DEVELOPMENTS IN GEOTECHNICAL ENGINEERING 61

FINITE E L E M E N T
TECHNIQUES I N GROUNDWATER
FLOW STUDIES
WITH APPLICATIONS IN HYDRAULIC
A N D GEOTECHNICAL ENGINEERING

by

IVO K A Z D A

Department of Civil Engineering, Czech Technical University

Prague, Czechoslovakia

ELSEVIER
Amsterdam Oxford N e w York Tokyo 1990
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Library of Congress Cataloging-in-Publication D a t a

Kazda, Ivo, 1932-

Finite element techniques in groundwater flow studies: with applications in hydraulic and
geotechnical e n g i n e e r i n g / b y Ivo Kazda; [translation Z d e n k a Jenikovβ].
p. cm. — (Developments in geotechnical engineering; 61)
Translated from the Czech.
Includes bibliographical references.
I S B N 0-444-98810-6
1. Groundwater flow—Mathematical models. 2. Finite element method. I. Title. II. Series.
T C 1 7 6 . K 3 9 1990
551.49-dc20 89—17215
CIP
I S B N 0-444-98810-6 (vol. 61)
I S B N 0-444-41662-5 (series)

© Prof. Ing. Ivo Kazda, D r S c , 1990

Translation © PhDr. Z d e n k a Jenikovβ, 1990

A l l rights reserved. N o part this publication may b e reproduced, stored in a retrieval system, or
transmitted in any form or by any means, electronic, mechanical, photocopying, recording or
otherwise, without prior written permission of the copyright owners.

Printed in Czechoslovakia
Further titles in this series:

1. G. SANGLERAT - THE PENETROMETER AND SOIL EXPLORATION

2. Q. ZÄRUBA AND V. MENCL - LANDSLIDES AND THEIR CONTROL
3. Å. E. WAHLSTROM - TUNNELING IN ROCK
4. R. SILVESTER - COASTAL ENGINEERING 1 and 2
5. R. N. YONG AND B. P. WARKENTIN - SOIL PROPERTIES AND BEHAVIOUR
6. Å. E. WAHLSTROM - DAMS, DAM FOUNDATIONS, AND RESERVOIR SITES
7. W. F. CHEN - LIMIT ANALYSIS AND SOIL PLASTICITY
8. L. N. PERSEN - ROCK DYNAMICS AND GEOPHYSICAL EXPLORATION
Introduction to Stress Waves in Rocks
9. M. D. GIDIGASU - LATERITE SOIL ENGINEERING
10. Q. ZARUBA AND V. MENCL - ENGINEERING GEOLOGY
11. H. K. GUPTA AND B. K. RASTOGI - DAMS AND EARTHQUAKES
12. F. H. CHEN - FOUNDATIONS ON EXPANSIVE SOIL
13. L. HOBST AND J. ZAJÎC - ANCHORING IN ROCK
14. B. VOIGHT (Editor) - ROCKSLIDES AND AVALANCHES, 1 and 2
15. C. LOMNITZ AND E. ROSENBLUETH (Editors) - SEISMIC RISK AND ENGINEERING DECISIONS
16. C. A. BAAR - APPLIED SALT-ROCK MECHANICS, 1
The In-Situ Behaviour of Salt Rocks
17. A. P. S. SELVADURAI - ELASTIC ANALYSIS OF SOIL-FOUNDATION INTERACTION
18. J. FEDA - STRESS IN SUBSOIL AND METHODS OF FINAL SETTLEMENT CALCULATION
19. Â. KÉDZI - STABILIZED EARTH ROADS
20. E. W. BRAND AND R. P. BRENNER (Editors) - SOFT-CLAY ENGINEERING
21. A. MYSLIVEC AND Z. KYSELA - THE BEARING CAPACITY OF BUILDING FOUNDATIONS
22. R. N. CHOWDHURY - SLOPE ANALYSIS
23. P. BRUUN - STABILITY OF TIDAL INLETS
Theory and Engineering
24. Z. BASANT - METHODS OF FOUNDATION ENGINEERING
25. A. KÉDZI - SOIL PHYSICS
Selected Topics
26. H. L JESSBERGER (Editor) - GROUND FREEZING
27. D. STEPHENSON - ROCKFILL IN HYDRAULIC ENGINEERING
28. P. E. FRIVIK, N. JANBU, R. SAETERSDAL AND L. I. FINBORUD (Editors) - GROUND FREEZING 1980
29. P. PETER - CANAL AND RIVER LEVÉES
30. J. FEDA - MECHANICS OF PARTICULATE MATERIALS
The Principles
31. Q. ZARUBA AND V. MENCL - LANDSLIDES AND THEIR CONTROL
Second completely revised edition
32. I. W. FARMER (Editor) - STRATA MECHANICS
33. L. HOBST AND J. ZAJÎC - ANCHORING IN ROCK AND SOIL
Second completely revised edition
34. G. SANGLERAT, G. OLIVARI AND B. CAMBOU - PRACTICAL PROBLEMS IN SOIL MECHANICS AND
FOUNDATION ENGINEERING, 1 and 2
35. L. RÉTHATI - GROUNDWATER IN CIVIL ENGINEERING
36. S. S. VYALOV - RHEOLOGICAL FUNDAMENTALS OF SOIL MECHANICS
37. P. BRUUN (Editor) - DESIGN AND CONSTRUCTION OF MOUNDS FOR BREAKWATERS AND
COASTAL PROTECTION
38. W. F. CHEN AND G. Y. BALADI - SOIL PLASTICITY
Theory and Implementation
39. E. T. HANRAHAN - THE GEOTECHNICS OF REAL MATERIALS; THE e g, e k METHOD
40. J. ALDORF AND K. EXNER - MINE OPENINGS
Stability and Support
41. J. E. GILLOTT - CLAY IN ENGINEERING GEOLOGY
42. A. S. CAKMAK (Editor) - SOIL DYNAMICS AND LIQUEFACTION
43. A. S. CAKMAK (Editor) - SOIL-STRUCTURE INTERACTION
44. A. S. CAKMAK (Editor) - GROUND MOTION AND ENGINEERING SEISMOLOGY
45. A. S. CAKMAK (Editor) - STRUCTURES, UNDERGROUND STRUCTURES, DAMS AND STOCHAS-
TIC METHODS
46. L. RÉTHÂTI - PROBABILISTIC SOLUTION IN GEOTECHNICS
47. Â. M. DAS - THEORETICAL FOUNDATION ENGINEERING
48. W. DERSKI, R. IZBICKI, I. KISIEL AND Z. MROZ - ROCK AND SOIL MECHANICS
49. T. ARIMAN, H. HAMADA, A. C SINGHAL, M. A. HAROUN AND A. S. CAKMAK (Editors) - RECENT
ADVANCES IN LIFELINE EARTHQUAKE ENGINEERING
50. Â. M. DAS - EARTH ANCHORS
51. K. THIEL - ROCK MECHANICS IN HYDROENGINEERING
52. W. F. CHEN AND X. L. LIU - LIMIT ANALYSIS IN SOIL MECHANICS
Second, completely revised edition
53. W. F. CHEN AND E. MIZUNO - NONLINEAR ANALYSIS IN SOIL MECHANICS
54. F. H. CHEN - FOUNDATIONS ON EXPANSIVE SOILS
Second, completely revised edition
55. J. VERFEL - ROCK GROUTING AND DIAPHRAGM WALL CONSTRUCTION
56. B. N. WHITTAKER AND D. J. REDDISH - SUBSIDENCE
Occurrence, Prediction and Control
57. E. NONVEILLER - GROUTING
Theory and Practice
58. V. KOLAA AND I. NÉMEC - MODELLING OF SOIL-STRUCTURE INTERACTION
59A. R. S. SINHA - UNDERGROUD STRUCTURES
Design and Instrumentation
59B. R. S. SINHA AND L. ÖZDEMIR - UNDERGROUND STRUCTURES
Instrumentation and Constructions
60. R. L. HARLAN, K. E. KOLM AND E. D. GUTENTAG - WATER-WELL DESIGN AND CONSTRUCTION
61. I. KAZDA - FINITE ELEMENT TECHNIQUES IN GROUNDWATER FLOW STUDIES
With applications in hydraulic and geotechnical engineering
PREFACE

T h e finite element method is one o f those modern numerical methods whose

rise and development was incited by the rapid development o f computers.
This method has found applications in all the technical disciplines as well as
in the natural sciences.
One o f the most effective applications o f the finite element method is its use
for the solution o f groundwater flow problems encountered in the design and
maintenance o f hydraulic structures and tailing dams, in soil mechanics,
hydrology, hydrogeology and engineering geology.
This book arose as an extension and an essential revision o f the book
"Groundwater Flow — Solution by the Finite Element M e t h o d " which ap-
peared in Czech in 1983. The stimuli to write this book came on the one hand
from the results obtained in the solution o f practical problems connected both
with the construction and maintenance o f fill-type dams and tailing dams
and the utilization o f groundwater in Czechoslovakia, and on the other hand
from the experience gained in teaching hydraulic structures theory at the
Faculty o f Civil Engineering o f the Technical University o f Prague. A l l the
experience so far obtained shows markedly the advantages o f the finite element
method and the great possibilities of its further development as well as its
considerable demands on the algorithmization, programming and use o f
computer possibilities.
In writing this book the author had in mind primarily civil engineers, hydro-
geologists and engineering geologists w h o need the finite element method as
a solution tool for the complex problems encountered in engineering practice.
The reader will therefore find in the b o o k an elucidation o f the fundamentals
o f the finite element method directed mainly toward isoparametric elements
having an exceptional adaptability and numerical reliability. T h e finite element
method application to groundwater flow concerns mainly two-dimensional
problems, which occur most frequently in practice. Considerable attention is
given to non-linear and non-stationary problems, which are most important
in application. T h e exposition would not be complete without mentioning the
programming problems o f the finite element method. F o r this reason the book
includes the main principles obtained in the programming o f all types o f
groundwater flow problems and a basic program that can easily be tailored
according to the user's actual needs.
The relatively numerous computations forming the basis o f a large part o f
the book could not have been carried out without the patient co-operation
of a number of diploma students, undergraduate assistant workers in the
viii

department, and postgraduate research students supervised by the author.

The author wishes to express his thanks for their helpful co-operation.
His thanks are also due to Dr. Z . Jenikovâ for translating the book into
English, to M r s . A . Kolârovâ for the careful typing o f the manuscript and
to M r s . J. Simûnkovâ for drawing the figures.

Prague, 1988 I. K a z d a
INDEX OF SYMBOLS

The most commonly used symbols are listed below; all symbols are defined
where they first appear in the text.

consolidation coefficient
h total head
Κ pressure head
h( e ) vector of total head at element nodes
k hydraulic conductivity
Κ hydraulic conductivity in the x-axis direction
Κ hydraulic conductivity in the y-axis direction
η soil porosity
na active soil porosity
ne effective soil porosity
nx, ny direction cosines of the outward normal to the domain
boundary
Ρ hydrodynamic pressure
q flux
r, s local Cartesian co-ordinates
t time; thickness of layer
u seepage velocity component in the x-axis direction
V seepage velocity component in the y-axis direction
V seepage velocity
w seepage velocity component in the z-axis direction
x, y, ζ global Cartesian co-ordinates
A differential operator
F functional
discharge vector at the element nodes
F discharge vector at all analyzed domain nodes
G analyzed domain (mostly two-dimensional)
G, subdomain formed by elements with a common node i
G = G + Γ closed domain
J Jacobian matrix
characteristic element matrix
M matrix of the resulting equation system
Ni local interpolating function (base function) corresponding to
node i
Ν local interpolating function matrix
 xiii

β discharge
Τ time interval; as upper index denotes matrix or vector trans-
position
Sij Kronecker delta
Γ domain boundary
ΓΊ boundary part with a prescribed essential (Dirichlet) bound-
ary condition
Γ2 boundary part with a prescribed natural (Neumann) condition
Ö velocity potential
Ø stream function
2 2
d d
Δ = —ι + Laplace operator
Yd dl

V = — J Hamilton operator
A\j Β union of sets A and Β
Á η Β intersection of sets A and Β
Á χ Β Cartesian product of sets A and Β
INTRODUCTION

Surface and groundwater management is increasingly gaining in significance.

N o t only are large engineering structures being built which influence ground-
water flow in a decisive way, but it is also necessary to analyze in a detailed
manner the complex pattern of groundwater flow and its future development
in large areas. Engineers are often faced now with complex problems of ground-
water hydraulics which in the past were either not solved at all or only spor-
adically, and often on the basis of considerably simplified assumptions.
Much attention is therefore focused on groundwater hydraulics. Besides the
analytical methods and experimental analogy methods, numerical techniques
making use o f computer possibilities are finding an increasing number o f
applications. A m o n g these are the already classical Finite Difference M e t h o d
and Finite Element Method, recently joined by the Boundary Element Method.
The finite element method appeared at the beginning of the fifties in the
United States as an engineering numerical method meant for the solution of
complex structural analysis problems. Its original application was concerned
with static and dynamic problems in the aircraft, rocket and naval industries.
A t the beginning o f the sixties its application spread throughout Europe and
at present it is used practically all over the world.
For a relatively long time the finite element method was concerned with
classical engineering disciplines: elasticity of materials, structural analysis,
dynamics, etc. In the early sixties the finite element method began to be inten-
sively theoretically elaborated and, consequently, generalized. Emphasis was
laid on its variational formulation and its analogy with the known variational
methods, primarily the Ritz method. A rapidly increasing number of appli-
cations resulted, so that at present hardly any technical branch can be found
in which the finite element method has not yet asserted itself. The process of
$ theoretical deepening of the method has not yet ended; on the contrary, its
intensity seems to be continually increasing.
In groundwater hydraulics the finite element method was applied as early
as 1955 thanks to O . C. Zienkiewicz and his team. It should be emphasized
that the finite element method is extraordinarly convenient for the solution
of most groundwater flow problems. This is due to the advantageous form of
partial differential equations describing water flow in a non-compressible
porous medium. F o r this reason the finite element method application has
spread most rapidly in this branch of hydraulics.
The first monograph concerning the finite element method appeared in 1967.
At present several monographs of this kind appear every year. There are also
2

a few journals devoted primarily to the finite element method. The oldest and
the best known is the International Journal for Numerical Methods in Engin-
eering, which has been appearing since 1969. There has been a series of sig-
nificant world conferences and regional symposia; for example the finite element
method application in hydrodynamics and water management is the theme of
the W o r l d Conferences entitled Finite Element M e t h o d in Water Resources
(the first held in 1976) which are of an exceptionally high standard and which
are the focus of extraordinary interest.
The first monograph concerned with the finite element techniques in ground-
water hydrology was written by G . F. Pinder and W . G . Gray [ 8 4 ] . The finite
element method application in hydraulics is also covered in the book by
P. S. Huyakorn and G . F. Pinder [ 5 5 ] dealing with all modern numerical
methods.
The present book is not intended to be a monograph representing all that
has already been done in this field. It should rather serve as an introduction,
enabling the reader to get the fundamental information concerning the finite
element method application in groundwater hydraulics. The main objective
is not merely the explanation of one of the finite element method appli-
cations but also the elucidation of its practical application problems.
These problems are often wrongly considered as less important, even though
they are decisive for the convenience and the application of the method. It
sometimes even happens that a theoretically well-grounded algorithm fails in
numerical application because it lacks sufficient numerical stability or is not
as general as the authors assumed. This book therefore presents primarily
computation procedures that have been thoroughly verified by practical
problem solution.
The book is divided into ten chapters. The first two are of an introductory
nature, containing the governing equations of groundwater flow and variational
principles suitable for steady and non-steady seepage flow. Chapter Three deals
with the finite element method fundamentals and is rather extensive.
The following three chapters are concerned with groundwater flow solution
in a non-compressible porous medium. Chapter Four takes the example of
steady groundwater flow and shows the principles of numerical solution by
the finite element method, from the variational formulation of boundary value
problems to the establishing of the resulting set of linear algebraic equations.
Chapter Five presents the three most frequent non-linear steady groundwater
flow problems connected with unconfined flow and non-Darcy flow. The
method of subsequent approximations is used for the solution, being simple
and verified by practical problem solutions. The solution of linear and non-
linear problems of non-steady seepage flow is dealt with in Chapter Six.
Non-steady flow in a compressible porous medium is the theme of Chapter
Seven. The exposition includes several mathematical soil consolidation models.
 3

Chapter Eight includes special techniques which allow, from the user's point
of view, a simplification and extension of the finite element method application.
The concluding two chapters deal with finite element method programming.
Chapter N i n e presents general principles of algorithmization and programming,
including a brief account of numerical modelling. Chapter Ten includes a de-
scription of a program for steady confined groundwater flow solution using
isoparametric elements with eight nodes. T h e exposition is completed with
a check-up example.
1. F U N D A M E N T A L E Q U A T I O N S O F G R O U N D W A T E R F L O W

The concept of groundwater flow will be understood to mean the movement

of water in the soil voids. It will be supposed that these voids are fully saturated
with water so that the hydraulic properties of the soil may be characterized
by hydraulic conductivity. The skeleton of the percolated soil will be mostly
considered as a noncompressible porous medium, except in Chapter 7, which
deals with problems of soils consolidation.

1.1 S E E P A G E P R O P E R T I E S O F S O I L S

In engineering practice a soil is usually considered as a medium consisting

of three phases: the solid phase (soil grains forming its skeleton), the liquid phase
(water) and the gaseous phase (air) [ 7 ] . Due to this composition the soil has,
in comparison with other building materials, a much more complex behaviour
under loading and this behaviour is difficult to define mathematically in its
entirety. In soil mechanics, as the discipline of studying soils, a series of more
or less simplified models are applied to the solution of individual typical
problems.
Also in the analysis of groundwater flow it is usually possible to use a sim-
plified soil model, although this is not possible in the case of consolidation of
soils, when a most complete rheological soil model needs to be applied. Under
the assumption that during groundwater flow the soil skeleton is not deformed,
the soil may be approximated by a two-phase medium formed by the skeleton
grains (solid phase) and the water inside its voids (liquid phase). This simple
model will be used in the following exposition, while the exceptions will be
described in the respective sections.
For seepage flow some soil characteristics which are connected to the flow
of water through the voids are of significance. With respect to the fact that the
soil voids form a most complex system of interconnected openings these
characteristics must be defined statistically (so as to be valid for a large soil
volume).
The composition of the soil skeleton is usually characterized by the grain-
size curve from which the manner may be determined in which the individual
grain fractions are represented. F o r soil permeability the coefficient of uni-
formity U is of importance, derived from the grain-size curve

u = f
d
(1)
"10
6

where d60 corresponds to the sieve opening size through which 60 per cent
of the weight of the soil sample will pass, and d10 corresponds to the sieve
opening size through which 10 per cent of the weight of the sample will pass.
Soils where U < 5 are grain uniform and those where U > 15 are non-
uniform. Soils with a coefficient of uniformity whose values vary between
5 and 15 are classified as mildly uniform soils.
A n important soil characteristic is volumetric porosity defined by the relation
(expressed usually as a percentage)

in other words by the relation of the void volume Vp in a given quantity of soil
to its total volume V.
From the porosity η the void ratio is derived:

F o r groundwater hydraulics an important parameter is the effective po-

rosity n e for which it holds that

»e = ψ (4)

where F p e represents the volume of water in the voids which may be set in
motion during seepage flow.
If we designate as Vpa the volume of water flowing from the voids solely due
to the action of the force of gravity, it is possible to define active soil porosity na
by the relation

Active soil porosity n a asserts itself in the fluctuation of the free water surface
while effective porosity is shown in the movement of groundwater flow.
The soil voids need not be entirely filled with water even below groundwater
level. If we designate as Vpv the volume of voids filled with water, the degree
of soil saturation is defined by the relation

S = — (6)

The seepage flow through soil voids is shared merely by the so-called free
water which is not subjected to the action of absorption, electrostatic or mo-
lecular attraction forces [ 7 ] .
 7

The remaining water present in the soil, e.g. chemically bounded water,
crystallization and solvation water, influences the soil properties yet it has
no essential significance for the analysis of groundwater flow.
Free water is either gravitational or capillary. Gravitational water fills con-
tinuously the soil voids below the groundwater level and is subjected to the
force of gravity. Capillary water rises above the free surface of groundwater
as a consequence of surface tension, filling the soil voids fully or partially, and
its free surface forms hollow menisci.
O n the free surface of groundwater the pressure is always equal to the
atmospheric pressure p a t. In water below the free surface ρ > pat and in capillary
water (above the free surface) ρ < p a t.
The height of capillary rise hk, i.e. the height to which the water rises in
a capillary tube of diameter 2r, is given by the formula

Κ = - (7)
m
where σ is the surface tension of the water and ρ is its density.
F r o m equation (7) it follows that the capillary rise is indirectly proportional
to the diameter of the capillary tube. In the case of soils this means that the
greater the rise is, the smaller the voids are. With sands, for example, hk varies
within the limits of 0.03 and 10 cm, while in clayey soils it may reach as much
as 10 m.
Since the soil voids are of unequal diameter the degree of saturation varies
along the rise of the capillary zone. In steady flow the water movement
in the capillary zone is governed to a great extent by the same laws as in the
zone of gravitational water [ 3 0 ] . But the air in the voids of the capillary zone
makes it impossible to increase the cross-sectional flow area by the entire
capillary rise hk. T h e cross-sectional flow area can be increased merely by the
reduced capillary rise hk, for which it holds true that
Κ = βΚ (8)
The value of the reduction coefficient β varies from 0.2 to 0.4 [ 3 0 ] .
In the following we are going to deal with the movement of water which is
free to move.
The shape and the voids distribution of the soil is of random character. If
we consider in the soil a certain selected cross-sectional flow area, not only
the velocity magnitude of the flowing water, v, but also its direction will vary
at the respective points according to the void distribution and size. F o r this
reason a mean water velocity in the voids v* is introduced for which the following
holds valid:

v* = f (9)
8

where Q is the discharge through the area S and S p is the area allotted in S to
the voids.
The mean water velocity in the voids v* is not the most advantageous for the
analysis of groundwater flow, therefore a fictitious magnitude is used instead,
called the seepage velocity, defined by the relation

» - f (.0)

Seepage velocity is thus related to the entire area under consideration. F r o m

this it follows that ν < ν* in all cases and the ratio of these two velocities is
given by the relation

Equation (11) follows Terzaghi's assumption that cross-sectional porosity

is the same as volumetric porosity.
F r o m definitions (4) and (5) it follows that not all the water contained in the
soil voids participates in seepage flow. In the calculation of v* in the movement
of groundwater it is thus necessary to substitute for the porosity η the effective
porosity n e and in the case of free surface drawdown to compute the mean
water velocity in the voids by means of active porosity n a :

v* = - (12)
"a

For the determination of seepage velocity Henri Darcy formulated the simple
law which bears his name, and which has the following form for a homogeneous
and isotropic soil

dh , x
ν = -k — = -k grad h (13)
as

where k is hydraulic conductivity and d/i/ds represents the hydraulic gradient

characterizing the energy rate of moving water. As the energy in the direction
of the movement decreases, the right-hand side of equation ( 13) is negative. The
hydraulic gradient is a dimensionless value, therefore hydraulic conductivity
must have the dimension of velocity.
Darcy's law defines the magnitude of the fictitious seepage velocity ν and
is therefore of a statistical character. The value of the fictitious coefficient k
includes the influence of water viscosity and therefore the groundwater move-
ment may be considered as the movement of a non-viscous liquid.
According to Darcy's law the dependence of seepage velocity on the hy-
draulic gradient is linear. But from a certain limit a smooth deviation from
this law occurs with increasing seepage velocity. T h e critical limit may be
 9

characterized by the Reynolds number Re expressing the relation of inertia and

viscosity forces. The Reynolds number may be defined for example by the
relation

Re = — (14)
V

where de is the effective diameter of the soil skeleton grains and ν is the kin-
ematic viscosity of water. Darcy's law is then valid for Re = 1 up to 20 [ 3 0 ] .
According to this criterion Recrit may lie within rather wide limits. It is generally
true that the smaller the value Recriti the greater the coefficient of uniformity U
will be.
Hâjek and Svec in their work [ 3 0 ] have drawn attention to the fact that the
disturbance of the linear dependence of the seepage velocity on the hydraulic
gradient does not occur with the transition from laminar to turbulent flow.
The violation of Darcy's law is caused by the increase of inertia forces and the
laminar character of the flow may be maintained even at a higher velocity than
that corresponding to ReCTit.
Should the Reynolds number Re be greater than 1, the soil must have the
character of at least coarse sand. Therefore in most practical problems of
groundwater flow Darcy's law may still prove a satisfactory solution, while
only in special cases, such as water flow in rock-fill dams or in talus, it is necess-
ary to use the non-linear law for velocity determination.
The magnitude of seepage velocity is according to formula (13) directly
proportional both to the hydraulic gradient and to hydraulic conductivity.
While in practical problems of groundwater flow the value of the hydraulic
gradient changes within comparatively narrow limits, the value of hydraulic
conductivity may differ in order even in a single type of soil. F o r this reason
a reliable determination of k is of extraordinary significance for the accuracy
of the calculations. There is a wide range of approaches to determining hydraulic
conductivity (see for example [30]). Essentially it is possible to apply laboratory
tests, in-situ measurement or the calculation of k from empirical formulas.
There is a series of these formulas, the most important and frequently used
being listed in the study [ 3 0 ] .
It is always necessary to estimate in the calculation up to what extent the
applied values of hydraulic conductivity are reliable and to estimate accordingly
even the correctness of the obtained results (primarily the values of the seepage
velocities and the discharge). T h e following text will show in what way it is
possible to obtain reliable results if the statistical characteristics are known
that determine the in-situ variations of hydraulic conductivity in the soil being
considered.
10

1.2 G E N E R A L E Q U A T I O N S O F M O T I O N
OF T H R E E - D I M E N S I O N A L SEEPAGE F L O W

In a soil through which water is percolating let us choose a Cartesian system

of co-ordinates. A t a single point M ( x , y, z) of the given percolated medium at
an arbitrary time moment the seepage velocity is determined by its components
Μ, ν and w (Fig. 1) which are functions of the co-ordinates of the point M and
of time:

u = M(X, y, ζ, t) (16a)

ν = v(x, y, z, t) (16b)

w = w(x, y, ζ, t) (16c)

Let us construct a parallelepiped with the edges dx, dy and dz, so that
point M lies in its centre of gravity. If the porosity of the soil considered is n,
then the* water volume in this parallelepiped equals η dx dy dz. The equation
of motion of the water percolating the soil may be deduced from the equi-
librium of forces acting on the water in the voids of the parallelepiped dx dy dz.

7
dz

2 dy 5 Fig. 1 Seepage velocity

components in the global set
of co-ordinates and the
elementary parallelepiped
dx ay dz

Let us designate the hydrodynamic pressure acting at point Ai as ρ and try

to find the value of the component pressure acting on the parallelepiped in the
direction of the x-axis (for the axes y and ζ the procedure is analogous). Its
left-hand side 1234 is subjected to a compressive force

/ dp dx\
(17a)

and the right-hand side 5678 to a force

f
dp dx\
P2x = (17b)
 11

In equations (17) the infinitely small values of a higher order are neglected.
Similar equations may be constructed also for P l v, P2y and P l z, P 2 z.
The forces P l JC and P2x always consist of two components. TheTtrst compo-
nent is a force by which the water surrounding the parallelepiped is acting on
the water in the voids of the parallelepiped. A s the voids area on both sides
under discussion is η dy dz, the magnitpde of this component on the side 1234
of the parallelepiped is η Plx and on the side 5678 η P2x.
The other component is represented by a force that is transmitted by the
skeleton grains cut through by the left-hand or by the right-hand side of the
parallelepiped. Its magnitude equals the acting compressive stress multiplied
by the normal projection of the surface of the cut-through grains on the left-
hand or right-hand side of the parallelepiped. This projection represents an
a r e a ( l - n)dydz, and the magnitude of the other component is thus (1 — n)Plx
on the left-hand side and (1 — n) P2x on the right-hand side. T h e magnitude
of the horizontal component of the hydrodynamic pressure acting on the
parallelepiped will be

Px = nPlx - nP2x + (1 - n)Plx - (1 - n)P2x = Plx - P2x =

= - ^ dx dy dz (18a)

By the same procedure we could find

P v = - ^ dx dy dz (18b)
dy

and

Pz = - $ d x d y d z (18c)
dz
Beside the force Px one more horizontal component Ax of the external
force A is acting on the parallelepiped, induced by the acceleration ax9 and
the component Rx of the response R. F o r Ax it holds valid that

Ax = αχηρ dx dy dz (19)

where ρ is the density of the water. Similarly we can write for Rx:

Rx = rxng dx dy dz (20)

The sum of all three forces Px9 Ax and Rx must equal the force induced by
the temporal change of the horizontal component w* of the mean water velocity
in the voids:

dU* 1rs Λ \

— ηρ dx dy dz = Px + Ax + Rx (21a)
dt
12

The equilibrium condition for the remaining two directions of the co-ordinate
axes may be written analogically

dt;*
— ηρ dx dy dz = Py + Ay + Ry (21b)
di

and

— ηρ dx dy dz = Pz + Az + Rz (21c)
dt
The soil is usually placed in the field of gravitation so that (the gravity
acceleration acting only in the negative sense of the z-axis):
a
= = °> z = -9 (22)

As a consequence of equation (22) Ax = Ay = 0, and the force Az may be

divided into two components which we designate as A'z and Az. T h e first
component Az is a force induced in the water in the voids by gravity accel-
eration:
A'z — — ρηράχάγάζ = — ^gdxdydz (23)

The other component Az is a force by which the skeleton particles in the

parallelepiped are acting on the water in the voids. According to the law of
action and reaction this force must be of a magnitude equal to the buoyancy
force (by which the water in the voids is acting on the skeleton grains), but it
must be of the opposite direction:

A'z = - Q g ( l - n)dxdydz (24)

For Az9 therefore,

A2 = A'z + A: = -Qgdxdydz (25)

Using this equation and definition (11) we may reduce the system of equations
to the form

du 1 dp /
— = - - — + nrx 26a y
dt ρ rx '

dv 1 dp .
— = - - / + nry y
26b 7 v
di ρ dy

dw 1 dp
= + n r 9 26c
* --eTz * - < >

where rx, ry and rz are accelerations of the components of the response force.
Instead of the pressure p it is convenient to introduce into the equation the
total head h. As the seepage velocity is very small (e.g. in comparison with
 13

open channel flow) it is possible to neglect the velocity head and to define the
total head as the sum of the pressure head and the elevation head:

/i = — + ζ + C (27)

where the constant C is dependent on the choice of the datum level. If we make
it identical with the plane xy, then, obviously, C = 0. F r o m equation (27) it is
immediately apparent that

dp dh , x

si - · s <> 28a

dp dh . .

dp (dh \ . .

After substituting these equations into equations (22) and after a simple
adaptation we obtain

+ (29a)

- = -g - + nr, (29b)

9 + 2 9 c
dr = ~ äz" < >

Equations (29) define the response components in unsteady seepage. In

steady flow we have

du dv dw Λ . .
— = — = — = 0 30 v
di di di '

and from equations (29) it is possible to determine the acceleration components

rv, ry and rz of the response R. If we further apply Darcy's law to the expression
of partial derivatives ft, there will be
14

Let us assume that both Darcy's law and equations (31) are also valid for
the instantaneous state of non-steady seepage flow. Then equation (31) can
be substituted into equation (29). Before doing this it is convenient to adapt
accordingly the left-hand sides of the equations. As the seepage velocity com-
ponents are not only functions of time but also of the co-ordinates (equation 16)
we may write

du du dx dv dy dw dz du du dv dw du
- = ~—— + -—— + — + ~ = u -—h t; — + vv - — h —
dt dx dt dy dt dz dt dt dx dy dz dt
(32)
The expressions for dyjdt and dw/df are similar. A s both seepage velocity
components and their time changes are small it is possible to neglect the three
products in equation (32) to put approximately

du du , x

dF'di < > 33

Equation (29) can now be reduced to the following form using equations
(31) and (33):

1 du dh u .
g dt dx k +
- — + — + —- h := 0 34a
'
x

1 dv dh ν„ , v
- ^ - + ^- + 7
— := 0 34b
g dt dy k '

1 dw dh w
ψψ ,
- — + —+ +—
τ = 0 34c 7 v
g dt dz k
The fourth equation that must be satisfied in seepage flow is the continuity
equation. W e can write it in the well-known form

du dv dw Q
dx dy dz '
Equations (34) and (35) are four equations for four unknowns, u, v, w and h.
Their solution gives a theoretical description of the three-dimensional non-
steady seepage flow in a homogeneous and isotropic soil.
Equations (31) can be combined into a single vector equation

η ds η

where J s is the hydraulic gradient. F r o m this equation it is easy to derive the

force by which the percolating water acts on the soil skeleton. The response
force R $ acting on the liquid in the voids of the volume unit equals

*s = Js.ng = -Qg Λ (37)

η
 15

Let us designate as Ff the reaction induced by this force on the skeleton

grains. Obviously it holds valid that

Ff = -*, = QgL (38)

According to this equation the magnitude of the body force Ff by which

the percolating water is acting on the soil does not depend on the magnitude
of seepage velocity, but on the magnitude of the hydraulic gradient. T h e force Ff
plays an important part particularly in the stability analysis of man-made or
natural slopes through which water percolates.

1.3 F U N D A M E N T A L E Q U A T I O N S O F P L A N E P O T E N T I A L F L O W

The general equations of motion (34) of seepage flow are as a rule not used
in the numerical solution of practical problems. Instead we start from equations
describing not merely a certain kind of water motion — both steady and non-
steady - but showing also the actual seepage properties of the percolated
area which may be, in the most complex case, heterogeneous and anisotropic.
The following text will be focused primarily on two-dimensional flow which
finds the widest application in engineering practice. It is convenient to start
from steady seepage flow in a homogeneous and isotropic domain and to
generalize further the results obtained. Because seepage flow in its simplest
form is a potential flow, it is convenient to start by quoting the fundamental
concepts and equations of plane potential flow of an ideal liquid.
Two-dimensional flow of an ideal liquid is irrotational when the difference
between the velocity gradients in the directions of either co-ordinate axis
equals zero:

dv du

This equation represents the non-vorticity condition, u being the horizontal

and ν the vertical component of the velocity vector v. In irrotational flow there
exists a velocity potential φ making possible a definition of the velocity com-
ponents:
16

A further fundamental equation is the continuity equation which has the

following form for two-dimensional flow:

F +
? - ° <>
42

dx dy
By substituting for the velocity components according to equations (40)
and (41) we obtain the Laplace equation describing the potential flow of an
ideal liquid,

2 1
dx dy

i// = const

streamline Fig. 2 A streamline and the velocity

components at its point

In potential flow an arbitrary particle of the liquid travels a path called the
streamline. A t every point of the streamline (Fig. 2) the velocity vector ν has
the direction of a tangent to the streamline so that for its components it holds
valid that

This equation can be reduced to the form

- 1 dx + u dy = 0 (45)

Equation (45) is the governing equation of the streamline making possible

the introduction of the stream function φ, describing two-dimensional potential
flow. Function φ is introduced so as to have a constant value on each stream-
line.
In the two-dimensional flow domain under consideration, G, the velocity
components u and ν are smooth functions of the co-ordinates χ and y. This is
a necessary and sufficient condition for the differential expression (45) to be
a total differential of the flow function

άψ = — ν dx + u dy (46)
 17

The stream function has a number of important properties. Writing the

general form of its total differential yields:

δφ δφ
αφ = / dx + -f dy 47
dx dy

From a comparison of equations (46) and (47) it follows that the stream
function can be used in a similar way to the velocity potential φ for the evalu-
ation of the velocity components:

-£ <*
— S «
From equations (48), (49) and (40), (41) the first significant relationship
between the stream function and the velocity potential results:

* = d
l (50) v
dx dy '

% - - t (»>
The functions φ and φ thus fulfil the Cauchy-Riemann conditions, so that
the contour lines q>i = const and φ ι = const (i = 1, 2 , . . . ) must form an ortho-
gonal system of lines. T o express it differently: every streamline is normal to
all equipotential lines and every equipotential line is normal to all streamlines.
Differentiating equation (50) with respect to y and equation (51) with respect
to χ we obtain

hÔy " S7 ( 5
) 2

2 2
δφ _ δφ
2 (53)
dy dx dx

Subtraction of equation (53) from equation (52) yields:

2 2 2 2
d q> d cp δφ δφ , v
+ ^ 5 (54)
dx dy dy dx dx dy

The left-hand side of this equation is merely a differently expressed irrotational

flow condition (39):

d (δφ\ d {δψ\ dv du , .
dx \dyJ dy \dxj dx dy
18

The stream function φ thus satisfies the Laplace equation (54). The velocity
potential φ and the stream function φ are conjugate harmonic functions
because either of them satisfies the Laplace equation, (43) or (54), respectively,
and the Gauchy-Riemann conditions (50) and (51).
The flow of an ideal liquid in the domain to be analyzed can thus be de-
scribed by means of streamlines. If the streamline field is known all the necessary
characteristics can be derived: the direction and the velocity at a point, and
the discharge through any cross-section.

Fig. 3 Determination of the discharge

by means of the stream function

The velocity and the direction of ν are given by equations (48) and (49). T h e
evaluation of the discharge through any area is simple. If, for example, the
cross-section ab is given (having in the direction normal to the projection
plane a unit length — Fig. 3) it is possible to decompose the velocity ν into
the components u and v. The velocity ν is considered as the average velocity
on the differential ds of the cross-section. F o r the discharge differential it holds
valid that

dQ = ν . ds = u dy — ν dx = άφ (56)

For the entire cross-section we obtain

Q= ( d ß = = (57)
Ja Ja

The discharge through the actual cross-section is given according to this

equation by the difference in the values of the stream function at the final
points of the cross-section. The total discharge through the given domain
corresponds obviously to the maximum value of the stream function i/f m ax (as
long as φ^ = 0).
The distribution of the velocity potential in the domain may be illustrated
to advantage by the contour lines φί = const (i = 1, 2 , . . . ) , called equipotential
 19

lines. The physical meaning of the equipotential lines can be shown in the
following way. Let us write the definition of a total differential άφ at an arbitrary
point of the equipotential line ç>f = const:

δω δω , v
d<p = dx + dy = 0 (58)
δχ δγ

Using definitions (39) and (40) we obtain on the basis of this equation the
equation

u dx + ν dy = 0 (59)

from which the direction of the tangent to the equipotential line at its arbitrary
point can be expressed in terms of the components of the velocity ν at the same
point

v
dx ν '

The slope of the tangent to the streamline passing through this point on the
equipotential line is given by equation (44). By multiplying (44) and (60) we
obtain

f ( - ! ) - , <«)

The velocity at the given point has thus the direction of the normal to the
equipotential line passing through the point. Equation (61) is just another way
of expressing the Cauchy-Riemann conditions, according to which equi-
potential lines and streamlines must be mutually orthogonal. The condition
of orthogonality can also be written in the form

δω δφ δφ δφ
+ = 62
ftc dx Jy ° <)

The streamlines and the equipotential lines together form a flow net which
is advantageous not only because it makes it possible to determine the velocity
values and the distribution of a discharge in a particular domain, but also
because of the clear image of the flow regime it offers.

1.4 D E R I V A T I O N O F G O V E R N I N G E Q U A T I O N S O F S T E A D Y
TWO-DIMENSIONAL GROUNDWATER FLOW

Let us consider a non-compressible homogeneous and isotropic porous

medium characterized by the hydraulic conductivity k in which Darcy's law
20

holds valid for the determination of seepage velocities. F o r the flow in the
vertical plane it will be valid that

, dh
= 63
" ~dx <)

dh
V = k 64
~ ¥ y ()

where h is the total head defined as the sun of the elevation head and the
pressure head. Let us designate the liquid pressure at the point considered
as p, gravitational acceleration as g, and water density as ρ. Under the assump-
tion that the datum level is passed through by the x-axis, it holds true that

h = y + — (65)
Q9

It can easily be shown that in a homogeneous and isotropic domain ground-

water flow is of a potential nature. According to assumptions k(x, y) = const,
i.e. hydraulic conductivity is not dependent on the co-ordinates χ and y. It is
therefore possible to choose the function

φ = φ(χ, y) = -kh (66)

which is a scalar function of the co-ordinates and satisfies simultaneously

equations (40) and (41), so that, in the given case, it is the velocity potential.
In contrast to the total head the velocity potential has the dimension
2
[ m . s" * ] [ m ] = [ m . s~ * ] . As in the case of the total head it is also possible
to add an arbitrary constant to the velocity potential without any change
resulting in the magnitude of the seepage velocity.
Let us substitute equations (63) and (64) into the continuity equation (42):

2 2
dh d h\
.«? >p) -
+ 0 ) , 6 7

Since for hydraulic conductivity it is always true according to its physical

meaning that k φ 0, it is possible to write
2 2
Ph dh
( )
6 8
2
dx cy

This equation is again a Laplace equation and with the use of the Laplace
operator
 21

it can be written in the simple form

Ah = 0 (70)

Substituting into the equation of continuity (42) for the velocity components
according to equation (40), (41) and (66), we obtain again a Laplace equation,
but this time for the velocity potential

Αφ = 0 (71)
Since there is a velocity potential (66) for groundwater flow in a homo-
geneous and isotropic domain, there is also a stream function ψ. In this case
the flow is described also by the Laplace equation for the stream function

Αψ = 0 (72)

If the velocity potential φ is expressed in terms of equations (66) and (65)

then

φ = _fc L + L\ (73)
V qqJ
and for the second derivatives it will hold valid that

OX 2
QQ OX 2 V
'
2
d q> _ -k
2J - ~ ^ 2 (75)
dy qg dy

Recalling the last two equations, it follows that the hydrodynamic pressure ρ
in the case under consideration also satisfies the Laplace equation

Ap = 0 (76)

The question therefore arises as to which of the four considered variables,

ft, φ, ψ and ρ, should be used for the solution to practical problems, if all of
them satisfy the same governing differential equation. In the following text it will
be shown that the decisive factor is the easy evaluation of boundary conditions
for the problem at hand as well as the lucidity of their physical interpretation
as regards the unknown variable chosen.
If the percolated medium is non-homogeneous, hydraulic conductivity
k = k(x, y). Darcy's law, as expressed by equations (63) and (64), remains
unchanged but it is no longer possible to find a function φ defining the velocity
potential. If, for example, we again use φ in the form of (66), the following
again holds true for the derivative of φ with respect to χ (and similarly also
for y)
22

This relationship no longer corresponds to equation (63). Thus flow in

a non-homogeneous isotropic medium is not potential, and substituting
equations (63) and (64) into equation (42) we obtain instead of the Laplace
equation the equation

e / dh\ d ( dh\

in the solution of practical problems of groundwater flow in a non-homo-

geneous medium the hydraulic conductivity is not usually expressed by
a continuous function of the co-ordinates. Instead, the given domain is com-
posed of a greater number of zones characterized by different, yet within the
zone constant, values of hydraulic conductivity. As will be shown later, this
fact is of advantage for the finite element method, and the solution to seepage
in such a kind of non-homogeneous medium differs as to the algorithm only
very slightly from the solution to seepage in a homogeneous domain.
Let us now show in which way equation (78) will change if the medium is
homogeneous and anisotropic. Assume first that the medium is homogeneous
and anisotropic in such a way that the axes of anisotropy are parallel to the
axes of the chosen global co-ordinates x, y. Denoting hydraulic conductivity
in the direction of the x-axis as kx and in the direction of the y-axis as ky, Darcy's
law will now have the form

u = - K - (79)

dh . .
v = - K - (80)

Recalling the assumption for the coefficient of anisotropy we obtain

^ 4 + i
( )
8i

and a function φ which would have the properties of the velocity potential
(40), (41) cannot be found. Groundwater flow in a homogeneous anisotropic
medium is thus not potential flow either. If we substitute equations (79) and (80)
into the equation of continuity (42), we obtain after a simple adaptation

This equation can be transformed to the Laplace form by a simple substi-

tution. Let us introduce a new set of co-ordinates X, Y, such that
X = mx (83)

Y = y (84)
The coefficient m in equation (83) is chosen so that

(85)

For the derivative with respect to a new variable X it obviously follows that

(86)

For k = 2, in the new system of co-ordinates X, Y after substitution and

a simple adaptation of equation (82) we receive the Laplace equation
2 2
dh dh , ,

This technique, which by means of a simple transformation of the homo-

geneous domain analyzed allows the influence of anisotropic permeability to
be eliminated, has often been used in the graphic method of groundwater flow
solution. As may be seen from the following text, anisotropy of a domain
does not involve in the finite element method any major complication of the
algorithm, particularly in the case where the axes of anisotropy are parallel
to the axes of the co-ordinates. F o r the finite element method it is not even
undesirable, if the anisotropic domain is at the same time non-homogeneous.
(In such a case the transformation described here cannot be applied at all,
because the continuity of the domain would be impaired.)
If the axes of anisotropy of the porous medium are not parallel to the axes
of the global system of co-ordinates, hydraulic conductivity is defined by the
matrix

(88)

Darcy's law has the form

xy
ν = —k grad h = - CX
(89)

so that for the seepage velocity components it holds true that

(90)

(91)
24

In this case groundwater flow will be described by the equation

d / dh , dh\ Λ
(92)

In the numerical solution of water flow in an anisotropic medium by means

of the finite element method it is more suitable to use instead of equation (92)
a transformation from the global into the local system of co-ordinates which
has axes parallel to the axes of anisotropy and in which the initial differential
equation has a simple form.
Equation (92) is of an extremely general nature and its practical application
is questionable. Only in special cases might we expect to actually determine
all the terms of the matrix k, namely kx, ky and kxy, in the laboratory. In
nature, seepage anisotropy occurs primarily in medium granular to coarse
granular clastic sediments, and in some artificial soil embankments, such as
those in tailing dams for example. In either case anisotropy is characterized
merely by hydraulic conductivity in the horizontal and in the vertical direction.
Permeability is always greater in the horizontal direction as the coefficient of
anisotropy, defined by equation (81), may attain an order of magnitude of
a few hundred. It is interesting to note, for the sake of comparison, that well
compacted soils (e.g. the cores of embankment dams) have extreme values of
the coefficient of anisotropy ranging approximately from 4 to 0.25, so that
these soils cannot be considered as stratified materials with a higher per-
meability in the horizontal direction. F o r the computation of seepage these
soils can be considered as isotropic soils with no loss of accuracy.
The most common case remains to be considered, i.e. when the percolated
medium is both non-homogeneous and anisotropic. In this case, for the matrix
of hydraulic conductivities, it holds that

k = k(x, y) (93)

and the governing differential equation will be the same as equation (92) with
the only difference being that the terms of the matrix k will be dependent
on the co-ordinates x, y.
U p to now it has been assumed that water flows into or out of the domain
studied only through the domain boundary. In practice, however, there may
be cases when the source or the sink of water is within the domain boundaries.
In two-dimensional flow the source is a point from which water flows out
radially and uniformly in all directions. A sink is a point into which water
flows from all sides. F o r example, in the analysis of two-dimensional ground-
water flow a sink can model the effect of a line drain which is normal to the
flow plane under consideration.
Let us consider the domain G in which there are at points (x f , yt)9 i= 1,2,..., η
 25

sources or sinks with the discharges Q( which are positive for a source and
negative for a sink. T h e equation of continuity then has the form

| + | - Σ0#*- * ) = 0 (94)

where δ is the Dirac delta function already applied in section 1.3. In equation
(94) use is made of the fact that

j δ(α) dG = 1 (95)

By the same procedure as in the case of a domain without sources or sinks,

under the assumption of the validity of Darcy's law, differential equations can
be derived from the modified equation of continuity (94) which describes
groundwater flow in domains with different seepage properties. F o r example,
for a homogeneous and isotropic domain it holds true that

ΔΛ + Γ Σ ο ι * ( * - * ι ) % - Λ ) = 0 (96)
Κ ;=ι
In this case the flow is not described by the Laplace equation but by Poisson's
equation.
* Similarly, for a non-homogeneous and anisotropic domain (with axes of
anisotropy parallel to the axes of the global set of co-ordinates):

This equation will serve as a starting point for our subsequent considerations.

1.5 N O N - S T E A D Y G R O U N D W A T E R FLOW

Let us consider three-dimensional groundwater flow in a soil which can be

regarded as non-compressible in the sense that changes in the state of stress
of its skeleton and the corresponding deformation induced by the variation
of the hydrodynamic pressure can be neglected. Let us further suppose that
the percolated soil is homogeneous along its height, anisotropically per-
meable and confined from below by a horizontal impermeable layer. Let us
choose a system of co-ordinates x, y and ζ so that the direction of the z-axis
points upward and the plane x, y is identical with the datum plane for the total
head h (Fig. 4).
Let us assume that Darcy's law is valid for the determination of the seepage
velocities and let us denote the vector components of the seepage velocity in
the direction of the axes x, y and ζ as u, ν and w. O n the assumption that the
26

axes of anisotropy are parallel to the axes of the chosen system of co-ordinates,
then

(98)

dh
ν = —k y (99)
dy

dh
w = —k. (100)
d~z

where kx, ky, and kz are hydraulic conductivities in the direction of x, y and z.

free surface

hydraulic
head datum

aquitard
Fig. 4 Fundamental diagram
surface
for unconfined flow

For three-dimensional flow the equation of continuity has the form

du dv dw Λ , .
âï âï ii-°
+ + ( ι ο ι )

After substitution for the velocity components and a simple adaptation

we get:

-ίκ- x
+ dy
( dh\ d ( dh\
(102)
dx\ dx
The solution of three-dimensional problems of groundwater flow is difficult
even if an adequate numerical method is applied, in the river zone, however,
it is often possible to consider the flow as two-dimensional flow and to employ
the fundamental assumption of the hydraulic theory of groundwater flow,
namely the Dupuit theorem, according to which the lines of equal total head
are vertical in such a three-dimensional flow and the velocities are therefore
 27

horizontal and constant on each vertical line. According to the Dupuit theorem
it must be valid for the total head that

h(z) = const (103)

Let us first consider that the flow is non-steady. F o r the points on the free
surface it is valid with respect to the choice of the system of co-ordinates and
the datum plane that

h = h(x, y,t) = z (104)

The differential equation (102) can be simplified for horizontal flow by means
of an integration along an arbitrary common vertical from the point ζ = z 0
lying on the impermeable layer surface, to the point ζ = z1 situated on the
phreatic surface:
Zl
δ " dh\ d ( dhX) f d ( d h \ Λ , v

zo J*
For the second integral in this equation we can write

k2 ^ \ dz = - f ^ dz = - W i + w 0 (106)

where \v{ is the vertical velocity component on the free surface and w 0 is the
same component on the surface of the impermeable bed.
The expression in braces in the first integral in equation (105) does not
depend on z. After integration and a simple adaptation the equation will have
the form

w1
S Γ "
= ( Z1 +
di\ dy l - Ty\ °
Z o) ky{zi Z o) + w ( 1 )0 7

Recalling that vvx is the velocity characterizing changes in the location of

the free surface with respect to time, we can write

vvi = » a ^ (108)

where n a is the active soil porosity. After a simplification of the notation it is

useful to introduce the height H of the free surface above the surface of the
impermeable bed:

H = z - z x 0 (109)

With this notation and with the application of equation (108) it is possible
to write equation (107) in the form:

dh 1 [d ( dh\ d ( dhW Wn
28

A numerical solution of non-steady groundwater flow by the finite element

method is, as compared to the solution of steady flow, more complete as to the
algorithm and considerably more exacting as regards demands on computer
time. Like steady flow, confined flow is simpler (being linear) than non-
linear unconfined flow.
Non-steady groundwater flow is described by partial differential equations
of the parabolic type. A n example is given by equation (110) derived in the
text above for two-dimensional unconfined flow. F r o m this equation a differ-
ential equation is easily derived describing two-dimensional confined water
flow. In equation (110) the following notation is introduced:

Tx = Tx{x,y) = kxH (111)

Ty = Ty(x,y)=kyH (112)

where the transmissivities Tx and Ty are known values that do not depend on
the total head h. The equation describing non-steady two-dimensional con-
fined flow has therefore the form (active porosity na must be replaced by specific
storativity Ss)

dh
~dt S

When the aquifer is isotropic and homogeneous and, in addition, it has

a constant thickness H , then equation (113) can be simplified by introducing
the notation

kxH kyH
— - = - £ - = <i = const (114)

If it is also possible to neglect w 0 , the resulting equation will have a simple

form:
2 2
dh \d h d h\ , .

