Chapter 12 Adaptive 2D FEM based on EEP

§12.1 Introduction
Some words:
• PDE — Partial Differential Equation(s)
• ODE — Ordinary Differential Equation(s)
• AE — Algebraic equation(s)
Advantages of Adaptive FEMOL:
• Flexibility — Any arbitrary geometric domains
• Reliability — Numerically exact solution
Disadvantages compared with FEM:
• Inefficiency — Accuracy redundant along nodal line direction
• Complexity — ODE and FEMOL theories needed
Key points:
The goal — Extend EEP to 2D FEM
The block — Failure of EEP Theorem for a single 2D Element
The way — From FEMOL to FEM

§12.2 Problem description

 Poisson’s Equation

Lu   2 u  f in 
u u on D
u (1)
q on N
n

 Virtual work equation

a(u, v)  ( f , v) v  HE1 (2)

where
a(u, v)   (u x v x  u y v y ) dA (3a)


( f , v)   fv dA   q v ds (3b)
 N

1
§12.3 FEM Solution
 FEM Mesh

Γ e
s


y
x

Fig.1 A typical 2D mesh with quadrilateral elements

 Element Mapping

 




 

y
   

x 1 
整体坐标 局部坐标 2

Fig.2 Element mapping of a bi-quadratic element

 Trial functions
m 1 m 1
u ( , )   Ni ( ) N j ( )dij  [ N ( , )]{d}e
h
(4)
i 1 j 1

where N i ( ) ， N j ( ) — Lagrange shape function

d ij — Node displacement

m — Degree of displacement element

 Virtual work equation for u h

a(uh , vh )  ( f , vh ) vh  S h (5)

2
 Algebraic equations (Stiffness equation)
[ K ]{d}  {P} (6)

Remark.
The four corner node displacements in {d} are more accurate and with higher
convergence order than the displacements of any other point inside the element calculated
by Eq. (4).

§12.3 FEM solution of FEMOL ODEs

 FEMOL ODEs (using {d} instead of {u})

 ([ A]{d ()}  [B]{d ()})  [B]T {d ()}  [C]{d ()}  {F()} ,   (1, 1) (7)

Remark. ODE problem is 1D problem.

 1D FEM Solution of ODEs
[ K ]{d}  {P} (8)

Remark. If the degrees of elements from FEMOL and 1D FEM are both m , Eq. (6)
is equivalent to Eq. (8) on the same mesh.

 Equivalence: FEMOL Solution = 2D FEM Solution

y
 
x

FEM mesh with

FEMOL Mesh ODEs 1 D problem 1D FEM 1D EEP super-convergent
“nodal lines”

Fig.3 Model transformation and 1D FEM EEP

Remarks.
1) The 2D FEM solution can be equivalently regarded as 1D FEM solution of
FEMOL ODEs, so the EEP method of 1D FEM for ODEs can be used, and then
the obtained EEP solution can be equivalently regarded as super-convergent
solutions on “nodal lines” on FEM mesh.

3
 2) The FEM model with super-convergent solutions on “nodal lines” can be
reasonably regarded as the FEMOL solution, then the EEP method of FEMOL
can be used to calculate the super-convergent solution at any point inside the
FEM element. (See Fig.4).
3) FEMOL acts as a “theoretical bridge” here to establish a connection between 1D
and 2D problem, through which a two-step super-convergence algorithm can be
established.

