * ) , u ................................................................... (1.3)

Where u* is the fundamental vector solution satisfying L(u * )   i

Where  is the delta Dirac function at point (i)

i

11