1.6 P H Y S I C A L A N D N U M E R I C A L I N T E R P R E T A T I O N
OF B O U N D A R Y CONDITIONS

The foregoing paragraphs presented partial differential equations governing

both steady and non-steady groundwater flow. T o be able to solve a given
problem of groundwater flow it is necessary to know not only the respective
differential equation but also the boundary conditions on the domain bound-
ary F. In a given case there can be boundary conditions of two types:
 29

- an essential boundary condition prescribing the value of the unknown

function on the boundary or on a part of it:

u = u 0(x, y) on Γχ (116)

— a natural boundary condition prescribing the value of the unknown

function derivative in the outward normal direction (again on the boundary
or on a part of it):

^ = p(x9y) on Γ2 (117)

If in equation (116) u0 = 0, or in equation (117) ρ = 0, then the respective

boundary condition is homogeneous; otherwise it is non-homogeneous. A bound-
ary problem with the essential boundary condition on the entire boundary is
called the Dirichlet problem; for the Neumann problem the natural boundary

Fig. 5 Types of boundary value problems: (a) the Dirichlet problem, (b) the N e u m a n n problem,
(c) a mixed problem

condition must be given on the whole boundary. In practice, mixed boundary

value problems occur most frequently, with an essential boundary condition
occurring on a part of the boundary Γΐ9 while a natural boundary condition
is prescribed on the remaining part of the boundary Γ 2 . It should be em-
phasized that a boundary condition must be given at every point of the bound-
ary. It is even possible (for example in non-linear problems with a free bound-
ary) that two boundary conditions are imposed simultaneously on a certain
part of the boundary.
The three basic types of boundary problems can easily be characterized with
the help of one-dimensional problems. In this case the domain G represents
an interval on the x-axis and the boundary is formed by its terminal points A
and Β (Fig. 5). F o r the Dirichlet problem the function values u(xA) and u(xB)
will be known. F o r the Neumann problem the slopes àuA\àx and dw B/dx of
the tangents to the curve representing the solution at points A and Β will be
30

prescribed. F o r a mixed problem there will be given the function value at one
terminal point and a derivative at the other point.
As opposed to the other two problems, the Neumann boundary problem
has not a unique solution. T h e resulting curve can be shifted parallel to the
direction of the vertical axis without any change in the solution of the differ-
ential equation or disturbance of the boundary conditions.
In the finite element analysis the boundary problem is approximated by
a discrete model so that it is necessary to discretize also the boundary conditions
by prescribing them at nodal points lying on the domain boundary. T h e es-
sential boundary condition is then seen from the numerical viewpoint as more
advantageous than the natural one. The discrete model is formed by a set of
equations, each equation corresponding to one nodal point of the element
mesh (for more details, see sections 4.3 and 4.4). The essential boundary
condition at the boundary nodal point makes it possible to eliminate from the
set one unknown and therefore also the respective equation. It may be said
that each node with an essential boundary condition makes it possible to reduce
the order of the matrix of the resulting set of equations by 1. In comparison
a natural boundary condition at the node becomes evident by the introduction
of the right-hand side term in the corresponding equation.

v/////////////////////y/////A
impermeable 0
layer

Fig. 6 Boundary parts with an essential Fig. 7 Seepage under a sheet

(ΓΑΒ) and a natural ( f B C) boundary pile wall
condition

This difference between the numerical realization of the essential and the
natural boundary condition should be respected in the preparation of the
discrete model. Fig. 6 shows, by way of example, a part of the boundary formed
by two segments AB and BC. On the boundary part ΓΑΒ an essential boundary
condition and on the part TBC a natural boundary condition are prescribed.
As regards the node at point Β separating the two parts, it is, according to the
foregoing considerations, more advantageous to include point Β in the part ΓΑΒ
and to impose an essential boundary condition on it.
In the solution of practical problems it is of foremost significance to pre-
scribe correct boundary conditions. This is not always easy. Let us show typical
 31

examples of estimating boundary conditions, first of all in problems where the

unknown is the total head h. In this case the physical interpretation of an
essential boundary condition is most illustrative. Fig. 7 shows a sheet pile wall
rammed into the middle of the thickness of the horizontal permeable layer
resting on an impermeable bed. In front of the sheet pile wall the water is im-
pounded to the height Hu the water level behind it is identical with the ground
level. Let us choose the axes of the co-ordinate system so that the y-axis is
identical with the sheet pile wall axis and the x-axis with the impermeable bed
surface which has been chosen as the datum plane.
The boundary conditions on the surface of the permeable layer are derived
from the location of the water level in front of the sheet pile wall and behind it.
The total head on the permeable layer surface in front of the sheet pile wall is
determined by the water level height above the datum plane:

h = t + Hi (118)

where t is the thickness of the permeable layer.

Similarly behind the sheet pile wall it is immediately apparent that

h = t (119)

Both boundary conditions are essential because they give on the corres-
ponding boundary section directly the total head h.
The boundary condition derivation from the location of the water level is
commonly used and quite lucid in groundwater flow analysis even if the
respective section of the boundary is not horizontal. Another frequently
occurring case leading to the introduction of an essential boundary condition
is the occurrence of a seepage face. Fig. 8 shows a part of an aquifer with con-

impermeable
layer

permeable layer |~9n"

impermeable layer

hydraulic head datum

Fig. 8 Boundary condition on a seepage face

fined flow. In the place where the layer intersects the slope a seepage face is
formed where the total head corresponds to the elevation of the water particle
considered above the datum plane:

h = y(x) (120)
32

In this case the total head is no longer constant but depends on the χ co-
ordinate of the seepage face point under consideration.
Figure 7 shows a permeable layer bounded from below by an impermeable
layer. The sheet pile wall is also impermeable. The permeable layer in Fig. 8
has an impermeable upper and lower edge. The boundary condition on the
impermeable boundary part can be written in the form

φ,ν) =0 (121)

where qn is the specific discharge through the part of the boundary under
consideration. Equivalent to condition (121) is the condition

v„ = 0 (122)

that is, the velocity in the direction of the outward normal to the part of the
boundary being considered equals zero. If the analyzed domain is anisotropic
and the axes of anisotropy are parallel to the co-ordinate axes, condition (122)
has an explicit form:

dh dh , ,
k x Άχ + ky Uy = 123
fa Ty ° ( '
where nx and ny are direction cosines of the outward normal to the impermeable
boundary section. Equation (123) is simpler if the impermeable boundary
part is vertical or horizontal. F o r the vertical impermeable part nx = 1 and
ny = 0, so that condition (123) reads simply:

ι-°
For the horizontal impermeable part nx = 0 and ny = 1, so that
<->
dh . ,
125
Ty - ° < '

The boundary conditions (123), (124), (125) determine the derivative magni-
tude. They are therefore natural boundary conditions with a zero right-hand
side, so that they are homogeneous. In some cases (for example in aquifer
pumping) a non-zero value of the discharge q0 = q0(x, y) will be imposed
on a part of the boundary. In this case the natural boundary condition will be
non-homogeneous :

dh , dh
_ / c n k n =
9» = * * - y i~ y «o (!26)
dx^-^-dy

This condition is usually written in the nullified form

dh , oh . .
 33

It is necessary to realize the further physical significance of essential and

boundary conditions. O n the boundary part with the prescribed natural
boundary condition it is by this condition that the discharge is determined
(for a homogeneous natural boundary condition the discharge will equal zero).
If on a part of the boundary an essential boundary condition is given, the dis-
charge through this boundary part is never equal to zero, the water flowing in
and out of the domain.
In the solution of groundwater flow, a domain can have a complex form
and its boundary can be formed by several mutually unconnected lines or poly-
gons, which means that the domain need not be simply connected. If a natural
boundary condition is given on the inner part of the boundary, this part will
usually have a finite length. Only in the solution of plane flow of a regional
character it is suitable to model, for example, water intake by means of well-
pumping by prescribing q0 at a nodal point. The inner boundary with an
essential boundary condition can also be formed by a single node, which, for
example in a vertical plane flow, models the effect of a horizontal drain normal
to the flow plane.
The application of the total head Λ as a dependent variable in the math-
ematical formulation of groundwater problems is usually considered in engin-
eering practice as the most convenient approach. T h e reason is primarily that
the boundary conditions are far more tractable. Nevertheless problems may
occur when it is convenient to use instead of the total head h the velocity
potential φ or the stream function ψ. Let us therefore show in which way the
mentioned types of boundary conditions can be expressed by means of the
velocity potential (under the assumption of its existence) or the stream function.
A t the same time it should be emphasized that there is a mutual relationship
between φ and φ as expressed by equations (50) and (51), which manifests
itself in the presentation of boundary conditions in a significant manner.
Let us return to Fig. 7 showing the flow under a sheet pile wall. A t the per-
meable layer surface in front of the sheet pile wall the total head is constant
and equals t + Hl. According to equation (66), defining the velocity potential
in dependence on the total head, it holds valid for φ on the part of the boundary
being analyzed that

φ = -k(t + = C j = φχmax (128)

In this equation k must be constant.

F o r the surface of the permeable layer behind the sheet pile wall it will
similarly be valid that

φ = -kt = C2 = < p m in (129)

Equations (128) and (129) define two equipotential lines, one of these being
of the maximum value (φ = Cx) and the other {φ = C 2 ) of the minimum value
34

of the velocity potential. F o r all points considered in this domain not lying
on either of these equipotential lines it must be valid that

C i = ( ? m ax > φ > ( ? m in = C 2 (130)

With this inequality is determined the interval in which the computed values
of the velocity potential will lie. In practical problems the difference C , - C2
is usually not large, which is an advantage for the stability of the numerical
solution.
The velocity potential is a scalar quantity. If it is desirable from the point
of view of lucidity of the computation results, an arbitrary constant C can be
added to the given values (pmax and (/? m in (for example — C2 so that < p m in = 0).
Instead of the value φ the results of the solution will be the values φ = φ + C,
but the magnitude of the velocity components will not change. As a matter
of fact the position of the equipotential lines will not be influenced either, the
only change concerning the respective values of the velocity potential. Still
as the equipotential lines are most frequently denoted by the relative values
(φ - C )I(C
2 1 - C 2 ) , this is of negligible significance.
It remains to be emphasized that the substitution of the total head h by the
velocity potential φ has no bearing on the type of boundary conditions (i.e.
the essential boundary condition for h will remain the essential condition
for φ and the same is true for the natural boundary condition). The numerical
evaluation of the boundary condition is of course different.
Let us formulate the boundary conditions for the flow under the sheet pile
wall, valid for the stream function ψ. The surface of the permeable layer in front
of and behind the sheet pile wall forms, according to the foregoing consider-
ations, two equipotential lines, so that according to the Cauchy-Riemann
conditions (50) and (51) the streamlines must be normal to them. Because both
the boundary parts mentioned are horizontal, it follows that

ii = 0, y + 0 (131)

Equation (3.10), defining the value of the horizontal velocity component u

by means of the flow function ψ, yields the corresponding boundary condition

ψ = 0 (132)
dy
O n the surface of the impermeable layer and on both sides of the sheet pile
wall the boundary condition is prescribed by equation (122), corresponding
to the impermeable boundary. F o r the velocity potential the following holds
valid:
— on a horizontal surface of the impermeable layer

v„ = ν = ^ = 0 (133)
 35

— on the vertical sheet pile wall

„ - „ - £ - 0 (134)

For the stream function the surface of the wetted part of the sheet pile wall
represents the streamline and the same is valid for the impermeable subgrade
layer surface. If we denote the total leakage through the permeable layer as Q,
it holds that:
— on the sheet pile wall surface

= (135)

— on the surface of the impermeable layer

*«x = Q (136)

If we compare in this case the expression of the boundary conditions for the
velocity potential and for the stream function, it is obvious that on the boundary
parts where for the one variable an essential boundary condition holds true,
a natural boundary condition is valid for the other variable, and vice versa.
This mutually inverse relation between the essential and the natural boundary
condition for φ and φ is the consequence of the validity of the Cauchy-Riemann
conditions from which the mutual orthogonality of the equipotential lines and
the streamlines results.
In introducing condition (136) the difficulty is that the magnitude of the
seepage Q is not known a priori. One way to avoid this hindrance is to sub-
stitute a 100% value for the value ^ m . A l l streamlines then have a relative
a x

value corresponding to the rate of the total discharge.

"ψ- c o n s t .
Fig. 9 Boundary condition
along an immersed slope part

The difference between the way of expressing boundary conditions for the
stream function as compared to the velocity potential and the total head
becomes more apparent in more complex cases. Fig. 9 shows a slope with
an impermeable base which is partly submerged in water of a depth H 2 . T h e
36

submerged part of the slope AB is an equipotential line for which the following
relationship is valid :

φ = -kH2 = const (137)

The velocity component in the direction AB must equal zero at any point
of the wetted part of the slope:

umx + vmy = 0 (138)

where mx and my are direction cosines of the part AB. The boundary condition
for the stream function on the part AB can be obtained if we express the velocity
components in equation (138) with respect to ψ:

^ m x - ^ m y = 0 (139)
dy dx
This condition is natural and condition (132) derived before is a special case
for mx = 1 and my = 0.
It remains to mention the boundary condition for φ and ψ on the seepage
face (Fig. 8). Neither an equipotential line nor a streamline correspond in the
vertical section under consideration to this area but owing to a simple relation-
ship between the total head and the potential it is not difficult to estimate the
boundary condition for φ on the seepage face:

9=-ky(x) (140)

This condition is essential and the values of the velocity potential on the
seepage face are dependent on the χ co-ordinate.
The boundary condition for the stream function on the seepage face must be
a natural one, because the boundary condition for the velocity potential was
essential. Its form results from the condition for the flux

unx + vny = q0(x, y) (141)

where nx and ny are direction cosines of the outward normal. Substituting

values of u and ν yields

T y nx - - ny - q 0 (142)

The application of this boundary condition will be mostly hindered by the

fact that the function q0(x, y) is not known a priori.
Apparently it is not equally tractable to choose for the solution of practical
problems the total head h, the velocity potential φ or even the stream function ψ
as the dependent variable. Apart from the fact that the application of φ and ψ
is limited to a continuum that is homogeneous and isotropic the evaluation
of boundary conditions for the stream function is often rather difficult. This
 37

becomes obvious primarily when the domain is not simply connected. By way
of example, Fig. 10 shows the permeable bed of a weir, including an impermeable
soil lens. In the solution for the total head or for the velocity potential the peri-
meter of the lens represents an impermeable boundary, so that there are no

ψ=0
.Ζ
Fig. 10 Permeable weir bed with an impermeable soil lens

difficulties in the determination of the boundary condition. In the solution

for the stream function the lens perimeter is a streamline to which the seepage
i.e. a part of the total seepage Q, percolating between the foundation joint of
the weir and the upper surface of the lens, corresponds. T h e value Qx is not
known a priori and special procedures need to be applied to the solution,
which make the calculation considerably more complicated. In cases where
the distribution of the stream function has to be found (for example for a lucid
representation of the flow pattern) but where the boundary conditions for the
stream function cannot be given, e.g. on the seepage face or on the inner
boundary, it has proved useful to divide the calculation into two parts instead
of using complicated superposition techniques. First the distribution of the
total head is found by means of the finite element method, making possible
the evaluation of the flux magnitude on an arbitrary pervious part of the
boundary. The values of q0 obtained are used in the following solution of the
stream function as the boundary conditions on those parts of the boundary
where it was not possible to give them a priori.
This procedure can yield a flow net (i.e. two mutually orthogonal sets of lines,
where φ = const and ψ = const) which is sufficiently accurate and, contrary
to the graphic solution, not subject to inevitable subjective errors. The first

before drawdown

Fig. 11 F l o w net for the

upstream part of an earth-fill
dam after rapid drawdown
38

solution is carried out for the total head Λ, but according to equation (66) the
lines of equal head for h are identical with the equipotential lines (for flow in
a homogeneous and isotropic domain), only the velocity gradient value must
be calculated according to equation (60).
Figure 11 shows as an example of the above-mentioned procedure a flow net
drawn with the help of a plotter; it characterizes the flow induced in the up-
stream part of an earth-fill dam with a central earth core by a rapid drawdown
of the reservoir level. Equipotential lines are substituted by the lines of equal
head (the elevations being given in meters) determined during the first stage
of the analysis.
This solution yielded data on the distribution of the seepage on the unsub-
merged part of the upstream dam face so that it was possible in the second
computation stage to prescribe the seepage distribution on this boundary
part directly as an essential boundary condition.
The total seepage value was found by the first solution.
T w o systems of contours in Fig. 11 have thus been determined by means
of different calculations coupled numerically by the boundary conditions for
the stream function ψ at the unsubmerged part of the upstream slope. Even
if both the equipotential lines and the streamlines are drawn by a plotter, it is
obvious that the condition of their mutual orthogonality is satisfied with
sufficient accuracy.
2. V A R I A T I O N A L P R I N C I P L E S F O R G R O U N D W A T E R FLOW

For the finite element method it has recently become common not to directly
solve the given boundary value initial value problem but to transform it into
the variational problem of finding the extreme (usually the minimum) of the
equivalent functional. F r o m this point of view it is possible to consider the
finite element method as an approximation method of a special type, the
mentioned functional serving as an accuracy criterion for the unknown
variable approximation and being of considerable significance for the accuracy
of the solution.
The difficulty of finding an equivalent functional will obviously be influenced
primarily by the type of the problem to be solved, i.e. most frequently a differ-
ential equation with the respective boundary conditions. Three main possi-
bilities are usually used to obtain the suitable functional:
— the variational formulation of the given boundary value problem is
derived by means of suitable adaptations of the original differential equation;
— a known variation principle is used corresponding to the problem to be
solved;
— the equivalent functional is obtained by means of one of the variational
methods.
The derivation of the variational formulation by means of a suitable adap-
tation of the original differential equation, with due respect to the given
boundary condition, can be used only exceptionally. The application of the
known variational principle is commonly used in the solution i>f si>Iid elasticity
problems but it is less frequently applied to the solution of seepage How. In the
following part of this chapter the application of the theorem of the minimum
of the quadratic functional will be presented [ 8 7 ] .
O f the three possibilities mentioned above, the last is i,.ust frequently used.
Primarily the methods of weighted residuals are suitable: in connection with
the finite element method, the Galerkin method, the method of least squares
and the collocation method are commonly applied.

2.1 V A R I A T I O N A L F O R M U L A T I O N O F B O U N D A R Y VALUE
PROBLEMS

T o describe the method of obtaining functionals representing the variational

formulation of the boundary value problem it is necessary to introduce several
concepts which will be necessary for the further exposition.
40

Let us consider the plane domain G with the boundary Γ being piecewise
smooth, and let us assume that the flow in this region is described by the
Poisson equation written in the form

-Ah = f(x,y) (1)

where Δ is the Laplace operator. On the boundary let us consider a homo-

geneous boundary condition

h = 0 (2)

As regards the function / ( x , y), let us assume that it is smooth on the domain
G = G + Γ . T h e solution h = h(x, y) to the boundary value problem (1), (2)
will be sought among the functions which are continuous on the domain G,
including their second order partial derivatives, and which on the boundary Γ
are equal to zero. The set of these functions will be denoted as M . W e shall
easily find that together with all the functions of hx and h2 belonging to set M ,
their linear combinations axhx — a2h2 (au a2 being real numbers) also belong
to set M . Thus set M is a linear space or briefly a lineal [ 8 7 ] . The formulation
of the boundary value problem mentioned means that the solution of equation
(1) on the lineal M is to be found. This lineal is thus a domain of definition for
the given operator — Δ . It is possible to define for any function h e M an
element ν which occurs due to the operation

ν = -Ah (3)

Let us denote the set of all functions which can be obtained by this operation
as the domain of the given operator values. This domain is again a lineal which
we will denote as N.
The operator — Δ is a linear operator because its domain of definition is
the lineal M , and for arbitrary real numbers « t , a n it is valid that

-A(alhi + a2h2 + ... + anh„) = -ax Ahx - a2 Ah2 - ... - anAhn (4)

The operator — Δ is also symmetrical and positive definite. These properties

are of extraordinary significance for application.
An operator A, linear in DA, is symmetrical in DA, if for any couple of elements
u, ν from its domain of definition it holds valid that

(Au, ν) = (u, Αν) (5)

where

(Au, ν) — ι Au. ν dDA (6)

JDA

is an inner product. Let us show that equation (5) is valid for the operator — Δ .
 41

W e select two functions g and h from the lineal M and form the inner product:

h d G 7
(-Ah,g) = - \ Q ^ ()

W e further adapt the right-hand side according to Green's theorem [ 5 1 ] .

According to this theorem, for the two functions u = u(xi9 x 2, x„) and
ν = v(xl9 x2, x„), which are continuous including their partial derivatives
in the closed domain G, it holds true that

Γ du F Γ T RY Γ DU ,.
— Ü dx = uvrii di — M— (8)
JGdXi Jr JG oxt
th
where nf is the i co-ordinate of the unit vector of the outer normal to Γ.
Recalling this theorem we can write the right-hand side of equation (7) in the
form

Because g belongs to the lineal Ν it satisfies the boundary condition (2). It

therefore holds true that

/ . \ f (dg dh dg dh\ Λ„ , .

and the operator — Δ is therefore symmetrical. Substituting g = h yields

The term on the right-hand side of this equation is never negative and it
equals zero only for h = 0. W e can therefore write

(-Ah, h) > 0 (12)

The symmetrical operator with the property (12) is considered as positive.

It can be shown [ 8 7 ] that the operator — Δ is positive definite, that is to say
that

2 2
-\hAhaG>C h dG (13)
Jg Jg
where C is a positive constant.
In the following text we will often come across the concept of the functional.
W e will denote the operator F as a functional, mapping its definition into the
set of real numbers [ 5 1 ] . A typical real valued functional which we shall
often use is defined by equation (11). It is a quadratic functional.
Let us consider a given Hilbert space H, in which a lineal DA is embedded
42

and on this lineal a positive definite operator A mapping D A into the space H
is given. Let us try to find such an element us D A which satisfies the equation

Au = f in H (f s H) (14)

W e shall first prove the validity of the following theorem [ 7 5 ] , [ 8 7 ] , If A is

a positive operator in D A , equation (14) has in H only one solution u e D A at
most. T o prove the validity of the theorem let us suppose that there are two
distinct solutions, ux, u2 s D A , to equation (14). Then

Au, = f (15)

Au2 = / (16)

Because A is positive and so, therefore, is the linear operator, we obtain

by the subtraction of these two equations

Au, -Au2=0 (17)

so that

A(u2 - Wi) = 0 (18)

Multiplying the equation from the right by the difference u2 — ul we get:

(A{u2 - u,), u2 - 1 1 0 = 0 (19)

Recalling the definition of the positive operator yields immediately

u2 - ux = 0 in DA (20)

and so contrary to the assumption made, ux = u2, which concludes the proof
of the theorem.
For quadratic positive operators a further theorem on the minimum of the
quadratic functional is valid [ 7 5 ] , [ 8 7 ] , which is of exceptional significance
for application. Let A be the positive operator on DA for which it holds true
that

Auo = f in H (u0 ε D)
A (21)

Then the quadratic functional

Fu = (Au, u) - 2(f, u) (22)

reaches a minimum value for the element u0. Expressed differently:

Fu > Fu0 Vu g DA (23)

and

Fu = Fu0 only for u = u0 .

 43

O n the other hand, let functional (22) reach for u0 a minimum value among
all of the elements u e DA. Then u0 is the solution to equation (21) in space H.
The proof of this theorem consists of two parts. First we will assume that
u0 satisfies equation (21) so that / in equation (22) may be substituted from
equation (21):

Fu = (Au, u) - 2(Au0, u) (24)

W e can adapt this equation using the symmetry of the inner product and
the symmetry of the operator A :

Fu = (A(u - u0), u - u0) - A(u0, u0) (25)

If we change u, then A(u0, u0) remains unchanged. Because A is, according

to our assumption, a positive operator, it holds valid for the first inner product
in equation (25) that

(A(u - w 0 ), u - u0) = 0 Vw g DA (26)

the equality being valid merely for u = u0. From this it follows that

Fu > Fu0 Vu g DA (27)

and Fu = Fu0 is valid only for u = u0. If u0 satisfies equation (21) the func-
tional Fu for this element reaches the minimum value on DA.
In the second part of the proof it is necessary to show that u0, for which
Fu reaches the minimum on DA, is a solution to equation (21). W e will first
choose in DA an arbitrary element ν and an arbitrary real number t. Then

F(u0 + tv) > Fu0, u0 + tve DA (28)

or

F(u0 + tv) - Fu0 = 0 (29)

By means of a procedure similar to the adaptation of equation (24), equation

(29) can be reduced to the form

2
F(u0 + tv) = (Au0, u0) + 2γ(ΛΜ 0, V) + t (Av, v) - 2t(f, v) - 2(f, u0) (30)

The elements u0 and / are fixed so that the functional for the chosen ν is
a quadratic function in the variable t. T h e minimum can be found from the
first variation of the functional F:

— ^ ( " ο + it;) = 0 (31)

(=0

and therefore

2 ( ^ u 0 , v) - 2{f, v) = 0 (32)
44

W e reduce the equation to the form

(Auo - f,v) = 0 (33)

The element u0 is a stationary point (in this case a minimum) of the functional F.
The element ν was chosen as a fixed but arbitrary one in DA. Recalling equation
(33) we find that in space Η the element Au0 — f is orthogonal to all elements ν
from the linear space DA, so that we obtain

Au0 - f = 0 in Η (34)

and u0 is in H a solution to equation (21). This completes the proof.

The theorem on the minimum of the quadratic functional shows the way in
which we can reduce a given boundary problem of seepage flow to a variational
problem, suitable for the application of the finite element method.

2.2 S E A R C H F O R S T E A D Y F L O W V A R I A T I O N A L PRINCIPLES

W e will first consider the application of the theorem on the minimum of

of the quadratic functional to the Laplace equation. T h e Laplace operator Δ
is positive definite if it has a negative sign and if the essential boundary condition
on the boundary Γ of the analyzed domain G is homogeneous:

-Ah = 0 in G (35)

h = 0 on Γ (36)

According to the theorem on the minimum of the quadratic functional, the

functional to be found must have the form

Fh= - h Ah dG - 2 I hf dG (37)
G Jg
Because for the Laplace equation it holds that / = 0, the second integral
will vanish in equation (37). The first integral can be modified according to
Green's theorem:

According to condition (36) the second integral equals zero, so that

- i { φ
For practical problems the boundary conditions will often be non-homo-
geneous and of two different types which means that the boundary value prob-
 45

lern will be a mixed one. In such cases it will be necessary to add to the functional
(37) further terms which can be found by a systematic procedure. Let us there-
fore consider a mixed boundary value problem

Lh = f in G (40)

where the linear operator is selfadjoint, that is the following condition is valid:

uLv dG = J vLu dG (41)

Equation (40) should be solved under the given boundary conditions

?,/? = /),, P2h = ρ2 P,.h = pr on Γ (42)

where Pi9 P29 ...,Pr are linear selfadjoint operators (42) a n d p l 9 pl9..., pr are the
given functions. T o find the variational formulation of the boundary value
problem considered we decompose the unknown function h into two parts u
and v9 so that

Lh = Lu + Lv = f (43)

the function u satisfying the homogeneous boundary conditions

Pxu = P2u = ... = Pru = 0 on Γ (44)

and the function ν satisfying the original non-homogeneous boundary

conditions

Pi» = PuPiV = P2, .··, P v = Pr (45)

r

As regards the function u, it can be said that it must minimize the quadratic
functional

Fu = \uLu dG - 2 \u(f - Lv) dG (46)

JG JG

Because u = h — ν, we can write

Fu = \(h - v) Uh - i>) dG - 2 (h p)(/-L»)dG =

JG JG

2 J (/j/ - /iLi> - υ / + ÜLD) dG =

= J (hLh - hLv - t;L/i + y L r ) d G

= AL/idG - 2 ιhf dG + hLvdG - vLhdG + 2 vf dG

Jg Jg G JG JG

—j vLvdG (47)
46

This equation can be further modified by means of Green's theorem applied

to the integrals j G ItLvdG - | ( i vLlidG. After modification we obtain an inte-
gral $rR(K v)dry in which the term R(h, v) depends on the actual form of the
operator L. With the help of boundary conditions it is possible to give R the
form

R{h, v) = N(h. />„ p 2 , p r ) + M{v, px. p 2 9 P )r (4S)

Since r is a chosen function it is possible to reduce equation (47) to a simpler

form

Fu = \hLhdG - 2 \ hf dG + N{h, pl9 p 2 , P r )dF + Τ(ή

JG JG Jr

where Τ is a constant dependent on the choice of the function r for which n is

true that

M
{v> Pu Vi* ••·> Pr) d r -h 2 vfdG - vLv dG (SO)

The problem of finding the minimum of the functional Fu is thus equivalent

to finding the minimum of the function F'h, for which according to the preceding
considerations it is valid that

F'h = \hUidG - 2 hfdG + N(h, pX9p2,...,Pr) <*Γ (51

JG JG

As an example we will again consider the Laplace equation in the form (35)
but with a non-homogeneous essential boundary condition. Since / = 0,
equation (51) will have the form

?'h = - J h Ah dG + J N(h, h0) dr (52)

According to what has been stated we obtain | r N(h, h0) άΓ by applying Green':
theorem to the integrals | G hLv dG — JG vLh dG.
W e will first find R(h, v):

dh , dv\
hLv dG vLhdG = R{h, ν) άΓ (53)
on on.

The functions h and ν must according to assumption satisfy th* essential

boundary condition on the boundary Γ so that

R(h, v) = h0 — - h0 — (54)
on
 47

By comparing this equation to equation (48) we obtain

N(h, h0) = h 0 - (55)

and

. . dv
M(v,h0) = -h0 — (56)

Substituting (55) into equation (52) yields

dh
?h = - J f c A f c d G + Jfco άΓ (57)
dn

On the first integral in this equation we apply again Green's theorem

F'l K ^ d r +
Ρ en

<( — ) +[ — ) >dG (58)

Thus the result is the same as in the first case.

Let us further consider the functional for the flow in an anisotropic domain
where there is a source or a sink of the strength Q. According to section 1.4
the respective differential equation is of the form
d h2 d l2 f
, ,
(59)

and the mixed boundary conditions will be

h = h0 on (60)

and

, dx dh
kx — nx + ky —y
ny + q0 = 0 on Γ 2 (61)
dx dy

By the above mentioned procedure we can obtain the corresponding functional

Fh dG + 2 hQdG + 2 hq0 άΓ (62)

- i M s ) " - ^ ) " }
In the analysis of groundwater flow we shall often start from this functional.
It is not always necessary in the finite element method to start from the
classical variation principle. The application of (direct) variational methods
has proved as successful. The most important of these methods are briefly
described in sections 2.5-2.7. The advantage of these methods is their wide
48

range of application possibilities and a comparatively simple algorithm of

determining the functional which is a variational formulation of the given
boundary value problem.

2.3 V A R I A T I O N A L P R I N C I P L E S F O R T R A N S I E N T FLOW

T o show the general form of variational principles for transient ground-

water flow it is necessary to introduce some auxiliary concepts and sim-
plifying notations.
The Cartesian product of two sets A and Β is represented by the set Α χ Β
of all ordered pairs (a, b) where aeA, be Β [ 8 6 ] . W e will focus our attention
especially on the Cartesian product G χ <0, oo), where G = G + Γ is a two-
dimensional closed domain and <0, o o ) is the time interval.
The convolution of the two functions u # ν is the integral

Let us further define

„ „ du dv du dv . i r A
Vu * Vt> = — — + (64)
ox ox oy cy

W e will try to find the solution to the equation

2
^ = a Aw UGG χ <0, oo) (65)
dt

which meets the initial condition

w(x, y, 0) = w 0(x, y) x, y e G (66)

together with the boundary condition

i/ = i on Γ χ (0, o o ) (67)

where α is a real constant while û0 and U are the prescribed functions. The
variational principle equivalent to this problem was derived by Ν . E. Gurtin
[ 4 7 ] : let Κ be the set of all functions satisfying the boundary conditions (67).
For each t g <0, o o ) let us define the functional It over Κ

Itu = J (u * u + q * Vu * Vu Λ- 2p * u) dG (68)

where
2
q(x, y, t) = a = const (69)
 49

and

p(x,y, t) = - w ( x , y) (70)

Then Itu = 0 over the set Κ for a particular function u0 if and only if u0 is
a solution to the problems (65), (66) and (67).
Gurtin's variational principle has been applied both to confined and un-
confined non-steady seepage flow by S. P. Neumann and P. A . Wither-
spoon [ 7 7 ] .
Even if it has proved successful in deriving variational principles for non-
steady groundwater flow, these principles are not commonly used in connection
with the finite element method. For the solution of transient problems by
means of the finite element method a combination of this method with the
method of lines is usually preferred. This technique is described in detail in
Chapter 6.

2.4 M I X E D FUNCTIONALS

In the functional mentioned above there was always only one unknown
function which could be considered as the total head, the velocity potential
or the stream function. It is, however, also possible to derive mixed functionals
which in addition to h, φ or ψ also include the seepage velocity components
and/or the combination of h and ψ or of φ and ψ.
It was U . Meissner [ 7 3 ] who was the first to use mixed functionals in the
solution of potential flow by means of the finite element method. The following
paragraph will show his approach to the solution of potential flow in a homo-
geneous and isotropic domain. Further possibilities of application of mixed
functionals are described in study [ 7 4 ] .
Let us first consider the quadratic form

(71)

where φ is the velocity potential. With the help of the Legendre transform-
ation [ 8 6 ] W can be transformed to the form

(72)

where u and ν are the seepage velocity components. By means of this equation
it is possible to adapt functional (39), derived in section 2.2, to a mixed functional

δφ δφ
u dG (73)
δχ δy
50

The homogeneous functional depending only on the velocity potential φ, is

in this equation replaced by a mixed one including, apart from <p, the seepage
velocity components u and v.
Applying the relationship between the velocity potential and the stream
function expressed by the Cauchy-Riemann conditions (equations (50) and
(51), section 1.3), we obtain from the functional (73) a new mixed functional
which includes not only the velocity components u and ν but also the stream
function ψ:

η - Μ - Ή " ^ * * "
3 ,) 7 4

These functionals make it possible to form so-called mixed finite elements,

the derivation and application of which is described in section 3.7.

2.5 T H E R A Y L E I G H - R I T Z METHOD

The first applications of the finite element method started from the so-called
direct formulation of the characteristic element matrix and a system of resulting
equations [ 4 2 ] , using the displacement or force method which are common in
structural analysis. The effort to form more complicated finite elements and
to achieve a wider application o f the method resulted in the substitution of
a less general direct formulation by the variational formulation starting from
the classical variational principles. T h e great merits of the variational approach
led in the following stage to the use of direct variational methods which made
possible an exceptionally rapid and wide development o f finite element appli-
cations. T h e remaining part of this chapter will briefly mention the basic
variational methods most commonly used in connection with the finite element
method. The basis o f the variational methods is the Rayleigh-Ritz method
[ 7 5 ] , [ 8 7 ] which is lucid and most suitable for technical application.
W e will again try to find the solution to the differential equation

Au = f in G (75)

on the lineal M , A being a positive definite operator. According to the theorem

on the minimum of the quadratic functional the solution to equation (75) is
represented by the element uQ e M , minimizing the functional

Fu = (Au, u) - 2(f, u) (76)

Let us construct a sequence of functions un in such a way that

lim Fun -> Fu0 (11)

 51

This sequence is called a minimizing sequence. If the operator A is selfadjoint

and positive definite, as it is often the case with problems of steady seepage
flow, the sequence {un} converges toward the sought solution u0 in the sense
that it holds true that

lim (A(u0 - un), u0 - un) = 0 (78)

M-+00

and thus

lim (u0 - um u0 - un) = 0 (79)

π-»·οο

i.e. the minimizing sequence converges toward a correct solution in the mean.
If the element un satisfies the condition

Fun - Fu0 < ε (80)

where ε is the required accuracy (i.e. an arbitrarily small positive number) it

also holds true that

(A(u0 - u„\ u0 - un) < ε (81)

so that function un is near to the exact solution u0.

T h e quintessence of the Rayleigh-Ritz method is represented by the con-
struction of the minimizing sequence. Let us choose the sequence of functions
{φη} of the lineal M (i.e. the sequence of functions satisfying the boundary
conditions prescribed for the problem being analyzed) which have the following
two properties:
— they are linearly independent,
— they form a complete sequence with respect to the operator A.
The request of completeness means that each function u of the lineal M can
be approximated by means of a linear combination (n is arbitrary but an
integer):
η

82
«« = Σ <ΗΨι ( )

so that
(A(u - un\ u - Μ π) < ε (83)

From the completeness requirement it also follows that if it holds valid that
for a function u (Au, φη) = 0 for all n, then u is necessarily a zero function. Thus
the functions have the properties of a basis and they are therefore often con-
sidered as basis functions.
The elements of the minimizing sequence {un} are to be found in the form
of (82), at being unknown constants which should be determineed in such
52

a way that the functional Fu will reach the minimum for the function un. W e
will therefore substitute (82) into equation (76):

Fun = (Α(α1φί + ... + αηφη)9 (αίφ1 + ... + αηφη)) -

- 2(/9αιφ1 + ... + αηφη) =
2
= (Αφ^φ^α + {Αφ1,φ2)αία2 + ... +
A
+ { <Pu <Ρη) <>ιαη + [Αφ29 φχ) α2αχ +
+ {Λφ2, φ2) α\ + ... + (Αφ2, φη) α2αη +

+ (Αφη9 φχ) αηαχ + (Αφη9 φ2) αηα2 +

2
+ ... + (Αφη, φη) α - 2{f, φγ) αχ -

-2{f,cp2)a2- ...-2&φη)αη (84)

Recalling the symetry of the inner product yields

(Αφ2, φχ) a2ax = (A(pu φ2) axa2 etc. (85)

so that equation (84) can be written in the form

Fun = (Αω^φ^αΙ + 2(Awu φ2) αχα2 + ... +

+ 2(Αφΐ9 φη) αχαη + (Αφ2, φ2) α\ 4- ... +
2
+ 2(Αφ29 φη) α2αη + (Αφη, φη) α -
- Hf, <Ρ\) βι - 2(/, φ2) α2 - ... - 2(f9 φη) αη (86)

F o r the chosen basis {φη} the inner products (A(pi9 φ 7 ) are constants so that the
functional Fun in the form (86) is a quadratic function of the unknown para-
meters at. T h e conditions of the minimum of this function in η variables are

Ç^ = 0 ί=1,2,...,η (87)

Condition (87) represents a set of equations

(Αφί9 φγ) ax + (Αφΐ9 φ2) a2 + ... 4- (Αφί9 φη) αη = ( / , φχ)

(Αφ29 φχ) αχ -h [Αφ29 φ2) α2 + . . . + (Αφ29 φη) αη = ( / , φ2)

(Αφη9 φχ) αχ -h {Αφη9 φ2) α2 + ... -h (Αφη9 φη) αη = ( / , φη) (88)

The set of equations (88) always has a unique solution because the functions φ{
are linearly independent and the determinant of the set is therefore different
from zero.
Some authors take the finite element method for a mere variant of the
Rayleigh-Ritz method. There is, however, a considerable difference between
the two methods. T h e basic functions φ{ in the Rayleigh-Ritz method are
continuous throughout the entire domain being analyzed and the constants a{
 53

in equation (82) have no real physical significance. T h e choice of these functions

is not usually elementary and it depends to a high degree on the given problem
and on the boundary conditions prescribed, which is a primary source of
difficulties in the solution to mixed boundary value problems. T h e finite
element method uses locally defined basis functions which are formally the
same for elements of one type. In the solution to an actual problem their
number is firmly given by the applied division of the domain into elements
and by the type (or types) of element used. There is a great number of basis
functions, each of them being a non-zero function only in the subdomain
formed by all the elements, including the node to which it belongs. T h e coef-
ficients cii in aproximation (82) have an actual physical meaning as the values
of the unknown function (and possibly also of its derivatives) at the nodal
points of the chosen element mesh.

2.6 T H E G A L E R K I N METHOD

Let us again consider equation (75), with the sole difference that A need not
be a linear operator. W e will choose suitable basis functions φ{ and we will
try to find the approximate solution un again in the form (82). Substituting un
for u in the nullified equation (75), the equation will not be satisfied exactly
but we will obtain a residual:

Aun - f = r (89)

The principle of the Galerkin method lies in the fact that the constants at
in approximation (82) are sought from the condition that this residuum should
be orthogonal with respect to the basis functions

η unknown values al9 a 2 , a „ . F o r a linear operator A, equation (90) will have

the form

(αίΑφ1 + ... + αηΑψη - f9 <pf) = 0 i = 1, 2,..., η (91)

and after the specification of the indicated inner products

(Αφΐ9 φχ) ax + (Αφ29 ψγ) a2 + ... + (Αφη9 φγ) αη = (f9 φχ)

(Αφΐ9 φ2) αλ + (Αφ29 φ2) α2 + ... + (Αφη9 φ2) αη = (/, φ2)

(Αφΐ9 φ„) αχ Λ- (Αφ29 φη) α2 + ... + (Αφη9 φη) αη = (/, φη) (92)
54

If the operator A is also positive, then it is also symmetrical and after a simple
adaptation we obtain

(Αφΐ9 φγ) ax + {Αφΐ9 φ2) α 2 + ... + (Αφΐ9 φη) αη = (/, φχ)

(Αφ29 φχ) αγ + Α(φ2, φ2) α2 + ... + (Αφ29 φη) αη = (/, φ2)

(Αφη9 φχ) αχ + (Αφη9 φ2) α2 + ... - f {Αφη9 φη) αη = (/, φη) (93)

In this form the set of linear equations for the determination of the con-
stants at is identical with the set of equations (88) derived by the Ritz method,
on condition that the choice of the base is the same. From this fact it follows
that for positive definite operators both the Galerkin and the Rayleigh-Ritz
method lead to the solution of the same set of linear equations and to the same
sequence of approximate solutions un. But generally it holds true that the range
of possibilities of applying the Galerkin method is much wider than that of
the Rayleigh-Ritz method. The Galerkin method does not require that the
operator A be positive definite, nor need it even be symmetrical or linear.
Even in the case of a positive definite operator A9 when the resulting set of
linear equations is the same in both methods, the fundamental idea of the
Galerkin method offers far more advantages in practical use and the derivation
procedure concerning the functional (90) to be minimized is much simpler.
It is for this reason that this method is frequently used in connection with the
finite element method.

2.7 W E I G H T E D R E S I D U A L METHODS

The principle of the Galerkin method can be generalized. If in equation (90)

we do not consider the functions φ{ as the basis functions of the space in which
we try to find the solution, but merely as weighting functions used in the
minimization of the residual r, it is possible to take the Galerkin method for
one of the methods of weighted residuals [ 7 5 ] . F r o m equation (90) a few other
methods can be derived by choosing the weighting functions in a special way.
For an elucidation of the principle of the method of weighted residuals let
us write again both fundamental equations, namely the equation a p p r o x i -
mating the unknown function u by means of the basis functions
Η
a
"π = Σ i<Pi
ι=1
\
and equation (90) in which we use a suitably chosen weighting function n',
instead of the basis function φ,·:

(Aun - f9 wt) = 0 (94)

 55

There are a number of possibilities as regards the choice of weighting func-

tions. Let us note first of all the possible applications in connection with the
finite element method.
If, for example, the analyzed domain G is substituted by a set of subdo-
mains G f (i = 1, 2 , m ) and the weighting functions are chosen in such way
that it holds true (m being the number of subdomains) that

. . / 1 for .x, y € Gi x
w i = H , ( x , y ) = / o f o r ^v _ (i=l,2,..,m) (95)

the subdomain method arises.

If we apply this method in connection with the finite element method, sub-
domain Gi is usually formed by elements that have a common nodal point
or by parts of these elements, the subdomains not being necessarily in contact.
For the collocation method, the Dirac delta function is used as a weighting
function:

κ'ί = ν,) (/ = 1,2, ...,/c) (96)

where k is the number of collocation points.

A characteristic property of the Dirac delta function is

radG = r t (97)

In the collocation method the satisfying of the differential equation to be

solved is thus required only at specially chosen collocation points (hence the
name of the method). The choice of these points influences the accuracy of the
solution to quite a high degree. In the application of the collocation method
in connection with the finite element method it has proved successful to choose
collocation points in each element identical with the integration nodes of the
Gauss quadrature formula of the necessary order.
Also the well-known method of least squares can be considered as a method
of weighted residuals. In this case the weighting function is chosen in the
following form (n being the number of constants at in approximation (82)):

w, = Ρ ^ (i = l , 2 , . . . , n ) (98)

where ρ is a suitable positive function. T h e choice of w f is equivalent to the

requirement of the minimum of deviations squared (i.e. residuals):

2
/ = J pr dG -> min (99)
56

resulting in a set of equations

R) Τ
— = 0 (i = 1 , 2 , . . . , « ) (100)
OUI

With the exception of the Galerkin method, the method of least squares has
been the most frequently used of the above-mentioned methods of weighted
residuals in connection with the finite element method.
The variational formulation of the finite element method has received much
attention and effort. Several methods (in particular the Galerkin method) have
proved to be universal to a high degree, whilst others have been used only
to a limited extent. A method suitable for all types of engineering practice
problems has not yet been found. It is therefore necessary to start from the fact
that in the case of a novel application of the finite element method the optimum
method of variational formulation of the given class of problems should
undergo a thorough investigation, since not only the accuracy of the results
but also the amount of computations depend on this method.
3. F U N C T I O N A L D I S C R E T I Z A T I O N B Y T H E F I N I T E E L E M E N T
METHOD

During the development of the finite element method a great number of finite
elements of the most varied types have been derived. Some of them have a very
wide range of use while others are reserved for special applications. In this
chapter only those elements that have proved convenient in the solution
of groundwater flow are dealt with in detail. Isoparametric elements, which
have especially convenient properties for practical application, are given the
most attention. Detailed information concerning other finite element types
may be found in the fundamental monographs on the finite element method
(see for example [ 7 7 ] , [ 3 4 ] , [ 2 5 ] , [ 2 6 ] and others).

3.1 T H E P R I N C I P L E O F T H E F I N I T E E L E M E N T METHOD

A series of definitions of the finite element method can be found in the

appropriate literature. For practical application, the definition derived from
the original one by J. T. Oden [ 7 9 ] is the most suitable:
The finite element method is a numerical method through which any con-
tinuous function can be approximated by a discrete model which consists of
a set of values of the given function (eventually with its derivatives) at a finite
number of preselected points in its domain, together with piecewise approxi-
mations of the function over a finite number of connected disjunct subdomains.
These subdomains are called finite elements and are determined by the
preselected points. The preselected points are called nodal points or nodes.
Although this definition does not express all the possible finite element
techniques it lays sufficient emphasis on its two principal features:
— the finite element method is an approximation method, that is, a method
which approximates the unknown solution of the boundary or initial value
problem in such a way that the accuracy criterion of the approximation is
satisfied. This criterion is obtained by the variational formulation of the
boundary or initial value problem to be solved;
— the finite element method is a numerical method, so that it is necessary
to deal with problems of solution convergence and of the numerical stability
of the method, as in the case of any other numerical method.
A n important aspect of the finite element method is that we can consider an
individual element to be completely disjoint from the element mesh, and
approximate the unknown function locally over it, independent of the element
location and of the behaviour of the unknown function in other finite elements.
58

Thus a library of various finite elements can be created. In accordance with

the character of the problem to be solved the most desirable element type can
be drawn from such a library and used.
At present the finite element method is most frequently used in the vari-
ational formulation. A boundary value problem given by the differential
equation

Lu = f in G (1)

(where L is the differential operator, u is the unknown function and / is a given

function), and by the boundary conditions (usually of the mixed type) is trans-
formed in a convenient way (see the preceding text) to an equivalent problem
of the minimization of a functional

Fu -> min (2)

T o find function w, the given domain G is first divided into η finite elements
{e)
G so that

G = U C!^ (3)
I= 1 ,N

where all the finite elements must be disjunct and contact one another along
a common side (with the same number of nodes whether the side be considered
as belonging to the one or to the other element), or the elements may have
only one node in common. Fig. 12 gives an example of the division of domain G

Fig. 12 Partition of the analyzed domain G into finite elements

into elements and Fig. 13 shows an example of a permissible and a non-per-

missible connection of the elements. As long as the element contact rule is
respected, finite elements of different types can occur in domain G.
Every finite element has k nodes by means of which it is defined. W e shall
denote as m the number of all nodes in domain G in which there are η elements.
It is important that the solution adequacy be determined by the number of
nodes in domain G and not by the number of elements which varies consider-
ably according to the type of finite element applied.
(e
In every element, G \ the unknown function (which can be a scalar or
a vector function) is approximated by means of local interpolating functions JVf
Fig. 13 Examples of permissible and non-permissible limic clement connect U M IN

and the values u{ at the nodes of the element (/ = 1, 2 , . . k ) . Elements in which

the function values u as well as the derivatives of u are sought at the nodes,
will be dealt with later. The local interpolating functions are all of a poly-
nomial form and the following relation holds true for them:

Ν^) = δυ f,j = 1 , 2 Λ (4)

where χ,· is the vector of the co-ordinates of the node j and δη is the Kronecker
delta for which it is valid that

d ) ( 5
« - ^ i / « , -
( e)
The approximation of u over G is obtained by means of local interpolating
functions JVf (i = 1, 2 , k ) and values wf at the element nodes of the element:
K
N u in {e) 6
u = Σ i i ° ()
60

The accuracy of the approximation is apparently dependent on the degree

of polynomials used as interpolating functions JVf. If we apply this approxim-
ation to all the elements we can express the unknown function u over the
domain as

u = Σ Σ WW ^ G
7
( )

Equation (7) expresses a significant fact: the unknown function u, continuous

in the given domain G, is approximated by a discrete model defined by a set
of values of u at the preselected points in G that correspond to the nodes of the
finite element mesh. Equation (6) can then be considered as defining the finite
element with the Lagrangian interpolation.
Approximation (7) can be substituted into functional Fu. Then

Fu = F(ul9u29 . . . , w m) (8)

With this approach functional Fu is approximated by function F, the argu-

ments of which are the unknown values ut (i = 1, 2 , m ) at the nodes in the
domain under consideration. Thus the problem of finding a function mini-
mizing functional Fu is reduced to finding the minimum of function F. This
problem is trivial since a method well known from mathematical analysis can
be applied. The conditions for the minimum of the approximating function F
will therefore be

OF
— = 0 i =1,2,..., m 9
oui

If functional Fu is quadratic (this case occurs most frequently in engineering,

applications), then (9) represents a system of linear algebraic equations that
may be conveniently solved by Gaussian elimination. In the opposite case
a system of non-linear equations arises whose solution is rather more compli-
cated, depending to a high degree on the nature of the physical problem to be
solved.
As will be shown later, equation system (9) has always a singular system
matrix (i.e. its determinant equals zero). The solution of the given problem
can be found only after boundary conditions have been inserted into this
system.
The algorithm of the application of the finite element method to a certain
class of problems described by the same governing differential equation (or
a system of differential equations) can thus be summarized as follows:
1. the boundary value problem is transformed to a variational problem,
2. a convenient type of finite element is chosen and the approximation of the
unknown function is constructed,
3. this approximation is substituted into a functional corresponding to the
 61

given boundary value problem (and serving as an approximation accuracy

criterion),
4. the minimum of the constructed function is found.
It is obvious that the variational problem substituted for the original bound-
ary value problem can be reached in different ways (see the preceding chapter).
As a rule several different types of finite elements can be used. Thus the choice
of the convenient variational formulation and of the suitable type of element
is decisive for every successful practical application of the finite element method.
The foremost consideration will always be the attainment of the required
solution accuracy for a typical problem, without a superfluous increase in the
computer run time.

3.2 T W O - D I M E N S I O N A L F I N I T E E L E M E N T S I N T H E G L O B A L
CO-ORDINATE SYSTEM

For practical reasons it is convenient to reduce the problem to be solved to

a two-dimensional problem. The approximation to the two-dimensional
domain by means of a discrete model is much simpler than the approximation
to a three-dimensional domain and, in addition, two-dimensional finite ele-
ments are simpler by far compared to three-dimensional ones.