FEM Model with Point-wise

super-convergent FEMOL Model FEMOL EEP
super-convergent
“nodal lines” solution

Fig.4 FEMOL EEP and point-wise super-convergent solution

§12.4 Two-step super-convergence algorithm

 Super-convergence recovery dimension by dimension
Step 1. from nodes to lines ( by ODEs EEP formula)
a
{d *}a  {d h }a  [ A]a1 (hN1a )  N 2 ({F}  [ L]{d h }) d
1
2 (9)
 [ A]a1 (hN 2a )  N1 ({F}  [ L]{d h }) d
a

Step 2. from lines to area (by FEMOL EEP formula)

 2N  2
(u * ) L a  (u h ) L a   2    ( f  Luh ) N1 J d 
 c  a   a 
(10)
 2N  a
  1    ( f  Luh ) N 2 J d 
 c  a  1 

4
 Step 2 Step 1

FEMOL 1D FEM
PDE ODE AE

2D FEM

Fig.5 Super-convergent recovery dimension by dimension

§12.5 Adaptive 2D FEM

 The goal
For a user-specified tolerance tol , find an optimal mesh π such that the FEM
solution u h on  satisfies
max u  u h  tol (Theoretical) (11)
e

 Error estimation and control

Using u* to approximate u makes the error estimation very simple

max u*  u h  tol (Executable) (12)

e

 Adaptive strategy

Step 1 Step 2 Step 3

FEM solution EEP solution Mesh refinement

 Mesh refinement

The goal for mesh refinement in one adaptivity step:

1) The maximum errors decrease fastest — efficient and effective
2) The number of newly generated elements is least — stable and non-redundant

5
 Error-averaging method
(u* - uh )2
(u* - uh )2
e
A V
 
 1 a
 
2  e
   
1 a 2    
2
 
2
 
A—Centroid  1 a  1 a
V—Centroid

Fig.6 1D FEM Fig.7 FEMOL

Error distribution of 2D FEM

(u* - uh )2

η
ξ

Error-averaging method – How?

Fig.8 Typical error distribution of a quadrilateral element

The way:
Error-averaging method based on element edge solutions
(基于单元边线解答的均差法)
The scheme:
1) Determine the number of subdivisions

η η
ξ or ξ

Fig.9 Divided into 2 or 4?

We prefer 2 for stability and non-redundancy.

6
 2) Select subdivision direction

η η
ξ or ξ

Fig.10 Along ξ or along η ?

We prefer dividing the element along the more discrete direction for effectiveness
and efficiency. Specifically, the error on element edge reflects the degree of discretization.
In this case, the error along the edge of  direction is larger, so we prefer the second
choice.
The algorithm:
1) Marking
Check the error element by element according to the formula (12). If passed, mark
“√”. If not, mark “—” or “|” to indicate a horizontal or vertical “line” is needed to insert.
See Fig.11(a).
2) Subdivision
This step is to determine the subdivision position  a (or  a ). See Fig.11(b). The
error-averaging method can be introduced now. Note the sum of squared errors
 (u  u ) involves only those on the edges in black bold style, and the inserted line is
* h 2

the red bold dashed one, and then  a can be determined referring to the 1D FEM
approach (See Fig.6).

√
E
s
√

E ηa
s
 

 
a 2
y 1
x (a) (b)

Fig.11 Marking and subdivision

7
§12.6 Numerical Examples

 Super-convergence Calculation
Example 1 Rectangular domain problem
Problem definition:

 2u  f  1  x  1,  1  y  1
 (13)
u  0 x  1, y  1

Expression of f
x y
f  2 2 cos( ) cos( ) (14)
2 2
Exact solution

x y
u  4 cos( ) cos( ) (15)
2 2

By symmetry take 1/4 for study

y u=0 u=0
C B
C B
1
u=0
O A x ∂u/∂x = 0
1
O A
∂u/∂y = 0
1 1

Fig.12 Model and 2×2 mesh of Example 1

FEM and EEP solution on the mesh by 2×2 bi-linear element

Fig.13 Exact u Fig.14 uh Fig.15 u*

8
 Fig.16 Exact u x Fig.17 ux h Fig.18 ux *

Calculation of convergence order

Table 1 convergence order of uh and u*

Degree m uh u*
1 2 2
2 3 4
3 4 6
4 5 7
m+1
order h hmin(2m,m+3)

Table 2 convergence order of uxh and ux*

Degree m uxh ux*
1 1 2
2 2 4
3 3 5
4 4 6
m+1
order h hmin(2m,m+2)

Example 2 Trapezoidal domain problem

The same equation and boundary conditions as Example 1

9
 u=0 u=0
C B
C B
1  y
 u  f
O x u=0
O
1
A u/n=0
A
1 1

Fig.19 Model of Example 2

Super-convergence calculation: u* is not point wisely super-convergent in whole domain.