3.2.1 Triangular element with a linear interpolating polynomial

The simplest two-dimensional element with the Lagrangian interpolation

is a triangular element with three nodes (Fig. 14) which can be defined without
difficulties in the global system of co-ordinates x, y. W e will denote the element

y
3 ( x 3, y 3)

Fig. 14 A triangular element with three

nodes in the global set of co-ordinates
χ

nodes by local indexes 1, 2, 3 following each other anticlockwise along the

perimeter of the element. This notation ensures that the element area com-
puted by means of the co-ordinates of its nodes is positive. The local indexes
of the nodes will make it possible to derive the fundamental relationships for
62

the element so that they will be valid for any arbitrary element of the above-
mentioned type. As soon as we pass to a distinct element in the given domain
it is necessary to substitute for the local indexes 1, 2, 3 global nodal numbers,
i.e. numbers serving for a correct identification of every node of the applied
finite element mesh.
Let us assume that at the element nodes the values ux,u2 and w 3 of a scalar
function are known. T o determine the value of function u at an arbitrary point
{e)
(x, y) of the finite element G with the help of the three nodal values mentioned,
we can only use a linear interpolating polynomial which, for the meantime,
we will express in the simplest form:
ic)
u = a0 + axx + a2y = Px(x. y) wy e G (10)

where a 0, ax and a2 are constants to be determined. The aforementioned

approach can be simply interpreted in a geometric form. W e will consider
(x f , yi9 Ui), i — 1, 2, 3 to be points of a three-dimensional Euclidean space. N o
other surface but a plane can be uniquely passed through three points, so that
the applied interpolation (10) is the only one possible in the given case.
Thus a significant fact has been proved: in the application of the Lagrangian
interpolation the degree of the interpolating polynomial is determined by the
number of element nodes, i.e. by the element type; the number of nodes cor-
responds to the number of constants in the interpolating polynomial P ( x , y).
The reason is simple: there must be a possibility of evaluating the constant
a{ in dependence on the values uf at the element nodes. This will be simply
shown for the triangular element with three nodes. W e can make use of the
property of the interpolating polynomial

Pi{xi,yt) = ut ι = 1,2,3 (11)

and write a system of three linear equations for the unknown constants

a0 + axxx + a2yx = ux
a0 + axx2 + a2y2 = u2 (12)
a0 + axx3 + a2y3 = w3

This system will have a solution if for its determinant D it holds true that

|i * i y\
1

D = 1 x2 y2 = 2A Φ 0 (13)
1 -*3 ^ 3

W e can easily see that in equation (13) A represents the finite element area.
Due to the usual way of denoting the nodes by the local indexes 1, 2, 3, con-
dition (13) can be substituted by a stronger condition

D = 2A > 0 (14)
 63

which must always be satisfied so that the division of the given domain G into
finite elements may be meaningful.
If we use for example the determinant method for the solution of system (12),
we can write simply

1
at = — Dt i = 1, 2, 3 (15)

where determinant D f arises from determinant D by the substitution of the

th
right-hand side of equation (12) for the * column of determinant D.
Thus the problem of finding the a{ constants has been solved, but expression
(15) is not particularly convenient for further use. For example, equation (15)
can be written in an expanded form for i = 1 as follows

"i *i
1 R I

" 2 * 2 \2
2A "3 *3

1
(mxux + m2u2 + nt3u3) (16)
24

For a2 we obtain analogously

«2 = ( i i i i i + n 2w 2 -f M3W3) (17)

where for the constants nt it holds valid that

ni = y2 - )>3>
n
i =
;
>3 - Vi, n 3 = >Ί - yi (18)

Finally we can write for a3

Ü 3 = P l Ul + P l lU + P 3 3
( " ^ (19)

where

= — =
Pl = X 3 — X 2> P2 ^1 -*3> p3
x
2 ~ l ·
X
(20)

Equations ( 16), (17) and (19) are substituted into equation (10). After a simple
adaptation and the introduction of the following notation

N
i = (mt + n f x + py) i = 1, 2, 3 (21)
64

we obtain a new, more convenient form of the interpolating polynomial

u = i V ^ + N2u2 + N3u3 (22)

Polynomial (22) is a generalized polynomial, because the coefficients Nt at

the values ut are linear polynomials. Polynomials Nt will be denoted as local
interpolating functions to emphasize both their purpose and the fact that they
u
are valid only in the given finite element, i.e. for x9ye G '\
The local interpolating function must satisfy two significant requirements.
Primarily it must hold true that

= Uj= 1,2,3 (23)

where δ^ is the Kronecker delta. Thus, for example,

Ni{xi> yi) = N2(x29 y2) = N3{x39 y3) = 1 (24)

According to equation (23) the local interpolating function Nt (i = 1, 2, 3)

equals 1 at node i, and it is equal to zero at the remaining two nodes. The
justification of this requirement is obvious from equation (22) which must
also be satisfied for u = ut.
The other property of interpolating functions is derived in the following
way: we will assume that u has the same value at all three nodes

= u2 = u3 = ü (25)
ie)
Thus it is ensured that for an arbitrary point x, y e G it holds valid that

u(x9 y) = ü (26)

If this requirement is to be satisfied it must obviously be true according

to (22)

u = (N1 +N2 + N3)ü (27)

and therefore it must be that

Nx + N2 + N3 = 1 (28)

When giving the proof of this significant relation it is convenient to start from
the equation

f > . = ^7 ( imt + x tn i + y j > ) (29)

i=l

W e will first focus our attention on the constants nt. According to equation
(18) nt represents the projection of side i of the finite element into the vertical.
In Fig. 15 the vertical projections of sides nl9 n2 and n3 are shown for the
chosen triangular element, their orientation being represented by an arrow.
 65

Fig. 15 Geometrical meaning of ihe constants n, and p, (/ = 1, 2, 3) of local interpolating

functions

From equations (30) and (31) it necessarily follows that

Σ«» = ο (30)

which can be proved by carrying out the indicated addition. Similarly, the
constants p f are vertical projections of the element sides into the horizontal
(see Fig. 15b). It will be shown, as in the preceding case, that

(31)
I= 1

From equations (30) and (31) it necessarily fo)lows that

(32)
£ Ni(x, y) = const
i=l
since
3 3
(33)
i= 1 =1 ( X

and
3

ίψ-ο (34)
i= 1 i=i dy
The fact that the constant in equation (22) equals 1 will be proved as follows:
we will substitute the identities (30) and (31) into (29) and simultaneously
substitute equation (16) for m f. A minor modification yields:
3
1 *2>>2 *ι3Ί xiyi
- 1 . + 1 . (35)
Ά 2Λ> ^3^3 ^3^3 x2y2
66

The expression in the braces represents the expansion of the 3rd order deter-
minant with respect to the first column containing solely the entries 1. Thus

1 Λ Vi
1 2Α
1 V (36)
2Ä 2Ä
1 χi ^3

In this way the validity of relationship (28) has been proved. Let us mention
(this time without proof) that for any element with k nodes and with the Lagran-
gian interpolation it analogously holds true that

Σ ν, = ι (37)

Equation (37) is very frequently used as a simple test for checking the cor-
rectness of the local interpolating functions derived for a given finite element.
At the same time it may be said that for the known local interpolation functions
the generalized equation (22), namely

u
= Σ i>
Nx
y) i
u
*> y
E {e)
° (38)

is an equation which defines the finite element.

The approach used in deriving equations (35) and (36) may be used also for
the formal adaptation of the notation of the local interpolating functions
Nu Ν2 and iV 3. This notation makes possible an interesting geometric inter-
pretation of these functions. F o r example, for Nl we can write

1
1 x2 y2 ι y2 1 x2
1 j- x + y (39)
Χ
2Λ 3 >3
?
ι ι y3 1 x3

The expression in braces can again be taken for the expansion of the third
order determinant with respect to the first row. W e therefore have

1 .γ y
1
N1 = (40)
2Ä
1 *3 >'3

A similar evaluation is applied to the interpolation functions N2 and N3 :

1 ν. Γ ι
1
No = 1 ν y (41)
2Ä
ι ·ν.» y i
1
-V| Γι
1 v, r 2 (42)
2,1
1 Λ Γ
 67

From equations (40), (41) and (42) it is obvious why the local interpolating
functions satisfy equation (23), according to which function JVf at node i equals
1 and at the remaining two nodes it equals zero. The determinant in equations
(40), (41) and (42) can be interpreted as a double area 2At (i = 1,2,3) of a triangle

<
ο

Fig. 16 Geometrical interpretation of local interpolating functions as natural co-ordinates

( e )
of point (x, y) e G : (a) triangles A u A 2 , and A 3 , (b) natural co-ordinates

the apices of which are the point (x, y) in which the local interpolation function
is evaluated, and two element nodes, at which N f = 0 (Fig. 16a). Thus we can
write

2A
= 1 l 2 3 e G i e) 43
w f (x, y) = 2 j U*> y) = >> > ^ y ( )

In this equation, after reducing by two, the local interpolating function is

defined as the ratio of the area of the triangle the corners of which are point
(x, y) and the nodes on the element side opposite to node i, to the area of the
element. This is simultaneously the definition of the so-called natural co-
ordinates Lt on the triangle (Fig. 16b). As is shown in (13), the identity Nt = L f
is valid solely for the points of the finite element, even if, according to Fig. 16b,
natural co-ordinates are defined for all points in the plane of the element.
By means of natural co-ordinates the validity of equation (28) can easily be
shown. It follows directly from their definition that

L, + L 2 + L 3 = 1 = Nt + N2 + N 3 (44)

From the graphic representation of the co-ordinates Lt the analogy to

equation (23) is also obvious:

ΗΡ
χ
yj) = u
s
(45)
68

because Αι equals A if the point (x, y) is identical to node i9 and it equals zero
if the point lies on the side opposite to node i. In Fig. 17 the lines Lx = 0, 1/4,
1/2, 3/4 and 1 are indicated to give a more lucid idea of the co-ordinate 1^
values in the finite element.

Fig. 17 Lines L x = 0,1/4, 1/2, 3/4, and 1

in a linear triangular element

The graphic representation of the interpolating functions Nl9 N2 and N3

by means of natural co-ordinates is convenient merely in this simple case of
a linear triangular element. In Fig. 18 the shape of functions Nl9 N2 and N 3

Fig. 18 Local interpolating functions Nl9 N2, and N 3

is shown in a different way, namely in the space (x, y9 N). This approach is most
convenient for the representation of the distribution of local interpolating
functions in the case of more complex finite elements, and Fig. 18 will be
convenient later on for a comparison with the interpolating functions of higher
order elements.
The use of natural co-ordinates for the interpolating function definition is
convenient because they are easy to differentiate and integrate. F o r example,
terms formed by a product of the natural co-ordinates can in a triangular
element be integrated (regardless of the order of the interpolating polynomial)
with the help of a formula derived by Felippa (see e.g. [105]):

C
L ? L f L 3 dG = ? / ' ' . 2A (46)
; v
(e)
} (a + b + c + 2 ) !
 69

In formula (46) the integers a, b, c are the natural co-ordinate exponents.

For example, for a frequently occurring integral

LxdG a = 1, b = c = 0 ,
ί G(e)
so that

L, dG =1 Z4 = -A
l
(47)

This result can easily be verified by comparison with the representation of

the form of function Ni in Fig. 18.
However, the significance of the natural co-ordinates for triangular elements
does not rest merely in what has already been mentioned. In the paragraph
which follows it will be shown how co-ordinates Ll9 L 2 , L 3 can be used for
a systematic derivation o f the interpolating function for triangular elements
with an interpolating polynomial of the second and third order.
It is still necessary to pay attention to one corollary of the application of
a simple interpolating polynomial (10) which has already manifested itself in
equations (33) and (34). F o r partial derivatives of u with respect to χ and y it
holds that

du I dNfay) ^ , .
i=l
and

du 3 fl^ ) 3
Ty =
Ά ~ ô T = 1 P i Ui
i= l
() 4 9

Since according to equations (18) and (20) H, and are constants,

the derivatives dujdx and du\dy are constant throughout the element.
From this it follows that all physical quantities depending merely on the
magnitude of the derivatives are approximated in the considered finite element
less closely than quantities corresponding to the function values u. Equations
(48) and (49) contain a numerical differentiation since local interpolating
functions are differentiated in the interpolating polynomial. It is well known
from numerical analysis that, contrary to numerical integration, approxi-
mation accuracy decreases with numerical differentiation. This fact should be
borne in mind not only in the application of triangular elements with a linear
interpolation, but also in the estimation of their convenience.
Triangular elements with a linear interpolating polynomial have one more
disadvantage which should not be ignored. They give acceptable results only
if they have a convenient shape (this condition is necessary, though it is not
a satisfying one). The optimum shape of the element is an equilateral triangle;
70

it is generally true that the triangular element is least convenient when one
of its dimensions is too predominant. There is quite a reliable empirical rule
according to which the ratio between the largest and the smallest element
height should not be greater than 4. It should also be noted that such deformed,
elongated triangular elements should occur in the mesh only exceptionally.
If the major part of the mesh is formed by unsuitable elongated triangular
elements, the accuracy of the results is adversely influenced.
N o r is the number of elements which meet at one interior node without
significance. In the optimum case the number of elements sharing a common
node does not undergo too much change. In Fig. 19a we see a convenient mesh

F i g . 19 A c o n v e n i e n t (a) a n d a less c o n v e n i e n t (b) t r i a n g u l a r e l e m e n t mesh

in which six elements meet at every node. T h e division shown in Fig. 19b, in
which nodes with four and eight common elements alternate, is less convenient
from the point of view of the accuracy of the results.

3.2.2 Triangular elements with an interpolating polynomial of a higher degree

Although the triangular element with a linear interpolating polynomial is

simple, its application to problems of engineering practice is limited due to
low accuracy. The accuracy may be increased by the application of an inter-
polating polynomial of a higher degree. Thus for example for a quadratic
interpolating polynomial it holds valid that
2 2
u — a0 + αγχ + a2x + a3x + a3x + a^xy + a5y (50)

and for a cubic polynomial

2 2 3
u = a0 + axx + a2y + a3x + a4xy + a5y + a6x +
2 2 3
+ a7x y + a8xy + a9y (51)

A quadratic interpolating polynomial has six unknown constants, and

a cubic polynomial has ten. According to what has been said in the preceding
section a triangular element with a quadratic interpolating polynomial must
 71

have six nodes and an element with a cubic polynomial ten nodes. T h e location
of the nodes in either type of element is illustrated in Fig. 20. In the quadratic
triangular element the nodes 4, 5 and 6 are located at the mid-points of the
sides, in the cubic element the nodes 4, 5, 6, 7, 8 and 9 lie at the third points
of the sides, and node 10 is located at the centroid of the element.

I·ig. 20 A triangular element WITH a quadratic (a) and a cubic (b) interpolating polynomial

T o substitute a more convenient expression for equations (50) and (51),

u = Σ NiUi (52)

which is an analogy to equation (22), k = 6 being valid for a quadratic element

and k = 10 for a cubic element, it is necessary to derive the corresponding
local interpolating functions JV,. The approach applied to a linear triangular
element is apparently not suitable in this case. Different authors present more
suitable derivation procedures of local interpolating functions. T h e approach
applied by Gallagher [ 4 2 ] is noted for its systematic character; it starts from
a formula defining the interpolating functions as a product of polynomials
formed with the help of natural co-ordinates:

Npqr = Pp(Q Pq{L2) Pr{L3) (53)

where for j = p9 q9r and i = 1, 2, 3 it holds true that

Π \ {mU - k + 1) for j > 1

k= 1 κ

Ί for j = 0 (54)

In this formula m denotes the degree of the constructed interpolating func-

tion which must correspond to the degree of the applied interpolating poly-
nomial. The way in which the indexes p, q, r are assigned to the local inter-
72

polating function is shown in Fig. 21 for a triangular element both with

a quadratic interpolating polynomial (21a) and with a cubic interpolating poly-
nomial (21b). From these figures the dependence between the indexes p, q, r

Fig. 21 Labelling of the nodes with auxiliary indexes /?, q, and r in a quadratic (a) and a cubic (b)
element

and the values of the natural co-ordinates of the considered node is also
evident. If m is the degree of the interpolating polynomial it holds that at the
node with the co-ordinates x f , yt

ρ = m L ^ , yt) (55)

q = m L2(xh yt) (56)

r = m L3(xh yt) (57)

By way of example, let us construct with the help of formulae (53) and (54)
the local interpolating functions JV4 in a quadratic element and N6 in a cubic
element. For the quadratic element m = 2 and for node 4 we will obtain from
formulas (55), (56) and (57) that ρ = q = 1 and r = 0. With the help of (54)
the result is

N 4 = J V 1 10 = Λ ( Α ) PX(L2) P0(L3) = 2L, . 2 L 2 . 1 = 4 L X L 2

A reliable correctness criterion for the constructed interpolating function

is the satisfying of equation (23) at all element nodes. Checking is easy to
perform. F o r the nodes 2, 5 and 3 N4 = 0, because along this element side
L j = 0. Similarly N4 = 0 at nodes 1 and 6, because here L2 = 0. A t node 4
L x = L2 = so that at this node too equation (23) is satisfied :N4 = 4 . ^ . \ = 1.
In the case of a cubic element the approach is analogous. According to
formulae (53) to (57),

N6 = N021 = P 0 ( A ) P2(L2) Λ ( £ 3) =

= 1 . 3L2 .1 (3L2 - 1 ) . 3 L 3 = ? L 2 L 3 ( 3 L 2 - 1)
 73

At nodes 1, 9, 8, 3 and 4, 5, 2 N6 = 0 because either L2 or L 3 equals zero.

A t nodes 7 and 10 L2 = so that again N6 = 0. Finally at node 6 N 6 =
= f · f · i · (2 — 1) = 1, as required by criterion (23).
The examples quoted clarify the significance of natural co-ordinates in the
derivation of interpolating functions for triangular elements with a higher
interpolating polynomial.
In estimating both kinds of finite elements described in this section it is
necessary to realize that in the case of a quadratic element, nodes 4, 5 and 6
can belong to two elements at most. In the case of a cubic element this is true
for nodes 4, 5, 6, 7, 8 and 9. The node 10 is an interior node, so that it cannot
belong to any further element.
These facts explain why the number of nodes increases rapidly with the
number of elements in the mesh. This is inconvenient from the numerical point
of view, so that a quadratic triangular element is used only in special cases,
and for a cubic element the more convenient Hermitian interpolation (see
section 3.8) is applied more frequently than the interpolation described above.

3.3 T W O - D I M E N S I O N A L I S O P A R A M E T R I C ELEMENTS

In practical application, an important advantage of triangular elements lies

in the fact that they can be easily used even if the domain to be analyzed has
a boundary of a complex shape. As long as the boundary does not include
curved sections, the domain can be approximated with a triangular element
mesh without a remainder. T h e element size can then easily be changed ac-
cording to the principles governing the finite element mesh design. T h e ad-
vantageous qualities mentioned are lacking for example in a rectangular
element, convenient only for domains which can be subdivided into parts of
rectangular shape. Thus rectangular elements are used only exceptionally,
for example in the structural analysis of walls.

3.3.1 Isoparametric elements with Lagrangian interpolating polynomials

Elements of a quadrilateral shape are nearly as convenient for mesh construc-

tion as triangular elements. However, for these elements it is difficult to define
interpolating functions for a general quadrilateral, and for this reason a trans-
formation is used by which the element defined in the global system of co-
ordinates x, y is mapped onto a square with the side length = 2 and with the
centre at the origin of the local co-ordinate system r, s. Let us assume for the
meantime that such a mapping is known and let us consider the simplex
quadrilateral element with 4 nodes identical with the vertices. This element is
74

represented in the global and the local system of co-ordinates in Fig. 22. The
interpolating functions defining the element are conveniently derived in the
local co-ordinate set.
Since the element has four nodes, the interpolating polynomial in general
form can have four unknown constants:
r s
u = a0 + axr + a2s + a4rs = P i , i ( > ) (58)

Fig. 22 A n isoparametric
element with four nodes
in the global and the local set
of co-ordinates

Polynomial (58) is bilinear, i.e. it is a product of the linear polynomial in r

and the linear polynomial in s. If we introduce the expressions
a
o ~ bo o
c
a2 = b0c1
a3 = b1c1

we can write
c
* \ , i ( r , s ) = {b0 + M ( o + Cis) (59)

From this expression it follows that the interpolating polynomial can be

constructed as the product of two Lagrangian interpolating polynomials.
W e will further show that from such a polynomial four necessary local inter-
polating functions can easily be derived.
The Lagrangian interpolating polynomial has a general form

p {x)=
m lUx)Axk) (60)

where f(xh) are the values of the interpolated function at η nodes, and m is the
degree of the polynomial for which it is valid that m = η — 1.

LA ( Χ Α) = 1

Fig. 23 Distribution
of coefficient L 4 of a quintic
Lagrangian interpolating
polynomial
 75

For the coefficients L^x) it holds valid that

Μ ^ Π π x
i=l,2,...,„ (61)
i + k [Xk — i)

Fig. 23 shows as an example the distribution of the coefficient L 4 ( x ) for

a quintic Lagrangian polynomial. F r o m the figure it is evident that L 4 ( x ) = 1
at node 4, and it equals zero at all the remaining nodes.
For a bilinear isoparametric element it is necessary to construct an inter-
polating polynomial:

= [L(r)f(ri) + L2(r)f(r2)][Ll(s)f(s1) + L2(s)f(s2)] (62)

After multiplication we obtain

Pi.i (r,s) = L^L^s)/^)/^) + L2(r) L t ( s ) f(r2)/(s,) +

+ L , ( r ) L2(s) f(ri)f(s2) + L2(r) L2(s) f(r2) f(s2) (63)

Let us introduce a new notation :

P M M = u(r,s) (64)

«i = / ( r i ) / ( s i ) (65)

u2=f(r2)f(s1) (66)

« 3 = / N / N (67)

«4 = / ( r , ) / ( s 2 ) (68)
With this notation, equation (63) can be rewritten

(r, s) = L j ( r ) L i ( s ) ι*! + L 2 ( r ) L ^ s ) u2 + L 2 ( r ) L 2 ( s ) w 3 + L^r) L2(s) u 4

(69)
By comparing this equation with the equation

w(r, 5) = N i ( r , 5) + N 2 ( r , 5) u2 + N3(r, s) u3 + N 4 ( r , s) w 4 (70)

which interpolates u by means of local interpolating functions, function Nt

(i = 1 , 4 ) can be directly determined. F o r an expression in the explicit form
it is necessary to find the coefficients of the Lagrangian polynomials P x ( r )
and Pi(s). F o r the construction of P^r) we can choose either the element side
12 or 34 (Fig. 22). P x ( r ) will be the same in either case. For example, for side Î 2
we find that

I » = LZll. - 1 (1 + r) (71)
r r L
l ~~ 2

Uf) = r = \ z (1 - r) (72)
"2 ~ i
76

For the coefficients of the polynomial P^s) we may similarly choose either
side 23 or side 41. F o r side 23 we obtain

Ll (s) = -Ul + s) (73)

5 S L
2 — 3

5 S
3 ~~ 2 -

With the help of these equations the local interpolating functions can be
defined as follows:

JV, = L 1 ( r ) L 1 ( S ) = i ( l + r ) ( l + s) (75)

W 2 = L a( r ) L 1( s ) = i ( l - r ) ( l + s) (76)

N 3 = L 2( r ) L 2( S) = i ( l - r ) ( l - 5 ) (77)

J V ^ L ^ L ^ H ^ l + rHl-s) (78)

It is easily proved that these interpolating functions satisfy condition (23).

Therefore the notation introduced by equations (64) and (65) is admissible, too.
According to equation (37) the sum of the interpolating functions must
equal 1. It is actually valid that

j > i = I (1 + s ) ( l + r + 1 - r) + \ (1 - s) (1 - r + 1 + r) =

= i (1 + s + 1 - s) = 1 (79)
 77

®
1,1

L 2( s ) = 0

L1 (s)=0 j
1.2 3 L 9( s ) = 1

Fig. 25 Derivation of local interpolating functions for a bilinear isoparametric element

For the sake of greater clarity, Fig. 24 indicates the distribution of func-
tion N1. T h e plane formed in space r, s, Ν χ by this function is obviously a hyper-
bolic paraboloid.
The approach just described for deriving functions Nt with the help of the
Lagrangian interpolation is lucid but rather time-consuming. It can be replaced
by a more general and simpler algorithm convenient for coding. Fig. 25a
represents again in the local co-ordinates an isoparametric element with four
nodes, to which couples of indexes m, η are assigned, the former index corre-
sponding to the index of the coefficient Lm(r) of the Lagrangian polynomial
P A( r ) , and the latter index η corresponding to the index of the coefficient L^s)

2)
s << s
Li (s)=1
L 2( s ) = 0
3,1 2,1 1,1 2 L 3( s ) = 0 1
2 5 1 5

Li(s)=0
L 2( s ) = 1
3,2 , ,2,2 1,2 Γ 6 , Ll(s) = 0 , 8 r
6 9 8 9
ο ο *- ο ο
° ^ V Il II II II II II
L_ L_ L_

3 7 A
3,3 2,3 1,3 3 7
M(s)=0
L 2( s ) = 0
L 3i s ) = 1
Fig. 2 6 Derivation of local interpolating functions for a biquadratic isoparametric element
78

of the polynomial P x (s). In Fig. 25b, the indexes m and η are assigned with
respect to the fact that the coefficients Ljr) and L„(s) have simultaneously
a value equal to 1 at the node. A comparison of the index couples m, η in Fig. 25a
with equations (75) through to (78) shows the simple procedure necessary to
construct the local interpolating functions as a product Ljr) ijs).
The advantage of this approach may be shown at the construction of inter-
polating functions for a quadrilateral element with a biquadratic interpolating
polynomial,
2 2
u = (b0 + V 4- b2r ) (c0 + c xs + c2s ) = P2a(r, s) (80)

which must have nine nodes (Fig. 26), eight of them lying on the sides of the
element and the ninth at its centre. The assigning of indexes m, η to the indi-
vidual nodes is shown in Fig. 26a and the values of the coefficients Ljr) and
Ln(s) from which we start in assigning the indexes are indicated in Fig. 26b.
For the construction of nine interpolating functions N f it is necessary to
know only three coefficients Lm(r) of the Lagrangian polynomial P2(r) because,
the coefficients Ln(s) of the polynomial P2(s) are obtained from the former by
substituting 5 for r.
The coefficients Ljr) can be assembled, for example, for the side of the
element with the nodes 1, 5 and 2 in the following manner:

(r - r2) (r --rs)
(ri - r2) (rl -'•>) + 4 (»'»

(r - r,)(r -~r2)
r r r
(s - l)( 5 - r 2 )

('·-'·.)(/·- - rs)

{r2 - rx){r2 - r s )

It is now easy to construct any of the nine interpolating functions. According

to Fig. 26 it will be for example

X
Nl = L,(r) L , ( s ) = - rs(\ + r) (1 + .s) (84)

Λ
= L^r) L 3 ( s ) = - - rs(l + r) (1 - s) (85)

2 2
iV 9 = L 2 ( r ) L 2 ( s ) = ( l - r ) ( l - s ) (86)
In Fig. 27 the distribution of functions JVj and N5 is represented.
It is obvious that the aforementioned approach can be used also for elements
with a complete interpolating polynomial of an arbitrary higher degree.
th
Generally, the element with a complete interpolating polynomial of the m
 79
2 2
degree will have (m + I ) nodes, of which (m — I ) nodes will be interior
nodes (i.e. not shared by another element). For example an element with
a bicubic interpolating polynomial will have four interior nodes. From the
numerical point of view, however, the existence of interior nodes is incon-
venient. The following section of this chapter will s h o w how this disadvantage
can largely be overcome.

Nl

Fig. 27 Local interpolating functions TVt and Λ5 on a biquadratic element

3.3.2 Isoparametric elements without interior nodes

The inconvenience of the interior nodes was the reason why isoparametric
elements with nodes only on the sides began to be used. Such elements were
a four node element (identical with the bilinear element), a parabolic element
with eight nodes and a cubic element with twelve nodes. In Fig. 28 these
elements are shown both in the global and in the local set of co-ordinates.
An element with four nodes can only have a quadrilateral shape (with
certain limitations, as mentioned further on). The parabolic element has three
nodes on each side, so that an arbitrary number of its sides can have the shape
of an arc of a second degree parabola. Finally, a cubic element has four nodes
on each side, so that the sides can have the shape of an arc of a third degree
parabola.
The local interpolating functions for an element with four nodes are defined
by equations (75) to (78). F o r higher order elements of this type it is difficult
to find a systematic way of derivation of interpolating functions. These func-
tions were sought rather tentatively and for the finite elements of this type
(Fig. 28 shows only the first three elements) the name "serendipity family"
was coined at Professor O . C. Zienkiewicz's department at the University
of Swansea. (In Britain a popular fairy tale speaks of Serendip, a prince of
Ceylon, who had the miraculous power to discover things which others con-
sidered to be lost.)
 o
80

<> Ο
y Éy |y

3
3 3
x__ _[

s Is is
2
ï
1
9
2
9
Γ_
9
1
9
2
ñ ï——ï———<
1

5 Τ 6 5
2 1
_r_ _ 6 8 . ^ _ Γ

"8 11"
7 9 10
ï h ο Ü ï ο ο 6
3 A 3 4 3 4
Fig. 28 Isoparametric elements with lour, eight, and twelve nodes (in the global and the local
set of co-ordinates)

When seeking interpolating functions for elements belonging to the seren-

dipity family it is convenient to start from the idea, that each function JV£
should have the form

N, = -cPj[r)P^) (87)

where c is always an integer and j and k are the degree of the polynomial used.
The method of searching can be shown with the example of the search for
a parabolic element with eight nodes. In comparison with a biquadratic
element, the ninth node is lacking in this element, so that the general form of
its interpolating polynomial is obtained by omitting one term in the biquadratic
polynomial (80). It is necessary to omit the term with r s , so that the incom-
2 2

plete polynomial obtained in this way will not be dependent on the choice
of the axes r and s. From this it follows that in formula (87) j and k can reach
only the values j = 2, k = 1 or vice versa j = 1 and k = 2. The general form
of the interpolating polynomial is therefore
u = a0 + axr + a2s + a3rs + a4r + a5s + a6r s + a7rs (88)
2 2 2 2

As an example, we will first seek the interpolating function N5. According

to Fig. 28, node 5 lies on the element side with nodes 1, 5 and 2. Along this side
s — 1, so that function N5 must be quadratic in r and thus Pj(r) = P2{r). The
simplest of such polynomials is
P2(r) = 1 - r (89)
2
 81

This polynomial ensures that function N5 will be equal to zero at all the
element nodes for which r = + 1 (i.e. for nodes 1, 8, 4 and 2, 6, 3). It is also
convenient that at node 5 P2(0) = 1.
Polynomial Pk(s) must be so chosen that Pk(l) + 0 and P f c( - 1 ) = 0. The
first condition refers to node 5, the other to node 7. It is therefore sufficient
to put k = 1 and to choose

P^s) = 1 + s (90)

Thus for N5 it holds true that

2
N5=-P2(r)P1(s) = - ( i - r ) ( l + s ) (91)
c c

The constant c must be chosen so that at node 5 N5 = 1. Because P2(0) = 1

and P i ( l ) = 2, then necessarily c = 2. Function N5 has therefore the form

2
iV 5 = 1 ( 1 - r ) ( l + S ) (92)

T o find the interpolating function ΝΊ is simpler. Since node 7 has the same
2
r co-ordinate as node 5, it is convenient to use the same P2(r) = 1 — r . Ana-
logously to the preceding case, the choice is justified of

Pi(s) = 1 - s (93)

For c it again holds valid that c = 2 and function ΝΊ is

2
J V 7 = i ( l - r ) ( l - S ) (94)

N o d e 6 has the local co-ordinates ( — 1 , 0) and node 7 (0, —1). The inter-
polating function N6 is thus simply constructed by exchanging r and s in (94):

2 1
N6 = -(l-r)(i-s ) (95)

By the same approach, function N8 is derived from function N5 :

2
JV8=i(l + r)(l-s ) (96)

1]
Let us denote the interpolating functions for a bilinear element as N\
(i = 1, 2, 3, 4). As has been shown, the sum of these functions equals 1. The
interpolating function for nodes 1,2, 3 and 4 for the parabolic element musi be
chosen so that the following condition is satisfied:

£jV,.= l (97)
82

Η μ . 29 L o c a l i n t e r p o l a t i n g f u n c t i o n s V , a n d Λ s o n an i s o p a r a m e t r i c e l e m e n t w i t h e i g h t n o d e s

h
Functions ;V[- can be conveniently used in the derivation of Nu N2, N 3
r
and N 4 . It is sufficient to choose

1 l 1
/V, = V , " 1(1 + )(i
r + s) - - N 8 (98)

l
- - N. 1(1 _ r ) ( i +s)- -N 5 (99)

1 1
N3 = N l , " - - N6 - - N 7 = - (1 - r ) ( l - s) - - N6 - - N7 (100)

1 1 1 . w . 1 1
N4 = N i " N l N s = ( + r )( ) S N ? Ν δ
(101)
2 - 2 4 " 2 " 2

This notation is also convenient for programming. Fig. 29 shows, for com-
parison with Fig. 27, the distributions of the interpolating functions Ν χ and N5.
The difference between the local interpolating functions for isoparametric
elements with nine and with eight nodes is clearly shown, particularly when
the distribution of their partial derivatives with respect to r and s is compared.
For example, for the interpolating function N5 we will have:
— for an element with nine nodes

(102)

(103)

— for an element with eight nodes

= + s) (104)
17
 S3

In the case of an element with nine nodes it holds valid that the partial
derivative is always linear in the direction of the axis, corresponding to the
variable with respect to which the differentiation is performed. In the direction
of the other axis the partial derivative has a quadratic form. The form of the
interpolating functions ensures that this dependence is valid for any arbitrary
element node.
In an element with eight nodes such a simple dependence does not exist.
According to (104) the partial derivative dN5\dr is linear in the direction of
either axis, while dN5jds is quadratic in the direction of the r-axis and constant
in the direction of the s-axis.
Even greater differences can be expected between isoparametric elements
with twelve and sixteen nodes. A n element with twelve nodes has an inter-
polating polynomial which arises from a bicubic one by omitting the terms
2 3
with r V , r V , r s and r V :
2 2 2 2 3
u = a0 -f axr + a2s -f a3rs + a 4 r + a5s + a6r s + a7rs + asr -f
5 3
+ a9s + al0r*s + «ι 1rs (106)

This element is only rarely used in practice. O f the two-dimensional iso-

parametric elements mentioned, the element with eight nodes is most frequently
used. This element makes it also possible to approximate curved parts of the
boundary (piecewise by parabolic arcs), it has a high accuracy and is relatively
simple. The numerical experiments performed show that this element can
substitute without a decrease in accuracy 8 to 10 triangular elements with
a linear interpolating polynomial (see also the example in section 3.9). O n the
other hand it has been shown in the comparison of isoparametric elements with
eight and nine nodes that the difference between them is practically negligible
and manifests itself merely in relatively greater numerical stability of the
element with a complete biquadratic polynomial in the solution of non-linear
problems.

3.4 M A P P I N G O F I S O P A R A M E T R I C E L E M E N T S
FROM THE LOCAL T O THE GLOBAL
SET O F C O - O R D I N A T E S

All the derivations in the preceding section were carried out under the
assumption that it is possible to find a simple way of mapping from the local /·, s
to the global x, y set of co-ordinates. It is the main idea of isoparametric ele-
ments that local interpolating functions defining the element are used for
84

this transformation. T h e approach is quite analogous to that in the inter-

polation of the unknown function u: the global co-ordinates x, y of the general
point of the element are expressed by means of local interpolating functions
and the known co-ordinates of the nodes of the element. If the element has
k nodes, then the following relationships hold true:
k
Nr s x (107)
* = Σ i ( > ) i
i=l

y = iNfas) y, (108)

These equations are valid for all types of isoparametric elements irrespective
of the degree or completeness of the interpolating polynomial.
According to (107) and (108) the technique for finding the co-ordinates x, y
of the point of the isoparametric element with the known co-ordinates r, s
is very simple. The numerical value of all k interpolating functions at point
r, s is found and by substitution into (107) and (108) the global co-ordi-
nates χ and y are evaluated. The whole approach is well-suited for pro-
gramming.
In the practical application of isoparametric elements it is often necessary
to find the value of the partial derivatives of the interpolating functions with
respect to χ or y. In the evaluation of these derivatives it is convenient to start
from the equations

dNt _ dNt dx ôNi dy

(109)
dr dx dr dy dr

dNt _ dNt dx dNi dy

(110)
ds dx ds dy ds

which can be simply written in matrix form

dNi dx ry d^
~d7 dr dr dx dx
= J (111)
dNi dx ry cNt dNi
~di ds ds dy ~dj

Matrix / is called the Jacobian matrix and its determinant (Jacobian) is

a significant characteristic of the uniqueness of the mapping between both
systems of co-ordinates applied.
F r o m equations (111) it is possible to express the unknown derivatives of
the local interpolating functions with respect to χ and y9 if there exists an
1
inverse \ ~ to the Jacobian matrix J . If the matrix inverse is to exist, matrix J
 85

must be regular, i.e. its determinant (Jacobian) must be non-zero. It can be

shown that the Jacobian is at every point of a quadrilateral element greater
than zero, if each of its interior vertex angles is less than 180°.

x y

s
/ 1
2
/ J ' /A*

///<
3 / 4

-IJI

Fig. 30 Isoparametric elements not satisfying the uniqueness condition of the transformation
from the local to the global set of co-ordinates

Fig. 30 shows two examples of an isoparametric element with four nodes

which does not satisfy the condition of the uniqueness of the mapping from
r, 5 into x, y at each of its points. T h e element which at node 4 has an interior
angle greater than 180°, includes points with a positive, a zero and a negative
Jacobian and must not be applied. T h e other element in Fig. 30 has its sides
34 and 41 along one straight line so that at node 4 3 = 180°. In this element
the Jacobian is positive everywhere except at node 4, where it equals zero.
Numerical experience shows that such a quadrilateral element can be applied

'y

3
χ Fig. 31 A parabolic element
~~ with singularity at node 1
86

if degenerated to a triangle. In the program, however, it is necessary to give

similar elements special treatment.
In higher isoparametric elements with side nodes it is also necessary to
bear in mind that the distance between the nodes on the same side should be
equal. The displacement of the mid-side nodes toward one corner (Fig. 31)
leads to a change in the properties of the element. This fact is intentionally
used in the formation of some special elements, for example those modelling
the effect of a crack on the stress field of a structure or the influence of the
singular points in groundwater flow.
If the condition of the mapping uniqueness is satisfied and the Jacobian is
positive throughout the whole element, it is possible to write

ON, dNi
17 ~dT
dNt
= r dNi
(112)

dy 17

The differentiation of local interpolating functions with respect to r and s is,

as regards their polynomial expression, very easy. Star is the inversion of
the Jacobian matrix, which is only of the second order, difficult, so that the
assemblage of matrix J is our only concern.
Let us introduce two auxiliary column vectors including the global co-
ordinates of the k nodes of an isoparametric element
T
χ = \ x u x 2 , ···, yk] (113)
T
Y = [yuy2,.~< yk] ("4)

and a row vector of the local interpolating functions :

Ν = [NuN2,...,Nk] (115)

With this notation the Jacobian matrix can be written simply as follows:

dN (N
}= dr '
(116)

This equation has a form which is convenient for coding and makes possible
an easy computation of the terms of the Jacobian matrix at an arbitrary point
of an isoparametric element.
Jacobian | / | can be conveniently used for checking the correctness of the
mesh of isoparametric elements. In this process the Jacobian is successively
evaluated at the corner nodes of each element. As regards the interior corner
angle smaller than 180°, the Jacobian is positive. If this condition is satisfied
for all four corner nodes, the element is of a permissible shape.
 87

3.5 S P E C I A L T E C H N I Q U E S F O R T W O - D I M E N S I O N A L
ELEMENTS I N LOCAL CO-ORDINATES

Isoparametric two-dimensional elements now represent the most frequently

used type of finite elements. F o r the time being isoparametric elements with
an incomplete interpolating polynomial belonging to the serendipity family
predominate, but in the analysis of some engineering problems requiring finite
elements with higher interpolating polynomials the advantages of isopara-
metric elempnts with complete interpolating polynomials have been proved
(primarily for the analysis of elasto-plastic problems).
Besides their great accuracy and numerical stability, appreciated most of
all in practical application, isoparametric elements offer the possibility of
creating special techniques which can be implemented (with lesser or greater
demands) in the program for the finite element method and thus can facilitate
the user's work with the program. For practical application, the most advanta-
geous techniques are those which permit on the one hand a simplification in
the division of the domain into elements (by the shape degeneracy of the
quadrilateral element or by a special connection of the elements), and which
on the other hand make it possible to use isoparametric elements with inter-
polating polynomials of different degrees in the same domain.
The generalization of the principle of isoparametric elements leads to the
application of polynomials of different degree for the interpolation of the
unknown variables and for the mapping from the local into the global co-
ordinate system. Subparametric and superparametric elements which can be
formed in this way represent a significant generalization of elements defined
in the local system of co-ordinates.

3.5.1 Degeneracy of the shape of quadrilateral elements by the superposition

of their nodes

In the division into elements of a domain of a general shape it is often con-

venient to use triangular as well as quadrilateral elements. It is a great advan-
tage of isoparametric elements that a triangular element can simply be formed
from them by the superposition of the respective number of nodes, i.e. in

y s
2
9- -9

I i g 32 Degeneration
of a bilinear quadrilateral
6-
3 3 4 element i n t o a t r i a n g u l a r
Χ element
88

a bilinear element by the superposition of two nodes, in a parabolic or bi-

quadratic element by the superposition of three nodes etc. A n interpolating
function which is the sum of the interpolating functions of the superposed
nodes corresponds to the new node which has arisen by superposition.
W e will first consider an element with four nodes degenerated in the global
set of co-ordinates by the superposition of nodes 1 and 2 into a triangle (Fig. 32).
The value of the unknown variable at the superposed nodes 1 = 2 will be
denoted as u 1 2. The interpolation of u in the degenerated element will have
the form

" = N2) u u 2 + N 3 w 3 + N*u4 (117)

W e will introduce the following notation for the new interpolating function:

NU2 = N, + N2 (118)

and find what N1>2 is equal t o :

JV1.2 = \ (1 + r ) ( l + s) +
l
- (1 - r ) ( l + s) = \ (1 + s) (119)

The sum of the interpolating functions has not been changed by the re-
spective superposition and it can easily be shown that i V l f2 = 1 at the nodes
1 and 2, and JV l f2 = 0 at nodes 3 and 4.

Fig. 33 Interpolating function Ν , 2 (a) in the local set of co-ordinates, ( b ) in the global set
of co-ordinates

The distribution of the interpolating function N 1 > 2 in the local system of

co-ordinates (Fig. 33) is given by the fact that along the 12 side of the element
Nlf2 = 1 and along the side 34 N 1 > 2 = 0. Between these parallel sides Nit2
must change linearly. When Nlt2 is plotted in global co-ordinates (Fig. 33b)
we obtain a distribution identical with the distribution of the interpolating
function N1 for a linear triangular element (compare Fig. 18).
On side Î 2 the derived mapping is not regular, since here the Jacobian
 89

IJI = 0. As has been stated in the preceding section, this fact is no hindrance
in the practical application of the element. By the degeneration of a bilinear
isoparametric element by the superposition of two nodes into a triangular
shape an element is formed corresponding to the triangular element with
a linear interpolating polynomial.

8 r

1=5=2
7 4

Fig. 34 Degeneration of a quadrilateral isoparametric element with eight nodes into

a triangular element

Fig. 34 shows an isoparametric element with eight nodes degenerated into

a triangle by the identification of nodes 1, 5 and 2 lying on the same element
side. The following interpolating function corresponds to the new node
1 = 5 = 2:

N N N
#1.3.2 = i + 5 + 2 = \ (1 + r)(l + s) - ^ ]V 8 - ^N5 +

+ 1(ι-γ)(ι + 5 ) - 1 ν 5 - 1 ν 6 + ν5 =

(120)

Fig. 35 Interpolating
function N 1 > 52 > in the local
set of co-ordinates
90

This interpolating function is in turn dependent only on the single variable s

(Fig. 35). W e may find by a simple comparison that the generated parabolic
element passes into a triangular element with six nodes and a quadratic inter-
polating polynomial. The only difference is that the degenerated element is
defined in local co-ordinates so that all its three sides may be curved.

s
2 5 1

• L
6 8 F i g . 36 A n i n c o r r e c t n o d e
superposition in an
5=1x8 3 7 U i s o p a r a m e t r i c element w i t h
e i g h t nodes

In isoparametric elements which have a higher polynomial than bilinear,

it should be borne in mind that the superposed nodes should always lie on the
same element side. A n example will show what consequences may result from
the violation of this principle. By the superposition of nodes 1, 5 and 8 which
do not lie on the same side (Fig. 36) an interpolating function arises:

l X
N.,5,8 = \ (1 + r){\ + s) - - Ns - - N5 + N5 + N8

= \(l+r)(l+s){3-r-s) (121)

This interpolating function is dependent on r and s and does not satisfy

the required properties. In global co-ordinates it does not correspond to the
interpolating function Nx for a quadratic triangular element, because the node
which has arisen due to superposition lies at the mid-point of the side of the
degenerated element between nodes 4 and 2.
The described manner of superposition of nodes lying on one side of an
isoparametric element can obviously be used not only for higher elements of
the serendipity family but also if there are interior nodes in the element.
Superposition is very simply performed with the application of a standard
program for isoparametric elements. When preparing input data for a degen-
erated isoparametric element the same global node number corresponds to
the local indices of the superposed nodes and thus the superposition is com-
pleted.
 91

Numerical verification has shown that degenerated shapes obtained by the

correct superposition of nodes have a negligible influence on the result accu-
racy in the given domain.

3.5.2 Isoparametric elements with heterogeneous interpolation

In the practical use of the finite element method the accuracy of the results
is influenced primarily by the type of finite element applied and by the division
of the domain being analyzed into elements (see further). In the division into
elements, it is convenient to use smaller elements where a rapid change of the
unknown variable is to be expected and, vice versa, to increase the element
size where this variable undergoes only small changes. Isoparametric elements,
however, offer another possibility, namely to form special elements with
a heterogeneous interpolation making possible the transition within one
mesh, for example from parabolic or biquadratic to bilinear elements.

F i g . 37 A p p l i c a t i o n o f t r a n s i e n t i s o p a r a m e t r i c e l e m e n t s w i t h a h e t e r o g e n e o u s i n t e r p o l a t i o n

Fig. 37 shows an example of the division of a rectangular domain into

elements with interpolating polynomials of different degrees. In zone A of
this domain it may be expected that the unknown variable u is going to change
rapidly and at the same time it is necessary to know its distribution in detail.
In the boundary zone C u changes only slightly and the values of the unknown
variable need not be known in detail. Although in zone A.the smallest elements
are used, parabolic isoparametric elements are applied to ensure accuracy
and correct results. In zone C it is sufficient to use bilinear elements so that
zone Β must be formed by transient elements compatible with the parabolic
elements in zone A as well as with the bilinear elements in zone C.
In Fig. 37 a transient element with seven nodes is used; the eight node is
always missing on the side shared with the bilinear element. It is thus an adapted
parabolic element (we will denote it as ΒΊ). This type of transient element is
not the only possibility in this case. In zone Β a transient element, formed by
adding the fifth node to the bilinear element (element B5). may be used. The
fifth node will be located .at the middle of the side which the transient element
92
has in common with the parabolic element. Both types of transient element
are represented in local co-ordinates in Fig. 38.
Both elements Bl and B5 (in spite of the greater similarity of the latter to
a bilinear element) are simply derived from a parabolic element with eight
nodes, if we start from the definitions of its local interpolating functions given

i i
s s
J—3—1—LJ—I—I
2 5 1 2 Is 1 yyyyyyy
y <> < <> <» < V ^ ^ ^ ^ O

3 74 3 4 n i( ^1^^^^^
Fig. 38 Transient isoparametric elements Fig. 39 A special technique for connecting
with seven and five nodes bilinear isoparametric elements

by equations (92) through to (101). The new interpolating functions of the

transient elements must satisfy conditions (23) and (37), which are obligatory
for interpolating functions of all types. According to the first condition func-
tion JV must be equal to 1 at node i and to zero at all the remaining nodes.
f

According to the second condition the sum of the interpolating functions must
be equal to 1 at any interior element point as well as at any point on its bound-
ary (i.e. on the element sides). Both conditions can easily be fulfilled if we put
— for the transient element Bl, N = 0 8

- for the transient element B5, N = N = N = 0

6 7 8

By this simple technique, not only the hitherto considered transient elements
Bl and B5 arise from a parabolic element, but (if need be) also element B6,
which would have six nodes.
It is possible to construct even more complicated transient elements but
they are clearly of little practical significance.
The use of the two commonest types of isoparametric elements in one mesh
is easy. Nevertheless, in practical application the most important fact to con-
sider is how simple it will be to introduce the prescription of different types
of elements into the input data. If the approach is not sufficiently simple and
lucid it will lead to errors in the input data which are likely to discourage the
user of the program from the simultaneous application of more different
elements in the division of the domain.
The aforementioned principle of heterogeneous interpolation has been
modified in an interesting way by A. K. Gupta [46] to make it possible to join
two sides of smaller elements to one side of a larger element. For example
a mesh can be simply constructed with the application of Gupta's elements
 93
where the size of the elements continuously changes but their shape remains
approximately a square (see the simple example in Fig. 39). The whole prin-
ciple lies in the application of elements having a side node on one or more
sides, but these elements cannot be derived by a simplification of a parabolic
isoparametric element.
Fig. 40a shows as an example a Gupta element (A) to whose side Tj two plain
bilinear elements (B and C) are joined. Element A must have a third node fc
on side ij. If side Jkj is considered as belonging to the elements Β and C, the

é 1—é h
bJ. i è
 C é k j

Ί Γ © < ^ ô ^
Α ^ ^ { ^ ^ ^

CL il i J
U

i k j
Fig. 40 Derivation of interpolating functions for Gupta elements

distribution of the unknown u will be such as is shown in Fig. 40b: the function
will vary linearly between the nodes i, k and the nodesfc,j (the ratio of values
ui9 uk and Uj can of course be of any kind). Function u must have the same
distribution (i.e. piecewise linear) even if side ikj is considered as belonging
to element A. If in this element an interpolating function pertaining to the
respective side node of the parabolic isoparametric element were used for
node fc, the variable u would have on side ikj a parabolic distribution, shown
in Fig. 40c by a broken line.
Let us assume that it is necessary to derive interpolating functions for
a Gupta element to each side of which two bilinear elements can be joined.
The element must thus have eight nodes, the side nodes being located in the
local system of co-ordinates at the middle of these sides. The interpolating
functions for these nodes N 5 , ÎV6, N 7 and Ns must satisfy not only the two
usual criteria (23) and (37) but in addition they must vary on the element sides
in the same way as in Fig. 40b. At the corner nodes of the respective side,
function Nk (k = 5, ..., 8) must be equal to zero and it must increase linearly
on either side up to the mid-point fc, where Nk = 1.
The following functions satisfy the above requirements:

N5 = 1 ( 1 - |r|)(l + s ) (122)
94

l
N 6 = -{l - r ) ( l - |s|) (123)

]V, = i ( l - | r | ) ( l - s ) (124)

N 8 = 1(1 + r ) ( l - |s|) (125)

The remaining functions corresponding to the corner nodal points are

expressed formally in the same way as in the case of a parabolic element :

l)
Ν ι = N[ - ^ N s - ^ N S (126)

iV 2 = Λ#> - i N 5 - 1 N 6 (127)

N 3 = N y » - 1 Λ?6 _ 1 JV7 (128)

1
ÎV4 = Ν · » - i Ν 7 ' - 1 N 8 (129)

In these equations (i = 1, ..., 4) are again the interpolating functions

for a bilinear element defined in the preceding section by equations (75)
through to (78).
N o w it is again possible to apply the principle used in the construction of
the transient elements Bl and B5 from a parabolic element. The Gupta
element is defined by the interpolating functions N f (i = 1, 2 , 8 ) and in cases
where there are some nodes missing in the middle of the sides the respective
interpolating functions in equations (126) to (129) are made equal to zero.
It is important that the Gupta elements cannot be numerically integrated
in a way common to isoparametric elements. Allowance must be made for the
piecewise linear distribution of the unknown function on the element sides
with side nodes.
Gupta's approach can be applied even to higher elements, for example
parabolic ones, but in this case its advantages are less evident. N o r are par-
abolic elements, due to the applied interpolating polynomial, as sensitive as
regards the element size or the mutual length ratio of the sides.