The reason is that the uh on corner nodes are not super-convergenct near the boundary of
domain. But, the EEP solution is still super-convergent at almost any point of the area
away from the boundary. EEP method is still effective. This phenomenon can be
explained by the Saint-Venant principle: the effect of bad solution on boundary is limited.

1
y
0 1-2E-07
0.5 x
-1 0

Fig.20 8×8 mesh Fig.21 Error distribution of u h

on corner nodes
h *
u-u u-u
5E-07 5E-07

0 0
1 1
y y
0 1 0 1
0.5 x 0.5 x
-1 0 -1 0

Fig.22 Error distribution of u h Fig.23 Error distribution of u*

10
 Adaptive solution
Example 3 Rectangular domain problem
Problem definition:

 2u  2  1  x  1,  1  y  1
 (16)
u  0 x  1, y  1

Input: m  1 , tol  0.005 , initial mesh contains 1 element

Output: 6 Adaptive steps, final mesh consists of 8×8 elements, see Fig.26

y
u
1

-0.3
1 -0.6
y 1
0.5
0.5 x
x 0
o 0
1

Fig.24 Solution domain and initial mesh Fig.25 Exact solution

u-uh
0.005

0
1 -0.005
y 1
0.5 x
0.5
0 0

Fig.26 Final mesh Fig.27 Error u  u h

Example 4 The Motz problem

11
 Ñ2u = 0 on W = [-7,7]´[0,7]
u = 0.5 on y = 0, -7 £ x £ 0
u =1 on x = 7, 0 £ y £ 7
(15)
ì y = 0, 0 £ x £ 7
¶u ï
=0 on í x = 0, 0 £ y £ 7
¶n ï y = 7, -7 £ x £ 7
î

C
B

u=1 7
y

x
A u = 0.5 O D
7 7

Fig. 28 Motz problem and initial mesh

Special features:
(1) Derivative  u r is singular of the type of 1 r at the origin.
(2) Degenerated side element used, i.e. at   1 .
(3) Without the use of singular line mapping (FEMOL).
Input: m = 3, tol  105 , initially 3 elements.
Output: 14 Adaptive steps, final mesh consists of 11 29 elements with the
smallest element size 0.28 107 .

-7
0.5
x 0 7
y
7 0
-10-7 0 10-7

Fig. 29 Exact solution Fig. 30 Final mesh

No exact solution is available and hence a solution with finer mesh is used as the
comparison solution, against which the maximum error is 0.845  105 .

12
 u-uh
10-5
0
-10-5
6
4 5
2 0
x
0 -5 x

Fig. 31 Error u  u h

 Elasticity problems
Example5 Square plate with a circular hole (elastic plane problems)

q q E D q
E D
A L

B C A
a
y a
L B C
O

Fig. 32 Square plate with a Fig. 33 Initial mesh and Fig. 34 Final mesh
circular hole boundary support of of Example 5
Example 5

Input: m  3 , tol  104 , initial mesh contains 2 element

Output: 6 Adaptive steps, final mesh consists of 6  8 elements, see Fig. 34

13
 u–uh v–vh
-10-4 10-4

10 0 10 0

y y
5 -10-4 5 -10-4
8 10 8 10
6 4 6
4 0 2
0 0 2 x 0 x
x x

Fig. 35 Error u  u h Fig. 36 Error v  v h

No exact solution is available and hence a solution with finer mesh is used as the
comparison solution, against which the maximum error of u and v is 0.404 ´10-4 and
0.416 ´10-4 .