3.5.3 Subparametric and superparametric elements

The main principle of isoparametric elements was the application of the

same interpolating functions for the interpolation of the unknown variable u
and for the transformation from the local system of co-ordinates /% s into the
 95

global system of co-ordinates χ, y. Both the interpolation and the transforma-

tion depended on the number of element nodes, that is to say, on the same
parameters. This is also the reason for denoting these elements as isopara-
metric.
Let us write equations for the interpolation of function u in the element and
for determining the global co-ordinates of a point with a modified notation:

ϋ=ΣΜ% (130)
i= 1

x = (131)
i=l

y= M^V.- (132)
/= 1

In isoparametric elements it holds valid that kx = k2 = ku, where ku is the

u) x,y)
number of the element nodes. Simultaneously N\ = Nl (i = 1, k). O b -
viously there is no reason why we should not have either

ki = Κ k2 < ku (133)

or

k2 = /cu, kx < Κ (134)

In the first case all the nodes of the element are used for the interpolation
of function u and only some of them for the transformation from r, 5 into x, y.
{ ] xy
The degree of functions \ ' " is higher than in functions N] ' \ and these ele-
ments are called subparmetric, because not all the nodes are used for the
transformation from the local to the global system of co-ordinates. As an
example we may take a biquadratic element with nine nodes in which only
bilinear interpolating functions corresponding to the four corner nodes and
defined by equations (75) to (78) would be used for the transformation. This
element could have only straight sides in the global co-ordinates and thus it
would be convenient only for domains with a polygonal boundary.
In the remaining case, defined by relation (134), the interpolating functions
x,y
Nl \ used for the transformation which now requires more nodes than the
interpolation, are of a higher degree. T h e element is therefore called a super-
parametric element. As an example we can show an element with nine nodes,
of which the four located at the corners are used for bilinear interpolation and
all nine for the transformation by means of biquadratic functions.
The practical advantages of using subparametric elements may be seen in
a certain saving of computer run time with a simpler co-ordinate transforma-
tion. The program would of course be more complicated, because it would
96

have to include (besides others) subroutines capable of working with two

different types of interpolating functions.
In the case of superparametric elements the question of their utility is less
clear. It is difficult to imagine a practical problem requiring higher accuracy
for the definition of the boundary of a domain than for the interpolation of
the unknown variable. As far as we know, these elements have up to now been
used in the analysis of shells.

3.6 A X I S Y M M E T R I C E L E M E N T S

Some problems of water engineering structures with a three-dimensional

character may be reasonably considered as axisymmetric. In groundwater
flow the inflow into a single well may be seen as an example. T h e axisymmetric

Fig. 41 Axisymmetric
element originating
in a linear triangular
element

character of the problem can be used for the introduction of finite elements
having the shape of an annulus which is obtained by the rotation of a two-
dimensional element around the axis of symmetry.
Let us choose the cylindrical co-ordinates r, θ, ζ, so that the z-axis is identical
with the axis of symmetry. T h e simplex element arises from a linear triangular
element in plane r, ζ which will rotate around the z-axis (Fig. 41). As with all
axisymmetric elements, this element has no nodes. Instead of these, concentric
circles are formed by rotation where function u has the value uf (i = 1, 2, 3).
Consequently the value u is not dependent on the angle 9, and it is therefore
sufficient to interpolate its magnitude in the plane r, z:
u = w(r, z) = a0 + axr + a2z (135)
 97

For an expression by means of interpolating functions we may use the

functions corresponding to a linear triangular element and defined by equation
(21). It is only necessary to replace x, y by r, z:

u
= Σ i( >
N r z
) i
u
(136)
i=l

The difference between a two-dimensional linear triangular element and

an axisymmetric element which has arisen from the former does manifest
(e)
itself during integration. T h e volume of an axisymmetric element G is ob-
tained as

dG = 2π rdA (137)
JG<«> JA

where A is the area of the triangular element by the rotation of which the
(e)
annular element G has arisen.
If it is for example necessary to evaluate the integral f G ( e) r dG, it is possible
to proceed in two ways. The simplest way, leading to better results in a suf-
ficiently fine division into elements, consists of using the radius of the element
centroid

(138)

and further

2
J rdG
dG = 2π J r dA = 2nrf A (139)

In the second case r is expressed by means of natural co-ordinates

r = Lxrx + L2r2 + L 3r 3 (140)

so that equation (139) will have the form

T
\ rdG = 2 n [ r 1 r 2 r 3 ] | L d ^ t [ r 1 r 2 r 3 ] (141)
JG^ JA

where matrix L is defined in the following way:

L\L\ LiL2 L^L.^

L = L2Lt L2L2 L2LS (142)
LsLi L3L2 L3L}^
For the integration of this matrix, it is convenient to use the Felippa formula
(46) shown in section 3.2:
"2 1 Γ
LdA = 1 2 1 (143)
ί 12
1 1 2
98

After Substitution into integral (141) we obtain

2
rdG = 2π — \rlr2r3'\ 12 1 r-, A = Inf A (144)

2
with r defined by the formula

r
2
= . (r\ + r\ + r\ + rxr2 + r2r3 + r^) (145)

The more the values r u r2 and r 3 differ from each other, the greater the
differences between the described two ways of expression will be.
Axisymmetric elements can also be derived from other two-dimensional
elements.

3.7 A P P L I C A T I O N O F T H E H E R M I T I A N I N T E R P O L A T I O N
TO ELEMENTS DEFINED I N THE GLOBAL
A N D I N T H E L O C A L SET O F C O - O R D I N A T E S

For all two-dimensional elements described up to now the Lagrangian

interpolation, in which only function values of the unknown u at the nodes
of the elements were used, was characteristic. The relatively easy derivation
of local interpolating functions was a convenient asset. With the increasing
degree of the interpolating polynomial, however, the necessary number of
element nodes rapidly increases. F r o m the point of view of the population
of the matrix of the resulting equation system this is inconvenient and the
amount of input data necessary for computation is hereby increased. Never-
theless the Hermitian interpolation using derivative values as well as function
values of the unknown is often applied in elements with an interpolating
polynomial of the third and higher degrees.
As an example we may show a frequently used triangular element defined
in global co-ordinates, having a cubic interpolating polynomial

2 2
it = a0 + alx + a2y + a 3x + a4xy + a5y +
3 2 2 3
+ a 6x + anx y + asxy + a9y (146)

In contrast to the triangular element (Fig. 20b) described in section 3.2, the
element with a Hermitian interpolation will have only four nodes (Fig. 42):
nodes 1, 2 and 3 are identical with the vertices of a triangle, the fourth is at its
centroid. A t the corner nodes of the element there are always three unknowns:
uh duijdx and du^dy (i = 1, 2, 3); at the fourth node (which is an interior node)
 99

only the function value u 4 is sought. T h e number of unknowns at the nodes

(i.e. ten) corresponds to the number of unknown constants at of the interpolating
polynomial (146), the element thus being consistent.

3u3
3y

3ui 3ui
u
! 1 3x "37
Fig. 42 A cubic triangular
3x ' ay
element with a Hermitian
interpolation

The equations for determining the constants at are obtained by a process

analogous to that applied in section 3.2 for a linear triangular element. A t all
four nodes it is possible to write the following equations:

ut = a0 + a^i + a2yt + a3xf + a 4 x f y f + α5>;? +

2
4- a6xf + a 7x?)> f + a8x{y + a 9y ?
(i= 1,2,3,4) (147)

Further six equations are obtained at the corner nodes:

^ = ax + 2 a 3 x f + + 3a6xf + 2 a 7 x i j / i -h a 8y? (i = 1, 2, 3) (148)

du-
φ = a2 + a 4 x f + 2a5yt + a7xf + 2 a 8 x i y i + 3a9yf (i = 1, 2, 3) (149)

For a clear notation form it is convenient to introduce auxiliary notations.

(e)
The vector of the unknowns at the element nodes is denoted as u :

1 Ul 3 U (150)
L dx dy dx dy " dx dy *j

The vector of the unknown constants will be

τ
a = [a0 ax a2 . . . α 9 ] (151)
100

Matrix A of the system of ten equations for the unknowns a{ has according
to equations (147) through to (149) the following form:

1 xx yx x\ xxyx y\ x\ x\yx xxy\ y\

2
0 1 0 2xx yx 0 3x x 2xxyx y\ 0
0 0 1 0 xx 2yx 0 x\ 2xxyx 3y\
1 x 2 y2 x\ x2y2 y\ x\ x\y2 x2yl y\ χ
2 1
0 1 0 2x2 y2 0 3x 2 2x2y2 y\ 0 '
2
0 0 1 0 x2 2y2 0 x\ 2x2y2 3y
1 x 3 y2 x\ x3y3 y\ x\ x\y3 x3y\ y\
0 1 0 2x3 y3 0 3 x | 2 x 3y 3 y\ 0
2 2
0 0 1 0 x3 2y3 0 x 2x3y3 3y
1 x4 y4 x\ x 4y 4 x\ x\y± x4yl y\

The unknown constants at are then determined by the equation

1 i e)
a = A u (153)

This equation is unsuitable for practical application, serving more for the
elucidation of the principle of the Hermitian interpolation. Finite elements
of this type, convenient for computation, are always defined by means of local
interpolating functions derived mostly with the help of natural co-ordinates
(see equation (43) in section 3.2). The fourth node at the element centroid is
eliminated by a suitable condensation.
The resulting expression is always complicated. By way of example, an ele-
ment derived by Harrison and Cheung may be shown [ 5 0 ] . This element has
{e)
nodes merely at the corners, so that u will be defined in the following way
instead of by equation (150):

(154)

The magnitude of u at a point of the element will be defined by the sum

U =
R
U
+ U
S
(155)

The component uR is given by linear interpolation by means of natural

co-ordinates:
3
( e)
uR = [ L j 0 0 L2 0 0 L 3 0 0 ] u = £ (156)

For the component w s it holds true that

us = N T V > = [Nlx Nly N2x N2y N3x N3y] Tu' (157)

 101

In matrix Ν the interpolating functions Nlx and Niy are defined by the
equations
Nlx = {p3L2-p2L3)L\ (158)

Niy = (n2L3 -n3L2)LJ (159)

and the remaining functions are derived by a cyclic replacement of the indexes.
Constants wf and p f are defined by equations (18) and (20) in section 3.2.
The transformation matrix Τ in equation (157) has the following form
(A is the area of the finite element):

-nx 2A 0 -n2 0 0 -n3 0 0

-px 0 2A -p2 0 0 -p 3 0 0
-nx 0 0 -n2 2A 0 -n3 0 0
Τ = (160)
2A -Pi 0 0 -p 2 0 2A - p 3 0 0
- « ! 0 0 -n2 0 0 -n3 0
-Pi 0 0 -p 2 0 0 -p 3 0 2A

It follows from what has been said that the application of the Hermitian
interpolation is rather toilsome and the derived equation too complicated.
The application of the Hermitian interpolation for isoparametric elements is
simpler and more lucid. T h e first to use this type of element was probably
E. O . Frind [ 3 9 ] and it was further improved by T . van Genuchten [ 4 4 ] .
Quadrilateral isoparametric elements with the Hermitian interpolation, as
compared to triangular elements using the same type of interpolation but
defined directly in the global system of co-ordinates, have the advantage that
in their derivation we can proceed to a great extent as systematically as in
section 3.3 in elements with complete interpolating polynomials derived from
the Lagrangian polynomial.

+r

ι
Fig. 43 A one-dimensional element in the
4 local set of co-ordinates

Let us first consider a one-dimensional element with nodes 1 and 2, for

which in the local set of co-ordinates r it holds valid that rx = 1 and r2 = — 1
(Fig. 43). Let us further define the Hermitian polynomial Hj$(r) as a poly-
nomial of the degree 2n + 1, for which at the node i to which it belongs the
following relationship generally holds true:

d'HSKr,)^ 1 for k = m
x
(161)
dr* 0 for k Φ m
102

For example, for an element in Fig. 43 it is possible to introduce these Her-

mitian polynomials (because in the following all polynomials H will be of the
third order, it is possible to leave out the upper index (1)):

ffoiW - \ (1 + rf (2 - r) (162)

- \ ( l + rf(l-r) (163)

r
According to the established definition it holds true that i / 0 i ( i ) = 1 (the
function value is considered as the zero derivative) and d i f 1 1( r 1 ) / d r = 1 (the
satisfying of both requirements can easily be verified).
At node 2 there is similarly

H 0 2( r ) = \ (1 - rf (2 + r) (164)

HUr) = \ ( l - r Y ( l + r) (165)

W e will now consider an isoparametric element with four nodes and with
a Hermitian bicubic interpolating polynomial having 16 constants at in all.
A t each node of this element it is therefore necessary to consider four unknowns :
uh elisor, dUijds and du^drds (i = 1, 2, 3, 4). F o r greater lucidity of the further
derivation, it is of use to introduce an auxiliary matrix notation:

( e) T
ti = \βι u2 u3 M 4 ] (166)
(e)
du _ Vdux du2 du3 δ«4Τ
(167)
dr |_ dr dr dr dr J
(e)
du Vdux du2 du3 du^V
(168)
ds [_ ds ds ds ds J

2 {e) 2 2 2 2
du _ Vd Ul d u2 d u3 a u 4T
(169)
dr ds \jdr ds dr ds dr ds dr ds\

A t each node i (i = 1, 2, 3, 4) products of Hermitian polynomials (162) and

(163) defined in r and in s are used as local interpolating functions:

H00i(r,s) = H0i(r)H0i(s) (170)

Hl0i{r,s) = Hu{r)H0i(s) (1.71)
H01i{r,s) = H0J[r)Hu{S) (172)
Hlu{r,s) = Hu(r)Hu(s) (173)
 103

Four row matrices are formed of these interpolating functions:

=
Woo [#ooi #002 #003 H 0 0 ]4 (1^4)

Hi0 = [#ioi #102 #103 #104] (175)

=
Hoi [#011 #012 #013 #014] (176)

Mu = [ # i u #112 #113 #114] (177)

The interpolating polynomial for w, defined in the local set of co-ordinates,
can be written with the application of the introduced notation in the following
simple way:
{e) {e) 2 {e)
du du du
u(r, s) = H 0OU<'> + H 10 — + Hoi ~ ^ + "u ^ (178)

A n approach analogous to equations (107) and (108) is applied for the trans-
formation of the element from the local to the global set of co-ordinates. Let
us first denote
τ
x w = [ X l χ2 x 3 χ 4 ] (179)
{e) T
y = bi yi y 3 ^ ] (180)

These two vectors thus include the χ or the y co-ordinates of the element
nodes. T h e vectors of the partial derivatives of χ and y at the nodes will be
analogously denoted as vectors of derivatives in equations (167) to (169),
Consequently, the transformation equations from (r, s) to (x, y) have the form :

{e) (e)
( e) 2 (e)

( e)
dx dxx
d dx
χ = H 0 0x + H10 — + " οHι0l —
+ + Η
H . πi χ τ: (181)
dr ds dr ds

(e)
dy (e)
dy 2 (e)
d y
e
y = H 0 0y< > + H 1 0 + H 01 - j -
+ H01 + H
+ H nn (182)
dr ds dr ds

T h e same rules apply to the admissible form of an element thus defined in

the global set of co-ordinates as to the isoparametric elements defined in

Fig. 44 Mesh of isoparametric elements

with a Hermitian interpolation having right
internal angles
104

section 3.3. Futhermore the condition must be satisfied that the inner bound-
aries between the elements should be continuous and smooth.
From the point of view of computation, it is convenient to choose the shape
of elements with the Hermitian interpolation such that in the global co-ordi-
nates the internal angles at each node are right angles (see example in Fig. 44).
If this condition is satisfied the mixed derivatives at the nodes vanish in
equations (181) and (182) and the application of transformation equations is
considerably simplified. However, the geometrical shapes of elements which
are not rectangular become more complicated and in the division of the given
domain into elements it is mostly necessary to use curves instead of straight
lines.
In the global co-ordinates x, y an element with a Hermitian interpolation
can be expressed either with the help of the partial derivatives dujdx and
du\dy or by the derivatives dujda in the direction of the normal and dujdx in
the direction of the tangent to the element sides. T h e other approach simplifies
the formulation and the prescription of natural boundary conditions as it
corresponds better to their physical character.
T o express the variable u in the new set of co-ordinates σ, τ (which are in
general curvilinear), it is necessary to derive the relationships between its
partial derivatives with respect to r, s and to σ, τ . It is convenient to start from
the equations

du du dr du ds
— = + (183)
da dr da ds da

du du dr du ds
dx dr dx ds dx ^ '

O n the two parallel element sides r = + 1 and on the remaining two sides
s = ± 1. Therefore at all four element nodes it holds true (see Fig. 45):

ds
- - 0 (185)

dr
- - 0 (186)

Equations (183) and (184) will thus be simplified and at each node there will be

du: du: dr . v
 105

Similarly we can express also the mixed derivatives at the element nodes:
2 2 2 2
d ut dut dr du: ds dw dr ds
H - h (i = 1,2,3,4) (189)
da dx dr da dx ds da dx dr ds da dx
Obviously it also holds valid that
2
dr = d_ (dr\ _ d_ (dr
da dx da \dx ) dx \da (190)

Fig. 45 Introduction of co-ordinates

The derivatives may be expressed in the set of co-ordinates σ, τ in dependence

on the geometrical element shape. Let us denote the element sides meeting
at node i as L„ and L , . A t the element point M with the co-ordinates σ, τ , the
length of the line parallel to the σ-axis will be denoted as /„ and the length of
the line parallel to the τ-axis as / t (Fig. 45). Then,

dut 2 dui
(191)
da L „ dr

dut 2 du,
(192)
dr Lz ds

d (dr\ _ d /2\ 2ALq

(193)

d_ /ds\ _ d /2\ 2ALt

(194)
da W ~ da \Tj

where ALa and A L t are the length differences in the element sides parallel with
the axes σ and τ, respectively. Equation (189) will now have the form :

2 K
dadr ÜaLz dr L„L t ds L„L, dr ds '
106

Equations (191), (192) and (195) may now be conventiently written as one
matrix equation:
dut 2 dut
0 0
~da ~dr~ Κ

dut dut 2
= Τ = 0 0 (196)
'δτ Is ü
δ \ δ \ 2ALa 2 ALt 4 δ \
δσ δτ_ dr ös LIU LBL\ KU dr ds
In this equation the determinant of the transformation matrix Τ is obviously
always positive:

16
m =l 2
A
> 0 (19?)

1
Matrix Τ is therefore regular and there exists a matrix inverse T " . From
the matrix equation (196) the derivatives of ut with respect to r and s can be
expressed:

dut
± ο ο
~dr~ ~δσ 2
dut ôut
= T
1
= ο (198)
HI 'δτ

δ \ d\ AL, Δ Ι . L gL t
dr 3s . δα dτ 4 4 4 3σ 5τ

If this equation is substituted (for all four nodes) into equation (178) we
obtain, after modification, the matrix equation

u = H.L.U (199)

where matrix Η has the form

(200)

The transformation matrix L consists of sixteen submatrices

Ε 0 0 0
0 $L. 0 0 (201)
L =
0 0 \L, 0
0 i AL„ \ A L t

and finally

υ = u(«) (202)
3σ 3τ δσ δτ_
 107

From equation (199) it follows that

du_dH
LU (203)
dr dr

du_dH
LU (204)
ds ds

and for the expression of the derivatives of u with respect to χ and y one may
use the well-known relation

du du
dx ~dr

du
-r 1

du
(205)

s'y ds

where J is the Jacobian matrix.

It is obvious from the above that the fundamental equations characterizing
the bicubic isoparametric element with a Hermitian interpolation are relatively
complicated. This is first of all given by the high degree of the applied inter-
polating polynomial to which sixteen unknowns in the four element nodes
correspond. M . T . van Genuchten [ 4 4 ] therefore simplified this element by
considering merely three unknowns at each node: wi5 du{\dr and dutjds
(i = 1, 2, 3, 4). Thus polynomial (178) is replaced by a simpler polynomial
(e) (e)
du du
u(r9 s) = H 0* 0i i
( e)
+ Hfo — + H0*i (206)
dr ds

The interpolating function H cannot be derived from the product of two

Hermitian polynomials of the third degree. Polynomials having the following
general form (i = 1, 2, 3, 4) are used instead:

#ooi = ^ (1 + rfr) (1 + sfi) (2 + r,r + sts 2

s) (207)

#1*0,·= - ^ r £(l + r tr) (1 + s fs) (1 - r )

2
(208)

#o*n= ψ + r , r ) ( l +siS)(l - s)
2
(209)

where r i5 sf are the co-ordinates of node i. If we apply interpolating functions

for a bilinear isoparametric element, defined by equations (75} to (78), the
equations are simplified:

N 1] 2
#0*0,· = J i (
r r
+ o
s
+ o*- r
2
-
2
s) (210)
108
2
"ίο. = - \ - r) (211)

2
"ο*π = ~ \ ΛΓΡ>(1 - s ) (212)

Like equation (206), equations (179) and (180), which define the transforma-
tion from the local set /\ s to the global set v. y, also undergo a change.
Let us introduce the general notation H*QI for the interpolating functions / i * .
Then condition (161), valid for the Hermitian polynomials of one argument,
can be extended to polynomials of two arguments:
fc
3 ν / l for fc = p . ,

V » U r . >>=<„ k + ,
) { m

k
d „ / ν ^ 1 for k = q Λ v /

»^.*)-^0
ff , r +o ;r m
It may easily be verified that the interpolating functions defined by equations
(210) to (212) satisfy these conditions. The advantage of both the above-men-
tioned elements with a Hermitian interpolation is their high accuracy and the
small number of nodes required by this element mesh. It is, however, to be
noted that accuracy of the same order characterizes the twelve node element
belonging to the serendipity family. This element has eight nodes more but
if a convenient mesh generator is applied, the disadvantage is immaterial.
The practical application of elements with the Hermitian interpolation may
be very difficult in domains with a general boundary shape where the require-
ment that all elements should have right internal angles is not easily satisfied.
Orthogonal meshes must be generated with the help of suitable algorithms
(see for example [83]). It is an advantage that in the case of these elements the
derivatives at the nodes form a part of the solution results, but if the domain
is non-homogeneous it is necessary to interrupt the continuity of the derivatives
on the internal boundary between two materials.
In elements with a Hermitian interpolation certain difficulties arise in im-
posing the boundary conditions. Theoretically it is sufficient to impose at
each boundary node only one of the four (or three) unknowns, but in reality
this would not guarantee a satisfactory accuracy on the boundary and in its
immediate vicinity. This is due to the fact that the boundary conditions are
included in the original functional only in the integral sense, and therefore
not at each node. T h e analysis on the boundary and in its close vicinity becomes
substantially more accurate if on the basis of physical significance more than
one boundary condition can be imposed at each node [ 9 4 ] .
W e will consider at least one simple example. Let us assume that on a bound-
ary part rk the following is prescribed as the essential boundary condition:
u = u0(rk) = const (215)
 109

From this condition a further condition yields

If only an essential boundary condition (215) is imposed the derivatives

du\dz found on rk will be small but they will not equal zero. Also the accuracy
of dujdo will be adversely affected. T h e derivative values dujda on Γκ will
become substantially more accurate if dujdx = 0 is prescribed as well as u0.
The following example is typical of flow analysis. O n the boundary part Γη
representing the no-flow boundary, it is convenient to impose the boundary
condition dujdo = 0 thus making the analysis more accurate, even if this con-
dition is implicitly included in the minimized functional.
The advantageousness of elements with the Hermitian interpolation ob-
viously depends to a high degree on the type of problem dealt with. These
elements are neither as universal nor adaptable as isoparametric elements
with the Lagrangian interpolation.

3.8 M I X E D E L E M E N T S

Section 2.4 presented examples of non-homogeneous functional including

besides the velocity potential or the stream function also components of see-
page velocity. Several types of mixed elements were derived from these func-
t i o n a l by U . Meissner. A characteristic feature of these elements is that linear
interpolating functions are used for all unknowns at the nodes. A description
and assessment of the elements can be found in [ 7 4 ] .
A mixed triangular element with a linear approximation at whose nodes
h, u and ν are considered as unknowns was derived by B. Wosiewicz [102].
His technique for deriving a characteristic matrix of this element with the
application of the Galerkin method is a good example of generating mixed
elements.
( e)
Let us consider a triangular element G with nodes 1,2,3 given in the global
set of co-ordinates, at whose nodes we seek the total head h and the velocity
( e )
components u and v. Three equations must be satisfied in G : the continuity
equation and two equations for u and ν resulting from Darcy's law:

du dy
= 0 (217)
dx dy

0 (218)

(219)
110

On the analyzed domain boundary h, u and ν must further satisfy the boundary
conditions

h = h0 on Γχ (220)

unx + vny + q0 = 0 on T2 (221)

where again J\ u Γ2 = Γ and J\ η Γ 2 = 0. Let us define three auxiliary

vectors:
( e) T
h = [fci Λ 2 fc3] (222)
( e)
u = [ M l a 2 u3Y (223)
(e) T
* = [ » ! v2 v3] (224)

and the interpolating functions matrix

Ν = [Nx N2 N3] (225)

(c)
All three unknown node values can in G be approximated by the following
equations:
( e)
h = Nh (226)

( e)
u = Nu (227)
( e)
ν = Nv (228)

where matrix Ν must be formed from the interpolating functions derived for
a linear triangular element in section 3.1. T h e mentioned approximations are
substituted into equations (217) to (219). Since we apply an approximation,
these equations will not be satisfied identically but certain residuals will result:

dN ( e)
dN , ,
+ — v
ie)
— u = rx 229 y
dx dy '

Nuie)
+ hie) = Tl
^

N y i e ) + k y
J^ h(e) =
" 3 (231
^
The residual values will be minimized with the help of the Galerkin method:

ί T T
dN (e) T
N r, dG = N — u dG N ^ v<«> dG = R x (232)
G (e) dx G( e ) dy I V /

T T ( e) T (e
N r 2 dG = ί E
N Nu dG + | fcxN ^ h > dG = R 2 (233)
2 v
J cw J G< > JG<'> 5x '
 Ill

T
N r 3 dG = f
T
N N v « > dG + | kN
Y
v
T
^
(e
h > dG = R 3 (234)
Je« JG<*> JG«> Sy

( e)
If the characteristic element matrix M is to be symmetric, it is necessary to
divide equation (233) by kx and equation (234) by ky:

f T« T
Nu
( e)
dG +
f «ψ*
e)
dG = (235)

N Nv
ί dGN
+
T (e)
(236)
0 Κ dy ky

(e)
From these equations matrix
JG<«<
/V1 can already be derived. W e will first consider
an element of which no side is a part of boundary Γ 2 . Then
m l 1 -_12 „ 1 3 h( e )
πι 2 1 i n 2 2 m 2 3
=
( e)
u m m m u( e )
(237)
v( e )
31 ^ ^* 33 y( e )

{e) i j
where matrix M is written by means of nine submatrices m , which are of
third order and are derived from equations (232), (235) and (236).
F r o m the composition of these matrices it immediately follows that

m " = m * 3 = 3 2
m = 0 ) ( 2

and the elements of these submatrices can be expressed in the following way:

Γ djv, 1
m-r = e
dG n U j = 1, 2, 3 (239)
Jc<> SX 6>

Γ SN,
m]? dG (240)
JGie) dy

m, , = m 12 _
21
(241)

12*,
m,, =
(242)
6ÏZ
m?; = m,13
1
Pi (243)
112

If one element has a side lying on the boundary part Γ2 with the prescribed
flux q0, in this element it is necessary to add to the continuity equation (217)
the quantity of water flowing through the element side. Let us return to
equation (232) and apply the Green theorem:

T
f N ^ u<«> dG + f Ν
dy
JG(e) ÔX JG(e)
τ
(e
δΝ
ä N T Nu >dG -
- -1 dy
Nv^dG +

T (e) T

+ N Nu nx d r +
( e )
\ N Nv n„ dr = R4 (245)
J/2<»>

With the application of a natural boundary condition and after modification

we obtain

N P-u^àG +
lÔ
N
T (e
— v > dG + Nq0 d r = R 4 (246)
f(.) Jrf.)
;U*) OX

The technique of imposing a non-homogeneous natural boundary condition

is thus the same as in an ordinary linear triangular element (see section 3.1).

3.9 T H R E E - D I M E N S I O N A L F I N I T E ELEMENTS

The application of the finite element method for the analysis of three-di-
mensional problems poses no difficulties as far as the method itself is concerned.
The solution algorithm undergoes no change and the transition from the two-
dimensional to the three-dimensional problem becomes evident merely in the
dimension increase of the composed matrices.
What makes the application of the finite elements to the analysis of three-
dimensional problems difficult is the considerable increase in laborious com-
putations. This becomes manifest primarily in the more difficult preparation
of the input data, by the increased number of unknowns, by greater demands
on the computer memory and by the extended computer run time. This in-
crease in demand has two main causes: on the one hand it is necessary to use
a relatively large finite element number for a satisfactory approximation of the
domain being analyzed, and on the other hand the number of unknowns
corresponding to one finite element is increased. If for example we apply to
the solution of a two-dimensional problem a bilinear isoparametric element
with four nodes, then the simples! three-dimensional isoparametric element
will have eight nodes in all, that is, twice as many. This ratio increases still
further with the increasing degree of the interpolating polynomial.
 113

The difficulties mentioned require the use of large computers with a sufficient
core memory capacity and the necessary operational speed. Also, perfect
software and hardware equipment for the graphic check-up of the input data
and the evaluation of the solution results must be available.

3.9.1 Three-dimensional elements in global co-ordinates

The simplest three-dimensional element which can be defined in the global

set of co-ordinates x, y, ζ is a tetrahedron with four nodes corresponding to the
apexes (Fig. 46). This element is a three-dimensional analogy of the linear tri-
angular element.

Fig. 46 The tetrahedron

as the simplest
three-dimensional element

In a tetrahedron with four nodes only a linear polynomial can be applied

for interpolation

u = a0 + axx + a2y + a3z (247)

whose constants can be found by the solution of a system of four equations

u{ = a0 + axXi + a2y{ + a 3 x f / = 1, 2, 3, 4 (248)

which result from the substitution of the co-ordinates x „ yb z f into equation

(247). The values of u at the element nodes are denoted as ut (i = 1, 2, 3, 4).
As in the case of a linear triangular element it is convenient to substitute for
the interpolating polynomial (247) the generalized polynomial

u= £ΝΜ (249)
i=l

where Nt are the interpolating functions. It can be easily shown that the func-
tions Ni are identical with the spatial natural co-ordinates L f (i = 1, 2, 3, 4)
defined by the equation
114
in which V is the volume of the entire element and Vt is the volume of the
tetrahedron which arises if we connect the considered point x, y, ζ with all
element nodes except node i (Fig. 47). If the element volume V is to be positive,

/ /"(x y æ )J^-3
>2

V
1 Fig. 47 Introduction
of three-dimensional natural
J co-ordinates

it is necessary to label its nodes with the local indices 1,2, 3 and 4 in such a way
that on an arbitrary tetrahedron face they should follow anticlockwise when
viewed from the node not belonging to the face under consideration (compare
Fig. 46).
For local interpolating functions equations must be valid which are exten-
sions of equations (23) and (37) to a three-dimensional case

Ν ; ( χ , , ^ ζ , ) = δ,., (251)

Ó Nix, y,z)= 1 in G<*> (252)

The relation (251) is valid for the node co-ordinates while equation (252)
must be satisfied at any element point.
By adding further nodes on the tetrahedron edges and faces (and possibly
also inside the element) it is possible to derive three-dimensional elements with
a higher interpolating polynomial. However, no element of the tetrahedron
shape has been widely used in practice because the division of a three-dimen-
sional domain into elements of this shape is rather involved and the same holds
true, for the assignment of local indexes to nodes.
It was for this reason that macroelements began to be used which can have
the shape of a paralellepiped or a wedge. Yet even in this way it was not possible
to simplify sufficiently the division of the domain. For this reason three-di-
mensional isoparametric elements are mostly used; they are adaptable in shape
and allow a relatively simple and lucid division to be made even if the given
domain is of a general shape.
 115

3.9.2 Three-dimensional isoparametric elements

In sections 3.3 and 3.6 three ways of constructing two-dimensional isopara-

metric elements were used:
— elements with a complete Lagrangian interpolating polynomial, con-
taining internal nodes if the applied polynomial is higher than bilinear,
— elements with an incomplete interpolating polynomial having nodes
only on the element sides (i.e. elements belonging to the serendipity family,
Fig. 28),
— elements with a complete or incomplete Hermitian interpolating poly-
nomial having nodes only at the corners of the element (Fig. 45).
All the elements mentioned were of a quadrilateral shape which could, if
an interpolating polynomial of a higher degree were applied, havç an arbitrary
number of its sides curved. It is interesting to note that of the three methods
successfully used for two-dimensional elements, only the second is suitable
for three-dimensional isoparametric elements, requiring nodes merely on the
element edges. It may be of interest to know why the remaining two ways are
not used.
Three-dimensional elements with the Hermitian interpolation have not yet
been used apparently because of the complexity of their formulation and the
difficulties which could arise in the division of domains of a common shape
into these elements. In addition, it is not expedient in most practical problems
to use throughout a space domain a cubic interpolating polynomial.

Fig. 48 A n element with

a triquadratic Lagrangian
polynomial

The reason why three-dimensional elements with a complete Lagrangian

polynomial are not suitable is altogether different. Let us consider as an
example an element with a complete triquadratic polynomial (Fig. 48) which
3
must have 3 = 27 nodes. 20 of these nodes are situated on the edges, 6 lie
on the element faces and only one node is an internal node (i.e. it can be elim-
116
inated by condensation). The corresponding element with an incomplete poly-
nomial will be considerably simpler, since it will have only 20 nodes situated
on its edges. Besides, this element is very adaptable as to shape (see further).
Therefore the following exposition is focused only on three-dimensional iso-
parametric elements belonging to the serendipity family.
The simplest three-dimensional isoparametric element is the hexahedron
(Fig. 49). It has eight nodes and its faces are commonly hyperbolic paraboloids.

1,2 I

\ Y I J s
,
7 ^ y . ^ O 1
—Je
X
^ 8 5
Fig. 49 A three-dimensional isoparametric element with eight nodes in the global and the local
set of co-ordinates

In the local set of co-ordinates r, s, t it has the shape of a cube with an edge
length equalling two and with its centre in the origin of the co-ordinates. The
common form of the interpolating polynomial is
u = a0 + a^x + a2y + a3z + a4xy + a5yz + a6zx + a7xyz (253)
This polynomial can also be written in the form
u = {b0 + btx) (c0 + Cly) (d0 + dxz) (254)
In this, the simplest case, the interpolating polynomial is tnrnear.
After the inserting of local interpolating functions we may write instead
of (253)

u = Σ i( > > Þ i (255)

N r s u

i=l

where u{ are the unknown function values u at the element nodes.

The interpolating functions are defined by the formula

Ni = I (1 + r,r) (1 + sts) (1 + f,t) i = 1, 2 , 8 (256)

where the co-ordinates r f, s f, tt are the co-ordinates of node i in the local set of
 117

co-ordinates. T h e transformation from the local into the global set of co-
ordinates is defined by the equations

(257)

y= Σ * Λ (258)
i=l

z= Σ AT* (259)
i= 1
where x f , yh z f are the co-ordinates of node i in the global set of co-ordinates.
The Jacobian matrix characterizing the transformation is in the space case
of the third order:

dx dy dz
~dr~dr ~d~r

dx dy dz
i= ds~ ds ds
(260)

dx dy dz
~dt dt ~dt

The derivatives of local interpolating functions with respect to x, y and ζ

are defined by the equation

dNt dN,
dx ~dr~

dNt dN,
i = 1, 2, (261)
dy Is"

dN, dNt
dz IT

For an elementary volume element it now holds valid that

dx dy dz = \J\ dr ds dt (262)

where |J| denotes the Jacobian (i.e. the determinant of the Jacobian matrix).
It is obvious that there is a formal analogy between the formulation of two-
dimensional and three-dimensional isoparametric elements and it is due to
this analogy that the fundamental equations in the matrix notation are the
same.
The way in which it is possible to form a triangular isoparametric element
118

from a quadrilateral one by means of node superposition has been described

in section 3.3 (see Figs. 32 and 34). T h e principle of superposition can be used
in space to even greater advantage. Fig. 50 shows examples of the deformation

Fig. 50 Shape modification of a three-dimensional isoparametric element with eight nodes

by means of a superposition of its nodes

of an eight node space element which can be formed by different superpositions

of its nodes. In the case of higher three-dimensional isoparametric elements
which can have curvilinear edges the principle must be observed that the
superposed nodes should always lie on the same edge.
Fig. 51 shows an isoparametric element with 20 nodes having 8 nodes at
the corners of the hexahedron and 12 nodes at the middle of each edge. The

Fig. 51 A three-dimensional isoparametric element with twenty nodes in the global and the
local set of co-ordinates
 119

element faces may be general curved surfaces, the edges having the shape of
parabolic arcs. With the help of this element even three-dimensional domains
with a curved boundary can be satisfactorily modelled.
F o r the determination of the element, 20 local interpolating functions are
necessary, so that w, x, y and ζ can be expressed:

20

u = Σ Nfc, s, t) u, (263)
i= 1

x = fjNi(r9s9t)xi (264)

i=l

20

y = Σ^,8,ή γι (265)
i=l

20
zThe Σ ^ Γ , u8f,, xί f), ζyt, and z, are pertinent to the element nodes.
= values (266)
i=l i]
Let us denote as Nj (i = 1,2,..., 8) the interpolating functions defined on
the eight-node hexahedron by equation | 256). It is then convenient to write
the interpolating functions N , to N8 in the way used before in equations
(98) to (101):

Ni = Μ" - \ {N9 + N 1 2 + N 1 7) (267)

N2 =Μ υ
- ^ ( N 1 0 + N9 + N 1 8 ) (268)

N 3 = Νγ> - -2 (Nn + N10 + N 1 9) (269)

N4 = N ' » - \ ( N 1 2 + N n +N 2 0 ) (270)

N5 = - i ( N 13 + N 1 6 + N 1 7) (271)

N 6 = Λ#> - i ( N 1 4 + N 1 3 + N 1 8) (272)

N7 = Μ» - 1 ( N 15 + N 1 4 + N 1 9) (273)

1
N 8 = Aft ' - ^ ( N 1 6 + N 1 5 + N 2 0) (274)
120

These interpolating functions correspond to corner nodes of the hexahedron

and are non-zero inside the element and on three edges and faces meeting at
the node being considered. The interpolating functions in brackets in equations
(267) to (274) correspond to nodes situated in the middle of the edges which
meet at the corner node being considered.
The remaining 12 interpolating functions have a simpler form:

l 2
N9 = -(l-r )(l+s)(l + t) (275)

2
i V 1 0 = ^ ( l - r ) ( l - S ) ( l + i) (276)

l 2
N11 = -(l-r )(l-s)(l + t) (277)

l 2
Nl2 = -(i + r)(i-s )(i+t) (278)

2
N 1 3 =\(l-r )(l+s)(l-t) (279)

JV 14 = i ( i _ r ) ( i _ s 2 ) ( 1 _ t ) (280)

2
N 1 5 = i ( l - r ) ( l - s ) ( l - i ) (281)

1 2
Ν16 = -(1+ή(ί-5 )(ί-ή (282)

2
JV 1 7 = i ( l + r)(l + S ) ( l - t ) (283)

2
N 1 8 = l ( l - r ) ( l + s ) ( l - t ) (284)

l 2
Ni9 = -(l-r)(l-s)(l-t ) (285)

2
N20 = i ( l + r)(l-S)(l-t ) (286)

As in the case of a two-dimensional isoparametric element with eight nodes,

it is possible in its three-dimensional counterpart with twenty nodes to leave
out the selected nodes in the middle of the edges thus forming a transient
element with a heterogeneous interpolation which makes it possible to use
simultaneously within the same mesh three-dimensional elements with twenty
 121

and with eight nodes. It is again sufficient to make each interpolating function
correspond to an omitted node equal to zero. In this \va\ it is possible, for
example, to adapt the approximation accuracy to the qualitatively known
distribution of the unknown variable without changing the element sizes.
A simple example of a transient element application is shown in Fig. 52.

Fig. 52 Transient elements making possible the application of a hexahedron with twenty and
with eight nodes in one mesh

The formation of transient elements together with the possibility of simpli-

fying the element shape with the help of node superposition is one of the great
advantages of the hexahedron with twenty nodes.
It is also possible to derive even higher isoparametric elements. F o r example,
a 32 node element would have 4 nodes on each edge, so that its edges might
(theoretically) have the shape of a cubic parabola. However, such an element
is too complex and its practical application therefore rather limited.

3.10 C O N V E R G E N C E O F T H E F I N I T E E L E M E N T METHOD

The accuracy of results obtained by the finite element method depends

primarily on the governing functional and on the type of finite element applied.
As in any numerical method of solving boundary and initial value problems
of differential equations, it is necessary in the case of the finite element method
to ensure its convergence towards a correct solution and its numerical stability.
The conceptions of convergence and stability may be elucidated as follows.
Let us assume that u is an accurate solution of the given problem and that
M* is an accurate solution of a discrete model constructed by the finite element
method. This model is dependent on the partition of the analyzed domain into
elements which can be characterized by means of the parameter h expressing
the element size. The problem solution will converge if the following condition
is satisfied:

lim (u - κ*) = 0 (287)

122

The exact solution u* of a discrete model cannot be obtained because every

computer disposes only of a limited digit number. Due to round-off errors,
we obtain the solution ü which will be different from u*. The finite element
method solution will be numerically stable if it holds valid for an increasingly
finer division into elements:

lim (u* — u) = 0 (288)

A finite element method analysis has been dealt with by a number of authors
(see for example [ 1 ] , [ 9 4 ] , [37]). T h e proof of the convergence requires the
application of functional analysis and is rather time-consuming. In the fol-
lowing chapter a relatively simple convergence proof for groundwater flow
analysis will be given, starting from the physical interpretation of properties
of the discrete model applied. This section will mention only the conditions
securing the convergence of the finite element method during a gradual re-
finement of the mesh covering the analyzed domain.
Let us first introduce the conception of function continuity. A function has
a C ° continuity if in the given domain its values are continuous. If, in addition,
ih
the function derivatives of the k order are also continuous, the function has
k
a continuity C .
If the governing functional includes derivatives of the unknown function
up to the order r + 1 inclusive, then the finite element must satisfy the following
conditions:
— on the element sides the approximation of the unknown function must
r
have the continuity C (compatibility condition);
— inside the element the interpolating polynomial must have the continuity
r+1
C (completeness condition).
The two conditions must be satisfied irrespective of the procedure in which
the minimized functional has been derived. It is interesting to note that it is
mostly possible to apply the finite element method even if these two conditions
are not satisfied, but no uniform convergence can be expected.
The finite elements with a Lagrangian interpolation presented in this

Fig. 53 Distribution
of function u over two
isoparametric elements with
2 3 four nodes
 123

chapter have continuous function values on the shared sides. This is caused
by the fact that on each element side only those interpolating functions that
correspond to the nodes lying on this side take non-zero values (the remaining
interpolating functions are equal identically to zero). T h e derivatives of
function u are not continuous on the shared element sides, since their values
also depend on the magnitude of u at the nodes not situated on the side being
considered, so that they cannot be shared by two elements.
Fig. 53 shows a simple example: t w o bilinear isoparametric elements A
and Β share a side with nodes 2 and 5 (the node numbering is now of global
character, i.e. it serves for the identification of each mesh node). The inter-
polating functions have a general form given by equations (75) to (78). The
distribution of function u on side 25 depends solely on the values u2 and u5
(between which u changes linearly), whether this side be considered as belonging
to element A or to element B. T h e graphic representation of the distribution
of function u on the elements A and Β reveals clearly the discontinuity of the
derivatives of u on the common side 25.
Elements with the Lagrangian interpolation have thus the continuity C °
on their sides irrespective of how many nodes are situated on it. The situation
is different at the internal points of the element: continuity is obviously deter-
mined by the degree of the interpolating polynomial. Should the finite elements
with this type of interpolation be compatible, the minimized functional must
not include derivatives higher than of the first order.
Elements with a Hermitian interpolation, described in section 3.6.. do not
have continuous derivatives on their sides either. Only in the case of an ele-
ment with a bicubic Hermitian polynomial the derivatives are continuous
at its nodes.
The numerical stability of the finite element method depends primarily on
the type of finite element applied. The more perfect the element is, the smaller
will be the influence of the round-off errors. But a uniform convergence of
expression (288) towards zero cannot be expected, particularly with simple
elements.
As an example we may compare the results of linear triangular elements

d_
2

_d
2
Fig. 54 D o m a i n
for the solution to potential
flow
124

and isoparametric elements with eight nodes. The comparison was carried
out for a simple potential flow problem in the domain shown in Fig. 54. F o r
each element type three meshes were chosen, i.e. meshes L I , L 2 and L3 for
a linear triangular element and meshes Kl9 K2 and K3 for an isoparametric
element with eight nodes. T h e meshes are compared in Fig. 55 and the data
concerning them are listed in Table 3.1.

L1 K1

L2 K2

L3 K3

I ig. 55 Meshes used f o r the analvsis o f p o t e n t i a l flow

T A B L E 3.1

mesh denotation LI L2 L3 Kl K2 K3

number of elements 48 192 768 6 24 96

number of nodes 35 117 425 29 93 329
number of unknowns 21 91 375 15 67 279
 125

It may be seen from the table that for both element types the meshes were
gradually refined so that the characteristic element dimension h was always
halved, the new mesh including all the nodes of the preceding mesh. F o r meshes
with the same number behind the letter, one isoparametric element substitutes
eight triangular elements.

ο
τ—

iE

number of unknowns
Fig. 56 Comparison of the minimized functional values for the meshes in Fig. 55

The solution accuracy was compared by means of the computed value of

the minimized functional Fu. F r o m the results plotted in Fig. 56 it is obvious
that the great number of simple elements in mesh L3 led to the consequence
that the value Fu did not decrease in comparison with mesh L2. The isopara-
metric elements showed a significant convergence even during the transition
from mesh K2 to mesh K3. It is interesting that the value of the minimized
functional for the simplest mesh Kl differed only slightly from the value Fu
for the meshes L 2 and L3. This comparison shows clearly the advantages of
applying elements with a higher interpolating polynomial.
By way of conclusion it should be mentioned that this chapter has presented
only the basic types of two-dimensional and three-dimensional elements, iso-
parametric elements being emphasized because of their reliability and con-
venience in practical application.
4. L I N E A R P R O B L E M S O F S T E A D Y G R O U N D W A T E R F L O W

In section 1.4 it was derived that steady groundwater flow in an incom-

pressible, non-homogeneous and anisotropic porous medium is in a two-
dimensional case described by the partial equation

d / dh\ d / dh\ n m

It is assumed that the axes of anisotropy are parallel to the axes of the
co-ordinate set x, y and that it holds valid for hydraulic conductivity that

kx = kx(x,y) (2)
ky = ky(x,y) (3)

Fig. 57 Domain G with boundary Γ

In this medium we will consider a domain G with boundary Γ (Fig. 57),

where there are neither sources nor sinks, so that water flows into or out of
domain G only through boundary Γ . W e will further assume that no part
of the boundary is formed by a free surface, i.e. the flow is a confined ground-
water flow.
On the boundary part J\ an essential boundary condition is imposed:

h = h0(x,y) (4)

and on the boundary part Γ2 a natural boundary condition is prescribed:

dh dh . .
k x Ηχ + y yH + q
die ° *'

where nx and ny are direction cosines of the outward normal to the boundary,
and q0 = q0(x, y) is the imposed flux. F o r the boundary parts it holds true
simultaneously that

Γ , u Γ2 = Γ, Γ,ηΓ 2 = 0 (6)
 127

The given boundary value problem is a linear one (with mixed boundary
conditions) and by means of the methods described in Chapter 1 it can be
formulated as an equivalent problem of finding function h, minimizing the
quadratic functional

W e will now show the way in which the minimum of this functional is sought
by means of the finite element method for elements defined in the global set
of co-ordinates x, y as well as for isoparametric elements defined in the local
set of co-ordinates r, s.

4.1 C H A R A C T E R I S T I C E L E M E N T M A T R I X I N T H E G L O B A L S E T
OF CO-ORDINATES

Let us divide the given domain G into linear triangular elements (as de-
scribed in section 3.2). Since the domain is generally non-homogeneous, the
( e)
division into elements G is carried out so that it holds valid for hydraulic
conductivity that

= C n S t
^ ° j inG» (8) v
ky = const] '

In the solution of practical problems this simplifying requirement can always

be easily satisfied.
For a linear triangular element it holds valid that
T
h = Λ(χ, y) = [ χ N2 N3] [h, h2 h3] = Nh< > χ, ν e G«> (9)

where the local interpolating functions N{ (i = 1, 2, 3) are defined by equation

(3.21) and h u h2 and h3 are values of the total head at the element nodes.
It is convenient to express with the help of equation (9) functional Fu first
(e)
of all above the common finite element G :

( e)
f a, 0 N h dr = + If (10)
(e
Jra >
e) ( e)
The second integral l2 in this equation applies only if element G forms
a part of the, boundary T2. According to what has been stated in section 3.1,
128

functional Fh can be approximated in the finite element method by the fol-

lowing function (compare equation (3.8) in section 3.1)

Fh = F(hu /z 2, ·.·, hn) (11)

where η is the number of all nodes of the given mesh. Function F is constructed
e) ( e)
by first adding at node i the share Fh\ from the functionals Fh assembled
for elements having node i in common. W e thus gradually substitute for
index e numbers of the elements including node i. This operation is performed
for each node and the results are added:

F = Σ Σ ^ i= 1,2,..., η (12)
I E

Conditions for the minimum of this function will have the form
e)
dF dFtt

Since functional F h is quadratic, (13) will represent a system of linear algebraic

equations. It follows from equation (13) that the algorithm can be simplified,
if function F is not assembled according to equation (12), but if on the basis
of equation (13) the resulting system of equations is assembled directly from
the so-called characteristic element matrices.
The convenience of this simplified algorithm can be shown very clearly on
a linear triangular element. Because of its simplicity it is possible to express
explicitly all steps necessary for the derivation of the characteristic matrix. In
the following section it will be shown that with isoparametric elements for
example, such a simple procedure is not possible and that in the assembly of
their characteristic matrix numerical integration must be applied.
Let us make use of the simplicity of the linear triangular element and carry
out the derivation of the governing equations in sufficient detail to make it
lucid and easy to understand.
W e will now derive the characteristic matrix of a linear triangular element
under the assumption that none of its sides are situated on the boundary part Γ 2 ,
on which a non-homogeneous natural boundary condition (5) is imposed. W e
will first express the partial derivative of integral l l 9 for example with respect
to hl:

dl? Γ Γ dh d (dh\ , dh d /3Λ\1 .

Ur û; y
ί Λ λ

es: =
di d^ y +
k
> dy I d G (14)

F o r the individual partial derivatives occurring in this equation we can

easily find
dh
L 1 2 3J v
dx _dx dx dx ] 2A '
 129

d fÔh\
=
1 3 , ,
( M l +
,
An +
, ν
n 3 l 3) =
ι 1
(16)
2 l ^ ' 2l"

dh
(17)
Ty

δ /5Λ\ 1 3 , . . , \ 1
(18)

The computed values are substituted into equation (14)

öl?
^ = ^ a
~dh, W 3 ] * % j G ( e ) d G +

1 f 1
(e) ( e)
+ 4j Λj '2 Κ[Ρι P 2 P i ] h Pi J w dG = — ^ [ η ^ n ^ ] h +

+ ^ ^ [ Ρ ι Ρ ι P1P2 P1P3] *
< E)
(19)

Analogous derivatives with respect to h2 and h3 are easily derived from this
equation by means of a cyclic index rotation. T h e result may be con-
veniently written in matrix form:

dl? njttj nxn2 PiPi P1P2 P\P3

(e , e , ( e)
hi.
n 2«i n2n2 n2n3 PiP\ P2V2 P2P3 h> = M h
4A 4A
η3Πι n3n2 n3n3 P3P1 P3P2 PiPi
(20)
{e)
Matrix M will be called the characteristic element matrix, it is important
to note that (20) is not an equation in the strict sense of the word, because the
expression on its right-hand side is only explicitly expressed by the left-hand
side. In reality it is an identity necessary for an easy and lucid assembly of all
nodal equations.
(e)
Matrix M is symmetrical and the sum of elements in each row or column
equals zero. The assembly of matrix M of the resulting system of equations'
(e)
from characteristic matrices M is described in section 4.3.
Condition (13) corresponds to one equation of the resulting system and has
a substantial physical significance. F r o m the known values of the total head
( e)
at the element nodes h it is possible to determine the seepage velocity com-
ponents u and v. Under the assumption of the validity of Darcy's law, there
will be
dh
k x
dx

(21)
-fc *y
dy
130

According to equations (15) and (17) the velocity components will be defined
as follows:

k
H l hl + n i hl + n h
" = - 24 ( * ^ ^

k
ν = - 2 ^ (Pifci + p2h2 + p 3 fc 3 ) (23)

As a linear triangular element has on its sides merely the continuity C ° , the
continuity equation is not satisfied for this element. According to equations
(22) and (23) the velocity components are constant in each element and on the
side shared by two elements this velocity undergoes an abrupt change.
As the minimized functional Fh includes only first derivatives, the application
of a linear interpolating polynomial is correct (both the compatibility condition
and the completeness condition are satisfied, see section 3.8) and the con-
tinuity equation in the analyzed domain subdivided into triangular elements
must be fulfilled in such a way that the mesh refinement must secure a con-
vergence toward the accurate solution. The validity of this proposition can
be shown as follows. Equation (20) defining the characteristic element matrix
(e)
M is modified with the application of equations (22) and (23):

MWhw = _ 1 M [ B l „ 2 „ 3] τ _ * vi ? i pz γ
?3 ) ( 2 4

The geometric significance of constants nf and px (i = 1, 2, 3) was shown in

section 3.2: they represent orthogonal projections of side sf opposite to node i
e)
in the direction of the x-axis and the y-axis, respectively. The discharge Q\
( e)
through side sf of the element G is thus defined by the equation:

Qf = niu + Piv i = 1, 2, 3 (25)

Equation (20) can eventually be written in the form

τ
M<*>h<«> = - 1 [ρ<«> ρ</> ρ<«>] (26)

According to equation (13) it must be valid that

e)
êF dF^ 1

i-?^---iCer-0 (27)
In this equation, index i denotes that the discharges through the sides
opposite to node i are summed and the upper index e means that the sum
includes all elements to which node / belongs. By a simple modification of
equation (27) we obtain the condition

lQi' ]
= 0 (28)
 131

whose physical meaning is obvious. Let us denote as G ; the subdomain formed

by the elements with the common node i (Fig. 58):

G, = \jGf (29)
e
The subdomain boundary will be denoted as T f . According to equation (28)
the water flowing into subdomain G f through boundary F f is equal to the
outflow from the subdomain. Thus equation (28) is a continuity equation
which is satisfied on boundary F f of subdomain G f . (The continuity equation
does not apply to elements inside G f ) .
Conditions (13) for the minimum of function F, which is a discrete model of
the original functional Fh, prescribe the satisfying of the continuity equation
on boundaries F f of subdomains G f belonging to the individual nodes of the
element mesh covering the analyzed domain G. Thus the continuity equation

is not satisfied in the general point of the given domain G but it is expressed
in a discrete form by the system of equations (13) for the nodes i and the cor-
responding subdomains G,. With the increasing number of nodes as the ele-
ment mesh is refined, the discrete expression of the continuity equation in
the analyzed domain G will obviously approach a continuous one. If the
influence of the round-off errors is neglected it follows from the physical
meaning of the discrete model that the finite element method converges to
a correct solution.
It has up to now been assumed that no element side lies on the boundary
part Γ2 on which the boundary condition (5) is prescribed. Let us now show
in which way the derived equations will change if it is also necessary to evaluate
e)
in functional (10) the second integral I2 (Fig. 59).
W e will first assume that on the element side Τψ = 12 with the length L,
a constant flux q0 is imposed by a natural boundary condition (Fig. 60). With
132

respect to the finite element type the total head h changes linearly from the
value hx at node 1 to the value h2 at node 2.
The distribution of h on side Î 2 is defined as follows:
ie)
h = Ν .h = N2h2 + N3h3 = Nxht + N2h2 on f f > (30)

Fig. 60 Scheme for the

evaluation of integral ΙΨ

In this equation we have made use of the fact that side 12 is opposite to node 3
and therefore on this side it must hold true that N3 = 0. W e substitute equation
(30) into If:

If = q0hdr (31)
if) Jii
e)
d r + q0h2 I N2 άΓ
r

T o integrate simply Nx and N2 on side T2 we will introduce a length co-

ordinate s, so that at node 1 s = 0 and at node 2 s = L. The interpolating
functions Nx and N2 will have a simple form in this set:

Ni = (32)

AT, = - (33)

The following will be valid for both functions:

ί N j άΓ = ί ^ ds = \ L i = 1, 2 (34)
Jjv> Jo 2
After substituting into If we obtain:

/</> = - q0L{hx + h2) (35)

For complementing equation (20) it is necessary to differentiate If with

respect to the values h at all three element nodes:

T
^ = I , 0 L [ 1 1 07 = [ F , F 2 F 3 ] = fw (36)
 133

The general form of equation (20) will therefore be

{e) e)
dFh dlf dl2 ie) ie) e)
ie) {e) ie)
= Mh + f* (37)
dh dh dh

If the natural boundary condition (5) is homogeneous, that is if it holds

ie)
valid that q0 = 0 on rjf\ then F in equation (37) will be a zero vector and
this equation will be equal to equation (20). F r o m the formal aspect there is
therefore no difference between an element which has no sides situated on
the boundary part Γ2 and an element which has at least one side on which
a homogeneous natural boundary condition is prescribed.
e)
In the computation of the components F f of vector F^ local interpolating
functions have been applied. T h e convenience of their application is par-
ticularly evident in the derivations of equivalent nodal discharges F1 and F2
when a linear distribution of the discharge is imposed on the element side 12.
In this case it is obviously sufficient to characterize the flux by the value qx
at node 1 and by value q2 at node 2. For IV we obtain:

l2
( e)
= hi N,q άΓ + h 2 \ N2q άΓ (38)

β)
The distribution of q can be formulated on Γ$ with the help of interpolating
functions Nx and N2 :

q = Ntqx + N2q2 on J?> (39)

After substituting into (38) we obtain

2
/ Γ = hi ί [Nhi + N1N2q2'\ άΓ + h2 \ [ Λ Γ 1 Λ Γ 2 βι + N 2q2] dF =

= Nf άΓ + (h±q2 + Λ 2 ί ι) A ^ i V , d F + / z 2$ 2

(40)
After substituting (32) for iVj and (33) for N2 we easily obtain:

W = ^ L [ ( 2 i ! + q2) hx + ( ί ι + 2 ί 2 ) Λ 2 ] (41)

By differentiating with respect to ht the equivalent nodal discharges Ft

(i = 1, 2, 3) can be determined:

e)
dl2 _ 1
L (42)
äh^~ 6
0
ie)
In equations (42) and (36) vector F includes discrete discharge values at
nodes which are equivalent to the flux prescribed on the element side by the
134

natural boundary condition. T h e values F f (i = 1, 2, 3) appear in the node

equations corresponding to the local indexes 1, 2 and 3. Since they are not
multiplied by any unknown value of the total head at the node, they may be
transferred to the right-hand side of the resulting system of equations. These
are the reasons given for the statement in the preceding section that a non-
homogeneous boundary condition contributes only to the vector of the right-
hand side of the resulting system of equations. This statement does not ob-
viously depend on the finite element type.
From the point of the computation algorithm it is convenient to assemble
ie) e)
the matrices M and the vectors F separately. The characteristic matrices
(e)
M are applied to the assembly of matrix M of the system of resulting equations,
e)
the vectors F are summed in the right-hand side vector F.
The resulting system of equations has thus the form

Mh = -F (43)

where vector h includes the total head values at all mesh nodes. The initial
differential equation (1) did not include either sources or sinks. If there are
any sources or sinks in the given domain it is convenient to divide domain G
into elements such that each source or sink occurs at an element node. Dis-
cretization is then carried out simply by adding algebraically the corresponding
value Qi to the right-hand side vector F.
The general case, when the source or the sink Q is situated at a point ( x 0 , y0)
(e
of element G \ is more complicated. Functional (10) must be supplemented
by integral If:

If = ^JtQS{x - x0)à{y - y0)dG =

= Q^S{x-x0)ô{y-y0).NdG^ h<* (44)

With respect to what has already been stated about the Dirac delta function,
wehave

uô(x - x0) ô(y - y ο) dG = u(x 0, y0) (45)

JG

i.e. the integral of function u multiplied by the Dirac delta function at point
( x 0 , y0) is equal to the function value u at point ( x 0 , y0). F r o m equation (44) it
follows that

If = Q[Nx(x09 y0) *i + W 2 ( x 0 , y0) h2 + N 3 ( x 0 , y0) h3] (46)

 135

The equivalent nodal discharges at the nodes will therefore be

Ni(*o> yo)
=e Ni(xo> yo) = F*> (47)
Ν 3 ( χ 0 > yo)
The notation /V,(.\<), y0) (i = 1, 2, 3) means the value Nt at the element point
(*o* ^ο)· The case when Q is given at a node, i.e. .v n = xh y0 = ν,· (i = 1, 2, 3)
must be a special case of the general formula (47). Actually it holds true at
node i that Ni(xi9 yt) = 1 and the remaining two functions are equal to zero
so that the above recommended location procedure of source or sink at the
element node is correct. Attention should be given to the fact that although
the substitute defined by equation (47) is formally correct, the discretization
is numerically of poor accuracy if the element containing a source or a sink
is not very small. If, therefore, sources or sinks are imposed in the analyzed
domain, it is always necessary to design the element mesh in such a way that
there are directly corresponding nodes. This is an advantage for elements of
all types. Also the reverse approach can be recommended. If it is necessary
to know the solution result at a distinct point of the given domain, it is con-
venient to place the node at this point. This is important particularly if the
constructed numerical model is first verified by means of values measured
in situ and only afterwards used for prediction.
The resulting equation system (43) was established from conditions for the
minimum of function F approximating the original functional (7). In numerous
instances it is convenient to apply matrix M and the right-hand side vector F
for a discrete formulation of functional Fh:
J
Fh = 1 h Mh + Fh (48)

After the solution of a given problem has been completed it is not difficult
to evaluate this functional. According to the definition of the functional the
result must be a number. If the problem is solved repeatedly, for example with
the application of several different element meshes, the functional value (48)
can be simply applied as the result accuracy criterion. T h e smaller the value Fh,
the more accurate the solution will be. Criterion (48) is formed by the functional
so that the accuracy is to be understood in an integral sense, namely in the
mean for the whole analyzed domain.
As a further example of a characteristic element matrix defined in the global
{e)
set of co-ordinates we are going to show the derivation of M for an axi-
symmetric element which has arisen from a linear triangular element (see
section 3.5). T h e initial partial differential equation (1) has in the cylindrical
co-ordinates the following form:
2 2
. dh k. dh dh
136

The percolated medium must be anisotropic in such a way that in an arbi-

trary horizontal plane the hydraulic conductivity values should not depend
on the angle θ, and in the direction of the vertical axis ζ hydraulic conductivity
should equal kz. T h e analyzed domain G must have the shape of a rotational
body and the physical soil properties must satisfy the axial symmetry of the
domain. The surface of domain G forms the boundary Γ , on which two types
of boundary conditions are to be considered:
— an essential boundary condition

h = h0(r, θ, ζ ) on Γχ (50)

- a natural boundary condition

dh dh
kr — nr + kz — nz + q0 = 0 on Γ2 (51)
or dz

where nr and nz are directional cosines of the outward normal and h0 and q0
are the given functions.
In this case it is not, however, sufficient that the boundary parts Γγ and Γ2
satisfy the conditions

J\ u Γ2 = Γ , ΓχηΓ2=0

for the boundary conditions must (in comparison with a two-dimensional

problem) correspond additionally to the axial symmetry of the problem.
The functional representing the variational formulation of the stated mixed
boundary value problem has the form

2 lb U) *Wr !,*" + î+Γ r

2 2>
1 Γ ί idh\ fdh\ l
Fh (52)

As has been stated in section 3.5, the difference between a linear triangular
element and an axisymmetric one which has arisen by rotation around the
z-axis lies formally merely in integration. This results from the analogous form
of the local interpolating functions in either element. F o r the characteristic
ie)
matrix M of the annular element of which no face is situated on Γ2 we can
easily derive:

nxnx nxn2 ηγη3 PiPi PiPi P1P3

2
n2nl n2n2 n2n3 + 2nR PiP\ P2P2 P2P3 (53)
4A 4A
η3ηγ n3n2 n3n3 P3P1 P3P2 P3P3

In this equation, A is the area of the vertical section through the annulus
2 2
(see Fig. 41), and for R we can substitute r according to (3.145) or rf ac-
cording to (3.138).
 137

A similar approach applies to the evaluation of the integral | Γ ζ q0h άΓ,

where instead of length L of the corresponding element side a part of the
annular element face is applied.
F r o m the definition (53) of the characteristic element matrix it follows that
the program for two-dimensional flow may be adapted for the solution of
axisymmetric flow. In the subroutine for the computation of the characteristic
(e)
matrix M it is necessary to complete in the case of the annular element the
2
multiplication by coefficient 2nR constant for each element.

4.2 F O R M U L A T I O N O F T H E C H A R A C T E R I S T I C MATRIX
OF ISOPARAMETRIC ELEMENTS

The procedure applied to the derivation of the characteristic element matrix

defined in the global set of co-ordinates can essentially be used even for iso-
parametric elements. It is convenient to generalize the procedure by considering
a general isoparametric element with k nodes and with a Lagrangian inter-
polation. The isoparametric elements are defined in the local set of co-ordinates
(see section 3.3) and therefore the derived expressions are difficult to integrate.
Instead of the explicit analytical evaluation we use therefore a numerical
integration, which has a number of advantages.
The initial differential equation is again equation (1) with the corresponding
functional (7). In the case of isoparametric elements it is also convenient to
define functional Fh first with the help of equation (10) over the general ele-
(e
ment G \ no side of which forms the boundary part Γ 2 , on which a non-
homogeneous natural boundary condition is imposed.
T o facilitate further derivation, it is convenient to write the differentiation
{e)
Fh with respect to ht first in the form

(54)

After carrying out a partial differentiation with respect to ht we obtain

dN,
dG (55)

(e)
If we factor out h from the integral on the right-hand side we obtain the
th (e) (e)
/ row of matrix M . Thus it is possible to express element mi7- of matrix M
in a general form:
138

In this equation there is again included the assumption that a non-homo-

(e)
geneous domain G can be divided into elements G in such a way that each
element is formed by a single kind of material.
Equation (56) is valid irrespective of the element type. F o r elements defined
in global co-ordinates Nt = iV f(x, y), and the partial derivatives with respect
to χ and y can be determined directly. In the case of isoparametric elements
we must use the more complex procedure defined in section 3.3 by the matrix
equation (3.112). It is convenient to carry out a numerical integration in the
local set of co-ordinates r, 5 where for dG it holds valid that

dG = 171 dr ds (57)

171 being a Jacobian (i.e. the determinant of a Jacobian transformation matrix).

Thus for integration in the local set of co-ordinates, equation (56) will take
the form
1 1 1 1
, f f 3Nt ÔNilÊl Λ Λ Γ f . dNi dN}

U = 1,2,...,* (58)

The principle of numerical integration is simple and well known. In the

finite element method we apply most frequently the Gaussian integration,
which has the general form

1 £ 59
i"i/W + l ( )
J-l / ( X ) d x = i=l
In this formula the integration of function f(x) is substituted by a weighted
sum (with the weights w f ) of its function values / ( x f ) evaluated at η integration
nodes. Ex is the error of the Gaussian numerical integration. As with the
majority of numerical integration methods, in the application of the Gaussian
formula the integrated function is substituted by a polynomial but the integ-
f
ration nodes are not at equal distances from each other and hey are chosen
to correspond to the Legendre polynomial roots. A t these noo^s not only is
the equality of the integrand and the integration polynomial secured but also
that of their derivatives. As a result, in the application of η integration nodes,

T A B L E 4.1

x
Η i wf

1 0.000 000 000 0 2.000 000 000 0

2 ±0.577 350 269 2 1.000 000 000 0
3 ±0.774 596 669 2 0.555 555 555 6
0.000 000 000 0 0.888 888 888 9
 139

it is possible with the help of formula (59) to accurately integrate polynomials

up to the degree In — 1. F o r example, in the application of two nodes it is
possible to accurately integrate polynomials up to the third degree.
The co-ordinate values of integration nodes x f and of weights w f are tabulated
for different values of η in an interval < - 1 , 1 > . In Table 4.1 the values xt and w f
for η = 1, 2, 3 are given as an example.
If the integration domain is two-dimensional the Gaussian numerical integ-
ration is applied at η χ η integration nodes and the weight coefficients are
a product of the coefficients in the direction of both axes:

Fig. 61 shows as an example in the global set of co-ordinates an isopara-

metric element with eight nodes and a mesh of 3 χ 3 Gaussian integration
nodes denoted by indexes i, j .

The Gaussian numerical integration is very easy to code and is one of the
most frequently used methods. With isoparametric elements we generally use
a mesh of 3 χ 3 integration nodes and in some cases 2 x 2 nodes. Most
programs allow the user to choose from these possibilities.
For numerical integration the Simpson quadrature formula [ 8 4 ] is also

''S
3,1 2,1 1,1

3,2 22 1.2 r

33 2,3 1,3
Fig. 62 Simpsonian integration
140

used in connection with isoparametric elements. Its application can be shown

to advantage with the most frequently used mesh of 3 χ 3 integration nodes.
Let us consider an isoparametric element in the local set of co-ordinates r, 5
in which the nodes (rh s f) form an equidistant mesh (Fig. 62). For the co-ordinates
of the integration nodes it holds true that

ri = 1, 0, r3 = -1

and

Si = 1, s2 = 0, s3 = -1

The quadrature formula has in this case the form

1
ι
f{r, s) dr ds = - {[f{ru )Sl + 4f{r2, st) + f{r3, s , ] +

+ 4 [ / ( r „ s2) + 4f{r2, s2) + f(r3, s 2 ) ] + (61)

+ [fKs3) + 4f(r2,s3) +f(r3,sj}}

From Fig. 62 it is evident that the integration nodes are more or less identical
with the isoparametric element nodes. F o r example in a bilinear element its
four nodes are identical with the integration nodes (ru s j , ( r 3 , sx\ ( r 3 , s 3 ) and
( r l 9 5 3 ) , and in a biquadratic element an integration node corresponds to every
single node. This fact is made use of in the evaluation of the values f(rt, Sj),
because the integrated function, is defined by means of local interpolating
functions and the Simpsonian integration nodes are mostly chosen so that
the evaluation of the interpolation function values at them is very simple

L0BATT0 GAUSS
Is Is

Fig. 63 Position comparison of nine integration nodes according to Lobatto and Gauss

(irrespective of the type of isoparametric element). T h e simplified evaluation

can be used in coding and the number of arithmetic operations can be reduced
at the expense of extending the subroutine for numerical integration.
Van Genuchten [ 4 4 ] used the Lobatto integration formula for 9 nodes for
the numerical integration of isoparametric elements with the Hermitian inter-
 141

T A B L E 4.2

Lobatto Gauss

rk

±1.000 00 ±1.000 00 0.111 11 ±0.774 60 ±0.774 60 0.308 64

±0.632 46 0.000 00 1.111 11 0.000 00 ±0.774 60 0.493 83

0.000 00 ±0.632 46 1.111 11 ±0.774 60 0.000 00 0.493 83
0.000 00 0.000 00 - 0 . 8 8 8 89 0.000 00 0.000 00 0.790 12

polation (section 3.6). In Fig. 63 this integration node mesh is compared with
the mesh of 3 χ 3 Gaussian nodes. Five of Lobatto's nodes have a location
convenient for a simple determination of interpolating function values, but the
remaining four nodes lack this advantage. In Table 4.2 the values rfc, sk and
w fc = WfWj for these two numerical integration methods are compared.

4.3 A S S E M B L Y O F T H E R E S U L T I N G S Y S T E M O F E Q U A T I O N S

It has been stated in the preceding section that the resulting system of
equations (43) is established by the superposition of the characteristic ma-
{e) e)
trices M of all the elements and vectors of equivalent discharges F at the
nodes lying on the boundary part Γ2 with an imposed non-homogeneous
natural boundary condition (5). It is now necessary to explain how the super-
(e) e)
position of the matrices M and vectors F is carried out.
Let us now consider an element the nodes of which have on the one hand
the global index / serving for node identification, and on the other hand the
local index i = 1, 2 , f c , where k is the number of element nodes. Each node
has only one index / , but the number of local indexes i (commonly different)
corresponds to the number of elements to which the respective node belongs.
(e)
Let us first assume that vector h of the total heads at the element nodes
includes the values h denoted by the local indexes i, that is, let us generalize
{e) T
the notation applied for the first time in equation (9): h = [hl9 h2, frfc] .
(e)
The characteristic element matrix M will have the dimensions k χ fc. In the
ie) {e)
product M . h the first row forms a part of the equation for node i = 1,
the second row a part of the equation for node i = 2, and so on. If the local
indexes i are replaced by global indexes / it is hereby specified to which rows
{e)
of the resulting matrix M the rows of matrix M are to be summed up. Each
{e)
element m 0 of matrix M has two indexes, the first indicating the row and the
{e) th
second the column of matrix M . In the multiplication of the i row, mn will
142

be multiplied by hl9 mi2 by h2, etc. It is again sufficient to replace index j with
the global index J to obtain the column number in the resulting matrix M.
The procedure for completing matrix M is best shown with an example.

Fig. 64 A simple mesh

of bilinear isoparametric
elements

Fig. 64 represents a very simple mesh formed by 6 bilinear isoparametric

elements having 12 nodes in total. Each node is denoted by its global index
J = 1, 2, 12. T h e mesh has roughly a quadrilateral shape, 4 nodes being
always located in the direction of the x-axis and only 3 nodes in the direction
of the y-axis. The numbering of the nodes begins first in the direction in which
the node number is smaller. T h e advantage of such a numbering technique
will be explained later.
First it is necessary to assign to the nodes of each element the local index
i = 1, 2, 3,4. T h e given mesh is relatively regular so that we may begin in each

T A B L E 4.3

local index i
element
1 2 3 4

1 1 4 5 2
2 2 5 6 3
3 4 7 8 5
4 5 8 9 6
5 7 10 11 8
6 8 11 12 9

element for example from the left lower node (the choice of the first node is
not important) and continue anticlockwise along the element perimeter. T h e
results are shown in Table 4.3. F o r example, node 1 occurs in only one element,
so that it has only one local index, but node 5 belongs to four elements (i.e.
1, 2, 3 and 4 ) ; it will therefore gradually receive the local indexes 3, 2, 4 and 1.
 143

Fig. 65 shows schematically the allocation of the indexes f, j to the elements

ie)
rriij of the general characteristic matrix M of a bilinear isoparametric element.
{e) (1) (2) {3)
The arrows indicate how from matrix M the matrices Λ4 , M and M

e
M< >

j —- 1 2 3 4 7 8 5
I

1*
1 1.1 1.2 1.3 1.4 4,4 4,7 4,8 4,5

2 2,1 2,2 2,3 2,4 7,4 7,7 7,8 7,5

3 3,1 3,2 3,3 3,4 9 β

8,4 8,7 8,8 8t5

4 v 4,2 43 4,4 5 5,4 5,7 5ß 5,5

1 1.1 1.4 1.5 1,2

i 2 2,2 2.5 2,6 2,3

4 4,1 4,4 4,5 42 5 5.2 5.5 56 5,3

5 5;1 5,4 5,5 5,2 6 6.2 6,5 6,6 63

2 2,1 2,4 2,5 2,2 3 3.2 3,5 3,6 3,3

(1
M

F i g . 65 L o c a l a n d g l o b a l indexes o f c h a r a c t e r i s t i c m a t r i c e s

of the first three elements are formed. It is obviously sufficient to substitute

with the help of Table 4.3 the global indexes for the local ones; hereby it is
determined to which column J in row / of the resulting matrix M the element
mu is to be added. F o r example member m2\ of matrix is added to member
{2)
M 4 1 of matrix Λ4, member m 3 4 of matrix M is added to member M 6 3 of the
resulting matrix, and so on.
The population of matrix M by non-zero elements is schematically indicated
in Fig. 66. T h e matrix has twelve rows and columns and it is a symmetric
banded matrix. T h e number of non-zero elements in the individual rows
differs depending on how many elements the node belongs to. F o r example
node 1 belongs only to element 1 which has nodes with the global indexes
1, 4, 5 and 2. Therefore according to Fig. 65 there can be in row 1 only four
non-zero elements of matrix M lying in columns corresponding to the global
indexes of element 1 nodes. N o d e 5 belongs to elements 1, 2, 3 and 4, so that
144

the fifth row of matrix M is formed by the superposition of four rows of matrices
{1 (2 ( 3) ( 4)
M\ M\ M and Λ 4 corresponding to node 5. Because there are in these
four elements 9 distinct nodes in total the fifth row of matrix M must have
9 non-zero elements.
N o w it can easily be verified that the half-band width of the resulting system
matrix is given by the maximum difference between the global indexes of nodes
belonging to the same element enlarged by 1. For the mesh in Fig. 64 this is
4 + 1 = 5.
The half-band width is obviously dependent on the procedure of assigning
global indexes (i.e. the numbering of nodes). If the mesh nodes in Fig. 64
began to be numbered first in the direction of the x-axis the half-band width

J — 1 2 3 U 5 6 7 8 9 10 11 12
1 1 X X X X

1 2
3
X X
X
X
X
X X X
X X
4 X X X X X X
5 X X X X X X X X X
6 X X X X X X
7 X X X X X X
8 X X X X X X X X X
9 X X X X X X
10 X X X X Fig. 66 Population of the
resulting matrix M by
11 X X X X X X
non-zero terms (mesh from
12 X X X X Fig. 64)

would equal 5 + 1 = 6; it would be larger. Most algorithms for the solution

of the resulting system of equations make use of the symmetry and the banded
population of matrix M so that it is necessary to employ a node numbering
scheme which will lead to a minimum half-band width. This is particularly
necessary for large problems, since the demands on the computer memory
depend on the half-band width of matrix M .
( e)
The superposing of vectors F of the equivalent discharges into the resulting
vector F is simpler than the assembly of matrix M. It is sufficient to substitute
e)
in every component F\ of this vector the local index i by the global index J
e)
and to add F\ to Fj. The procedure can be simply written as follows:

F, = W («)
e
The superposition is carried out over all elements including node / on the
side forming the boundary part Γ2 with the imposed non-homogeneous natu-
ral boundary condition (these sides will number two at most in each element).
 145

The procedure explained above should explain the principle of assembling

the resulting system of equations (43). It should be noted that the distinct
algorithm of assembling matrix M and the vector F depends for each program
primarily on the method of solving the resulting system of equations.
The character of the matrix M population depends on the type of element
employed. T h e more nodes there are in the element, the more non-zero terms
there will be in each row of matrix M. Fig. 67 shows the mesh from Fig. 64 in

Fig. 67 Simple mesh

of isoparametric elements
with eight nodes

which elements with four nodes have been replaced by elements with eight
nodes. The number of elements has not changed but the number of nodes has
increased from 12 to 29. T h e half-band width of matrix M has thus increased
to 10 -h 1 = 11 and matrix M has the dimensions 29 χ 29. Figure 68 shows,
for the sake of comparison with Fig. 66, the population of the first fourteen
rows of matrix M. T h e maximum number of non-zero elements in a row has

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
1 X Χ Χ χ χ Χ χ χ
2 X Χ Χ χ χ χ χ χ
3 X χ χ χ χ χ χ Χ χ χ χ χ χ
4 χ χ χ χ χ χ χ χ
5 χ χ χ χ Χ χ χ χ
6 X χ χ χ Χ χ χ χ
7 X χ χ χ χ χ Χ Χ χ χ χ χ χ
8 χ χ χ Χ Χ χ χ χ
9 Χ χ χ χ Χ χ χ χ χ χ χ χ χ
10 Χ χ χ χ χ χ χ χ χ χ χ χ χ
11 Χ χ χ χ χ χ χ Χ χ χ χ χ χ χ χ χ χ χ χ χ χ
12 χ χ χ χ χ χ χ χ χ χ χ χ χ
13 χ χ χ χ Χ χ χ χ χ χ χ χ χ
14 χ χ χ χ χ χ χ χ

Fig. 68 Population of the upper part of matrix M by non-zero terms (mesh from Fig. 67)
146

increased from 9 to 21. F r o m the comparison between Fig. 66 and Fig. 68 we

can obtain a rough qualitative idea of the way in which the substitution of
simple elements by elements of a higher type manifests itself from the numerical
point of view.

® ® © ®
F i g . 69 T o p o l o g i c a l c o n n e c m i t y v a r i a n t s o f a m e * h n o d e

In the application of eight node elements the significance of an optimum

node numbering also increases. If the mesh in Fig. 67 had been numbered in
the direction of the x-axis the half-band width would have increased from
11 to 13 -h 1 = 14.
Besides the way of node numbering, the size of the half-band width is also
influenced by how many element sides can start from one node and to how
many elements the node belongs. Fig. 69 shows a few typical topological
variants of mesh node connectivity:
a) from node i 4 sides start and the node belongs to 4 elements,
b) from node i 4 sides start and the node belongs to 3 elements,
ç) from node i 5 sides start and the node belongs to 5 elements,
d) from node i 5 sides start and the node belongs to 4 elements.
The number of nodes included by the individual variants is presented in
Table 4.4 for isoparametric elements with four and with eight nodes.

T A B L E 4.4

variant a b c d

element with four nodes 9 8 11 10

element with eight nodes 21 18 26 23

So as to comply with computer memory requirements, numerous programs

prescribe the greatest possible number of sides and elements sharing a common
node so that the maximum number of the non-zero terms in a row of matrix M
is limited.
 147

4.4 I N S E R T I N G B O U N D A R Y CONDITIONS

The matrix of the resulting equation system M is a singular matrix. T o be

able to solve this system we must first impose boundary conditions. In the
preceding section we have shown that in the case of a natural boundary con-
dition (5) it is of significance if the condition is homogeneous (i.e. q0 = 0) or
non-homogeneous (q0 Φ 0). F r o m the numerical point of view the imposing
of a homogeneous natural boundary condition at node / is simple, because
it is merely necessary to put in the right-hand-side vector — F FI = 0. The
insertion of a non-homogeneous natural boundary condition by means of
equivalent discharges is described in detail in section 4.1 for elements defined
in a global set of co-ordinates. It remains to be shown what procedure is to be
used with isoparametric elements.
In this case it is convenient to approximate the distribution of q0 on the
boundary side Ιψ as follows:
r ) 6 3
i o ( ^ y ) = ioW = N V on T T ( )
In this equation η is a co-ordinate varying from 0 to the side length L and
determining the position of the general point (x, y) on the element side Ιψ.
( e)
Ν * is the matrix of interpolating functions defined on f j ° and q is the matrix
of flux q0 at the nodes of side F£°.
W e will first consider a bilinear isoparametric element on whose side ij
(Fig. 70) the flux q0 is prescribed. Since there are only two nodes on side ij,
q0 can here be approximated by a constant or a linearly varying value. Let us
assume that in a local set of co-ordinates r, s, node 1 corresponds to node i
and node 2 to node j . F r o m the four local interpolating functions of the ele-
ment (see equations (3.75) to (3.78)) the only non-zero functions on side 12
r
are and A 2 :

^ = ^ ( l + r ) ( l + S ) (64)

r)(l + s) (65)

s
2 1

Fig. 70 Λ non-homogeneous natural boundary condition on the side of an isoparametric element

with four nodes
 Functions Nf and Λ/f are dependent only on the co-ordinate r, so that they
can be derived by substituting s = 1 into equations (64) and (65):

Nf =\(l+r) (66)

m = \ ( i - r ) (67)

There is a simple relationship between η and r:

η = \ (1 + r) (68)

so that the Jacobian matrix will be

and also the Jacobian | j | will have the same value. It holds further valid that

άη = \J\ dr = | dr (70)

N o w it is already possible to evaluate the integral Ιψ defined in equation (10):

T
If = f i N
0 h « d r = ί \ 0 Ν * [ ^ h2] άη (71)
Jjf> Jo
In this equation the fact was used that rf corresponds in the local set of
(63) and
co-ordinates to side 12. W e substitute for q0 according to equation (6
pass to the local set of co-ordinates with the help of relation (70):

e
l< > = Γ [Nf JVf] [Ql q2f [Nf JV2*] £ àr[hy h2f =
1
J-i

= \ j
1 Ν 2
[ ? «» +
N
* *^2 NfN$
N
qi + Nfq2] dr [ Λ , h2f (72)

After carrying out the integration we obtain

L L L L

/<> =
e Ί r, , IT
y Ii + g «2 g + y «2 L*i Λ2] =

L T
= £ | > i + i 2 9l + 2q2] [ht h2] (73)

The result must be the same as in a linear triangular element. In fact equation
(73) corresponds to equation (41).
 149

For discretized discharges at nodes 1 and 2 it holds true that

F + 7 4
' ' " âïT - 6 Ρ " * ] < >
Ρ1(e) r
f ? + 7 5
' - ä t - 6 I * * J < »
40
Vector F* in equation (37) will thus have for a linear distribution of the
flux q0 on side 12 the form:

T
*·> = ^ [ 2 f t + ft ft + 2ft 0 0 ] (76)

If flux q0 is constant, that is, if q0 = ft = ft = g, equations (74) and (75)

will be simplified:

Ff = Ff = I g (77)

e)
and vector F* will have the simple form :

T
F*> = I [ „ 0 0] (78)

In the case of both a constant and a linearly varying flux g 0 the following
equation must hold true on the element side ij:
rL
ί q0dr = Γ ,q0 άΓ = Ff + Ff (79)
e
Jri > Jo

It now holds valid for q0 = q according to equation (77) that

Ff + Ff=j(q + q) = qL = q0L = Q (80)

For a linearly varying q0 it follows from equations (74) and (75) that

Ff + Ff = I (2ql +q2 + q i + 2q2) = 1 ( 9 l + ) L = Q

Î 2 (81)

T h e same approach can be applied for an isoparametric eight node element.

β)
O n side Γ2 with an imposed non-homogeneous natural condition there
will be, besides nodes i and j , one midnode k (Fig. 71). W e will suppose that
in a set of local co-ordinates side 152 corresponds to the element side Wj.
(e)
Matrices N* and q will thus have the form

N * = [Nf Νξ JV2*] (82)

( e)
q = [ « i qs q2f (83)
150
β)
and the distribution of q0 on side Γ2 can be generally approximated by
a parabolic arc.
The interpolating functions JVf, N% and N$ are easily derived from equations
(3.92), (3.98) and (3.99), defining the interpolating functions N5, N{ and N2. On
the element side 152 it is obviously valid that N8 = 0, and for Ν ξ we will obtain
after substituting s = 1 into the formula for N5 :

= (i- (84)

s
2 5 1

r
6 8

3 7 4

Fig. 71 A non-homogeneous natural boundary condition on the side of an isoparametric element

with eight nodes

After substituting s = 1 and applying (84) we can easily derive functions

N* and N* from the interpolating functions Nl and N2:

Nf=[(l + r ) - \ ( l - r > ) = \r(l + r) (85)

2
N 2* = l ( l - r ) - i ( l - r ) = - \ r ( l - r ) (86)

( e)
For the integral l 2 we now obtain instead of equation (72) the equation

/<*> = J [Nf-q, + Y * . Y ? , / 5 + NfStih NfSfiit + Nfch +

2 Ί
+ W2*N$q2 NfNUh + NÎNfa + Nf q2] ^ dr[Ä, h5 Ιι2] (87)

For equivalent discharge values at the nodes there will be

L
dhi ~ 3 0
\M\ + 2<z5 - -ft] (88)

e)
dl2 L
F? = [2qt + I6q5 + 2 q 2 ] (89)
~ 30

e)
L
F2 = [-<?, + 2q5 + 4 i / 2 ] (90)
~dh2 ~ 3 0
 151

If q0 on varies linearly, equations (88) to (90) can be simplified by sub-

stituting q5 = ( f t + ft)/2:

(91)

(92)

(93)

Finally for ft = q = constant we get

(94)

(95)

(96)

qi=q qi =q
— F ^ l q L

g 5=q

-(e)_|_ — F^=lqL
Q2=q

F
H1
""— 1
6

^>=-^(q i + q2)

• F ^ = - t - ( q 1 +2 q 2 )
q2

9 1

<5
1<

5'
π —
F
5
e
" è
l 2
V
1 6
V 2 q 2

•2 2^ q2 \ 1
— ^ - f e K ^ q s )

F i g . 72 D i s c r e t i z a t i o n o f a n o n - h o m o g e n e o u s n a t u r a l b o u n d a r y c o n d i t i o n o n t h e side
of an isoparametric element w i t h f o u r a n d w i t h eight nodes
152

W e can easily see that in all three derived cases equation (79) is satisfied.
Fig. 72 gives a survey of all cases of specific flux substitution derived for iso-
parametric elements with four and with eight nodes.
The approach to inserting essential boundary conditions is entirely different.
In this case the value of the sought unknown (i.e. the total head) is directly
imposed at the node and there is no difference from the numerical point of
view whether the condition is homogeneous or non-homogeneous. In the
resulting equation system we can omit all equations corresponding to the
nodes with the given value h. In the remaining equations the known values
of h are inserted (as far as they occur in the equation) and after multiplication
by the respective coefficient they are transferred to the right-hand side of the
equation.
W e will again consider as an example the bilinear element mesh represented
in Fig. 64 for which the corresponding matrix M is shown schematically in
Fig. 66. If, for example, at the nodes 1, 2 and 3 the total heads hl9 h2 and h3
are imposed by an essential boundary condition, the first three equations

2 3 4 5 6 7 8 9 10 11 12

Fig. 73 Insertion of an
essential boundary condition

(Fig. 73) can be eliminated from the system. Should the newly formed matrix M
be a square one the non-zero elements in equations 4, 5 and 6 situated in
columns 1, 2 or 3 must be multiplied by the corresponding imposed value hk
(k = 1, 2, 3) and transferred to the right-hand side vector. In Fig. 73 it is
shown by hatching which elements of matrix Λ1 are concerned and where the
respective modification becomes manifest in the right-hand side vector. It
is evident from this figure that each node with an imposed essential boundary
condition makes it possible to lower the order of matrix M by 1.
This approach has a certain disadvantage in programming. After eliminating
the equations corresponding to the nodes with an essential boundary condition
 153

it is necessary to re-number the unknowns (and thus also the elements of the
new matrix M ' and of the new vector — F ) and after the solution of the modi-
fied system of equations to return to the original numbering. T o insert the
essential boundary condition another procedure is used, so that the program
algorithm does not become needlessly complicated. Let us assume that the
total head value is imposed by an essential boundary condition for example
at the node with the global index K. W e will choose a sufficiently large con-
JU
stant ρ (for example ρ = 1 0 ) and substitute the element MKK corresponding
th
in the K row of matrix M to hk with the constant p:

MKK = ρ (97)

In the right-hand side vector a change is carried out:

-FK = phK (98)

If we further denote Ε = ]Γ MK,hh then

h K = p =h K _ E = h _K E l -0 3 o )

Ρ Ρ

The fraction Ejp is obviously negligible and equation (99) can be considered
with sufficient accuracy as an identity.
This procedure is currently used for inserting an essential boundary con-
dition into the resulting system of equations. Considering that in the majority
of computers the numbers are represented with the help of no more than
eight or nine digits (as long as double precision is not used) the above-presented
procedure does not affect the accuracy of the results.

4.5 S O L U T I O N O F R E S U L T I N G SYSTEM OF EQUATIONS

A N D COMPUTATION OF DERIVED UNKNOWNS

After the insertion of boundary conditions the system of resulting equations

can be solved. As we are concerned with a system of linear algebraic equations
there is at our disposal a whole series of methods, which can be divided into
two basic groups: direct methods and iterative methods. In the case of direct
methods, the solution is obtained after a finite number of steps have been
carried out (the number can be determined a priori), and insofar as the influence
of round-off errors can be eliminated the solution will be exact. The iterative
methods are characterized by an iterative process during which the initial
estimation of the unknowns is made more accurate. If the process converges,
a sufficiently accurate solution is obtained after a certain number of iteration
154

steps. Round-off errors may again adversely affect the result accuracy and
the solution fails to possess the required precision.
The solution accuracy can be estimated very simply irrespective of the
solution method. The computed unknowns are substituted into the original
equations and the difference between the right-hand and the left-hand sides
is found. If we denote the resulting equation system solution (43) as h* then
we get

Mh* + F = r (100)
The components rf of vector r are called residuals and are generally different
from zero. T h e solution accuracy can be characterized by a suitable norm
of the residual vector ||r||. It has proved convenient to apply the norm

llrll = IW (101)

since the residual has in the finite element method a physical meaning. In
groundwater flow analysis r{ represents the discharge which must be algebraic-
ally added, so that in domain Gt formed by elements sharing node i (see Fig. 58)
the continuity equation will be satisfied.
At the time when the finite element method was developed it was initially
assumed that iterative methods [ 3 7 ] would be suitable for the solution of large
systems of algebraic equations. In reality, however, it has turned out that even
the best iterative methods (such as the srxessive overrelaxation method)
cannot always guarantee a rapid convergence of the iterative process. In
markedly non-homogeneous domains, where the characteristics of the neigh-
bouring materials differ strongly (i.e. roughly by 4 or more orders), iterative
methods are in practice not applicable. Therefore in programs for the finite
element method the Gaussian elimination is used almost exclusively, in dif-
ferent modifications. This is especially typical of programs solving structural
analysis problems. In programs for groundwater flow a convenient iterative
method can be used but even in this case a rapid solution convergence cannot
always be expected.
As an example of the application of the Gaussian elimination the two most
frequently used approaches can be presented. T h e first approach [ 4 ] makes
use of the sparse population of matrix M by non-zero elements as well as of
its symmetry. In the assembly of matrix ΛΛ its elements are placed into a one-
dimensional field (i.e. vector) columnwise, so that in each column we start from
the diagonal and end with the last non-zero element. The addresses of the
diagonal elements are placed into an auxiliary field in such a way that the
original pairs of global indexes of each non-zero element of matrix M can
be reconstructed.
In Fig. 74 it is shown schematically for matrix M from Fig. 66 which of its
elements are stored in the memory. Under the elements on the diagonal an
 155

array index is given which has been assigned to the element during the stroring
into the one-dimensional array. This technique is more economical than
storing the whole upper half-band of matrix M>'\n the memory. This economy,
however, is partly compensated by a more complex book-keeping in the re-
spective subroutine.
As regards the algorithm, the method elaborated by Β. M . Irons (see for
example [ 5 8 ] , [ 5 2 ] ) is even more demanding. It is again concerned with the

2 3 4 5 6 7 8 9 10 11 12
1 X X X X
2 1 X X X X X
3 2 X X X
4 4 X X X X
5 6 X X X X X
6 10 X X X
7 15 X X X X 47
8 20 X X X X X
9 24 X X X
10 29 X X
11 Fig. 74 Economical storage
34 X X
of the resulting equation
12 38 X system matrix M
43

Gaussian elimination but the algorithm is adapted so that the elimination is

carried out simultaneously with the assemblage of matrix ΛΛ. F o r the Irons
method the name "frontal solution" began to be used, since it is not the whole
matrix M which is being assembled at a given time but only a certain variable

T A B L E 4.5

element last node occurrence

1 1
2 2,3
3 4
4 5,6
5 7, 10
6 8, 9, 11, 12

number of equations forming a node "front" passing successively through

all elements. The method is intended for use with a disc memory, since it
(e)
assumes that first all characteristic matrices M have been assembled and
stored on a disc or a magnetic tape. Also each equation modified by elimination
156

is stored in the auxiliary memory. Subroutines for the solution of systems both
with a symmetric and a non-symmetric matrix M [ 5 9 ] , [ 9 5 ] have been
published.
The principle of frontal solution will be shown by an example. W e will again
consider the element mesh in Fig. 64 and assume that all characteristic matrices
(e)
M (e = 1, 2 , 6 ) have been assembled. During the next step we denote in
each element the node occurring last in it. The results for the mesh under
consideration are presented in Table 4.5.
Let us consider matrix (Fig. 75) as the first one. According to Table 4.5
node 1 does not occur in the remaining characteristic matrices, therefore it is
{1)
possible to eliminate the first column from the rows of matrix M corre-
{1)
sponding to the nodes 2, 4, and 5 and store the first row of matrix M on
the disc for computing hx in the back-substitution phase of the Gaussian
l)
elimination. Simultaneously, vector P is modified.
(2)
The characteristic matrix M of the following element is summed to the
( 1 )
residual of matrix Λ Λ . In element 2 two new nodes occur: nodes 3 and 6.

2 4 5 6 3 2 5 6
1 2 4 5 1 2 4 5 3 on disc

0
1 2 on disc

2 4 0 0 X X X

5 0 0 X X X

6 0 0 X X X

Fig. 75 Frontal method - elimination Fig. 76 Frontal method elimination

of node 1 of nodes 2 and 3

(2)
Before addition, matrix M is rearranged, so that the place after the row and
column of node 1 is used for the row and column corresponding to node 3,
and one row and column is added for node 6. The addition mentioned appears
( < ?)
unusual but it is correct. Each matrix Λ1 can be considered as a shortened
{e)
notation of matrix M which by its dimensions corresponds to the matrix
of the resulting system of equations M and which has all rows and columns
corresponding to nodes not belonging to the element populated with zeros.
(e)
The convention applied in the notation of matrices M is conveniently used
even in their addition, and only those rows and columns which are non-zero
and necessary for the frontal solution are written. W e can proceed similarly
even in the case of the right-hand side vector F. *
The assembled matrix is represented schematically in Fig. 76. Since in
element 2 the nodes 2 and 3 occur last, it is possible to eliminate the columns
belonging to nodes 2 and 3 in the rows corresponding to nodes 4, 5 and 6.
The rows corresponding to the nodes 2 and 3 are stored in the external memory
and we then pass to element 3.
 157

This procedure is repated till all elements are passed and a reduced matrix M
and a modified vector F are stored in the auxiliary memory. The Gaussian
elimination is completed by a back-substitution.
In the application of the frontal method it is not the optimum numbering
of nodes but of elements that is significant. In this method the half-band width
makes no difference but a disadvantageous numbering of the elements can
lead to the front width being excessively large. T h e frontal method puts
relatively very small demands on the core memory and it can be programmed
to be applicable to an arbitrary finite element type (see for example [52]).
O f the iterative methods used in connection with the finite element method,
only the overrelaxation method has been applied to any great extent. Its main
advantage is easy coding and the possibility of economical storage of matrix M
in the memory. It is then convenient to prescribe how many sides can start
from a node and to how many elements the node can belong to (compare
Fig. 69 and Table 4.4) limit the number of non-zero terms in a matrix M row.
If such a number is prescribed (we will denote it as n j , it is necessary to form
two arrays for the storage of the condensed matrix M. Let us denote the
maximum admissible node number in the domain being analyzed (and thus
also the number of equations) as n e. Then array M* for the members of the
condensed matrix M must have the dimension ne χ n u. In placing the mem-
bers Μ υ of matrix M into the field M* the meaning of index / obviously
remains unchanged but the column of matrix M* no longer corresponds to
column ./ of matrix M. The original value J is therefore stored in the auxiliary
array S, which has the same dimension as the field Λ1*. Fig. 77 shows as an
example a schematically represented condensed matrix Λ4* of the resulting
equation system and an auxiliary matrix S. In this example, nu = 9 and nc = 12.
mat
r«x Ü* matrix S
1 2 3 4 5 6 7 8 9 1 2 3 4 5 6 7 8 9
1 X X X X 1 1 2 4 5
2* X X X X X X 2 2 1 4 5 6 3
3 X X X X 3 3 2 5 6
4 X X X X X X 4 4 5 2 1 7 8
5 X X X X X X X X X 5 5 2 1 4 6 3 7 8 9
6 X X X X X X 6 6 3 2 5 8 9
7 X X X X X X 7 7 8 5 4 10 11
8 X X X X X X X X X 8 8 5 4 7 9 6 10 11 12
9 X X X X X X 9 9 6 5 8 11 12
10 X X X X 10 10 11 3 7
11 X X X X X X 11 11 8 7 10 12 9
12 X X X X 12 12 9 8 11

Fig. 77 Population of condensed matrix M* and the column number matrix S

158

In the assemblage of the condensed matrix M* we proceed from element to

(e)
element. Each characteristic element matrix M is immediately after assem-
blage added to matrix M, while simultaneously matrix S with the original
global indexes J is assembled. A t the same time it must be checked if index J
th
does not already occur in the 7 row of matrix S. If it does, the column number
of matrix M to which the given mu is to be added is determined from the
th
corresponding column in the I row of matrix S.
With the help of matrix S it is easy to find in Fig. 77 that for example element
M%5 is the element M 4 7 , element M$5 is the element M 8 9 , etc. Indexes J of the
columns of matrix M placed in matrix S do not follow each other in the row
according to magnitude, but according to what nodes occur in the individual
elements.
In the solution of groundwater flow problems the application of the iterative
method is possible, unlike in structural analysis problems where iterative
methods usually fail. In practice, in a percolated non-homogeneous domain
the hydraulic conductivities only rarely differ from each other to the same
degree as for example the Young moduli of concrete and of soil. It is further
possible to derive from essential boundary conditions a good initial approxi-
mation of the vector of unknowns.
Nevertheless the application of the overrelaxation method has proved re-
liable only in flow analysis in homogeneous and homogeneous-like domains.
In heterogeneous domains the convergence of the resulting equation system
is often most adversely influenced by the prescription of the initial approxi-
mation of the vector of unknowns and it is practically impossible to determine
a priori the optimum value of this approximation.
Let us quote one example at least. Steady unconfined flow in a strongly
heterogeneous domain formed by a dam with its subgrade was analyzed by
means of isoparametric elements with eight nodes. The ratio of maximum
5
and minimum hydraulic conductivity was (in non-adjoining soils) 10 . The
total head values varied between 10.00 and 14.86 m. T h e number of unknowns
was 388. The resulting system of equations was solved by overrelaxation with
an automatic optimization of the relaxation parameter. The iterative process
was finished when a solution oscillation occurred. T h e influence of the initial
unknown vector choice on the result accuracy is evident from Table 4.6. In this

T A B L E 4.6

initial estimation 10.5 m 11.0 m 1 1.5 m

n u m b e r o f cycles 314 334 289

5
jlrjl . 1 0 10.579 5 6.040 5 7.37X3
4 3 l
QA0 (m .s~ ) 1.427 1.357 1.375
Q (%) 105.16 100.00 100.33
 159

table |lr|| is the residual vector norm computed according to equation (101)
and Q is the total domain discharge.
The main disadvantage of the overrelaxation method is its sensitivity as
regards round-off errors causing an iterative process oscillation. Fig. 78 shows

I , j , Fig. 78 Typical course of the

1 100 200 300 iteration process

a typical iterative process course characterized by means of the dependence

of the residual vector norm ||r|| (see equations (100) and (101)) on the iterative
cycle number n. After a certain number of cycles, n c r i ,t a solution oscillation
occurs and the vector of unknowns changes in the further iterative cycles but
it does not converge toward a correct solution.
It has been assumed that the overrelaxation method is suitable when
non-linear groundwater flow problems are solved by means of an approxi-
mation sequence of quasi-linear states (see Chapter 5). In this case it is at least
possible to apply as an initial approximation of the vector of unknowns the
results from the preceding step. Even in this case, however, the result depends
on the effect of round-off error, which is difficult to assess in advance. It is
only possible to state that the more marked the heterogeneous structure of
a domain is (in non-linear problems this may be caused by the non-linearity
type), the greater will be the probability that the convergence and accuracy
of the relaxation method will be adversely affected.
It is therefore recommended to use a direct method, particularly the Gaus-
sian elimination, as these methods are more reliable. The actual choice of
method will be influenced by the type of computer available, especially by its
speed and the size of the core memory. The choice of the solution technique
for the resulting equation system thus turns rather into a coding problem:
an economical subroutine for the solution of the resulting equation system is
a fundamental prerequisite for the practical applicability of a finite element
method program. This is of particular significance in programs for non-linear
and non-steady problems where the resulting equation system must be as-
sembled and solved repeatedly.
160

In the solution of the resulting equation system (43), only the values of
variables which have been used for the finite element definition are computed.
The practical use of the computation results, however, requires the evaluation
of further variables. As total heads are the solution result, seepage velocities,
hydraulic gradients and discharge quantity are also to be determined.
The most significant of the derived physical variables mentioned are derived
from the computed variables on the basis of their derivatives. Then it is neces-
sary to start from the fact that the distribution of values directly computed at
the nodes is defined in the element with the help of these values and the local
interpolating functions. For the differentiation of the unknown u, for example
with respect to x, the following equation holds valid in an element having
k nodes:

(102)

This equation shows clearly that the differentiation is a numerical one since
the interpolating functions Nt are differentiated. N o w it is generally true that
the approximation accuracy is decreased by numerical differentiation, since
the degree of the polynomial interpolating function is decreased by differ-
entiation.
F r o m the point of view of result interpretation there is another factor which
can have an adverse effect. The interpolation types described in Chapter 3
(i.e. the Lagrangian and Hermitian interpolations) secure on the element
boundaries only a continuity C ° , i.e., the function values are continuous, but
already the first derivatives are discontinuous. This means in practice that
derivatives can be determined unambiguously inside the element but this
does not apply to the element boundary (if the boundary is shared by another
element). For example, as many derivative values can be found at each node
as there are elements to which the node belongs (see the example in Fig. 79).
It has not proved successful to assign to the node simply an average of these
values, because the elements may be of very different sizes and shapes.