Compare with FEMOL

u - uh
10-4
10
0 8
6
-10-4 4 y
0 2 2
4 6 0
8 10
x

Fig. 37 Final mesh of adaptive FEMOL Fig. 38 Error u  u h

Efficiency Comparison on PC with Clock speed 2.93GHz and memory 2.0GB

Adaptive FEMOL: 8.657s
Adaptive FEM: 1.156s

14
Example 6 Clamped circular plate (Mindlin plate bending problems)

固
支 B B
w=0
ψx=0
y r ψy=0
q=1
ψx=0
O x A
y
ψy=0
O x A

Fig. 39 Clamped circular Fig. 40 Initial mesh and Fig. 41 Final mesh of
plate boundary support of Example 6
Example 6

Input: m  4 , tol  105 , initial mesh contains 1 element

Output: 4 Adaptive steps, final mesh consists of 4  3 elements, see Fig. 41

w - wh ψx -ψxh
10-5 10-5

0 0

-10-5 -10-5
1.0 1.0 1.0
0.8 0.8 0.8 0.8
0.6 0.6 0.6 0.6
y 0.4 0.4 x y 0.4 0.4 x
0.2 0.2 0.2 0.2
0 0 x 0 0 x

Error  x  x
h
Fig. 42 Error w  wh Fig. 43

No exact solution is available and hence a solution with finer mesh is used as the
comparison solution, against which the maximum error of wh ,  xh and  yh is
0.0107105 , 0.510 105 and 0.510 105 .

15
§12.A 3D Problem --- New Breakthrough for Irregular Elements
Some words:
• MOL — FEMOL (FEM of Lines)
• MOF — FEMOF (FEM of Faces)

1) MOF for u
F1 F2 F3

1
 
 

1
z -1
-1 
y
x -1  0 1

global local

Fig. 44 a quadratic MOF element mapping

· Trial function

u h (    )  [ N F ( )]{d F (   )}e
· MOF PDEs
[ LF ]{d F }  [ B1 ]{d
F
}  [ B2 ]{dF }  [ B3 ]{dF }
 [ B4 ]{dF }  [ B5 ]{dF }  [ B6 ]{d F }  {F F }，  ,   (1, 1)

· EEP formula --- from faces to body

           a
(u * ) a  (u h ) a      ( f  Luh )N1F J d   2   ( f  Luh )N 2F J d

 a1 a a  a1 a 1

2) MOL for {d F }
n22 n23 
n21 n21 n22 n23
S2 1 S2

L3 
L2
L1
L1 L2 L3
y n11 S1 n12 n13
S1 n13 -1
x 
n11 n12 -1 0 1
Global space Local space

Fig.45 A quadratic element mapping of FEMOL

16
 · Trial function

{d F (   )}h  [ N L ( )]{d L ( )}e

· MOL ODEs
[ LL ]{d L }  [ A]{d L''}  [G]{d L'}  [ H ]{d L }  {F L }，   (1, 1)

· EEP formula --- from lines to faces



{d F }*a  {d F }ha  B1 a (  a )  [ N1L ]T {F F }  [ LF ]{d F }h d
1
a

a

 B1 a (2  a )  [ N 2L ]T {F F }  [ LF ]{d F }h d
1
1

3) FEM for {d L }

· Trial function

{d L ( )}h  [ N ( )]{d N }e
· FEM AEs
[ K ]{d N }  {F }

· EEP formula --- from nodes to lines

2

{d L }*a  {d L }ha  [ A]a1 (hN 2a )  N1 {F L }  [ LL ]{d L }h d
a

a

 [ A]a1 (hN1a )  N 2 {F L }  [ LL ]{d L }h d
1


Looking back

u h (    )  [ N F ( )]{d F (   )}e
{d F (   )}h  [ N L ( )]{d L ( )}e
{d L ( )}h  [ N ( )]{d N }e

u h (    )  [ N F ( )][ N L ( )][ N ( )]{d N }e

17
4) 3D EEP solution

3D FEM

MOF MOL FEM

3D PDE 2D PDEs ODEs AE

Step 3 Step 2 Step 1


EEP EEP EEP


Fig.46 Dimension-by-dimension Discretization and Recovery

 Difficulties and Way out

Need face solutions u and its derivatives (instead of {d F } ) and it is found the
following are absolutely OK!

u* ~ h m 2 ( )* ~ super-convergent
uh uh  ( ) h ~ FE
d h d  ~ hm
u u u  ( ) d ~ derived from diff. eqs.