Fig. 79 Example of the discontinuity

of derivatives on element boundaries
 161

The accuracy of determining the derivatives is not the same at all element
points. In isoparametric elements it can be proved that the most accurate
derivatives are determined at Gaussian integration points. F o r the purpose
of evaluation it is usually sufficient to use in each element a 2 χ 2 mesh of
Gaussian points.
Let us for example denote the values dujdx, determined at the integration
nodes, as i,, i,„ i m and i I v. The same values at the corner nodes of the isopara-
metric elements will be denoted as i l 9 i2, i 3 , and i 4 . These values can be derived
from the values ι,, ί,„ i m , and i I V by a simple transformation more precisely
than by direct computation. The transformation has the form

[*i h h UY = Τ - [h hi hu hwY (103)

where the transformation matrix Τ includes only constants [ 5 2 ]

1.866 - 0 . 5 0 0 0.134 - 0 . 5 0 0
-0.500 1.866 - 0 . 5 0 0 0.134
T = (104)
0.134 - 0 . 5 0 0 1.866 - 0 . 5 0 0
-0.500 0.134 - 0 . 5 0 0 1.866

The same procedure can be used for estimating dujdy.

F r o m derivative values thus obtained at the nodes it is possible to obtain
an average throughout all elements meeting at a common node. This average
is accurate enough at the internal nodes of which all the shared elements are
homogeneous. A t nodes lying on the boundary of the domain or on the inner
boundary separating two different materials the values determined will be
subject to error. It is therefore better to use the Gaussian integration nodes
for the evaluation of the derived variables. T h e presentation of the results
(usually in graphic form) will then really correspond to the accuracy of the
results.

4.6 A G E N E R A L L Y A N I S O T R O P I C D O M A I N

Percolated soils and rocks are quite often anisotropically permeable. It has
up to now been assumed that the axes of anisotropy are parallel to the axes
of the global co-ordinate system, but in some cases this is not so. The finite
element method makes it easily possible to respect even a general case of this
kind.
W e will assume that the given two-dimensional domain G is defined in the
global system of co-ordinates x, y and we will denote the axes of anisotropy
as x', y'. The origins of both co-ordinate systems are identified so that the
system x, y passes into the system x', y' by means of rotating by the angle β
162

in the positive direction (Fig. 80). F o r the velocity vector v' it holds true in
the co-ordinate system x\ y' that

u' ' dh'

kx. 0 dx'
ν = = -K'Vh' (105)
ch
v' 0 ky

Fig. 80 Axes of anisotropy and the global

set of co-ordinates

For the velocity components in the systems of co-ordinates x, y and x\ y'

the following transformation holds valid:

cos β sin β u
v' = Lv = (106)
sin β cos β J L-
v

It is further necessary to express the relationship between the gradients Vh

and V/i' in the respective co-ordinate systems. F o r the transformation from
the system x\ y' into the system x, y it holds true that

χ
(107)

In this equation the orthogonality of matrix L has been used. Consequently

the relation between h and h! will be

dh dx dy_ dh
dx' ax dx'
7
dx
W =
dh = dx dy dh
= J V/i (108)

dy' W dy' Yy
The Jacobian matrix J is expressed with the help of equation (107):

Vh' = LVh (109)

From equations (105) and (106) it follows that

-K'Vh' = Lv (110)
 163

and after substituting for Vh' and ν w e obtain

-K'LV/i = -LKV/i (111)

F r o m this equation we can derive matrix K, including the hydraulic con-

ductivity components in the global system of co-ordinates x, y:

k T
K = \ * M = L K'L (112)
\_kxy ky J
If the percolated medium is formed by several soil types with different axes
of anisotropy, transformation (112) is always carried out for the respective
matrix L
5. N O N - L I N E A R P R O B L E M S OF STEADY G R O U N D W A T E R FLOW

In the boundary value problems considered so far the governing differential

equation has been linear and the same has applied to the boundary conditions.
In engineering practice, however, we often have to solve steady groundwater
flow problems leading to non-linear boundary value problems. These are
most frequently:
— unconfined seepage in the vertical plane,
— horizontal plane unconfined flow (quasi-three-dimensional problem),
— seepage to which Darcy's law does not apply.

ÇSTART ^

APPROXIMATION

FOR THE FIRST STEP

SOLUTION OF THE NEW

QUASILINEAR
STATE APPROXIMATION

CONTROL
PRINT

OUTPUT
PRINT
Fig. 81 Solution of a non-linear boundary
value problem by means of an
approximating sequence of quasi-linear
STOP ^)
states

In the first case the fundamental differential equation is linear and the non-
linearity of the problem is due to the fact that the free surface position is not
known a priori and it must be determined as a part of the solution in such
a way that the two boundary conditions are simultaneously satisfied. This
 165

type of non-linear boundary value problem is usually called a free boundary

problem.
The other two problems are described by a quasi-linear differential equation
in which the coefficients are either functions of the independent variable (in
horizontal plane unconfined flow) or of its derivatives (in flow to which Darcy's
law does not apply).
The solution of non-linear boundary value problems is inherently more
difficult than that of linear ones (see monograph [ 4 0 ] in which the most fre-
quently used analytical methods are presented). In the numerical solution
by means of the finite element method we usually proceed by creating in
a convenient way an approximating sequence of quasi-linear solutions. T h e
results of the preceding step are used as input data for the following step. T h e
way in which this sequence is established and the numerical problems of its
convergence toward a correct solution are described in the following sections.
The general solution algorithm by means of an approximating sequence
of quasi-linear states is illustrated schematically by the flow chart in Fig. 81.
The "quasi-linear state solution" block requires approximately as much com-
puter run time as an analogous linear problem. The number of steps in the
solution of non-linear groundwater flow problems, quoted at the beginning
of this chapter, varies between roughly 4 and 15. This gives us an idea of the
laboriousness of non-linear problem solution.

5.1 S O L U T I O N O F U N C O N F I N E D SEEPAGE
IN THE VERTICAL PLANE

Seepage flow in earth structures with a predominating length in one direc-

tion, such as dikes or embankment dams, may often be characterized by means
of two-dimensional flow in their cross-sectional plane. T o emphasize the fact
we are considering a vertical plane flow, we will denote the vertical axis as ζ
and the horizontal axis as x.
The problem of finding the free surface is significant not only in the design
of earth-fill dams, but also in the design of foundation pits and tailing dams,
and in the estimation of natural slope stability.
This problem was the first non-linear seepage flow problem to be solved by
the finite element method. T h e majority of studies dealing with this theme
and published since 1967 (when two studies appeared, namely [ 9 7 ] and [ 3 6 ] )
have started from the application of linear triangular elements. As will be
shown at the close of this section, the application of isoparametric eight-noded
elements which make possible a closer approximation to the free surface can
speed up the procedure of the search for the free surface and substantially
increase the numerical solution stability.
166

In this connection attention should be drawn to study [ 3 3 ] in which Desai

and his co-workers analyzed seepage flow in an earth-fill dam as a three-
dimensional problem. In this study the increase in the solution complexity
if we pass from a two-dimensional to a three-dimensional problem can be
clearly seen.
The substance of the problem may be shown with an example of the free
surface search in an earth-fill dam with a toe drain (Fig. 82) founded on an

Fig. 82 Determination of free surface position in an earth-fill dam with a toe drain

impermeable layer. The percolated domain G with boundary Γ can be generally

non-homogeneous and anisotropic, so that the axes of anisotropy are parallel
to the axes of the co-ordinate system x, z. According to Fig. 82 boundary Γ is
composed of four parts differing primarily by the imposed boundary condition
type. The boundary part Γχ represents the upstream slope, Γ2 is the seepage
face at the contact of the dam body with the toe drain (its length not being
predetermined), Γ 3 is the impermeable layer surface and Γ 4 is the unknown
free surface position. Its initial point D is given by the intersection of the re-
servoir water table and the upstream face, and the end point C must lie on
the seepage face Γ 2 .
Steady flow in domain G is given by the differential equation

(1)

and the boundary conditions

h = H on Γχ (2)

h = z on Γ 2
(3)

, dh dh
Κ j - ηχ + kz — nz = 0 on Γ 3 (4)
 167

h= ζ
simultaneously on Γ 4 (5)
nx +Κ — nz = 0

The differential equation (1) and the boundary conditions (2) to (4) are linear,
but due to the two conditions (5) which must be satisfied simultaneously on
the free surface, the boundary value problem is non-linear.
As the free surface position is not known a priori a convenient sequence
of successive approximations must be created to look for it. If the individual
approximations are to be numerically solved, each of them must be a quasi-
linear state. In the given case we make convenient use of the fact that two
boundary conditions must be simultaneously satisfied on the free surface.
Then, in the first step, we substitute the unknown free surface position by
0 )
a suitable approximation, Γ 4 , on which an essential or a natural boundary
condition is prescribed. Thus the problem is linearized and the first approxi-
mation can be solved. The other boundary condition is applied as an accuracy
0)
criterion for the approximation Γ 4 and if the accuracy is not satisfactory it
υ
is then used for the derivation of a new free surface approximation Γ 4 .
W e obtain different sequences according to which of conditions (5) we
choose as a checking condition. Taylor and Brown [ 9 7 ] as well as the majority
of other authors considered the approximation Γ 4 as a no-flow boundary and
they used the condition h = ζ as the computation check in each quasi-linear
step. Desai used the other possibility, that is he imposed an essential boundary
condition on the free surface approximation, and applied the seepage quantity
determination at the nodes on Γ 4 as an accuracy criterion. His method has not
been commonly used in practice, however, since its convergence is not assured
in general [ 1 8 ] .
Thus in practice variants of the Taylor and Brown method are used for the
search. The methods using linear triangular elements are assessed in detail
in study [ 6 3 ] . Their main drawbacks are their sensitivity as regards the initial
approximation choice and the solution divergence in the vicinity of point C
due to an unsuitable free surface approximation change.
In the free surface search, isoparametric elements with eight nodes have
proved much more convenient. Their sides can have the shape of parabolic arcs
and therefore they are particularly suitable for free surface approximation.
They are not liable to divergence as long as the free surface approximation
remains smooth.
The experience gained in the solution of a great many practical problems
indicates that the successive convergence of approximations depends primarily
on the reliability of the initial guess of the free surface. It is always more advis-
able to approach the correct free surface position from below than from above.
In the first case the elements under the free surface increase, which causes
168

hardly any difficulties in isoparametric elements with eight nodes. In an

estimation above the actual free surface the elements must be shortened, which
often results in an inadmissible deformation of their shapes. T h e initial guess
of the free surface position can easily be estimated in the case of the earth core
of embankment dams with suitably permeable upstream and downstream
parts or in homogeneous dams with a toe drain. M o r e difficulties are en-
countered in non-homogeneous dams and the greatest problems are posed
by dams with a horizontal drainage blanket, which can, as in the case of tailing
dams, cover the whole foundation surface.
The Taylor and Brown iterative method of free surface search has proved
the most successful in the solution of steady seepage through earth- and rock-
fill dams founded on non-homogeneous and anisotropic layers. F r o m the
theoretical point of view this method has only one drawback: the convergence
of the solution and its uniqueness has failed to be proved analytically. F o r
this reason mathematicians work intensively at the solution of steady uncon-
fined seepage by means of variational inequalities, where both the convergence
and the uniqueness of the solution are guaranteed (see [ 2 ] , [ 3 ] , [45]). A number
of applications have already been published; for example J. C. Bruch, Jr. and
his co-workers have analyzed seepage from irrigation canals ( [ 2 0 ] , [21]),
J. O . Shea and M . J. Baines have analyzed groundwater seepage into a river
[81] and A . W . Craig and W . L . W o o d [ 2 7 ] have solved seepage in a dam with
a rectangular cross section [ 2 8 ] .

Fig. 83 Two variants of the cross-section of a small earth dam: (a) dam with an upstream
facing and a sealing blanket of a plastic sheet, (b) without a facing and with a cut-off trench
under the upstream toe
 169

Fig. 84 Influence of the removal of the permeable sand layer under the sealing blanket
on the contours of total head

® Ι6Ί5Β0
615.20

6 1
rk=6-1Ô rn s
^ ^ ^ ^ ^
<=3-1cP m s
-+-4—4—4 4-

|£^--^HmHH-HHH+444+444^
3
k = 1-1Ö m- s

.615.80
615.20

1615.80

Fig. 85 Occurrence of hydraulic gradients exceeding 0.15: (a) Variant O n e with a permeable
sand layer under the sealing blanket, (b) Variant O n e without this layer, (c) Variant T w o
of the dam profile

The drawback of the hitherto published solutions based on variational

inequalities is the assumption of a homogeneous domain of the most simple
shape, coupled with a relatively demanding mathematical interpretation (in
170

comparison with the classical finite element method) in formulating the prob-
lem. The Taylor and Brown iterative method is nevertheless very suitable for
engineering practice since it not only allows easy numerical modelling of
domains of quite general shapes which are non-homogeneous and anisotropic,
but it also makes it possible to analyze the influence of all drainage and sealing
elements used in practice.
In the design of earth-fill dams several possible solutions are usually worked
out and compared. Fig. 83 shows as an example contours of total head for two
variants of the cross section of a small earth-fill dam to be built for purposes
of land reclamation and founded on alternating layers of loam, sand and silt
covering a decomposed granite layer [ 8 5 ] . T h e first alternative assumes a dam
facing of a plastic sheet extended in front of the dam into a sealing blanket
(Fig. 83a). In the other alternative (Fig. 83b) the dam is without facing and the
upstream toe is sunk into the impermeable bed by means of a sealing trench.
The application of the Taylor-Brown method makes it possible to easily find
the free surface position in the body of the dam and see how markedly it differs
in the two alternatives.
In the first cross section, the seepage was strongly influenced by a layer of
permeable sand under the dam as well as by the sealing blanket. After this layer
had been removed the hydraulic gradients in the percolated soils fell con-
siderably. Fig. 84 shows contours of total head after the removal of the sand
layer under the sealing blanket. The following figure shows a comparison of
the zones of hydraulic gradients exceeding 0.15 for the first alternative with
a sandy layer under the sealing blanket (Fig. 85a), and without this layer
(Fig. 85b). F o r the sake of completeness the hydraulic gradients for the second
cross section are also indicated in this figure (Fig. 85c). It is obvious that the
finite element method makes it possible to model seepage flow even in the
most complicated problems.

permeable layer

Fig. 86 Influence of an unsuitable initial free surface guess

It should be emphasized that in the application of isoparametric elements

with eight nodes the Taylor and Brown method will show the way towards
a correct solution even in the case of an unsuitable irfitial free surface guess.
 171

Fig. 86 shows as an example a homogeneous earth-fill dam with a small toe

drain extended by means of a drainage blanket. The initial free surface approxi-
mation has been chosen too close to the downstream dam face. After three
iterations the shape of the free surface approximation was such that it clearly
( 3)
proved the unsuitability of the position of point C at which the approxi-
mation cuts the drainage blanket surface. After corrections requiring a local
change in the element mesh two iterations were enough to find a sufficiently
(5)
accurate free surface position £>C .
In every practical problem it is necessary to consider with what accuracy
the free surface position should be determined. If, for example, the analysis
is directed towards the seepage pattern in the dam bed, one can make use
of the fact that small perturbations in the free surface position manifest them-
selves only locally and influence the seepage pattern merely in the immediate
vicinity of the free surface.
In the analysis of steady unconfined flow it is recommended to first determine
approximately the water surface position in an earth body, for example with
the help of some simple method starting from one-dimensional seepage flow
abstraction (see for example [ 8 5 ] , [ 4 9 ] , [30]). Simultaneously the domain to
be analyzed must be suitably simplified. T h e first free surface guess should lie
under the free surface thus computed, and the isoparametric elements whose
sides lie on the free surface approximation should have such a shape that their
nodes can be easily moved in the vertical direction.
With a good initial guess and a conveniently chosen division into elements
the free surface search can be coded in a computer program. The satisfying
of the essential boundary condition on the assumed free surface is applied as
an approximation accuracy criterion. The following sum is found:

(6)
J

th
for all nodes j lying on the f free surface approximation Γ 4 ° . If it is valid that

(0
R < ε (?)
where ε is a sufficiently small positive number (see further), the approximation
can be considered as satisfactory and the free surface search can be terminated.
+1)
If criterion (7) is not satisfied, a new free surface approximation Γ% is found,
so that at all nodes lying on this approximation

(8)
If the isoparametric elements applied are higher than bilinear the ζ co-
ί + 1)
ordinates of the internal nodes on the sides having one corner node on Γ 4
are corrected.
172

It has proved convenient to choose the magnitude of ε within the limits

of 0.05 to 0.25 m according to the number of nodes lying on the free surface
approximation. With a good initial estimate the convergence of subsequent
approximations is fast and 4 to 7 approximations are usually sufficient. Fig. 87

\
100% free surface

75%

50°/oL V Ί)
max
reference
20%
datum
0.15m
0%
impermeable layer
Fig. 87 Convergence of the method Fig. 88 Determination of the free surface
of successive approximations in the free height above an impermeable bed
surface search in a small dam body

(i) i]
shows as an example the dependence of R and the maximum values \hj — zj°|
on the number of iterations. The values determined for the first free surface
(l) 1
approximation (i.e. R = 2.252 m and - z j ^ ) ^ = 0.278 m) are taken
as 100%. For the termination of the successive approximation processes,
ε = 0.15 m was used.

5.2 H O R I Z O N T A L P L A N E U N C O N F I N E D FLOW

In Chapter 1 equation (1.110) was derived for unsteady unconfined flow.

For steady flow, we have dhfdt = 0. The value w 0 can often be neglected,
so that the resulting equation will be (the x- and y-axes now lying in a horizontal
plane and h being measured in the direction of the z-axis):

This differential equation is quasi-linear since the free surface height i f .

above the impermeable base is a function of the total head h. If we denote
the height of the datum plane above the impermeable base surface as tv (see
Fig. 88) then H can be simply defined as follows:

H = tv + h (10)
 173

It is convenient to introduce the aquifer transmissivities in the directions of

the x- and y-axes:

Tx = kxH = kx(tv + h) (11)

Ty = kyH = ky(tv + h) (12)

Equation (9) can then be written in the form:

Let us consider the groundwater flow described by this equation in domain G

with boundary Γ on which the following boundary conditions are prescribed:

h = Λ 0 (χ, y) on Γχ (14)

dh dh
T x n x + T y n y + q = n Γι 1 5
f a d y ° ° ° ' '

The non-linear boundary value problem described by equations (13) to (15)

is reduced to a variational problem of finding function h minimizing the
functional

Function h will be sought by the method of successive approximations. A t

a firmly chosen point hx = hx(x, y) (x, y G G) in the space of admissible func-
tions h we approximate functional F h by functional Fhx for which it holds that

y) being obviously the initial guess of the total head distribution for which
most frequently hx = constant is used. This constant is conveniently derived
from the variation of the essential boundary condition (14) which must include
the largest and the smallest total head values in the domain which has been
analyzed. T h e initial guess hi makes it possible to derive the initial trans-
missivity values in G:
l
Tx >=Tx(hux,y) (18)

T?>=Ty(hux,y) (19)
Due to this estimation the problem is linearized and functional Fhx is
a quadratic functional. T o find its minimizing function h2 by the finite element
method is now straightforward. A t point h2 of the approximation space of
functional F h it is again possible to. approximate Fh by a close quadratic
{2) 2) l
functional Fh2, if T and T ^ are determined in a similar way to 7 ^ and T$ \
174
 ®
1 st APPROXIMATION
4 t h APPROXIMATION

Fig. 89 Two-dimensional horizontal flow in the Elbe river zone — free surface contours for:
175

(a) a domain without a colmatage zone, (b) a domain with a colmatage zone alongside the Elbe
176

Thus a sequence of approximations {/i,} (i = 1,2,...) is created, corresponding

to the flow chart in Fig. 81. It may be proved that this sequence converges
towards the solution of an original non-linear boundary value problem de-
scribed by equations (13) to (15).
It is convenient to interpret the created sequence { f t j from the numerical
point of view and to state which property is characteristic of all quasi-linear
states given by the functionals F/i f. The entire solution procedure may be
interpreted as follows: the non-linear boundary value problem of horizontal
plane unconfined flow is approximated by a sequence of confined flow prob-
lems. Contrary to the preceding problem of free surface search in vertical
plane seepage, the shape of the analyzed domain is not changed in this case
(i.e. this is not a free boundary problem). Every quasi-linear state represents
flow in a quasi-spatial domain into which besides the imposed (i.e. actual)
non-homogeneous composition an artificially induced heterogeneity is in-
serted by means of the transmissivities Tx and Ty. This heterogeneity changes
continuously throughout the domain and its continuity corresponds to the
continuity of the approximation of the dependent variable h. The transmissi-
i} ( i)
vities Tx and T y are needed in the quasi-linear state in the assemblage of the
(e) {e)
characteristic element matrices M . F r o m the point of M population, how-
l)
ever, Tx and are multiplying constants, the same as the hydraulic con-
ductivity components kx and ky in equations (4.20) or (4.56).
It is therefore possible to interpret the analysis of the non-linear problem
considered here by means of the finite element method as if its purpose was to
form such a distribution of induced heterogeneity in the domain being analyzed
that the confined flow solution in this domain would yield the distribution
of the total head satisfying the following criterion for two successive steps
throughout the whole domain:
l _ 1 )
\T? - 7i | < ε (20)
| T( 0 _ (T i - D | < £
(21)
This way of forming an artificial heterogeneous composition of the ana-
lyzed domain for every quasi-linear state is typical of the solution of non-
linear problems by the finite element method.
The above-described sequence of approximations shows a good conver-
gence. Numerical experiments have shown that in practice 3 to 5 steps are
usually sufficient to obtain satisfactory accuracy. Fig. 89 shows by way of
example a water table displayed with the help of isohypses for two tested
composition variants of the right-bank river zone of the Elbe between the
towns of Neratovice and Kostelec in Bohemia. In this domain there are two
abandoned meanders, a flooded sand pit and small channels, so that the
numerical model was rather complicated. Nevertheless the solution had a g o o d
convergence in all the variants analyzed (for more details see [65]).
 177

5.3 S E E P A G E W I T H A N O N - L I N E A R R E L A T I O N S H I P B E T W E E N
HYDRAULIC GRADIENT A N D HYDRAULIC CONDUCTIVITY

For seepage flow the validity of Darcy's law [ 4 9 ] can be assumed in the
majority of practical problems. Only in some cases is this assumption not
justified: for example in seepage through embankments of non-cohesive soils
(in water transfer over an unfinished rock-fill dam during construction) or
in the seepage through a decomposed layer forming a transition between the
deposited covering soils and the rock bed.
The validity of Darcy's law is usually considered with respect to the Rey-
nolds number defined for soils mostly by the formula

Re = ^ (22)

where υ is seepage velocity, ν the coefficient of kinematic viscosity and dl0

the effective grain diameter corresponding to dl0 of the grain-size curve of
the percolated soil.
The critical value Recr9 beyond which Darcy's law cannot be applied, is
given from 1 to 10, within rather wide limits [ 8 5 ] . The deviation from the
validity of Darcy's law with the increasing Reynolds number is gradual and
it cannot be identified with the transition from laminar to turbulent flow [ 4 8 ] .
5 2 1
Let us assume that ν = 0 . 1 8 . 1 0 " m .s" and the critical value of the
Reynolds number is ReCT = 1. With an effective grain diameter dl0 = 1 mm
the critical velocity limiting the validity of Darcy's law is relatively large,
3 1
namely vcr = 1.8 . 1 0 " m . s" . It may thus be expected that Darcy's law will
not be valid only in coarse-grained or talus soils.
Let us express the dependence between the hydraulic gradient and seepage
velocity in the form

- f - i ' M (23)

For Darcy's law it will obviously hold true that

- i >
F |24

In case of a non-linear relationship between the hydraulic gradient and

seepage velocity the function F will obviously be dependent on velocity v:

F = F(\v\) (25)
Let us quote the two most widespread definitions of function F(|v|). A c -
cording to Forchheimer

F(|v|) = a + b[v\ (26)

178

and according to Missbach

1
FH = C.\v\-- (27)

In these equations the pairs of constants a, b and C, m characterize an actual

soil. Equation (23) for F dependent on seepage velocity does not have a suitable
form for numerical solution. It is more convenient to introduce a fictitious
hydraulic conductivity kf, which for the Forchheimer relation (26) has the
following form:

* — 4 2
—
a a dh
1

and for the Missbach equation (27)

1
kf = C - " » ^ J (29)

With the application of kf the seepage velocity components may be ex-

pressed formally in the same way as for Darcy's law (we assume an isotropic
medium and vertical plane flow):

dh , ,
« = -fc Γ χ (30)

dh . .

The governing differential equation will be, for simplicity's sake, considered
in the following form:

δ ί dh\ δ / dh\
dx
This equation is non-linear. Although its form is the same as that of equation
(13), kf depends on the hydraulic gradient and not on the total head.
As has been proved numerically by Wosiewicz [103], both definitions of
the fictitious hydraulic conductivity lead to the same results if both constant
pairs (i.e. a, b and C, m) correctly represent the same soil. In the following we
will focus out attention on the Forchheimer formula (28) which has the ad-
vantage of showing clearly the meaning of both respective constants.
In formula (28) we will put first b = 0, so that kf will be constant and in-
dependent of the hydraulic gradient.

1 1
 179

Value Kf is obviously the maximum value which the fictitious hydraulic

conductivity Iq can reach. Constant b can be considered as a kind of non-
linearity measure, since along with its magnitude also the dependence of kf
on the hydraulic gradient will increase. Because b occurs in the denominator,
value kf must decrease with its increase. Thus the more expressive the non-
linear dependence between the hydraulic gradient and the hydraulic con-
ductivity is the more the soil will appear to be "less permeable". T h e seepage
flow will be turbulent and the turbulence will increase the hydraulic resistances.
T o be able to estimate quantitatively the influence of constant b we will
introduce an auxiliary notation:

b = g (34)

After substituting into formula (28) and a simple modification we obtain

2 2
= K{ (35)
dh dh
a 1+ 1 + 0 i + l i + g
~ds äs

100

90-
05
80-

70-
j=5
60-

50-

40-

30- 9=5

20-
g = 5C
)0
10- Fig. 90 Dependence of kf\K{
on the hydraulic gradient for
0
0.1 Q2 03 0.4 0.5 0.6 0.7 0ß 0.9 1.( different values
9h Ids—— of parameter g

Coefficient ρ is always less than 1 or at most equals 1. Fig. 90 shows the

dependence of the ratio k f / X f (in percentage) on the hydraulic gradient for
different magnitudes of parameter g. F o r the values g = 0.5 and 5, ρ changes
significantly along the whole hydraulic gradient interval considered. F o r
g = 500, however, the distribution of ρ is entirely different: the decrease of ρ
180

occurs mostly in the interval dhjds = 0 to 0.15, and afterwards ρ changes

relatively slightly with the increasing hydraulic gradient.
The solution of the above-described non-linear problem with the help of the
finite element method can again be carried out by the method of successive
approximations. I f we apply for example formula (28) for kf, we can proceed
by putting in step one:
0)
fcj = const (36)

where the constant magnitude is arbitrary, since in this case kf can be removed
from equation (29) by reduction. Thus step one corresponds to the solution
under the assumption of the validity of Darcy's law. T h e solution result will
{l)
be the distribution of the total head h :
(1) (1
fc = fc >(x,y) (37)
(l)
F r o m the values of h w e can find the hydraulic gradients and the dis-
tribution of the fictitious hydraulic conductivity:

= *r (ψ) (38)
1}
By substituting /cf into equation (32) we obtain a further quasi-linear
state and the solution is further carried out according to the flow chart in
Fig. 81. The solution procedure can again be interpreted with the help of arti-
ficial heterogeneity as in the case of horizontal plane unconfined flow.

h = h(r)
t, ±

Fig. 91 Inflow into a fully

1 α
Iι = ·046
2
(a) distribution of h for
jI aquifer &=| ^ 5 Darcian flow,
b
//j///*/;//////;//*///*//////////////, ( ) distribution of h for
non-Darcian flow
hydraulic head datum

Fig. 91 shows the distribution o f the total head for the inflow into a fully
penetrating well passing through an impermeable soil layer. The distribution
of the total head h is displayed both for Darcian flow and for a non-linear
problem. In the latter case, formula (28) was applied, the constants a, b having
the values a = 1.046 and b = 127.125. This problem was solved by Wosiewicz
[103] by means of linear triangular elements and Fig. 91 shows the results
 I
1615.80 615 20 , .
^ laminar and turbulent flow

r m i n o
6 1 ^ 6 0 ^ ^ ^ I ^ ^ ^ ^ 6 1 1 . 8 0 °fl wla

—~ÔÔ~ I I ~J~ i I ~\\ ! ^ ^ ^ l i

Fig. 92 Influence of turbulent seepage flow in a layer of decomposed granite
181
182

obtained with the help of isoparametric elements with eight nodes. Since this
problem is relatively simple, the results for both types of elements are practically
the same numerically.
Seepage flow in a domain where both Darcian and non-Darcian flow occur
simultaneously is relatively easy to solve. F o r example for the first variant
of the dam described in section 5.1 seepage was analyzed also under the
assumption that in the lowest layer of decomposed granite turbulent flow
may occur. In Fig. Fig. 92 the resulting solution is compared with the help
of contours of total head to a solution assuming Darcian flow throughout the
domain. It is evident from the figure that the influence of the layer with turbulent
flow is not negligible.

5.4 P R A C T I C A L A P P L I C A T I O N A N D C O D I N G
O F T H E M E T H O D O F SUCCESSIVE A P P R O X I M A T I O N S

For the solution of the non-linear seepage flow problems discussed in this
chapter the method of successive approximations representing a simple iter-
ative technique has been applied. Its application is convenient mainly for the
reason that all three types of problems described are mildly non-linear. This
is due primarily to the physical character of seepage flow which changes
gradually, without abrupt changes.
In practical application most attention should be given to unconfined flow
in a vertical plane. T h e convergence of the free surface search process is im-
proved if isoparametric elements with eight nodes are applied making possible
a very close approximation of the curved free surface shape. These isopara-
metric elements are not excessively sensitive to a major initial shape defor-
nation which can easily occur if the process of successive approximations is
a part of the program. Even in this case, however, it is necessary to choose
the element mesh such that the shape of elements whose sides approximate
the free surface may easily be changed.
Equation (8), used for finding a new approximation, may be modified by
introducing a relaxation parameter ω :

= zjo + ω(ψ - f)
z (39)

The numerical tests performed, however, show that it is not obligatory to

use parameter ω much different from 1 and that its influence on the convergence
rate is usually not significant. A n exception is the case where the free surface
is relatively long and the initial guess at its length is unlikely to be accurate
enough. In such a case a value of ω less than 1 proved to be advantageous.
So the application convenience of equation (39) will be influenced by the
character of the problem.
 183

According to contemporary experience the application of the method of

successive approximation is most effective in the solution of horizontal plane
unconfined flow. This is mostly due to the fact that this type of flow is most
frequently solved in the zones of major rivers, so that the analyzed domain
usually represents a rather extensive region in which abrupt changes in geo-
logical composition occur only locally.
It is again convenient to use isoparametric elements with eight nodes,
making possible a suitable approximation of the free surface position. In the
practical problems analyzed it was usually sufficient to carry out 3 to 5 ap-
proximations to determine the free surface position with sufficient accuracy.
The convergence of the method of successive approximations in the solution
of non-Darcian seepage flow is rather slow. In this case we should expect to
have to carry out 5 to 8 approximations.
Another possibility in the solution of non-linear problems of steady ground-
water flow is the application of the Newton-Raphson method. This method
converges more rapidly than the method of successive approximations but it
requires a greater number of operations for one iteration. Owing to the
relatively small number of necessary iterations in the application of the method
of successive approximations the use of the Newton-Raphson method is not
necessary.
The greatest advantage of the method of successive approximation is the
simplicity of its coding and the easy control of the entire process. The program
for the steady linear flow solution (see Chapter 10) must be supplemented by
two essential subroutines. The first subroutine performs the check on the
convergence criteria fulfilment while the other carries out the necessary
changes in the element mesh and stores in the computer memory the partial
results necessary for comparison of the successive approximations. It is
further convenient to use one or more subroutines to print the information con-
cerning the results of the individual approximations. It is especially useful
if the user of the program can influence the extent of this information, since
it can be brief in simple problems and more detailed in complicated problems
(see Chapter 10).
The criteria determination for the control of the successive approximations
has been described in the preceding sections. It should only be added that
a maximum number of approximations must always be given in the program
(most frequently implicitly, the user being able to influence this number in case
of need). It can happen that the user imposes such strict convergence criteria
that they cannot be satisfied, or the problem is such that the successive ap-
proximations begin to diverge (for example due to incorrect formulation of
the problem). In a case like this, a prescribed maximum iteration number stops
the computation, thus preventing a waste of computer run time.
6. U N S T E A D Y G R O U N D W A T E R F L O W

The numerical solution of unsteady groundwater flow by the finite element

method is, as compared to the solution of steady groundwater flow, more
complex as to the algorithm and more demanding as to the computer run time.
The same as in steady flow, linear confined unsteady flow is simpler than
non-linear unconfined flow. The solution of horizontal plane unconfined flow
is, under the assumption of the Dupuit theorem, simpler than the solution
of unsteady unconfined flow in the vertical plane. F o r this reason this chapter
will deal first with unsteady horizontal plane groundwater flow and only
afterwards with unsteady flow in the vertical plane.
Unsteady groundwater flow is described by partial differential equations
of the parabolic type (see section 1.5). T w o fundamental techniques applied
in the finite element method for the solution of this type of problem are de-
scribed in the following section.

6.1 S O L U T I O N O F T R A N S I E N T P R O B L E M S B Y T H E F I N I T E
ELEMENT METHOD

In the solution of parabolic differential equations describing unsteady

groundwater flow in domain G the definition domain Dh of the unknown
function h is the Cartesian product of domain G and the time interval J:

Dh = G ( x ) χ I(t) (1)

where χ is the co-ordinate vector, and for t it is valid that 0 < t < oo.
For the solution of initial value problems of parabolic differential equations
by the finite element method two fundamental techniques differing essentially
in their principles were applied.
The first technique is a consistent application of the basic idea of the finite
element method to the solution of transient problems, and consists of ap-
proximating the whole definition domain Dh by finite elements. F o r these
elements the denotation elements in space and time are used, as the general
node i is determined not only by the co-ordinate vector χ but also by the time
co-ordinate tt (as an example of the application of these elements in ground-
water flow solution, study [ 1 9 ] may be quoted).
The application of elements in space and time has a significant consequence:
if the given domain G ( x ) is w-dimensional (n = 1, 2, 3), then the elements in
 185

space and time approximating the definition domain Dh are of η + 1 dimen-

sions. Time t is thus interpreted as a further co-ordinate.
The substance of the other technique is a combination of the method of lines
and the finite element method. If groundwater flow is described by the general
equation

(2)

including the respective initial conditions and the boundary conditions,

equation (2) may be transformed by means of the method of lines to a system
of time-independent differential equations. This is carried out by approxi-
mating the partial derivative of h with respect to time by a convenient divided
difference. Thus the method of lines makes it possible to replace an unsteady
problem by a sequence of steady problems with the help of a convenient time
discretization. These steady problems will be linear if confined flow is con-
cerned, otherwise they will be non-linear.
With respect to the fact that in the solution of unsteady groundwater flow L
in equation (2) is mostly an elliptic operator, it is particularly convenient to
use the finite element method for the solution of the quasi-steady problem
sequence. Thus the combination of the method of lines and the finite element
method is suitable, and in comparison with the preceding solution by means
of elements in space and time it is of foremost significance that the method
of lines application requires that only domain G(x) be approximated with the
help of finite elements (of the common type).
The difference between the two solution techniques mentioned can be
clearly shown by the form of the local interpolating functions defining the
finite element. In the first technique, that is in the application of elements in
space and time, the value of the total head h in the element is interpolated
in the usual way:
( e)
h = Nh in Df> (3)
(e)
where Ν is the matrix of local interpolating functions and vector h includes
e) ie)
the values h at the nodes of element Dj, . T h e values h are constants in-
dependent of time, and for the interpolating functions it holds valid that
(fc being the element node number):

N , = i V f( x , f ) i=l,2,...,fc (4)

As the whole domain Dh is divided into elements the interpolating functions

must be time-dependent. It is obvious that in the application of elements in
space and time the numerical solution loses the character of an initial value
problem, since the initial condition becomes an essential boundary condition
on the boundary part ft of the approximated domain Dh = [JDf for which
186

t = 0. This condition is introduced into the resulting equation system in the

same way as the remaining essential boundary conditions. T h e properties
of the matrix of the resulting equation system M are influenced by the fact
that the parabolic equation is not selfadjoint, so that matrix M is non-sym-
metric and ill-conditioned.
In the other technique, that is in the combination of the method of lines and
( e)
the finite element method, the interpolation used in element G is defined
by the following equation:
( e) (e) ( e)
h = Nh = N ( x ) h (r) on G (5)

so that the values h at the element nodes are no longer constant but time-
dependent. O n the contrary, the interpolating functions Nt depend only on
the geometric co-ordinates of the element nodes and do not change with time.
Thus the application of the method of lines resembles formally the main idea
of the analytical method of variable separation used for initial value problem
solution. It is essential that in the application of the second numerical solution
technique the problem keeps all the typical features of an evolution problem.
Elements in space and time are less convenient for the solution of practical
unsteady problems than the combination of the method of lines and the finite
element method. Therefore we will apply in this chapter the latter of the two
methods. The use of elements in space and time and the respective problems
will be explained in section 7.1 with an example of the numerical solution
of the Terzaghi one-dimensional soil consolidation.

6.2 U N S T E A D Y H O R I Z O N T A L P L A N E C O N F I N E D F L O W

Let us write equation (1.115) describing linearized unsteady horizontal plane

groundwater flow in the nullified form:
2 2
id h d h) dh _ . u

W e will solve this equation in the homogeneous and isotropic domain G

with boundary Γ in the time interval (0, r„>. O n the boundary both an essential
and a natural boundary condition are given:

ft(x, y, t) = h0{x9 y, t) on Γ{ χ (0, ί„> (7)

k
(Ë * % ) °
n + Hy +q = 0 ο ηΓ ι χ tn>
^
where ηχ and ny are directional cosines of the outward normal to Γ.
 187

In domain G also the following initial condition must be imposed

h(x,y90) = H(x,y) in G (9)

Let us consider for the meantime the partial derivative of the total head with
respect to time dhjdt as a constant and let us apply the Galerkin method to
equation ( 6 ) :

- — l d G = 0 i = 1,2,...,*, (10)

where nu is the number of nodes of the applied element mesh and Nt are the
applied local interpolating functions. Applying the Green theorem we may
modify equation (10):

f {dNt dh dNi dh] f f dh

The evaluation of the second integral in this equation is considered only

at the nodes lying on the boundary part Γ 2 with a prescribed non-homo-
geneous natural boundary condition (see section 4.4). W e have to construct
as many equations as there are nodes in the mesh. The resulting system can
be conveniently written in matrix form:

dh , ,
M.h + L - = —F (12)

where vector h includes the unknown values of the total head at all nodes
of the applied element mesh.
The matrices M and L are easiest assembled by the superposition of matrices
(e) ( e)
M and L assembled for the individual elements. T h e algorithm of the
assemblage of the resulting equation system will then correspond to the algo-
ie) ( e)
rithm described in section 4.3. F o r the members of matrices M and L it
holds valid that

f \dNt dN: d^ dN}) , ,

(14)

{e)
It follows from the definition of mfj- that matrix M is formally the same
as the characteristic element matrix for steady groundwater flow. This agree-
ment is used to advantage in coding.
188

The evaluation of elements Zfj is simple. If the element area is denoted as A,

then for linear triangular elements for example

Ï A f Ç, =
r ;
' (15)
hA for i Φ j ^

F o r isoparametric elements the value of ltj is determined by numerical inte-

gration:

/,·, = J ' ^WMdrds (16)

It has up to now been assumed that the percolated layer is homogeneous

and has a constant thickness. A discrete numerical model formed by means
of the finite element method, however, can be applied even if these two as-
sumptions are not satisfied. In practical problems it is possible to divide a non-
homogeneous seepage domain G into finite elements in such a way that in
each of them the percolated medium is homogeneous. The variable thickness
of the percolated layer is also easily approximated. I f in domain G its distri-
(e)
bution is given, then it is possible to define the variable a for each element G
separately. It is convenient to approximate the distribution of the layer thick-
(e)
ness in G by means of its values at the element nodes and the local inter-
polating functions defining the element. In isoparametric elements this is
(e
particularly simple, since in the assemblage of the matrices M \ value a is
computed by means of local interpolating functions at each Gaussian inte-
gration point. The introduction of anisotropic permeability is obviously
possible in the same way as the introduction of a heterogeneous composition
of the percolated domain.
The matrix equation (12) represents a system of ordinary differential
equations of the first order and a convenient numerical method must be used
for its solution. The solution will again have a discrete form, so that for the
sake of a simplified notation it is convenient to denote

hx = h{ti) (17)

h2 = h{ti + At) = h{ti+1) (18)

Ft = F(ti) (19)

F2 = F{ti + At) = F{ti+1) . (20)

where Ar is a conveniently chosen time step of the numerical integration.

Using the new notation we can approximate h in the interval < f „ i,+ i >
generally in the following way:

h = (1 - α) h1 + ah2 (21)

where for α it holds valid that α e <0,1>.

 189

If the non-homogeneous natural boundary condition is time dependent,

it is convenient to formulate the vector of discretized discharges F on Γ2
formally in the same way as vector h (again in the time interval <i i 9 i i + i > ) :

F = (1 - α) Fx + aF 2 (22)

The essential boundary condition (7) is used in the usual way (see section 4.4)
for the modification of matrix M. If the boundary condition (7) is time-
dependent it is necessary to distinguish between matrix Ml = M ( r f ) and
matrix M2 = Μ ( ί ί + 1) . Let us write equation (12) for two subsequent time
instants tt and ti+i:

+ L^ + Fx = 0 (23)

M2h2 + L — + F2 = 0 (24)
dt
Equation (23) is multiplied by (1 - a) and summed with equation (24),
multiplied by a:

(1 - a) Mihi + a M 2 h 2 + L — + (1 - a) Fx + aF 2 = 0 (25)

The partial derivative dhjdt in this equation is substituted by the forward

divided difference

*->-»•> <>26

so that after a simple adaptation we obtain

[L + <xM2 Δ ί ] h 2 = [ L - (1 — a) M t Δ ί ] h, - [(1 - a) F, + a F 2 ] At
(27)
This equation represents a system of linear algebraic equations, and with
the help of the following notation

χ = h2 (28)

A = L + <xM2 At (29)

b = [ L - (1 - a) Nix At] h{ - [(1 - a) F t + a F 2 ] Δ ί (30)

it can be written in the usual form

Ax = b (31)

The system matrix A is known, and it is possible to evaluate in the same way
the right-hand side vector b which, contrary to matrix A , depends on the
solution at the time i,. Only the matrix M2 and vector F 2 depend on the time
190

ti+l = f. 4- Δ ί , in which simultaneously also the boundary conditions manifest

themselves at time f j + 1.
It is interesting to note that the time integration of the initial groundwater
flow problem is in this form formally analogous — irrespective of an entirely
different derivation procedure — to some solution techniques for non-linear
structural analysis problems by means of the finite element method [105]. The
time step defined by equation (26) corresponds of course to one iteration in
the non-linear problem solution.
For numerical stability and solution accuracy the choice of value α is of
decisive significance. Most frequently 1, \ or 0 are substituted for a. Equation
(27) thus obtains the form

1. α = 1:
(L + M2 At) h2 = Lh1 - F2 At (32)

2. α = | :

(l + i A l 2 Δ ί ) h 2 = (l - 1 Δ ί ^ -Ifc + F2)At (33)

3. α = 0:
Lh2 = (L — M1 At) h, - Fx At (34)
The choice α = \ corresponds to the Crank-Nicholson method of numerical
solution of initial value problems. This method is very frequently used. It is due
to the value α = 0 that in equation (34) the influence of boundary conditions
at the time ti+ λ is not included. It may thus be assumed a priori that this scheme
will not be convenient for the solution of initial value problems with time-
dependent boundary conditions. In the choice α = 1, the right-hand side of
equation (32) does not include the natural boundary condition influence at
the time i f . It is therefore obvious that for the inclusion of time-dependent
boundary conditions, equation (33) is the most suitable for representing the
linearization of the initial value problem in the interval <i f , ί ί +ι > .
It may be shown that for α > \ the solution of system (27) is numerically
stable so that the integration step Δ ί can be chosen simply with respect to the
required computation accuracy. F o r α < \ the solution is numerically stable
only for sufficiently small values of Δ ί .
Equations (32) and (33) define implicit solution methods while equation (34)
corresponds to the explicit method. This may easily be shown if the considered
values of α are subsequently substituted into equation (25) and in all three
cases the derivative dh\dt is expressed:
α = 1:

_ 1
— = -L (M2h 2 + F2) (35)
 191

( - (Mlh1 + M2h2) + - (F, + F2) ) (36)

α = 0:

dh
(37)

The first two methods are implicit, since dhlPt depends on h 2, namely on
the sought solution at time r f + 1. In the explicit method (37) fhjct depends
only on the solution at time t l which is known.
For the solution of unsteady two-dimensional groundwater flow the implicit
method (33) is, on the basis of the foregoing analysis, the most convenient.
Thus the unsteady flow solution is carried out by steps of Δ ί , which theoretically
can be variable. The numerical solution is rather time-consuming, since each
integration step requires about as much of computer run time as one analogous
steady flow problem.
It must be realized that the solution of system (33) is essentially different
both numerically and as regards the algorithm for both linear and non-linear
steady groundwater flow. Unfortunately this difference increases the com-
plexity and laboriousness of the numerical solution. This results in increased
demands on the worker solving the practical problem, who must have expert,
detailed knowledge of the numerical model applied. Besides this, the pre-
paration and evaluation of each computation is much more demanding. F o r
this there are essentially three reasons :
— the volume of input data is substantially larger and much more difficult
to impose,
— the computation results represent an extensive set which can be surveyed
only by means of a graphic evaluation,
— the amount of computer run time is exceptionally high, so that a large
computer is necessary.
The problem under consideration represents an initial value problem
so that initial condition (9) must always be prescribed, namely a descrip-
tion of groundwater flow in the analyzed domain at the time when the
solution begins. During the first iteration step h l 5 Ml and Fx are found from
the initial condition. In practical problem solution the prescription of the
initial condition is usually not easy. In the optimum case the initial condition
may be imposed on the basis of observation carried out directly in situ. But
only exceptionally will such detailed observations be available that the initial
condition throughout the analyzed domain can be derived from them without
difficulty.
192

As is shown from experience we must more frequently proceed by deriving

the initial condition from a conveniently chosen quasi-steady state of ground-
water flow in the analyzed domain. This means that it is necessary to solve in
the given domain for conveniently chosen boundary conditions a non-linear
boundary value problem representing steady horizontal plane unconfined
groundwater flow. If suitable free surface in situ measurements are available
the numerical model applied can be verified. The resulting solution will serve
as an initial condition for the unsteady horizontal plane flow solution in which
the same element mesh is used as in the initial condition evaluation.
Another very significant problem is the choice of the time step Δ ί , which
has an immediate effect on the integration step number and thus on the com-
puter time. Even if the applied implicit method (33) is numerically stable, the
choice of a too large Δ ί may adversely influence the computation accuracy
to such an extent that the results cannot be used. O n the other hand, too small
a Δ ί increases the computation time unnecessarily without increasing the
accuracy.
For the choice of the Δ ί magnitude only empirical rules can be used at present.
The solution of initial value problems of partial differential equations has
recently been given much attention (see for example [ 8 8 ] ) , but only linear
problems have been dealt with up to now. It is therefore suitable to check the
choice of Δ ί by the computation for Δ ί / 2 (even if for just a few steps). This
verification has proved most helpful.

6.3 U N S T E A D Y H O R I Z O N T A L P L A N E U N C O N F I N E D FLOW

The unsteady horizontal plane unconfined flow solution differs from the
initial value problem of groundwater flow described in the preceding section
in the fact that the problem is non-linear. T h e non-linearity of the partial
differential equation (1.110) is caused by the free surface height above the
impermeable stratum surface being dependent on the head h according to
the relation

H = zp + h (38)

where z p is the distance between the impermeable stratum surface and the
datum plane (Fig. 4). which is positive in the positive direction of the z-axis.
For the variational formulation it is again convenient to apply the Galerkin
method. A t a general point i (i = 1, 2 , n u ) of the element mesh covering the
given geometric domain G, it must hold true that

dG = 0 (39)
 193

Let us assume that on boundary Γ of the flow domain an essential boundary

condition (7) and a natural boundary condition (8) are again imposed. W e will
apply Green's theorem to equation (39) and simultaneously introduce the
transmissivities Tx and Ty with the help of equations (5.8) and (5.9):

f ί dNt Sh ÔNi dh) f f dh A „

+ Τ + W DR + dG
Ja V" Hx dx 'Hy dyl J N * " · 1*' * - ° ( 4) 0

This equation can be written for all nodes of the given element mesh. F o r
the further solution it is convenient (as in the preceding section) to write this
system in matrix form corresponding formally to equation (12):

d
M.h + L -£=-F (41)

The right-hand side vector is assembled in the same way as for unsteady
confined flow but the matrices M and L differ. It is again convenient to as-
(e) (e
semble the matrices M and L by the superposition of matrices M and L\
respectively, corresponding to the individual elements, but the members m 0
and lij o f these matrices no longer correspond to equations (13) and (14). F o r
( β)
matrix ΛΛ it holds valid that

Γ Γ dN, dNj d^ dNj\ Ar

m i j =
.U j ~dx ~dx
y
~dy ^ \
d
° ^

Because in the determination of the transmissivities Tx and Ty relationship

(38) must be respected, we have

m.. = mij{h) (43)

(e
and thus matrix M \ which in the solution of linear unsteady horizontal plane
flow was a constant matrix, depends on the immediate value of the total head.
(e)
The entries of matrix L change only slightly:

/0- = n a f NiNjdG (44)

The matrix equation (41) thus differs from equation (12) derived for linear
unsteady flow mainly in the fact that matrix M depends on the total head both
directly and by means of the time-dependent essential boundary condition.
By the procedure described in the preceding section an equation similar
to equation (33) is derived by the substitution of a convenient numerical ap-
proximation for the partial derivative dhjdt:

(L + ^ M 2 à ^ h 2 ^ ( L ^ ^ M 1 At^jh, - + F2)At (45)

194

Let us introduce a simplifying notation for the right-hand side part:

Q = ^ L - l / V 1 1 A i ) h 1 - i ( F , +F2)At (46)

This expression includes only values known at time ti+i so that at this time
moment it can be considered as given. The computed total head h : . however,
must at time / f + 1 satisfy equation (38) at each node of the applied element
mesh:

H = zp + h2 (47)

where h2 denotes the computed total head at a general node. For further
derivation it is convenient to introduce two vectors: vector H including the
values H at all nodes, and vector z p including similarly the values zp at the
nodes of the applied mesh.
The values of h2 obtained by the first solution of equation (45) will not
satisfy equation (47) at all nodes with sufficient accuracy, since in the as-
semblage of matrix M in equation (45) the correct values of H are not known
and therefore they must be estimated on the basis of the solution at the preceding
time moment tt. Equation (45) is non-linear and a suitable numerical method
must be found for its solution. Because of the experience in the solution of
steady horizontal plane unconfined groundwater flow it is also in this case
convenient to apply the method of successive approximations. W e start from
the equation

0)
L + i Λ1<°> Δ ί ) h<2 = Q (48)

where it holds true that

M<°> = M 2 ( H f ) = A 1 2 ( H t ) (49)
( 0)
that is, the initial matrix M 2 has been assembled using the water surface
heights above the impermeable bed found at the preceding time moment. The
( 0)
computed values h 2 are used to check that equation (38) is satisfied. If this
equation is not satisfied at all element mesh nodes with sufficient accuracy
(the accuracy criteria are stated later on), equation (47) is applied to find the
1 }
corrected values of vector H 2 :
1
H* ' = z p + h<°> (50)
1} υ 1)
With the help of H2 it is possible to assemble matrix Λ 4 2 = M2(H2 ) and
( 1}
to find a new approximation of h 2 of the total head at time ti+l9 and then to
repeat the whole procedure.
F r o m the above-described procedure the principle of the method of successive
 195

approximations is evident. Thus it is possible to define this method by two

matrix equations:

l
L+ -M?At"jhf = Q (51)

i + 1)
H<2 = zp + h « (52)

and by the prescription

Μψ = M2(H?) (53)

where i = 0, 1, 2 , w h e n it holds true that

H 2°> = H t W (54)

Since the unsteady horizontal plane unconfined flow in the river zone
changes gradually and relatively slowly, it may be expected that the de-
scribed method of successive approximations will converge relatively quickly.
Generally, the smaller the average thickness of the aquifer and the more
pronounced the dependence of the boundary conditions on tjme, the greater
the non-linearity of the given initial value problem will be.
It is interesting to compare the procedures for the successive approximation
for unsteady and steady horizontal plane unconfined groundwater flow. F o r
steady flow the equation corresponding to equation (51) has the following
form (section 5.2):

M®h = -F (55)

and equations (52) and (53) keep their validity. The vector of the total head h
does not depend on time and the same is true of vector F expressing the in-
fluence of the natural boundary condition (39). F r o m a comparison of equations
(55) and (51) it is evident to what extent unsteady non-linear horizontal plane
flow is more demanding than steady flow as regards numerical solution. It
remains to recommend suitable criteria for stopping the procedure of successive
approximations. In this case we can proceed as in the solution of steady hori-
zontal plane unconfined flow. T w o criteria can conveniently be used: the
global criterion and the local one (which are in a convenient way mutually
dependent). The global criterion has the form:

+ 1 , 0
Κ' ->*1 Ι<β, (56)
k=l

nu being the number of nodes in the applied element mesh. Number εχ is

a conveniently chosen sufficiently small constant (for details see the following
text).
196

(57)

It has proved convenient to choose s2 equal to a few centimetres.

Let us denote as nhc the number of nodes at which an essential boundary
condition has been imposed and define

n =n -n
u u hc
(58)

so that nu is the number of nodes (and thus also the order of matrix M2) at
which the total head is sought. Then it may be recommended to use the relation-
ship between ε2 and ε χ in the form

= kn £ u 2
(59)

It has proved satisfactory to choose the value k in the interval 0.1 to 0.2.
The significance of the condition is given by the relation

1
TM -h?\<ks
+l)
(60)

i.e. the average magnitude of the absolute values of the total head differences
in two successive approximations must be 10 to 20 per cent of the admissible
maximum difference. The program can easily be modified so that its user can
input for example the values εχ and k ( ε 2 is computed in the program from
formula (59)).
Towards the end of the preceding section emphasis was laid on the de-
manding and laborious solution of linear unsteady horizontal plane ground-
water flow. It is obvious that in the case of an unsteady horizontal plane un-
confined flow, when the initial value problem is already non-linear, the necessary
time amount for the computation is twice to four times higher. Therefore
special attention must be given to the preparation of every practical problem
solution and a large computer must be available, should the demands on the
computer run time be acceptable.
The analysis also lays great claims on the analyst, who should not only know
the necessary theory but also have sufficient numerical experience to be able
to solve the given problem with sufficient accuracy without wasting computer
run time. Moreover there will be the need for a well prepared set of subroutines
for both graphic and numerical input data check and a graphic evaluation of
the solution results as well as the respective marching in time. In the solution
of practical engineering problems the volume of printed output data is so
large that the results cannot be proved and evaluated without graphic pro-
cessing.
 197

6.4 U N S T E A D Y C O N F I N E D S E E P A G E F L O W
IN THE VERTICAL PLANE

Like unsteady horizontal plane groundwater flow, unsteady vertical plane

confined seepage is relatively easy to solve. Let us again consider, as in section
5.1, a vertical plane with a global set of co-ordinates χ, ζ in which domain G
is given. This domain can be non-homogeneous and anisotropic so that the
axes of anisotropy are parallel to the axes x, z. T h e flow in domain G is de-
scribed by a parabolic differential equation (Ss is specific storativity)

s k
>iH=Tx{ *rx)
+
3-A >T )
k
z
) ( 6 1

as long as the water flows in and out of this domain only over the boundary Γ.
Let us consider on boundary Γ the usual mixed type boundary conditions:

h = h0(x, ζ, t) on Γχ χ (0, Ο (62)

dh dh t
Κ fa nx + kz — nz •+ q0 = 0 on Γ2 χ (0, ί„> (63)

In these equations h0 is a given function, nx and nz are direction cosines of

the outward normal to the boundary Γ , q0 = q0(x, z, t) is the enforced flux,
and the solution is sought in the time interval (0, i w>. The initial condition has
the form

h(x, z, 0) = H(x, z) in G = G -f Γ (64)

In the application of the Galerkin method to this initial value problem we

can proceed in the same way as in section 6.2 in the solution of unsteady
horizontal plane confined flow. For each node i of the applied mesh we obtain:

f d ( dh\ d ( dh\ dh) . v

fe (*• a ) +
Tz (*• s ) - - Έ ] s d G
-0
'- '· 2
"• < > 6 5

where nu denotes again the number of mesh nodes and Nt = JV£(x, z) is the
local interpolating function corresponding to node i. The partial derivative
dh\dt will for the meantime be considered as a constant and Green's theorem
will be applied to equation (65):

In this equation the second integral contributes to the right-hand side vector
of the resulting system of equations and it will be non-zero only if a non-homo-
geneous natural boundary condition is prescribed on Γ 2 .
198

Equation (66) is assembled for all nodes and the resulting system is written
in matrix form, which is formally identical with equation (12):

M.h + L — = -F (67)

Vector h again includes the values of the total head at all mesh nodes, but
(e) ie)
the matrices M and L from which the resulting matrices Λ4 and L are
assembled will be defined somewhat differently from equations (13) and (14):

f f ON: ON: dN: dN:} , ,

m.

/„= f ( e) StN,NjdG (69)

Jc
In the numerical solution of equation (67) we may proceed in the same way
as in section 6.2 in the solution of equation (12). F o r practical application,
equation (33) will again be the most suitable, being derived from a more general
equation (27) by the substitution of α = \ :

L L
(L + 1 M2 A t ) h 2 = (L - - M, A t ) h, - - (F, + F2) At (70)

This equation assumes that boundary conditions are time-dependent (see

(62) and (63)). If both boundary conditions are steady, namely, if it holds
true that
h = h0{x, z) on Γχ χ (0, Ο (71)

q0 = q0(x9 z) on Γ2 χ (0, ί„> (72)

then

M, = M2 = M (73)

and

Fi = F 2 = F (74)

After the following notation has been introduced

C = 1 M At (75)

equation (70) will have the simple form

(L + C) h 2 = (L — C ) h i - F At (76)

The solution of unsteady confined seepage in the vertical plane is thus

relatively simple as regards either horizontal plane flow or uifsteady vertical
plane flow.
 199
As an example of unsteady confined seepage flow in the vertical plane we
can describe the flow in a horizontal layer connecting two reservoirs separated
by a mountain chain (Fig. 93). The water level in both reservoirs was originally

h 1 00
» 1 2 0 d o y s ^ ^ ^ ^ —
m 02 4 d aSy
• I 7.5 · 80 ^ / æ / ^ ^ Ñ ^ ' ^

y ^ ^ ^ ^
m d Q yS 2
5 0 yrfffifaf -

2.5 ' wiw/jy/z/hyfy/bth?

°0 5 10 15 20 JL
L
Fig. 93 Time distribution of the pressure head on the upper aquifer surface at a rapid drawdown
in one reservoir (acquifer with a large storativity)

of the same height so that there was no flow in the permeable layer. Unsteady
seepage flow has been induced by a sudden drawdown (by 10 m) of the water
level in one reservoir. Fig. 93 indicates how the pressure head on the upper
surface of the permeable layer changes in dependence on time after the water
level has been lowered.
This example shows that even a large drawdown of the reservoir level should
cause only a slowly propagating change in a compressible layer. In practice,
unsteady confined seepage flow occurs most frequently under hydraulic
structures (concrete dams, weirs, water locks, etc.).

6.5 UNSTEADY UNCONFINED SEEPAGE FLOW IN THE VERTICAL

PLANE

The solution of unsteady seepage flow in the vertical plane is complicated

considerably by the existence of the free surface. This is due to the fact that in
unsteady flow the free surface is no longer a streamline as it is in the case of
steady flow (see section 5.1). At every time moment only an essential boundary
condition is valid on the free surface and the change of the free surface position
must be determined with the help of a conveniently formulated condition.

æ \ before drawdown . 7

_=
1
after ^l^^ ^ £
^drawdown G /
S' / Fig. 94 Domain G of unsteady
Il A * unconfined flow
200

The application of the finite element method to the solution of unsteady

unconfined flow in the vertical plane has been studied by a great number of
authors (see for example [ 3 1 ] , [ 7 8 ] , [ 9 6 ] , [ 9 1 ] , [ 8 0 ] and others).
Fig. 94 shows the upstream part of an earth-fill dam with an impermeable
earth core. In the upstream part a rapid drawdown of the reservoir level causes
unsteady unconfined flow. The percolated domain G has a boundary consisting
of three parts: the no-flow boundary Γ ΐ 5 the permeable boundary Γ2 and the
free surface Γ 3 . Let us assume generally that domain G is anisotropic, the axes
of anisotropy being parallel to the axes of the global set of co-ordinates v, z.
In the time interval (0, tn} we will seek the function h = h(x, z, f), which in
G χ (0, tny satisfies the equation

dh d / dh\ d / dh\ . i n n

The initial condition has again the form

h(x, z, 0) = H(x, z) in G = G + Γ (78)

The boundary conditions will have the following form for this particular
problem:

ôh ôh
fa lk ^
kx nx + k z n z = =0 o n Γ ι x ί η > )( 7 9

h(x, z, t) = h0(x, ζ, ή on F 2 χ (0, ί„> (80)

h{x, ζ, t) = ξ(χ, t) = ζ on Γ 3 χ (0, ί η > (81)

This equation system must be supplemented by the condition for the deter-
mination of the free surface fall velocity vn which is perpendicular to Γ 3 . This
condition has the form [ 9 6 ] :

x Άχ z J n = q
~ dx ~~ dz " " " ' '

For vn it must hold valid that

dx dz v ί

where (v. z) are the co-ordinates of points on the free surface Γ 3 .

With the help of the Galerkin method the solution of this kind of problem
can be reduced to a sequence of quasi-stationary problems with a known free
surface position, determined by means of equations (82) and (83). W e proceed
first from the initial state for t = 0, for which the position of the free surface Γ 3
is known. W e compute the vector h of the total head at all nodes of the applied
 201

élément mesh and determine the seepage quantity Rt at the surface nodes from
the equations

/?, = Σ" (84)

j
th
where m 0 are elements of the i row of the resulting equation system matrix M.
O n the free surface Γ 3 an essential boundary condition is given by equation (81).
For the satisfying of condition (82) it holds true that

Ri + Nfl d r = 0 (85)

F r o m this equation flux q is determined and from q we find with the help
of equation (82) velocity vn at node i.
It is more convenient to find the node fall velocity on the free surface along
a straight line in the given direction, for example along a vertical line. In this
case equation (83) is simplified:

dz , .
v n = vz = - n 2 (86)

Co-ordinate ζ can be expressed in each element with the help of local inter-
polating functions in dependence on the co-ordinates of the k nodes of ele-
( e )
ment G :

Ν (e) {e)
ζ = Σ& = N.z in G (87)

After substituting into equation (85) and modifying it we obtain

ie)
dz
NiN — άΓ = -Ri (88)
dt
For the free surface nodes the following matrix equation is established by
means of equation (88):

| = - T - i R (89)

where it holds true for the entries of matrix Τ that

Γυ = Σ f n^Njdr (90)

Addition is carried out for those element sides lying on Γ 3 and having
a common node i.
202

If dzjdt is known at all nodes lying on Γ 3 a new free surface position can be
found after the time interval At has elapsed, for example by the Euler method:

- Λ
z A (91)
ζι + ι = i + -^T <

After a change in the free surface position on the basis of this equation it is
possible to solve a further quasi-steady state for t1 = Δ ί and the whole pro-
cedure is repeated till the end of the given time interval (0, f n > is reached.

^ before drawdown

T=10(
Τ = 0 days

Rafter drawdown

Fig. 95 Free surface time change in the upstream part of an earth-fill dam after a rapid

drawdown

(α) τ= ο
before _ajrawdown

after drawdown

(b) Τ = 5 hours

before drawdown free surface

Fig. 96 Hydraulic gradients after a rapid d r a w d o w n in a tailwater channel of a large

hydroelectric plant: (a) Τ = 0, (b) Τ = 5 hours
 203

Fig. 95 shows the free surface positions in the upstream part of the earth
dam at time t = 10, 20 and 30 days after the rapid drawdown of the reservoir
level which caused unsteady flow.
A rapid drawdown has an adverse effect on the stability of the upstream dam
slope or the channel slope. By unsteady unconfined flow we can determine
the induced hydraulic gradients and from these the seepage forces by which
the slope is loaded. Fig. 96 indicates the hydraulic gradients induced by the
drawdown in a channel of a large hydroelectric plant immediately after the
water level fall (t = 0) and 4 hours later. It is evident from Fig. 96 that the slope
is most strongly loaded immediately after the rapid drawdown.

6.6 W E L L PUMPING

Unsteady groundwater flow can very often be originated by well pumping.

This problem can mostly be considered in a simplified manner as an axisym-
metric problem and solved with the help of elements of the corresponding
type (see section 3.5). As in the preceding cases, it is necessary to distinguish
whether the flow takes place in an aquifer without or with a free surface. The
latter problem is more difficult to solve. Let us therefore consider first the case
when the aquifer is without a free surface.

Fig. 97 Well in a confined

hydraulic head datum aquifer

Let us suppose that the flow domain G is homogeneous and anisotropic in

such a way that the axes of anisotropy are parallel to the axes of the set of
co-ordinates r, ζ (Fig. 97). The flow in domain G is described by the parabolic
differential equation
204

where S s is specific storativity. T h e boundary conditions on boundary Γ will

be assumed to be of the usual mixed type with the exception of section F w,
which corresponds to the permeable part of the well. O n F w the boundary
condition can be formulated in two ways:

h{r,z,t) = h0(t) (93)

or

1 qdr = Q0(t)

The first condition is an essential boundary condition which requires that

(94)

the water level in the well be kept at a constant height by pumping. This c o n -
dition occurs primarily if the well (together with other wells) is to control the
water table position.
The natural boundary condition (94) corresponds to the case where the well
serves the purposes of water supply. In this case the quantity Q0(t) is pumped
from the well at every time moment.
The given initial value problem can again be conveniently solved by the
Galerkin method. A t each mesh node it is possible to write the equation

ί il d /

For an axisymmetric problem,

dh\ d / dh\ ôh) . ,

dG = 2nr dr dz (96)

and Nt is the local interpolating function corresponding to node i. After ap-

plying the Green theorem we can establish the resulting system of equations
in the following form:

dh , ,
Mh -f L — + F = 0 (97)

{e) ( e)
For the members of matrices M and L corresponding to the individual
elements from which the resulting matrices M and L are assembled, equations
similar to equations (68) and (69) will hold true:

f ί Ô^ ON , δNt δΝ:\ Λ Λ . / η ο

I.. = J ^ SsNiNj. 2nr dr dz (99)

The members of vector F are computed in the standard manner, introducing

a non-homogeneous natural boundary condition. It is evident that the difference
 205

between a horizontal plane problem and an axisymmetric problem lies in the

evaluation of differential dG according to equation (96). Thus it is possible to
proceed with the solution using the technique applied in sections 6.2 and 6.4.
The computation algorithm will not differ if in the well (i.e. on the boundary
part T w ) an essential boundary condition (93) is given. The solution will be
more difficult if a natural boundary condition (94) is imposed in the well. In
this case the corresponding q0 for the natural boundary condition is computed
directly from the known pumped value ß 0 . But this condition is inaccurate
and in some cases it can distort the solution result in an undesirable way.
A solution based on the assumption that the distribution of q0 on T w is not
known a priori, was elaborated by Neuman and Witherspoon [ 7 6 ] and Huang
[ 5 3 ] . Both techniques, which are compared in detail in study [ 5 5 ] , require
considerable intervention in the algorithm described in sections 6.2 and 6.4.
If unsteady flow in the vicinity o f a well changes gradually and smoothly (the
same being valid also for Q 0 ) , it is relatively easy to satisfy condition (94) by
the successive approximation method applied at each quasi-stationary step.
If before the beginning of pumping the total head in the aquifer is constant
and equals h0, it is convenient to introduce a new variable,

s = h0 - h (100)

which defines the lowering of the total head in the permeable layer by
pumping. In equations (92) and (97) head h can then be simply replaced by
drawdown s. In the solution we begin by guessing the drawdown of the well
level s w at the beginning of each quasi-stationary step and then compute the
( i)
inflow into the well Q for this approximation (i being the number of the
approximation), for which it is generally valid that

Qo * β (ιοί)
(0

{i) + 1}
According to the difference Q0 - Q a new value s j j is estimated and the
whole procedure is repeated until the following condition is satisfied:
(i)
\Qo - ß l < s (102)
+ 1}
where ε is the admissible tolerance. Value s £ can be determined for example
by linear extrapolation (Fig. 98) from the formula
(i)
Qo - Q
»« + 1 1
- « + « ? - *r '>) i°_ n o-D
O (
1 0 3
)

In the solution of practical problems it may happen that value Q0 is too large
and the possible strength of the well is relatively small. This should be borne
in mind when writing the program and the computation should be stopped
with the help of some suitable criterion (for example the prescribed maximum
number of approximations).
206

Another problem encountered in the solution of wells is the domain limi-

tation in the direction of the r-axis. In Chapter 8 several techniques will be
presented which allow the solution of this problem.

) l

+ 1
Fig. 98 Determination of by linear
(i-D
S cli) lS' > ς extrapolation

The inflow in a well in an aquifer with a free surface is solved in the same
manner as for horizontal plane flow of the type described in section 6.5. Again
the actual pattern of flow is replaced by a quasi-steady state sequence and the
new free surface position is derived for each successive state by means of
a conveniently chosen condition.

Fig. 99 Well in an
hydraulic head datum unconfined aquifer

Let us consider a well in an aquifer with a free surface (Fig. 99). The boundary
part representing the free surface will be denoted as F f . It is appropriate to
consider on the free surface an infiltration of the rate J, since the strength of
wells is often increased by artificial infiltration for water supply purposes.
T w o boundary conditions analogous to conditions (81) and (83) must be
satisfied on F f .

h(r, ζ, t) = <S(r, t) = ζ on Γ{ χ (0, ί„> (104)

dh dh ( 3ξ\ , , χ
νη = kr — nr + kz — ηζ = I J - na —J nz on F f χ (0, r„> (105)
 207

Equation (104) expresses the atmospheric pressure requirement and equation

(105) is a continuity equation (both for the free surface). Velocity vn in the
direction of a normal to the free surface is used to find its new position in the
same way as in section 6.5.
The choice of the magnitude of the time step Δ ί remains open to question.
For practical application it is difficult to find both a reliable and economical
criterion of the value of Δ ί . T h e best check (as in the case of the other non-
steady problems) is a computation repetition for Δ ί ' = Δ ί / 2 .
7. U N S T E A D Y F L O W I N A C O M P R E S S I B L E M E D I U M
(SOIL CONSOLIDATION)

The solution of three-dimensional soil consolidation is, both from the

theoretical and the numerical point of view, one of the most difficult soil
mechanics problems. Even though a great number of research workers have
been dealing with this problem, an entirely satisfactory general solution has
not yet been found.
It was K . Terzaghi himself who tried to extend his theory of one-dimensional
consolidation to a three-dimensional case. Even before him, however, the
theme had been treated by L . Rendulic. In the Soviet Union a number of
outstanding scientists were interested in the theory of consolidation: Β. M . Ger-
sevanov, V. A . Florin, J. K . Zareckiï and many others. A detailed evaluation
of the consolidation theory development both in the Soviet Union and abroad
is included in the monographs by Florin [ 3 8 ] and Zareckiï [104].
Florin formulated his consolidation theory to a great extent as a general
theory and applied it to the solution of numerous problems of hydrotechnical
practice. It was his great merit that he was oriented towards a numerical
solution based on the finite difference method. It is interesting to note in this
connection that Florin's successor Zareckiï chose for the applications of his
theory an analytical method resulting in particular solutions and based on the
application of the Volterra operators.
In the western countries the consolidation analysis starts most frequently
from the theory of linear consolidation elaborated by A . M . Biot [ 1 1 ] , [ 1 2 ] , [ 1 3 ] .
It is interesting to compare Biot's and Florin's theory of consolidation. Even
if Florin starts from a quite general formulation including the rheological
properties of a soil, he uses in the application a linear formulation very close
to Biot's. Zareckiï therefore speaks of the Florin-Biot theory of consoli-
dation [104].
The development of a more general consolidating soil model suitable for
the finite element method has recently been pursued very intensively by
O. C. Zienkiewicz and his co-workers (see for example [106], [109], [108],
[105] and others).
The theory of consolidation used in applications in connection with the
finite element method can be divided into the linear and non-linear theories.
The linear theories start from a linearly elastic soil model while the non-linear
are based on more general models, primarily the viscoelastic one. The great
majority of hitherto published applications use a linear model.
For the solution of non-stationary groundwater flow problems a combi-
nation of the method of lines and the finite element method was applied in the
 209

preceding chapter. This chapter will first present the solution of Terzaghi's
one-dimensional consolidation by means of the finite element method. Even
if this is a relatively simple problem it may be used to illustrate what problems
are induced by the application of elements in space and time. Simultaneously
this technique can be compared to other numerical methods. Further a vari-
ational formulation of the linear theory of consolidation and its simplification
leading to Florin's theory of consolidation are described. The close of the
chapter deals with the application of a more general viscoplastic model of
soil consolidation.

7.1 S O L U T I O N O F T E R Z A G H I ' S O N E - D I M E N S I O N A L
CONSOLIDATION WITH THE HELP OF ELEMENTS
I N SPACE A N D T I M E

O n the basis of a thermodynamic analogy K . Terzaghi [ 9 9 ] derived in 1925

for one-dimensional consolidation the equation
2
du du

where u denotes the pore pressure, t is the time, c v is the consolidation coefficient
and ζ is a geometric co-ordinate. Equation (1) is a parabolic partial differential
equation known in mathematical physics as the "heat conduction equation"
or "diffusion equation". Its solution requires besides boundary conditions an
initial condition determining the distribution of u in the analyzed domain at
the moment t = 0. For the coefficient of consolidation it holds true [100] that

k(\+e) k
Cy = - —= (2)

In this equation k is hydraulic conductivity, e is the void ratio, a is the relative

coefficient of compressibility, m v is the coefficient of volumetric compress-
ibility, @ w is water density and g is acceleration due to gravity.
Equation (1) was derived by Terzaghi under the following assumptions:
— the soil is homogeneous and isotropic,
— the soil voids are entirely water saturated,
— the compressibility of the soil skeleton grains can be neglected,
— the soil is compressed only in the direction of the z-axis,
— the water in the soil voids flows only in one direction,
— Darcy's law is valid,
— the coefficient of volumetric compressibility is constant,
— hydraulic conductivity is constant,
— the thickness of the consolidating soil layer may be taken for constant,
210
β
- for all time moments it holds true that p0 = σ + w, that is, the sum
of the effective stress and the pore pressure is equal to the applied load p 0 .
— the consolidation time distribution depends on the velocity of water
displacement from the soil voids.

2
permeable boundary

•o soil layer
0
Fig. 100 One-dimensional
impermeable boundary consolidation

Let us seek in domain G with boundary Γ in the time interval <0, i„> the
function u = w(z, i), which satisfies equation (1), fulfilling the initial condition

u(z, 0) = u0(z) in G = G + Γ (3)

and the boundary conditions

u(d, t) = 0 (4)

du
0 (5)
dz z = 0

where d is the thickness of the consolidating soil layer (Fig. 100) situated on
an impermeable bed.
The problem formulated in this way is a one-dimensional equivalent (with
homogeneous boundary conditions) of the problem solved in section 6.4.
If we use the Galerkin method we obtain with the application of the Green
theorem the functional

( U

V
,γ. dG = 0 i = 1, 2,..., η (6)
JG dz dz

In this section we will show how the equation system can be solved if we apply
elements in space and time to the approximation of the domain of definition

Fig. 101 Partition of the

definition domain Du
of function u into elements
in space and time
 211

Du = G χ (Ο, ί η > of the unknown function. If we take time as a further dimen-

sion, we can define the rectangular domain

R = DU = G{z) χ (0, Ο ζ € <0, d} (7)

{e)
This domain will be divided into triangular elements R (Fig. 101) and the
value of M in a general element point will be approximated with the help of the
interpolating functions and values of u at the element nodes:
(e)
u = + N2u2 + N 3 M 3 = Nu (8)

where it holds valid for the interpolating functions that

(e)
N , = Nlz, t) i = 1, 2, 3 z, t e R (9)

After substituting approximation (8) into equation (6) we can write for a general
element in space and time the matrix equation
(e)
K (e)
u + (e)
L <u « ) = Q (10)

(e) ( e)
where K and L are square matrices of the third order, the following ex-
pression holding true

fcy = c , f ^ ^ à R U =1,2,3 (11)

JR(e) CZ OZ

<*>=L 'f
N dR ) ( 1 2

{e) (e)
Matrix K is symmetric but matrix L lacks this advantageous property.
The resulting equation system matrix assembled by the superposition of
(e) ( e)
matrices K and L computed for all elements will be a banded matrix, but
it will not be symmetric, so that non-standard algorithms will have to be used
in storing the matrix in the computer memory and solving it by a finite method.
The applied interpolating functions are quite analogous to the functions
derived in section 3.2 for a linear triangular element:

N i = ( mf + H Zi + P i )Î =
1 1 2 3 1 3
2Ϊ ' * *
A is the area of the time-spatial element and the constants m f, nf and p f are
given by equations (16), (18) and (20) of section 3.2. If we substitute these
interpolating functions into relations (11) and (12), after integrating we obtain

k (j = niHj
Û ^
and

hj = \ Pj U j = 1, 2, 3 (15)
ο
212

T o estimate the practical convenience of time-spatial elements a series of

numerical experiments was carried out | 6 2 |. The resulting system of equations
was solved both by an iterative and by a direct method. It appeared that the
iterative method (successive overrelaxation was used) diverged very fast
(Fig. 102), so that the resulting equation system matrix was obviously not
well-conditioned. The results computed with the application of the finite
method (the Gaussian elimination) were practically the same as the results
obtained by the finite difference method (Fig. 102).

υ
PO
0.5 1.0

20 iterati •ns

'Gaussian

30 i t e r a t i o n s
0.5 \

f i n i t e dii f e r e n c e 'SOR method

-nethod

1
1.0 V
Fig. 102 Comparison of the solution by means of elements in space and time and a finite
difference method solution

For the numerical experiments four different meshes were used, three of
them having a regular and one an irregular element division (the element size
increased in the f-axis direction). F o r numerical accuracy the ratio Δ ί / Δ ζ
f
proved decisive, characterizing the applied element length in he directions
of the co-ordinate axes. T h e maximum relative error magnitude er decreased
with the values of the ratio Δ ί / Δ ζ , the variable value of this ratio in the analyzed
domain offering no advantage. T h e distribution of er at time ί = 0.1 for four
meshes which were analyzed is compared in Fig. 103.
The maximum value er occurred in all meshes at the internal node closest
to the boundary corner Β with the co-ordinates (d, 0) (Fig. 104). As has already
been stated in section 6.1, in the application of elements in space and time the
initial condition becomes the boundary condition (Fig. 104). A t the mesh node
corresponding to the boundary corner Β the boundary condition is not uni-
quely defined since this corner can be attributed either to the AB or to the
5 Ü boundary part. If at the corner Β u(d, 0) = 0 is given, the initial condition
 213

changes in the sense that between the nodes (d — Δ ζ , 0) and (d, 0) u will vary
from p0 to 0. Thus in the consolidating layer considered, the initial pore pressure
is changed to the depth Δ ζ under the draining layer surface. If we introduce
instead at corner Β the boundary condition u(d, 0) = p0, we assume that at
time t = 0 the draining surface influence does not assert itself and the pore
pressure on this surface begins to decrease linearly, till after Δ ί it falls to zero.
This assumption can have a rather adverse effect on the result accuracy.

mesh 1 Μ / Δ Ζ = 1/4

mesh 2 A t / * z = 1/2

mesh 3 Δt/Δ ζ variable —|

meshA A t / ù z = 1/8

•4-

05 Qß 0.7 0.8 Q9 1.0

Ζ
Fig. 103 Influence of different partitions into elements in space and time on the relative error
magnitude eT(t = 0.1)

B(d,0) iC(dl)

p(0,z)=Po(z)
fr-°

A(Q0)
A D(0T ) Fig. 104 Boundary
t conditions for the time
spatial domain R

Further difficulties are caused by the boundary condition inserted on the

boundary part C D . The u value on CD is not known, so only dujdt = 0 can
be imposed. This natural boundary condition corresponds to the assumption
that consolidation terminated at the moment ί = T.
The application of elements in space and time offers no particular advantage
over the combination of the finite element method and the method of lines
(section 6.1). The drawbacks just described are augmented by the main diffi-
culty, namely, that the elements in space and time have an extra dimension
214

(i.e. time) which does not correspond to the problem geometry (for example,
in the case mentioned two-dimensional elements had to be used for the solution
of one-dimensional consolidation). Due to this complication elements in space
and time are rarely convenient for practical use, even if their application is
very interesting from the theoretical point of view.

7.2 V A R I A T I O N A L F O R M U L A T I O N O F L I N E A R C O N S O L I D A T I O N

The linear theory of consolidation starts from these simplified assumptions:

— the soil skeleton is linearly elastic,
— the soil is subjected to small stresses and small strains,
— Terzaghi's principle of effective stresses is valid,
— the liquid filling the soil voids is incompressible,
— Darcy's law holds true for the liquid movement in the voids.
If we assume that the soil is in a plane deformation state (namely, sy = 0),
three-dimensional consolidation is simplified to two-dimensional consoli-
dation. F o r the stress ay it is valid that ay = ν(σ% + σ\) and the remaining
effective stress components in the plane χ, ζ can be determined from the matrix
equation

1 - ν ν 0
ν 1- ν 0 (16)
(1 + v ) ( l - 2 v )
0 0 1 - 2v

where Ε is the Young modulus, ν is Poisson's ratio and ε χ , ε ζ and yxz are strain
tensor components.
For volumetric strain ε,,,,, the following relationship holds true:

l E
- (ε< + ε; + β·) = 1 (1 + ν) (s* + ε<) = _ (β, + ε , ) = Μ ε ν ο1 (17)

where for Μ it holds valid that

Ε
M = (18)
3(1 - 2v)

According to the continuity equation the quantity of water displaced from

the voids of the deformed soil must be equal to its volumetric change:

2 2
δε,V ol ,d h d h\
1 z (19)
dt dx dz
 215

where Δ is the Laplace operator. Since Δ is a linear operator we get, after

substituting for the total head Λ,

Δ/ι = Δ ζ + Ahp (20)

where hp is the pressure head. For the height ζ it must be true that Δ ζ = 0,
so that

Ah = Ahp (21)

Between the pressure head and the pore pressure a simple relation holds valid:

Κ = - — (22)

and the minus sign corresponds to the usual convention according to which
the tensile stress is positive. By substituting into equation (19) we obtain

d
-^=-±Au (23)

Let us express the volumetric strain ε ν ο1 with the help of the total stress and
the pore pressure:

1 1 . .
Σ 24
£voi = jj ola = Μ ( <*< * ") ( )

The index oct in this equation denotes octahedral stress. Equation (24) is
used for the modification of equation (23) to the definite form:

f i - ^ Î ^ A u (25)
dt dt Qwg

Equation (25) must be solved simultaneously with the equilibrium equations

(gsg is the unit weight of the soil mass):

dax dxxz
dx dz

= Ô g ) ( 2 6
-dï + -dz~ ~*

and with the prescribed initial and boundary conditions.

Equations (25) and (26) describe unsteady seepage flow in an elastically
deformable porous medium. This problem is often denoted as a coupled
problem, since together with the seepage the state of stress of the percolated
medium is also to be solved.
In the numerical solution it is again convenient to start from the variational
problem formulation. Sandhu and Wilson [ 8 9 ] modified the basic equations
216

so that a symmetrical matrix operator resulted. They derived from it the

functional

* ritj + 2u * rUi - g' * qt * utj

- 2qsFi * rt - g' * ii t i * j dG -

- 2 Tt * r, d r + 2 ί g' * ρ * u άΓ (27)

In this equation the tensor notation has been applied for reasons of brevity,
sign * denotes the convolution, and the remaining notations have the following
meaning: F, are body force vector components, rf are displacement vector
components, qt are flux vector components, gr' = 1, ρ ν is the density of water,
ρ 8 is the density of the soil, Tt is the specified effective stress surface traction
on the boundary part Γχ and Qt is the prescribed flux through the boundary
p a r t T 2.
For the approximation of the unknowns r and u at the point (x, z ) of the
( e)
element G the usual procedure will be applied:
(e) ( e)
r(x, z, t) = N r ( x , z ) r ( i ) χ, ζ e G (28)

w(r, ζ, ί ) = Ν β ( χ , ζ ) u « ( i ) ί 6 (0, T > (29)

For the choice of the interpolating functions Nr and Nu a simple rule applies,
according to which the stresses should be approximated by a polynomial of
the same degree as the pore pressure. Since the stresses are derived by means
of the displacement differentiation, the interpolating functions Nr should be
polynomials one degree higher than the interpolating functions N M.
After substituting equations (28) and (29) into functional (27) and the ap-
plication of the conditions for the minimum of this functional two matrix
equations arise:

Κ r{t) + C u{t) = -Μ, + M2 + P, (30)

T f
C r ( r ) - g' % Ku{t) = g * M3 - g' * P2 (31)

Equation (30) is an equilibrium equation: the forces induced by the soil skel-
eton deformations (Kr) and the seepage forces (Cu) equal the sum of forces
induced by the initial state of stress ( — M t ) 9 body forces (M2) and the applied
load ( F j . Equation (31) is an extended continuity equation: the volumetric
T
soil deformation ( C r ) minus the amount of water displaced from the soil voids
f
(g * Ku) equals the effects of gravity forces (g' * Λ4 3) minus the prescribed
flux (g' * P 2 ) .
 217

T o be able to integrate numerically equations (30) and (31) Sandhu and

Wilson introduced the assumption that in any time interval Δ ί the following
equation holds valid for all τ for which 0 < τ < Δ ί :

These equations define the linear interpolation during Δ ί , u 0 and r 0 being the
values at the beginning of the interval and ux and rl the sought values at the
end of the interval. Under this assumption the convolution product on the
right-hand side of equation (31) can be simplified:

g' * * = I ^ Δ ί 1 Δί

w = Λ 1 3 , P2 (34)

Equation (30) must be satisfied at every time moment, therefore also at the
end of the time interval Δ ί :

Kr, + C U l = -(M,), + (M2)1 + (P^ (35)

and equation (31) can be adapted with the help of (32) and (33) to the form

T T
C r ! - ^ AtKul = C r0 + ~ ΔίΚυ0 +

+ i Δ ί [ ( Λ 1 3 ) 0 + ( Λ Ι 3 ) ι ] - \ Δ ί [ ( Ρ 2) ο + ( Ρ 2 ) ι ] (36)

F r o m equation (35) and (36) it is possible to determine at every time moment

the unknown displacement r x and the pore pressure ux.
Sandhu and Wilson applied triangular elements with six nodes, using
a quadratic polynomial for Nr and a linear polynomial for Nu. As further
studies have shown, (primarily [14]), a quadratic isoparametric element is
more convenient.
A number of authors took the Sandhu convolution functional as their
starting point for further considerations (see for example [ 5 6 ] and [24]).
A convenient functional can, however, also be obtained with the help of the
Galerkin method [ 5 7 ] . Booker and Small [ 1 4 ] applied the Laplace trans-
formation instead of the convolution. The derived functional is also very close
to the Sandhu functional. Smith and Hobbs [ 9 1 ] analyzed the soil consoli-
dation under a highway embankment and compared the theoretically obtained
218

values with those measured in situ. Christian [ 2 4 ] solved a number of practical

problems by means of functional (27).
If we assume that the sum of the principal total stresses does not change
with time, then we obtain in equation (25) daoctjdt = 0 and the equation is
simplified:

~ = cyAu (37)

This assumption has already been used by Florin in the solution of a series
of practical problems [ 3 8 ] . In this case the problem is formally the same as
in unsteady flow solution (a non-coupled problem). In suitable cases the con-
solidation can be analyzed with satisfactory accuracy by applying equation
(37). It is sufficient for example for the analysis of the earth core consolidation
of a rock-fill dam when the reservoir is in operation [ 6 4 ] , [ 6 8 ] . Fig. 105 com-
pares as an example the pore pressure computed on the basis of equation (37)

®
u(MPa)

Fig. 105 Comparison

of computed and measured
pore pressure values (a) after
six months, (b) after 34 months

with that based on in situ measurements in the control profile at the Liptovskâ
Mara D a m [ 6 4 ] .
The good agreement between the computed and the measured pore pressure
is due to the fact that after the first filling of the reservoir the state of stress
of the earth core of the rock-fill dam changes very little, so that the assumption
of the constant magnitude of the total principal stress sum is quite acceptable.
 219

The consolidation process in the upstream core part is subject to the influence
of the water seeping from the reservoir in which the water level varies. In com-
putation this influence is respected by making the essential boundary condition
on the upstream core face time-dependent. Although the amount of computer
run time is thus increased, since at each integration step the system of equations
must be assembled anew, the time-dependent boundary condition does not
in principle complicate the solution algorithm described in section 6.4. The
computation with the application of this algorithm has a very good numerical
stability so that large values of Δ ί can be used. Fig. 106 shows with the help

Fig. 106 Pore pressure contours in the earth core of an earth-fill dam: (a) initial state,
(b) after three years ( M P a )

of contours the distribution of the pore pressure in the earth core of the L i p -
tovskâ Mara Dam after the first reservoir filling (initial condition for compu-
tation) and after three years [ 6 4 ] .

7.3 V I S C O P L A S T I C M O D E L O F C O N S O L I D A T I N G S O I L

The linear model described in the preceding section can be used only after
careful analysis of the given problem, since it approximates the actual soil
behaviour only under certain conditions. The stress/strain relation in soils
is in fact non-linear and time-dependent. T h e behaviour of an actual soil is
much better expressed for example by the viscoplastic model elaborated by
Zienkiewicz and his co-workers.
Let us again consider that the displacement of the general point in the given
domain G with boundary Γ is given by vector r, for whose approximation in
{e)
the finite element G équation (28) holds valid. Then it is possible to define
the strain magnitude by the relation (see for example [105], [ 2 6 ] ) :
(e
ε = Br > (38)
220

where matrix Β is only a function of the co-ordinates of the element nodes

(we assume small displacements). In the application of the viscoplastic model
β1
the strain is defined as the sum of the elastic strain ε and the viscoplastic
ν ρ
strain ε :
ε1 νρ
ε = ε + ε (39)
€
The effective stress value σ is then given by the equation
λ ρ ν ρ
& = 0(ε - ε ) = 0 ( B r - ε ) + σ{) (40)

where matrix D is derived from the constitutive equations defining the stress/
strain relationship, and σ0 is the initial (reference) stress. It must further be
assumed that the viscoplastic strain rate is defined by
νρ
3ε
— - / ( . , ε-) = β- (41)

Traction t, induced by the applied external loads, is acting on the boundary

part Γ, of the analyzed domain, and on the remaining part Γ Γ the displacements
are prescribed. T h e soil in G is further subjected to the body forces b. F r o m the
principle of virtual work, we can draw up the following condition:

T
B ffdG j N > dG - j N tr
T
dr = ο (42)

Stress σ in this equation is total stress. Let us consider a two-dimensional

problem and define the effective stress in matrix form:

u
e
a - u = — u (43)
0

The sign convention for pore pressure is the same as in the preceding section,
which means that the compression is negative. The sum of the body forces and
the external loads will be denoted as Q . With this notation and the application
of equation (43), equation (42) may be given the form

ί B V dG
T
B udG - Q = 0

For the pore pressure an equation analogous to equation (25) is valid:

(44)

dr du
Hu - L Q = 0 (45)
~dt It
For the approximation of u equation (29) will be used. Then it holds true for
the members of matrix H (k is the hydraulic conductivity matrix) that

\d_N^kd_N^ dN,ti . dN,.

HTJ =
\ dx dx + dz dz
dG (46)
 221

and matrices L and S are defined as follows:

τ
L = ΝΒ dG (47)
fc
T
S = N cvN dG (48)

Equation (44) expressing the equilibrium in G can, with respect to equation (40),
be modified to have the form

(49)

In this equation Κ is the stiffness matrix of the whole construction. Let us

introduce the auxiliary denotation

(50)

JG
After modification, equations (45) and (49) can be combined into a single
matrix equation:

(51)

Matrix Q is a non-linear function of r and t. The linearization can be performed

νρ
for example so that ε is computed from the values at the beginning of each
v p p
time interval Att = ti+l - tt. Then there will be approximately Q = Q*
and the matrix equation (51) will represent a system of ordinary differential
equations of the first order. F o r its solution, standard methods of numerical
analysis can be applied. Let us first denote

rl = r(i f)
u, - u(f,)
r2 = »"('•+1)
"2 =
(52)

Then we can put approximately

(53)

and

(54)
222

W e will further introduce

9 = ^(Sl+S ) 2 ( )
55

and

R = R2 (56)

-η
For the sake of a simple notation we further denote

κ
«, . Γ

U hJ (57)

G2
•U-3 ,58)

T m > + S2)i ) (

L "2 J
This notation will be substituted into equation (51):

H : : ] + [ : : K <>{[:;] - [ : : ! -
After a simple modification we get

Γι
+ Τ
( ' s*)£l-(- ' s*)
e + 6 + (61)

If we exclude the time effect from this equation the viscoplastic model turns
into an elastoplastic one. By prescribing the deformation characteristic de-
pendence on the state of stress we can pass to a non-linear elastic model and
this can be simplified to a linear elastic one. The mathematical model de-
scribed therefore includes as special cases all soil models used in practice.
The above-described procedure for a numerical consolidation solution based
on a viscoplastic soil model is sufficiently pliable and clear for application. But
the practical use comes up against a problem which is very difficult to solve,
namely how to establish equation (41) for the determination of the viscoelastic
soil strain ratio. This is a very wide-ranging problem, analyzed in detail for
example in the studies of Zienkiewicz and his co-workers (see the preceding
section). N o satisfactory general solution has been found up to now so that
in the analysis of an actual consolidation problem we must first determine
what soil model will be suitable for the solution. It may often be more con-
venient to apply a simpler model whose limitations are known rather than
to use a more perfect model for which no reliable characteristics can be obtained.
8. S P E C I A L T E C H N I Q U E S I N T H E F I N I T E E L E M E N T M E T H O D

The advantageousness of the practical application of the finite element

method can often be substantially increased by using certain special tech-
niques, some of which have been elaborated to analyze very extensive domains,
and others to manage with the use of only a medium-size computer. The special
techniques discussed in this section can be used for the solution of engineering
problems of all kinds. Their applications can be divided into several typical
cases.
The first three sections describe ways of improving the application of the
(e)
finite element principle. First the condensation of the characteristic matrix M
of elements with internal nodes is described; in two-dimensional elements
this averts their adverse influence on the order and population of the resulting
equation system M. In section 8.2 the condensation technique is generalized
to macro-element formation and in the following section it is shown how the
macro-element technique can couple the finite element method with the
boundary element method.
Section 8.4 then goes on to describe the procedure which makes it possible
to represent (on the basis of a large set of in-situ determined values) the seepage
properties of the percolated medium with the help of a stochastic model. T h e
results obtained by means of this model are of a statistical character, making
it possible to characterize quantitatively the reliability of the results.
Sections 8.5 to 8.7 deal with special numerical solution problems o f seepage
flow in particularly large domains and in domains which have a boundary
part in infinity. Besides the well known coarse and fine mesh method, the
principles of infinite element formation and the application possibilities of
quasi-infinite isoparametric elements are presented. These elements d o not
require any standard program adaptation (Chapter 10) and their suitability
is proved by a comparison with the analytic seepage solution under a sheet
pile wall.
For the special techniques mentioned it is mostly true that although they
require a more complicated program, they enable the user to apply the finite
element method to the numerical modelling of the most demanding problems.
This approach is clearly correct and purposeful, since the program is made
up and debugged only once but can be used repeatedly.
224
ie)
8.1 C O N D E N S A T I O N O F T H E C H A R A C T E R I S T I C M A T R I X M
OF TWO-DIMENSIONAL ELEMENTS WITH INTERNAL NODES

In section 3.3 two-dimensional isoparametric elements with a complete

interpolating polynomial were described. If these elements have an inter-
polating polynomial higher than bilinear, they must have internal nodes which
cannot be shared by any other element. In comparison with isoparametric
elements with an incomplete interpolating polynomial (that is, with elements
belonging to the serendipity family) the internal nodes increase the order
of matrix M of the resulting equation system, thus increasing the demands on
computer memory and run time. This drawback can be removed to a consider-
able degree by eliminating the rows and columns corresponding to the internal
nodes by means of the Gaussian elimination from the characteristic element
{e (e)
matrix M \ Since by this procedure the order of matrix M decreases the
term "condensation" has become familiar. This technique is most convenient
and it will be shown in the following section how it can be generalized and
used for the formation of so-called macro-elements.
{e)
The condensation of the characteristic element matrix M is carried out
(e)
quite simply. First, matrix M is divided into four submatrices:

(1)

so that submatrix m f j includes only terms corresponding to the external ele-

ment nodes (i.e. nodes which can be shared by other elements). By means of
the Gaussian elimination it is then possible to turn matrix into a zero
submatrix, so that

(2)

e e)
Since submatrices m2 \ and m2 2 are not necessary for the determination of the
values h at the external nodes, submatrix m^} is a condensed characteristic
element matrix used for the assembly of the matrix M of the resulting system
of equations.
e )
Similarly, vector P , which includes the discretized discharges at the ele-
ment nodes, is divided into two parts :

e) e)
f[ includes the discharges at the external nodes and f at the internal nodes.
(e e)
In the condensation it is necessary to adapt simultaneously vector F \ and f[
is then the discharge vector at the external element nodes after condensation.
 225
{e)
The adaptation of vector F must obviously be carried out only quite excep-
tionally. The internal nodes cannot lie on the boundary part T2 with the im-
posed non-homogeneous natural boundary condition, so that only if a source
{e)
or a sink is enforced at the internal node will f2 not be a zero vector.
e e)
Submatrices m2 \ and m2 2 are stored in the external computer memory for
each element. The resulting system of equation

Mh + F = 0 (4)

then includes in vectors h and F only values corresponding to the external

element nodes. After the solution of system (4) it is possible to compute in
e e)
each element with the help of submatrices m2 \ and m2 2 also the total head
values at the internal nodes.
Since the internal node position is fixed in the local set of co-ordinates, the
program for elements with a complete interpolating polynomial can be adapted
so that there is no difference with respect to the preparing of the input data for
analogous isoparametric elements of the serendipity family. It is thus possible
to write a universal program which enables the solution to be repeated using
the same input data for different types of isoparametric elements.

8.2 M A C R O - E L E M E N T S A N D T H E I R A P P L I C A T I O N

Macro-elements have a long tradition in the finite element method, since

they are the most convenient means for the solution of extensive domains. They
are formed by groups of ordinary finite elements and can be at most of any
size. For example they may be formed by only a few elements, or they may
include a few hundred ordinary finite elements. Macro-elements may also be
used on several levels, so that a few macro-elements of the lower level form
one macro-element of a higher level. This procedure can be used in problems
which would otherwise require several tens of thousands of finite elements [ 2 6 ] .
Macro-elements can be considered as a generalization of the principle of
{e)
matrix M condensation described in the preceding section. The difference
consists in the fact that in the case of macro-elements the condensation manifests
itself on a higher level and the object of condensation is a matrix formed from
the characteristic element matrices of elements forming the macro-element.
( m )
Let us denote the macro-element matrix as M , the vector of the values h
(m)
at all macro-element nodes as h , and the corresponding discharge vector
(m)
at the nodes as F (all this before condensation). Then we can write
(m) im) ( w)
M h + F = 0 (5)

In this equation, not only the total head values but also the discharges at nodes
lying on the macro-element boundary are unknown (with the exception of the
nodes on Γ 2 ) .
226
, m) m)
Vectors h and F* are divided into two parts,
(m ( ( m , T
h > = [h r' h 2 ] (6)

(7)
( w) m)
so that h 1 and Fi correspond to the macro-element boundary nodes and
( m)
h2 and F^ to the remaining internal nodes. The same technique is used for
(m)
the re-ordering of matrix M :

(8)

Equation (5) modified in this way can undergo the Gaussian elimination,
eliminating submatrix m ^ :

(9)

Submatrix is thus a condensed macro-element matrix which is further

im)
used instead of the original matrix M which has always markedly larger
m)
dimensions. Vector P includes the unknown discharge values at the macro-
{
element boundary nodes. If we consider F ™\ that is, the discharge value at
node ; on the macro-element boundary, three cases may occur:
— node j is shared with another macro-element. In this macro-element dis-
{
charge — F ^f must be at node j , and in the assemblage of the resulting system
of equations both discharges are cancelled;
— node j lies on the boundary part Γ χ and at this node an essential boundary
condition is imposed. The equation for node j can be eliminated from the
resulting system of equations, since hj is known;
— node j lies on the boundary part Γ2 with an imposed natural boundary
condition. Fl} can then be determined from this condition.
m) m)
Vector F[ will differ from vector F[ only if there are sources or sinks inside
im)
the macro-element and if it does not hold valid that F2 = 0. It is convenient
to choose the macro-elements in such a way that the sources or the sinks appear
at nodes on their boundaries.

Fig. 107 Macro-element formed by six

isoparametric elements with eight nodes
 227
m)
After the solution the whole domain has been completed, values h2 at the
internal nodes of each macro-element can be determined by solving the system
m) w) m
. h2 = Fj - m2 i . hÇ») (10)

Fig. 107 shows as an example a simple macro-element having 29 nodes

(m)
so that its matrix M has the dimensions 29 χ 29. After condensation has
(
eliminated 9 internal nodes, submatrix m "\\ with which we continue the com-
putation, will have the dimensions 20 χ 20.
The macro-element technique greatly facilitates input data preparation,
particularly if the program requires the user to impose nodes only on the
macro-element boundaries and generates the internal nodes itself.

8.3 C O U P L I N G O F T H E F I N I T E E L E M E N T METHOD
A N D THE BOUNDARY ELEMENT METHOD BY MEANS
OF MACRO-ELEMENTS

In the solution of practical problems it is in some cases convenient to couple

the finite element method and the boundary element method. A great advantage
of the latter is that only the boundaries of a domain are divided into elements
(see monographs [ 1 6 ] , [ 1 7 ] , [ 7 1 ] , [ 2 9 ] , [ 9 8 ] and others). However, the draw-
back of the boundary element method from the point of view of coupling it
with the finite element method is that the matrix of the resulting equation
system is fully populated.
The idea of coupling in one solution the advantages of the finite element
method and the boundary element method occurred as early as the beginning
of the seventies, when M c D o n a l d and Wexler [ 7 2 ] applied this technique to

Fig. 108 Example of

a coupling of the finite
element method and the
boundary element method

the solution of electrical engineering problems and Chen and M e i [ 2 2 ] solved

some liquid flow problems in a similar way. The works of Zienkiewicz and his
co-workers ([110] and [111]) were of great merit for further development. By
now the coupling of the finite element method and the boundary element
method has been applied in probably all engineering disciplines. T o get some
228

idea of the extent of its application, the reader is referred to study [ 6 ] , which
includes a detailed list of relevant studies up to 1980, and study [ 6 0 ] , which
quotes later works.
The way of coupling the finite element method and the boundary element
method with the help of the macro-element technique is convenient and lucid.
Part G j of the analyzed domain G in which the finite element method is applied
is considered as one macro-element (Fig. 108). By the elimination of its internal
nodes a macro-element with nodes on boundary Γ χ is formed. In the subdomain
G2 = G — G l 9 which has a boundary Γ 2 , the boundary element method is
applied. Let us denote the intersection of Γχ and Γ2 as Γ :

Γ = Α η Γ 2 (11)

If the total head values at the nodes on J\ are denoted as hl and at the nodes
on Γ\ as h 2, then for the nodes on Γ it must hold true that

(**i)r = ( M r (12a)

Similarly for the fluxes f x and f 2 on Γ it must hold that

(fi)r = -{fi)r (12b)

These equations prescribe a superposition with the help of which we can

combine the equation system for the nodes on rt formed by the finite element
method with the equation system for the nodes on Γ2 formed by the boundary
element method.
Subdomain G 2 may be regarded as another macro-element, so that the
mentioned superposition corresponds to the macro-element technique. The
only difference is in the fact that each element was formed by a different method.