Example 7 3D Poisson Equation

Problem definition:

  2u  f in x, y, z  (1,1)
(17)
u0 on 

Expression of f

3 2 x y z
f  cos( ) cos( ) cos( ) (18)
4 2 2 2
Exact solution

x y z
u  cos( ) cos( ) cos( ) (19)
2 2 2

By symmetry take 1/8 for study

18
 C F
C F

z G
E E G
y
B z
O
x y
O B
A D x

A D

Fig.47 Model of Example 7

FEM and EEP solution on the mesh constructed by 2×2×2 tri-linear Element

Fig.48 u xh Fig.44 u *x

Table 3 convergence order of uh and u*

Degree m uh u*
2 3 4
3 4 6
4 5 7
order hm+1 hm+3

Table 4 convergence order of uxh and ux*

Degree m uxh ux*
2 2 4
3 3 5
4 4 6
order hm+1 h m+2

19
Adaptive computing
Input: tol  104 , initial mesh contains 1 element
Output: See Table 5

Table 5 Result of adaptive computing using from tri- quadratic to tri-5 Element
Adaptive
Degree m max | u  u h | Final mesh Time
steps
2 0.711E-04 10×10×10 8 58.13s

3 0.796E-04 3×3×3 6 2.81s

4 0.637E-04 2×2×2 4 1.52s

5 0.247E-04 1×1×1 1 0.28s

1 1
z

z
0.5 0.5

0 0
0 0 0 0
y x y x
0.5 0.5 0.5 0.5

1 1 1 1

Fig.50 Final mesh (Tri-quadratic) Fig.51 Final mesh (Tri- cubic)

20
 1 1

z
z
0.5 0.5

0 0
0 0 0 0
y x y x
0.5 0.5 0.5 0.5
1 1 1 1

Fig.452 Final mesh (Tri- quartic) Fig.53 Final mesh (Tri- 5)

Example 8 3D Poisson Equation on irregular hexahedron

(3,5,5)
5
(0,5,5)
5 4
4 (2,1,4)
3
(0,1,4)
3 zz 2
z
z 2 (5,6,0) 1
5
1 0 4
(0,6,0) 5 6 3
0 (3,0,0) 5
4 4 2x
6
5 3x y 3 2 1
4 (0,0,0) 1
3 2 0 0
y 2 1
1
0 0 Fig.55 3D finite element mesh
Fig.54 Irregular hexahedron domain 

Problem definition:
  2 u  f x, y, z  

u / n  0 x0
u  0 elsewhere

Exact solution
 a   b   c  3x
u  cos  cos  cos , a ,
 2   2   2 9 y z
1 1 1
b  y  z 5 y 2  4 yz  4 z 2  48 y  120 z  576 ,
6 3 6
1 2 5 1
c y z  y 2  4 yz  4 z 2  48 y  120 z  576
9 9 3 9
Expression of f derived from definition

21
5 5
0.0025 0.0003
4 4
0.0015 0.0001
0.0005 -0.0001
3 -0.0005 3 -0.0003
-0.0015 -0.0005
z

z
2 -0.0025 2
-0.0035
1 1
5 5
0 4 0 4
6 6
5 3 5 3
4 2 x 4 2 x
3 3
y 2 1 y 2 1
1 1
0 0 0 0
Fig. 56 Error u-u3h of 2×2×2 cubic elements Fig. 57 Error u-u* of 2×2×2 cubic elements

Table 5 convergence rate of u h and u*

Degree m uh u*
2 3 4
3 4 5
4 5 6
Order h m 1 hm2

22