8.4 S T O C H A S T I C M O D E L O F A P E R C O L A T E D M E D I U M

The fundamental question of computational reliability depends on the rep-

resentation of the actual physical properties of the percolated medium. In
a hydrogeological survey or in laboratory tests we do not usually obtain a single
resultant value of hydraulic conductivity but a whole set of results of a stat-
istical nature. This set can be characterized by the frequency distribution
curve of hydraulic conductivity. In the usual procedure a single design value
which is the basis for the computation can be chosen fairly safely from this set.
In the case of man-made embankments this procedure is usually acceptable
but in the case of in-situ soils it may result in considerable distortion. The finite
element method makes possible a procedure in which the deterministic model
of a percolated medium is substituted by a stochastic model which respects
the variability of the hydraulic conductivity in situ.
 229

The principle of stochastic continuum modelling is to be found in the fact

that the domain G, which is homogeneous in the application of a deterministic
model, is divided into r geometrically similar figures Oi (j = 1, 2, r), each
having the same area. By a procedure to be described later on, a set of hydraulic
conductivity values kj is formed which have the same statistical characteristics
as the basic set, determined in the laboratory or in situ. The values k} are
assigned to the figures 0} so that the analyzed domain becomes non-homo-
geneous. The problem is solved and the computation results are taken for
the result of the experiment. A new set of values k} is generated, a new stochastic
model is constructed and the problem is solved once again. This procedure is
repeated till a sufficient number of results have been obtained to be stat-
(i)
istically evaluated. F o r each wanted unknown x (for example the total
seepage quantity, the maximum seepage velocity, etc.) we obtain a set of values
(k = 1, 2, s) and after statistical evaluation we find not only the mean
(i) {,)
value x but also the interval in which the value x will probably lie. This
interval can be defined for example with the help of the standard deviation
s(x<°):
(i) (0
χ - k0 s(x ) <x<x + k0 s ( x ) (13)

where k0 is a constant, the magnitude of which depends on the set extent and
on the chosen significance level.

Fig. 109 Frequency distribution curve

of hydraulic conductivity values and the
corresponding probability curve
0 R 100

The set of generated hydraulic conductivity values kj must be created in

such a way that the resulting model really is a stochastic model. The following
procedure has proved suitable [61]. With the help of a random number gen-
erator, every figure Oj is assigned a random number considered as the prob-
ability of exceeding Pj. With the help of the theoretical probability curve for
each value Pj its corresponding value kj (Fig. 109) is found. In the generation
of the values Ph the extreme values of the probability of exceeding (for example
Ρ > 99% and Ρ < 1%) should be eliminated from the set.
After the set kj has been formed, testing is necessary in order to find out if
the probability curve of the generated set corresponds to the initial set.
The statistical characteristics used for testing are those which have been
applied to the analytical formulation of the probability curve and to the com-
putation of their co-ordinates from the tabulated values. These parameters
230

are most frequently represented by the arithmetic mean kp the standard

deviation s, the variation coefficient C v and the coefficient of skewness C s .
In testing, we start from the permissible relative error (e.g. + 0.03) and if this
is exceeded in at least one characteristic then the generated set is rejected. The
computations performed showed about 5 to 10 unsuccessful generation at-
tempts to one successful attempt.
The partition of domain G into figures of the same area 0 ; can be carried
out conveniently by means of the cumulative curve. Figure Oj must not have
an area smaller than the largest element of the proposed mesh and its sides
must be formed by the sides of the elements into which it is divided. A l l the
elements of which the basic figure Oj is composed are assigned the same
hydraulic conductivity value ky This procedure of creating a stochastic model
makes it possible to use finite elements of variable size (Fig. 110).

Fig. 110 Example

of an element mesh for
a stochastic model of a
percolated medium

The stochastic model can be applied even if the percolated medium is aniso-
tropic. If the coefficient of anisotropy (λ = kx\ky) can be considered to be
constant or to be a function of we can proceed by generating the hydraulic
conductivity values in the horizontal direction kx, and the magnitude of the
corresponding value ky is computed from the known anisotropy ratio λ.
It is obvious that the substitution of the deterministic model by a stochastic
one means a quantitative increase in the computation result reliability. But
at the same time the stochastic model application results in increased com-
putation and thus in a mostly substantial cost increase. The application
of a stochastic model would therefore be justified in complicated problems
in which the result reliability is the primary aim. In the solution of such prob-
lems a sufficiently large set of hydraulic conductivity values determined in the
laboratory or in situ must be available, so that a theoretical probability curve
can be constructed with satisfactory reliability.

8.5 C O A R S E A N D F I N E M E S H M E T H O D

Problems of engineering practice often require an analysis of large domains,

the demands concerning the solution details not being equal throughout the
domain. It sometimes also happens on one or more boundary parts of a very
 231

large domain that the boundary conditions are not known with sufficient
accuracy. In these cases it has proved successful to apply the coarse and fine
mesh method which makes possible a detailed analysis of the problem without
making excessive demands on computer memory.

Fig. 111 Coarse and fine mesh method principle

This method is as follows: throughout domain G a coarse element mesh

is applied (Fig. 111a) and thus the solution is obtained from which the bound-
ary conditions can be derived for domain G' c G, in which it is necessary to
find a detailed groundwater flow pattern. In subdomain G' (Fig. 111b) a fine
partition into elements is applied during which the element size can be well
adapted to the flow pattern known essentially from the coarse net solution.
The solution accuracy in subdomain G' is thus favourably influenced both
by a finer and more suitable mesh and by a more accurate formulation of the
boundary conditions. F o r the solution in the original domain G it holds true
that in the direction towards the inside of the domain the influence of an
inaccurate boundary condition prescription on some boundary parts decreases
rapidly. T h e boundary conditions applied on the boundary of subdomain G'
are therefore more representative.
As an example of the coarse and fine mesh method application the solution
of water flow under a sheet pile wall rammed in to the half thickness of the
impermeable layer will be given (Fig. 112). The layer length in the horizontal

H2
Hi
V ς- - —M
1/21
t t
Fig. 112 Sheet pile wall rammed in to half
/////////) ν; the thickness of the permeable layer
232

direction is so large in comparison with its thickness that it can be considered

as infinite. In the numerical solution without the application of special elements
it is necessary to analyze a finite domain delimited by two vertical lines. Due
to the physical character of the problem the flow can be analyzed in only one
half of the layer, for example in front of the sheet pile wall. W e will choose the
system of co-ordinates so that the z-axis passes through the sheet pile wall
and the x-axis is identical with the surface of the underlying impermeable
layer. In the half of the permeable layer being considered, a large domain G
with a coarse element mesh (Fig. 113a) is chosen first of all. After carrying out
the computation for domain G it is possible to choose a new domain G' having
a smaller horizontal length and covering the zone surrounding the sheet pile
wall in which the largest hydraulic gradients occur. Domain G' is minutely
partitioned into elements (Fig. 113b) and on its left-hand boundary the total
head values obtained by the previous computation are inserted. In Fig. 113

Fig. 113 Coarse and fine mesh method: Fig. 114 Comparison of numerical and exact
(a) coarse mesh, (b) fine mesh total head values on the upstream side
of the sheet pile wall: / - analytical
solution, 2 — coarse mesh, 3 - fine mesh

the coarse mesh for the solution in domain G has 32 nodes while the fine mesh
which covers 40 per cent of the area of domain G has 85 nodes. Fig. 114 com-
pares the total head distribution along the sheet pile wall computed for both
meshes with a known analytical solution. A t the end point of the sheet pile
wall the seepage velocity field has a singular point, since the velocity here
should have theoretically an unbounded magnitude. As may be expected the
total head computed for a more detailed element partition is not only closer
to the exact solution but it is also a better approximation in the vicinity of the
singular point.
In numerous cases the coarse net has provided valuable information on the
character and special features of a problem; this information was then used
in the choice of subdomain G' (or of several such subdomains) for the fine mesh.
The numerical experiments performed showed that the results were better
than if the whole domain G had been analyzed with the help of a mesh cor-
 233

responding as to its density to the detailed division of subdomain G' (in the
case of linear triangular elements). It should be emphasized in this connection
that the total number of applied elements is often not so important as the
manner of the domain partition into elements. The coarse and fine mesh
method permits a considerable optimization of the partition into elements
on the ground of the coarse mesh results.
Supposedly to save time, in actual engineering practice elaborate and fine
meshes are sometimes used from the very beginning as the budget for input
data preparation and computation does not permit a repetition of the analysis
for a better division into elements, even if it is evident from the result evaluation
(for example from the irregular shape of the value contours) that the applied
mesh was unsuitable. A large number of finite elements applied to the solution
can in no case be justified as a criterion for the adequacy of the results, particu-
larly if the simplest finite elements are used. The results obtained usually
correspond neither to the laboriousness of input data preparation nor to the
computation costs.
The coarse and fine mesh principle can be generalized and used to give an
approximate solution for some complex problems which cannot be reduced
to two-dimensional or horizontal plane flow. The finite element method can
also be applied for three-dimensional problems, but in most practical cases
the finite element application causes difficulties (see section 3.8) since the
demands on the input data preparation, as well as on the speed and the core
memory of the computer, increase rapidly. Therefore it is mostly advisable to
substitute several two-dimensional problems for a three-dimensional solution
in the given domain, making it possible to approximate the flow regime with
sufficient accuracy. In several problems this is possible because of the physical
character of groundwater flow.
2
As an example we may quote groundwater flow in a large region (several k m )
originating in water stored in a small reservoir (Fig. 115). Near the reservoir
dam the flow has a three-dimensional character but in the major part of the
domain groundwater flow can be approximated with sufficient accuracy by
means of a horizontal plane unconfined flow (see section 5.2) for which the
Dupuit theorem is valid.
The approximation of an actual flow pattern by horizontal plane flow
replaces the coarse mesh application in the original version of the coarse and
fine mesh method. W e can proceed with the application of results obtained
in this manner in two ways. The first is to chose from within the given domain G
a subdomain G' (in Fig. 115 it is cross-hatched) where the flow is of a markedly
three-dimensional pattern. T h e boundary conditions on its boundary are
determined from the solution of a horizontal plane flow in domain G. Sub-
domain G' is substituted by subdomain G'3 parted in three-dimensional finite
elements. It is an advantage of this procedure that subdomain G' 3 is relatively
234

I ~~/ ~7 Γ

! /
y< FEM - seepage f l o w in a horizontal
[^^^ ^ ^ plane

I / ^ " ^ ^ £ X X X / «- FEM BEM

I:
A
A' A A'
^_ Zz^i seepage flow in a vertical plane
Fig. 115 Generalization Fig. 116 Seepage analysis in the vicinity
of the coarse and fine mesh of a foundation pit using a generalized
method coarse and fine mesh method

small, so that a three-dimensional solution needs only an acceptable element

number.
The other procedure can be applied if it is sufficient to solve the flow in the
vicinity of the reservoir only in characteristic sections. These sections are
chosen so as to correspond to the flow direction as well as possible. The bound-
ary conditions at one end of the section are defined by the water reservoir while
on the other end they are derived from the two-dimensional solution in G.
The accurate position of the free surface in the vertical section is to be sought
by means of a convenient iterative procedure (section 5.1), since we are dealing
with a boundary value problem with a free boundary. Ho 'ever, a very good
initial free surface guess can be derived from the results of the solution of
two-dimensional flow, so that the successive approximation convergence is
usually fast.
Fig. 116 shows the application of the latter technique for flow analysis in the
vicinity of a large foundation pit. The flow in a vertical section need not be
solved with the help of the finite element method. If the percolated domain is
homogeneous the boundary element method can conveniently be used in the
vertical section analysis. The generalized coarse and fine mesh method thus
permits in a new way a coupling of the finite element method and the boundary
element method. This second variant of the generalized coarse and fine mesh
method does not give so complete an idea of the most important flow in the
domain part as the first variant does, but it is much simpler, and, if suitably
applied, it yields a sufficiently accurate problem solution.
 235

8.6 I N F I N I T E E L E M E N T S

Although no real domain has an infinite extent it is more convenient in some

problems to construct a mathematical model as if the dimensions of the domain
were in one or more directions not bounded. T h e finite elements, however,
require a finite domain which, particularly in the application of simple finite
elements (for example triangular elements with a linear approximation poly-
nomial), must have a suitable form, that is, without any one dimension pre-
vailing.
The necessity o f representing in the numerical solution an infinite domain
by a finite one usually results in another, less apparent difficulty. W e will show
it by again taking as an example the seepage under a sheet pile wall (Fig. 112).
Simple as this problem is, as there exists a closed form solution, it is considered
typical of seepage flow under concrete and earth-fill dams, dikes, etc. In this
case the assumption that the permeable stratum has an infinite length in the
direction of both the positive and the negative axis χ is perfectly acceptable
from the point of view of seepage in the vicinity of and under the sheet pile wall.
It has already been shown in Fig. 114 what results can be obtained by applying
the coarse and fine mesh method.

h = H1+ t

h = H 2+ \

u=0 u = 0
Fig. 117 Boundary
conditions on the horizontal
boundary parts and on the
lv=0
sheet pile wall

If a substitute rectangular domain is chosen for the numerical solution by

the finite element method, the permeable layer must be limited in the horizontal
direction. F o r the sake of greater simplicity we will for the meantime not con-
sider the possibility of solving only a part of the permeable layer in front of or
behind the sheet pile wall, and we will choose the substitute domain G sym-
metrical with respect to the z-axis and limited by conveniently chosen vertical
lines ~ÄB and C D (Fig. 117). The boundary conditions on the horizontal bound-
ary parts of this domain are easily determined (Fig. 112):

h = Ηλ + t on ΔΕ (14)
236

h = H2 + t on ËD (15)

v = 0 on BC (16)

It is also obvious that on either side of the sheet pile wall it must hold true that

on EF and FE (17)

Jv = 0 v = o!
h=H 1 + t h = H2+t

V/////// /////

®
/ s
/ /
J>
/ /
/
/
/
/

Fig. 118 Substitute boundary

\ u= 0 u=0 ί conditions on the verticals
ψ =Q
/
'<
//////s/s/s///. ^BandCD

These boundary conditions have a direct physical meaning. The situation

is different on the vertical lines ÄB and CD which serve merely as an (artificial)
delimitation of domain G in the horizontal direction. There are two possibilities
for inserting boundary conditions on this boundary part. Either it will hold
true (Fig. 118a) that

h = H1 + t on ÄB (18)

h = H2 + t on CD (19)

or it is possible to prescribe (Fig. 118b)

u = 0 on ~ÄB and CD (20)

It is clear from Fig. 118 what we are making allowances for in either case.
The application of the essential boundary condition (18) deforms the equi-
potential line φ = <p m a x, which should be horizontal. Condition (19) deforms
in an analogous way the equipotential φ = <p m i n.
The other possibility consists of prescribing a homogeneous natural bound-
ary condition (20): this causes the deformation of the streamline ψ = Q (Q is
the total seepage) which should remain horizontal.
 237
In Fig. 1.19 the distribution of the total head h on the impermeable layer
surface BC is plotted for two domains G of different sizes. Fig. 119a compares
the influence of the essential boundary condition prescription (18) and (19)
with the closed form solution result; Fig. 119b compares in the same way the
influence of the natural condition (20). As usual, the application of an essential
boundary condition leads to a more exact result in both domains.
We can now formulate the advantages which should be brought about by
the infinite element application:
— the substitute boundary conditions, which are always less adequate, are
shifted with the help of the infinite elements sufficiently far from the part of the
given domain most significant for the solution,
— the finite element number need not be increased in the application to
make the analyzed domain as large as possible,

®
ι - Γ , 1 1 r ç H, - H 2
:=Si:
= y B a _i analytical solution

"^n. FEM - Â
A D
i I | essential boundary
~ V â[7_Γ__Γ/Γ_Γ.t? / f f rJq conditions on Ä5 and CD

X ( j V H 2) / 2

-7t/4 -5t/4 -t -t/2 t/2 t 5t/4 7t/4

®
_H
I —I 1 1 1 1 ι |Hi 2 analytical solution
- ^ ^ ^ ^ ^ FEM-A

Z ! ^ ^ t t^ ^ ^— FEM - Â
îî

r
I ^ ' c* natural boundary
Q ^ ^ ^ r ^ / T - x r ^ ^ D conditions on AB and CD

s
*^\ _11
h[o
-7t/4 -5t/4 -t -t/2 t/2 t 5t/A 71/4

Fig. 119 Curve of the total head h on the boundary part BC for both substitute boundary
condition types
238

— due to the infinite element application, any shape at all can be partitioned
into elements.
Infinite elements, however, also have their drawbacks, which manifest them-
selves primarily in the following:
— the code is more complicated,
— the prescription of the input data is more involved.
Nevertheless, the aforementioned advantages mostly outweigh the draw-
backs and therefore infinite elements have been attracting attention since
the second half of the seventies. The first to use this element type were
probably Gartling and Becher [ 4 3 ] who applied it for viscous flow solution.
The first systematic treatment was that by Bettess [ 7 ] , [ 1 0 ] , [ 8 ] , [ 9 ] , [107]),
who focused his attention mainly on hydrodynamic problems. The technique
of consistent boundary was applied to the solution of both static and dynamic
problems in geotechnique by Booker and Small [ 1 5 ] , and other authors
developed different types of infinite elements for many other engineering
problems (see for example [101], [ 9 2 ] and others).
The problems associated with the infinite element application can be shown
with the help of two types derived by Bettess and his co-workers. In his first
study [ 7 ] Bettes used as the basis one-dimensional infinite elements (generally
with k nodes), with the last node k being infinitely distant (Fig. 120). The local

ο ο m~ F i g . J 2 0 O n e - d i m e n s i o n a l element w i t h
th
( xι ) ( x2) ( x 3= œ ) the k mode in infinity

interpolating functions are derived from the Lagrangian interpolating poly-

nomials multiplied by an exponential decay term. F o r the interpolating func-
tions M f (i = 1, 2, k — 1) this gives

x x)/L
Mt = é i~ "f] (21)
j=l Xj — xt

If an interpolating function Mk is also required it can be found from the formula

M k = l - Σ > , (22)
i= 1
Thus it is certain that the sum of interpolating functions will be equal to 1.
The application of the Lagrangian polynomial terms and of the exponential
decay term guarantees that a further condition imposed on the interpolating
functions will be satisfied :

M x
ii j) = ij
ô
(23)
 239

Each interpolating function distribution between the element nodes will be

influenced by the choice of parameter L. Fig. 121 shows as an example an
infinite element with three nodes, node 3 lying in infinity. The functions M f
(i = 1, 2, 3) are shown for L = 1, 2, and 4.

L=1

Fig. 121 Local interpolating

functions for different values
of parameter L on an
infinite element with three
nodes

The choice of parameter L is not easy and influences to a considerable degree

the result accuracy. According to the example presented by Bettess [ 7 ] the
solution results of the boundary value problem for L < 2 are smaller than
the accurate value, while for higher values of L just the opposite holds, the
solution error increasing with the increasing value of L. C o o k [ 2 6 ] recommends
a simple criterion for the choice of L in the case of three node elements. If we
denote x2 — xx = a, then value L should satisfy the inequalities

a < L <4a (24)

This criterion is in agreement with the results in [ 7 ] .

240

The extension of this technique to infinite two-dimensional elements of

a rectangular shape is simple. In the infinite direction parallel to the x- or
y-axis, functions (21) are used and in the vertical direction the conventional
interpolating functions are applied.
Bettess has further improved these rectangular infinite elements with the
help of a parametric formulation so that they may be given a more general
shape and the decay term may be used also in another direction than that along
the x- or y-axis. The interpolating functions (21) and (22), however, are not
suitable for the mapping from the local to the global set of co-ordinates, and
it is necessary to use instead of nodes in infinity auxiliary points sufficiently
distant but with finite co-ordinates [ 7 ] .
As an example an infinite element of a special trapezoidal shape and with
nine nodes [ 2 6 ] will be presented. In the co-ordinate system s, t linked with
the element the origin is chosen at node 2 and the s-axis is the symmetry axis
of the element (Fig. 122). In the direction of the r-axis the element width changes

Fig. 122 A n infinite two-dimensional

element with a semiparametric formulation

linearly and, to simplify the derivation, it is convenient to introduce a new

co-ordinate axis η so, that on the 369 element side there will be η = 1 and on
the T47 side η = — 1.
Let us introduce two sets of interpolating functions L f and M t (i = 1, 2, 3).
Functions L, depend only on the coordinate η:

l
L, = - η(η - 1) (25)

2
L2 = 1 - η (26)

L, = \ η{η + 1) (27)

These functions correspond to the Lagrangian interpolation (see section 3.3).

The other set of functions M f depends on the co-ordinate s and corresponds
to the interpolating functions (21) and (22):

s /L a
M l = e" —^- (28)
 241
( s f l ) L
/
M 2 = e- - - (29)
a

M 3 = 1 - Ml - M2 (30)

For parameter a it holds valid that

a = Xj — xt i = 1, 2, 3; j = 4, 5, 6 (31)

and for the choice of parameter L C o o k recommends criterion (24).

The local interpolating functions are derived by a procedure similar to that
used in section 3.3 for a biquadratic element (Fig. 26).

Nl = LxMl9 N2 = L 2 M 1 9 N 9 = L3M3 (32)

If it is assumed that on the boundary part in infinity / on which the ele-

ment nodes 7, 8 and 9 should lie, a homogeneous essential boundary con-
dition is valid, only the first six interpolating functions Nt are necessary.
Let us introduce the assumption that the interpolating functions Mt and M 2

are sufficiently close to zero at the distance s = b (for example for b = 25L),
so that an arbitrary function / = f(s, η) can be integrated in the infinite ele-
ment with sufficient accuracy by means of the formula

( e)
/ M d G = Γ Γ / ( s , if) Iii di, ds (33)
„s JoJ-i

If we introduce the notation

t9 - t8 = t8 - t7 = d (34)

then it is possible to express co-ordinate t with respect to η and s:

t=(c + ^ s) η (35)

so that for Jacobian |J| it holds true that

dt d —c / x

In numerical integration in an infinite element it is convenient to apply

(e)
a special six-point formula [ 1 0 ] . The characteristic matrix M of the infinite
element is assembled in the co-ordinate system s, t and then it is transformed
into the global co-ordinate system x, y.
T h e element described is not sufficiently universal and the same holds true
of the remaining infinite elements with interpolating functions including
a decay term. This prompted Zienkiewicz, Emson and Bettess [107] to derive
an infinite element which better satisfied the parametric formulation.
242

In the derivation of this element they started again from a one-dimensional

infinite element, shown in Fig. 123 in the global and in the local set of co-
ordinates. The introduction of pole P0 with the co-ordinate x 0 is of essential

Ρ
(xo) (XT) ( X 2) (x3=oo)

Fig. 123 A n infinite one-dimensional

element with the pole x 0 in the global (a)
1) ( r 2= 0 ) ( r3 = 1 ) and the local (b) set of co-ordinates

significance. The course of the χ co-ordinate is defined in the element with the
help of the co-ordinates of pole P0 and node 2:

χ = M0(r) x0 + M2(r) x2 (37)

Thus the element is isoparametric and for the interpolating functions M 0

and M 2 it is valid that

M0 = - (38)
1 —r

and

M2 = - ! - (39)
1 —r

It is obvious that the position of node 1 is given by the connection of the

infinite element with ordinary elements, but the position of node 2 and pole P0
must be chosen. T h e mutual position of these two points may be tied up for
example by the equation

xx = ooc0 4- (1 — a) x2 (40)

from which it follows for a = \ that

x 0 = 2x x — x 2 (41)

so that node 1 lies in the middle between pole P0 and node 2.

With the help of equation (41) x 0 can be eliminated from equation (37):

χ = M 0 ( r ) (2xx - x 2 ) + M 2 ( r ) x 2 (42)

The local interpolating functions M 0 and M 2 at node 3 tend to infinity and

satisfy condition M 0 + M 2 = 1 but they both reach the value 1/2 at node 1.
 243

But it follows from equation (42) that functions M 0 and M 2 can be substituted
by the equivalent functions

_ 2r
M ^ - — r (43)

M2 =| ± I (44)

the sum of which equals 1; they satisfy the condition Μ^η) = ou (f, j = 1, 2)
and for r = 1 tend to infinity.
In infinite elements defined in this way there are no difficulties with the choice
of parameter L in the decay term but the pole position can have an adverse
effect on the solution accuracy [107].
In the local set of co-ordinates we can define a convenient polynomial
approximating the unknown function u:
2
u = a0 + axr + a2r (45)

where r is expressed from the equation

χ = M^Xy + M2x2 (46)

simply by the formula

X — x 2 χ — X2 , ν
r = — - — = (47)
X AXX ~r X2 X Xq

®
Fig. 124 A n infinite two-dimensional isoparametric element with the poles P , , P2, and P 3
in the global (a) and the local (b) set of co-ordinates

A n extension to a two-dimensional element is again possible by means of

functions L l 9 L2, and L 3 (equations (25) to (27)). Let us again assume that
on r œ the following condition is satisfied (Fig. 124):

M7 = u8 = u9 = 0 (48)
244

so that only six interpolating functions JVf are needed:

N, N2 = L2M1 N6 = L3M2 (49)

In study [107] this technique is also extended to three-dimensional elements.

8.7 Q U A S I - I N F I N I T E E L E M E N T S

Problems with the accuracy optimization of infinite elements depending on

the choice of a pole or parameter L have led to the question of whether there
is some convenient way to replace them with ordinary isoparametric elements.
Bettess stated in his study from 1977 [ 7 ] that an extraordinarily large extension
of ordinary isoparametric elements with eight nodes, which was to increase
the substitute domain, led to more accurate results for problems with the
boundary in infinity. Desai and his co-workers [ 3 4 ] showed that isoparametric
elements of a rectangular shape respond very well to a considerable dispro-
portion in the side lengths (for example 1:100). H e used very thin isopara-
metric elements in geotechnical problems, such as contact and joint elements.
The purpose of the infinite element application is most frequently the elimi-
nation of artificially introduced limiting boundary parts (as were sections
AB and CD in the example of seepage under a sheet pile wall quoted in the
preceding section) on which the boundary condition type choice cannot be
physically accounted for. Numerical experience, however, shows [ 6 6 ] that it
is also possible to proceed in another way. It is sufficient in groundwater flow
solution if the boundary parts with an ad hoc chosen boundary condition are
located sufficiently far from that zone of the domain which is the goal of the
computation.
The simplest way how to achieve this aim is to apply isoparametric elements
(preferably with eight nodes) extraordinarily elongated in the required direc-
tion. The sides ratio can be up to 1 : 50. Such elements can be denoted according
to their application as quasi-infinite. Numerical experience shovvs that we may
consider as quasi-infinite elements those isoparametric elements which have
in the given direction a length corresponding to at least one half of the remaining
domain part and their other dimension is at least ten times smaller.
It is an advantage of rectangular isoparametric elements that the Jacobian
(characterising the transformation from the local to the global set of co-ordi-
nates) is positive throughout the element and has the constant value A/4, where

Fig. 125 A rectangular

quasi-infinite element in the
r
6- global and the local set
3 of co-ordinates
χ
 245

A is the element area. This may easily be shown with the simple example of rect-
angular isoparametric element with four nodes, having sides parallel to the
axes of the global set of co-ordinates x, y (Fig. 125). Such an element side
orientation is typical of the application of quasi-infinite elements.
Let us denote for simplicity's sake the nodes of the analyzed element in the
local and the global set of co-ordinates concurrently as 1, 2, 3 and 4. It is then
valid that

*1 = *4> * 2 = *3> y\ = J>3 = >>4 (50)

With the use of these identities we can write:

N
x = Σ i*i = ι + # 4 ) X ! + (N2 + N3) x2 (51)
i= 1
and

y = Σ NM = (Ν, + ΛΓ 2) yx + (JV3 + ΛΓ 4) y4 (52)

i=l

After substituting for the local interpolating functions (see section 3.3)
equations (51) and (52) are simplified:

χ = ^ (1 + r) (1 + s + 1 - s) χ, + ^ (1 - r) (1 + s + 1 - s) x2 =

= \(l + r ) X l + \ ( l - r ) x 2 (53)

y = 1 (1 + s ) ( l + r + 1 - r)y, + ^ (1 - s ) ( l + r + 1 - r ) y 4 =

= ^(1 + + ^ ( 1 -s) y. (54)

The x co-ordinate is not dependent on 5, nor is the y co-ordinate dependent

on r. Thus it follows directly that

5 5
< >

so that the Jacobian matrix must be diagonal. F r o m equations (53) and (54)
its entries on the main diagonal can be easily found:

^ = \ (xi - x2) (56)

246

The Jacobian matrix J is thus in this special case formulated as follows:

0
(58)
3Ί -

and the Jacobian will have a constant value throughout the element:

(59)

Since the element area in the local set of co-ordinates r, s is a = 4, the Ja-
cobian is defined by the ratio of the element area in the global and in the local
set of co-ordinates:

(60)

The Jacobian remains constant throughout the whole rectangular element,

even if the ratio of length L and height d of the element increases. Numerical
experiments show that also for L\d > 50 the element causes no difficulties in
the computation and it is in this way possible to introduce into the computation
a boundary condition on a very remote boundary part.
In a program using isoparametric elements it is therefore not necessary to
introduce special elements to model the boundary in infinity. They can be
substituted by ordinary isoparametric elements which are of a rectangular
shape and have a ratio Ljd > 10 (see example in Fig. 129). The effect of these
quasi-infinite elements makes it possible to substitute special infinite elements
and to impose a boundary condition of an arbitrary type on a very remote
boundary part thus modelled.
Equation (60), according to which the Jacobian has in the whole element
a positive constant value depending on the ratio of the element areas in the
global and the local set of co-ordinates, holds valid whenever the mapping
from r, s into x, y is linear. Geometrically speaking, this means that the
opposite sides of the element must be parallel in the global set of co-ordinates.

Fig. 126 A bilinear isoparametric element of trapezoidal shape

 247

If the isoparametric element has a trapezoidal shape (Fig. 126), the Jacobian
is no longer constant. F o r example at nodes 1 and 4 it is valid that

(61)
4 a
and at nodes 2 and 3

(62)
4 a

The Jacobian course, indicated in the local set of co-ordinates r, 5, is shown

in Fig. 127. In Fig. 128 the distribution of the Jacobian is illustrated in the same
way for an isoparametric element of a quadrilateral shape.

Ul

I ig. 127 Distribution of the

Jacobian on a bilinear
isoparametric element
of trapezoidal shape

Fig. 128 Distribution of the

Jacobian on a bilinear
isoparametric element
of quadrilateral shape

The effectiveness of the quasi-infinite element application was verified on

the already mentioned problem of seepage under a sheet pile wall (Fig. 112).
This time only a part of the domain in front of the sheet pile wall was con-
sidered, having the percolated layer thickness t = 16 m and an intentionally
248

small length in the horizontal direction d = 1.25i = 20 m. For the first solution,
denoted as variant 1.1, carried out without quasi-infinite elements, the domain
was divided into 40 equal isoparametric elements with eight nodes (Fig. 129a)

®
1.1 1.2

Fig. 129 Element meshes

applied: (a) without
quasi-infinite elements (1.1),
© quasi - infinite elements
(b) quasi-infinite elements
1.3 with the sides ratio 1:10
(1,2), (c) quasi-infinite
elements with the sides ratio
1 : 20 (1.3)

which had a length of 4 m and a height of 2 m. In variant 1.2 quasi-infinite

elements with a length of 20 m and a side ratio 1:10 (Fig. 129b) were applied
on the left-hand vertical boundary (where a homogeneous natural boundary
condition was imposed). In a further variant 1.3 the length of the quasi-infinite
elements was doubled so that the side ratio was 1:20 (Fig. 129c).

® 1.0 ®

Fig. 130 Comparison of equipotential lines for an analytical solution with contours for
variant 1.1 (a) and variant 1.3 (b)

For a comparison of the results of the applied variants it is convenient to

use the velocity potential defined by the equation

h - H x - t
φ ) ( 6 3
= " η Γ ^ Γ _
which will vary from 1.0 to 0.5 in the closed domain G = G + Γ . Fig. 130
 249

compares with the help of equipotential lines φ = 0.9,0.8,0.7 and 0.6 the vari-
ants 1.1 (without quasi-infinite elements) and 1.3 (with quasi-infinite elements
of a length of 40 m ) with an analytical solution. T h e effect of the application
of quasi-infinite elements on the accuracy of the solution is very distinct.

T A B L E 8.1

Relative errors er (%) of computed χ co-ordinates of intersections

of equipotential lines with the impermeable layer surface
(variants 1.1, 1.2 and 1.3)

φ 0.6 0.7 0.8 0.9

. G
1.1 8.12 10.39 18.32 _
.2
"Π 1.2 1.62 1.66 1.64 3.51
> 1.3 0.98 0.83 0.31 2.20

For the sake of a better evaluation o f the effect of using quasi-infinite el-
ements, Table 8.1 presents for all three variants the relative errors of the χ co-
ordinate determination of the considered equipotential line intersections with
the horizontal impermeable layer surface. Table 8.2 offers a similar comparison
of the relative errors in the ζ co-ordinates of the equipotential line intersections
with the z-axis.

T A B L E 8.2

Relative errors er (%) of computed ζ co-ordinates of the intersecting points

of equipotential lines with the z-axis (variant 1.1,1.2 and 1.3)

φ 0.6 0.7 0.8 0.9

1.1 -5.27 -4.11 -4.54 -5.63

.2 1.2 -5.12 -3.69 -3.37 -4.07
a
> 1.3 -5.10 -3.65 -3.24 -3.90

The relative errors were computed from the formula

w — vv
er = - . 100% (64)

where w is the χ or ζ co-ordinate, index c denotes a computed value and index e

is an exact value obtained from the closed form solution.
It follows from Table 8.1 that the application of quasi-infinite elements
manifests itself markedly in all equipotential lines. As can be expected the
improvement is the most pronounced in the case of the equipotential line
φ = 0.9 which in the basic solution 1.1 did not intersect the impermeable
250

layer surface at all. In the intersections with the z-axis the influence of quasi-
infinite elements is of course less conspicuous and manifests itself more in the
case of the equipotential lines φ = 0.9 and 0.8.
The partition of the given domain into elements of equal size is not con-
venient. T o check the suitability of the quasi-infinite element, the problem
was also analyzed for an irregular mesh (variant 2.1) with smaller elements
in the vicinity of the sheet pile wall (Fig. 131). In the following two variants,

2.1

Fig. 131 Element mesh used for variant 2.1

2.2 and 2.3, this domain was extended by means of quasi-infinite elements in
the same way as in variants 1.2 and 1.3. The results are again compared with
the help of relative errors in Tables 8.3 and 8.4. A more advantageous division
into elements made the effect of quasi-infinite elements even more conspicuous

T A B L E 8.3
Relative errors er (%) of computed χ co-ordinates of intersecting points
of the equipotential lines with the impermeable layer surface (variant 2.1,
2.2 and 2.3)

φ 0.6 0.7 0.8 0.8

2.1 7.75 9.94 17.82

c
.2 2.2 1.28 1.31 1.51 3.29
> 2.3 0.62 0.48 0.17 1.85

T A B L E 8.4
Relative errors eT (%) of computed ζ co-ordinates of intersecting points
of the equipotential lines with the z-axis (variant 2.1, 2.2 and 2.3)

φ Ü.6 0.7 Ö.8 0.9

2.1 -3.98 -2.99 -3.71 -4.55

2.2 -3.84 -2.53 -2.48 -2.95
2.3 -3.82 -2.48 -2.34 -2.77
 251

and also the favourable influence of the horizontal length growth of the quasi-
infinite elements from 20 m to 40 m was more pronounced.
Quasi-infinite elements can be applied in many practical groundwater flow
problems. Their main advantage is their easy application, since they do not
require any change in the standard code and are used in exactly the same
manner as other isoparametric elements.

8.8 G R O U N D W A T E R F L O W I N A N I N T E R C O N N E C T E D AQUIFER
SYSTEM

Section 8.4 indicated how the coarse and fine mesh method can be general-
ized for cases where groundwater flow is locally of a conspicuously three-
dimensional character. It is often necessary to solve groundwater flow in
a regional aquifer system where we cannot neglect the fact that in the flow
area aquifers and aquitards of variable thicknesses alternate or that aquifers
bifurcate or reunite.
In such cases, groundwater flow should be analyzed as three-dimensional
flow. This is as a rule not advantageous, since the aquifer thickness is small
compared to the dimensions of the domain area. Fujinawa [ 4 1 ] and Chorley
and Frind [ 2 3 ] therefore elaborated for problem solutions of this kind a nu-
merical model which is quasi-three-dimensional. Their method was extended
and generalized by Sartori and Peverieri [ 9 0 ] . This section deals with the
fundamental ideas of the technique developed by the these authors.

si
1 aquifer level

aquitard elements

nd
2 aquifer level

®
s t
1 aquifer level

aquitard
elements

n d
2 aquifer level

Fig. 132 Quasi-three-dimensional model of an aquifer system: (a) aquifers separated

by an aquitard, (b) aquifer branching
252

The main principle lies in the fact that aquifer flow both with and without
a free surface can, with sufficient accuracy, be taken as horizontal plane flow
because the seepage velocity directions are practically horizontal. On the other
hand the velocities in aquitards have, due to low permeability, a vertical direc-
tion and the seepage can be considered as vertical and one-dimensional. The
model is formed by the coupling of horizontal plane flow in the aquifers (mod-
elled by means of two-dimensional elements) and of one-dimensional flow in the
aquitards (modelled with the help of one-dimensional elements joining the
nodes of two-dimensional elements belonging to the aquifers - see Fig. 132).
Horizontal plane flow in aquifers will be described by the equation

(65)

where Tx and Ty are transmissivities in the directions of the global set of co-
ordinates (constant for confined flow and depending on h for uncon-
fined flow),
Lr and LB are seepages from ihe upper or to the lower aquitard,
Q is a source term,
S is specific storativity for a confined aquifer and active porosity for an
unconfined aquifer,
h is the mean total head.
For aquitard flow a one-dimensional equation holds true:

(66)

where kz is hydraulic conductivity of the aquitard in the vertical direction,

Ss is specific storativity,
h* is the total head in the aquitard.
If we consider unsteady groundwater flow in the general sense, it must be
valid for h* that

h*(x, y, z 1)
T9 = hT(x, y, t) (67)

where zT is the co-ordinate of the upper surface of the aquitard and hT is the
total head in the upper aquifer, and

h*(x, y, zB, t) = hB(x9 y, t) (68)

where zB is the co-ordinate of the lower aquitard surface and hB is the total
head in the lower aquifer.
Moreover it holds that

(69)
 253

and

(70)
Z = ZB

The technique of quasi-three-dimensional modelling of an interconnected

aquifer system, the principle of which has been only briefly sketched here, was
used by Sartori and Peverieri for both steady and unsteady groundwater flow.
This shows very clearly further application possibilities for the finite element
method in groundwater flow.
9. C O D I N G O F T H E F I N I T E E L E M E N T METHOD

Modern numerical methods cannot be realized without the help of com-

puters. This means that their practical application depends on the existence
of a suitable computer code. Simultaneously with the finite element method
the programming of this method was developed. A t present the characteristic
feature of this development is a maximum application of all the possibilities
offered by computers : the speed and extensive core memories of large com-
puters, graphic outputs, interactive methods of graphic control of input data,
etc. The rapid development of minicomputers and personal computers has
made it possible to elaborate codes which permit the application of the finite
element method to the solution of many engineering problems encountered
in practice.
The most significant characteristics of the present software for the finite
element method include:
— a modular structure, allowing an easy extension, adaptation and further
development of the program systems,
— the application and further development of the program systems,
— the application of structured Fortran making the elaborated segments
more lucid and facilitating their debugging and application by other pro-
grammers,
— pre-processors directed to the numerical and graphic control of the
input data. In many cases generation is used to decrease the laboriousness of
input data preparation and micro- and minicomputers are used to run the pre-
processors,
— post-processors designed for the graphic presentation of computation
results, necessary for a clear interpretation and a qualitative check of the
obtained solution.
Problems of coding and computer implementations have a considerable
influence on the application of the finite element method in practice. N o r can
the economic aspect be neglected: the computer run time for a typical problem
must be minimized and the same holds true for the input data preparation and
checking.
 255

9.1 M O D U L A R P R O G R A M S T R U C T U R E A N D I T S R E L A T I O N
TO THE FINITE ELEMENT METHOD ALGORITHM

The finite element method algorithm varies according to the nature of the
problem to be solved. Nevertheless a basic algorithm forming the core of every
solution can be found. This algorithm is indicated with the help of a coarse
flow chart in Fig. 133.

START J

1
INPUT AND
GENERATION
OF DATA

TOTAL YES PRINT OF TOTAL

DATA
PRINT INPUT DATA

NO

FORMULATION OF
NODAL
EQUATIONS

SOLUTION OF
NODAL
EQUATIONS

COMPUTATION
OF
VELOCITIES

TOTAL PR I NT OF TOTAL
YES
OUTPUT RESULTS
PRINT

, NO

PRINT OF MAIN Fig. 133 Flow chart of the

... /
- { ^ STOP J basic algorithm of the finite
RESULTS \
element method
256

The first step is the reading and generation of input data. The input data
characterize the geometric form and the connectivity of the finite element mesh,
the physical characteristics of the elements and the prescribed boundary con-
ditions. The input data array is always supplemented by special data peculiar
to the problem to be solved. T h e resulting set is usually extensive (with the
exception of quite simple problems) and difficult to control. Therefore a whole
series of special generation methods aimed mainly at the element and node
input data are applied. The generating subroutines decrease the input pre-
paration time substantially and no code is complete without their use (see
Chapter 10).
The input data read by the program must always be printed for checking.
With a large input this may cause difficulties. It has proved convenient to
introduce an extent control of the check prints. F o r example the user can
choose between a check print of only read data or the print of all input data,
i. e. not only read but also generated data (see Fig. 133).
The assemblage of the resulting system of equations and its solution can
form two successive steps of the code algorithm or it can be combined (for
example in the application of the Irons frontal method). These two blocks
form the program core and their effectiveness has a considerable influence on
the economy of the whole program as well as its claims on the internal and
external computer memory.
The computation of the derived variables completes the information on
the solution. It has proved very useful to enable the user to predetermine the
computation extent of these variables (for example only at the Gaussian inte-
gration points or additionally at the element nodes).
The last step is the printing of the results. Here we should emphasize the
desirability of an extent control for the user and a suitable output form. For
clarity's sake it is necessary to print the output in the form of well-arranged
tables which must be paginated and each page provided with the problem
head.
A n actual code for the finite element method will consist of the above-
mentioned algorithm core completed with other specialized program modules.
In the finite element method a consistent modular structure starting from
a simple relation has always proved useful: one algorithm step = one program
module (or more modules). This coding technique has a number of advantages:
— not only the coding itself but also, and more importantly, the program is
easier and clearer by far,
— the individual modules can be optimized or replaced by more effective
ones without major encroachment on the program,
— it is far easier for a new user to become familiar with programs which
have a modular structure,
— some of the modules can be used repeatedly.
 257

It has proved useful to apply a modular structure on three levels (Fig. 134).
The upper level is formed by the master module which realizes the computation
algorithm by a gradual call of the working modules. T h e second level is formed

MASTER MODULE

SLAVE MODULES
Fig. 134 Modular program structure

by working modules corresponding to the individual algorithm steps. The

lowest level is formed by slave modules performing certain special compu-
tations needed in two or more working modules.
The modular hierarchy makes the code considerably more lucid; together
with the modular structure it facilitates what is another great advantage of
algorithm modularity, namely, the usability of the working and slave modules
in other, more complex programs. It is obvious from the contents of the
preceding chapters that this possibility is very likely to be called upon. F o r
example in groundwater solution the solution program for steady confined
flow is the most simple. Practically all its working and slave modules are
applied in the steady unconfined flow solution. Thus we can proceed further
to solution programs for unsteady confined and unconfined flow and to non-
linear programs.
The modular structure also makes possible an easy transition to a new
finite element type or the formation of an element library which would increase
the universality of the code and offer the user greater application possibilities.
Every finite element method program up to the required standard is likely
to be used by a great number of users. It is therefore necessary to supplement
every program with a suitable report and a user's manual, which should also
include a check-up example to make the program implementation as easy as
possible for the new user.

9.2 A P P L I C A T I O N O F S T R U C T U R E D F O R T R A N C O D I N G

At present Fortran is without doubt the most frequently applied pro-

gramming language for engineering computations. There exist specialized
monographs describing Fortran programs for the finite element method [ 5 2 ] ,
258

[ 8 2 ] , [ 5 9 ] , and numerous other publications present whole programs or at

least subroutines applicable to use of the finite element method [ 4 ] .
The majority of modules for finite element method programs thus have the
form of Fortran procedures. The elaboration of these procedures must be given
proper care owing to their multiple applications.
The most significant factor is probably to pay careful attention to the read-
ability and understandability of the procedure. Very good results can then
be achieved by the application of structured Fortran. T h e principles of this
programming technique are described in a number of publications (see for
example [69]). T h e most important principles are the following:
— all Fortran loops are marked both by the notation arrangement and by
a consistent termination of every cycle by its own statement C O N T I N U E ;
— the use of the G O T O statement is kept to a minimum. This is achieved
by not using the arithmetic I F statement on the one hand, and by a consistent
use of logical expressions in connection with a logical I F statement on the
other hand;
— a better application of standard functions;
— an application of all Fortran procedure types;
— a special treatment of the F O R M A T statement for input and output.
These principles agree very well with the application of the modular code
structure and their simultaneous application means a multiplication rather
than an addition of their advantages (see program in Chapter 10).
The practical application of the finite element method has clearly proved
that it can be made more effective by supplementing the main program with
a pre-processor for the generation and checking of the input data, and by
post-processors for a graphic presentation of the computation results.
The aim of the pre-processor is to control the correctness of the input data
with which the main program has to work. This main aim leads to a further
requirement: should errors occur in the input data, the processor must not
only find them, but also enable the user to identify and rapidly remove them.
The checking methods can be divided into two parts — the numerical and
the graphic. The extent of numerical checks must not be so great as to require
a disproportionate amount of computer run time. In this case it is advan-
tageous to use a smaller computer for data control.
Many very effective numerical checks are also very simple. One of these
is the computation of the total area of the domain to be analyzed and the
determination of the extreme coordinate values. In isoparametric elements,
checking the element shape by computing the Jacobian values at the element
corner nodes has proved the most effective check.
The graphic check that consists of plotting the element mesh is one of the
best controls. It is surprising how easily not only fundamental errors but also
 259

relatively small inaccuracies in the imposition of node co-ordinates can be

ascertained in a check on a plotted mesh.
The plotted mesh is also a highly suitable form of documentation and should
always be included in the documentation of the solution to a problem.
The results of the finite element method computation invariably cover
30-40 (and often even more than 100) pages of printed tables. Every piece of
information in numerical form is difficult to use and check. Therefore it is
always necessary to complete these results with a suitable graphic presentation.
The actual form of the graphic output will depend on the nature of the problem,
but some post-processors will be more general and others quite specialized.
The most general post-processors include those for plotting contours which
can be used to represent all significant variables.
The significance of post-processors is particularly conspicuous in the solution
of parametric studies and, especially, in numerical modelling. A comparison
between alternative computations without a graphic presentation is difficult
and involved; a graphic presentation makes it much easier to compare the
alternatives as well as to draw up graphs summarizing the parametric study
results in a clear manner.
In the graphic presentation of the results of practical groundwater flow
studies, the following techniques have proved helpful:
— the plotting of contours (of total head, equipotential lines, streamlines),
— the drawing of seepage velocities on the chosen scale,
— the drawing of hydraulic gradients,
— the drawing of the pattern of the directions of seepage velocities.
The application of contours can be seen in Fig. 11 where with the help of
a post-processor a flow net has been plotted which consists of equipotential

Fig. 135 Field of seepage velocities in the upstream dam part after a rapid drawdown
260

lines and streamlines characterizing the flow in the upstream part of an earth-
fill dam induced by a rapid drawdown.
Further examples can be found in Fig. 83 (unconfined flow in an earth dam),
in Fig. 89 (flow in a river zone) and in other figures.
It is convenient in some cases to characterize the seepage pattern by drawing
the seepage velocities on the chosen scale (Fig. 135). It is, however, necessary
to take care that no information should be lost in the drawing, since seepage
velocities can vary by up to several orders, particularly in heterogeneous
domains. It is very helpful if the user can choose the interval in which the
represented velocities will lie. It has proved useful to choose this interval so
that the velocity represented by the largest vector, v'max, is not larger than
10 cm in the drawing and the smallest velocity represented, v'min, is 0.5 cm.
F r o m this condition it follows that v'max = 20t;^ in.
This requirement can in some cases reduce considerably the number of
seepage velocities which will be represented by a vector in the drawing. In such
cases it may be advantageous to make v'max smaller than the actual vmax (i.e. the
maximum computed velocity). It is then of course necessary to denote clearly
(for example with a cross) the points at which the velocity is greater than v'max.
In Fig. 135 (corresponding to Fig. 11) another simple convention is applied
which limits the information loss in the drawing of seepage velocities. When
for the seepage velocity the condition v'min > vt > 0.1i4, i n is satisfied, a small
square is drawn at that point. If the velocity satisfies vt < 0,lv'min a circle is
drawn. T h e vector field completed by these signs makes it possible to judge
how fast the seepage velocities fall under 0.005ι^ 3Χ in the individual parts of
the domain.
In the estimation of the filtration stability of the soils which compose a given
domain, it is useful to present the hydraulic gradient pattern (particularly in
markedly heterogeneous domains). This pattern must also be known for the
estimation of the stability of the slope through which the water is seeping. In
the flow in the vertical plane for example, the hydraulic gradients are easily
determined from the components

δ
Α -±
= (ί)
dx kx
d
l=-l (2)
dz kz

The components u, ν of the seepage velocity vector are always the result of
computation. This kind of graphic presentation makes it possible to represent
zones in which the seepage stability is endangered (see example in Fig. 85).
The last recommended manner of graphic presentation is to represent every
computed velocity, irrespective of its magnitude, by a vector of constant length
 261

(Fig. 136). In this way a direction field of seepage velocities may be applied to
the check of the boundary condition fulfilment as well as to the control of the
suitability of the element mesh applied.
A well-designed mesh with well-imposed boundary conditions must give
a physically satisfying flow pattern. The seepage velocity directions must change
gradually in the flow direction, and every direction alternation or sudden
direction change testify to the fact that the element mesh is not satisfactory.

before drawdown

1 ig. 136 Field of directions of seepage velocities

The four methods mentioned here do not exhaust all the possibilities of
graphic presentation of computation results, but they represent a sound basis
and can be usefully combined. The main principle is that graphic presentation
should always be a part of the solution, mainly for the sake of extra clarity
and reliability.

9.3 F I N I T E E L E M E N T M E T H O D A P P L I C A T I O N
IN NUMERICAL MODELLING

The finite element method has made it possible to solve problems which
otherwise could only have been solved under strongly simplified assumptions
or else not at all. But this is not all: the possibilities of the finite element method
have made it possible to create a new approach to the solution of complex
problems in engineering practice, which can be characterized as numerical
modelling.
In engineering practice many problems are formulated with limited accu-
racy and their solution requires optimization (in the most general sense)
to a greater or lesser extent. The finite element method permits these problems
262

to be solved by using an element mesh which satisfies the assumed alternative

cases. This mesh represents at least two thirds of the input data amount and
is supplemented for the actual alternatives by the imposing of both different
material characteristics and boundary conditions.
The solution of the given problem is then formed by a large number of
variants, which serve two main purposes:
— to permit a qualitative and quantitative evaluation of the influence of
inadequacies existing in the problem formulation,
— to make possible a comparison of different variants and to choose from
them the best one.

Fig. 137 Influence of a crack on the upstream and the downstream core face

The preparation of the variants is much simpler and faster than the prep-
aration of the basic alternative. A very strong analogy between physical
experimenting and numerical modelling by means of the finite element method
should be emphasized. A n overall idea of the problem to be solved is given
not only by the great amount of data but also by the fact that an incorrect or
inadequate problem formulation clearly results in unsatisfactory results which
are inconsistent with technical experience or physical conception. A n evalu-
ation of a similar ill-formulated numerical experiment usually not only re-
veals that an error has occurred, but also shows a remedy.
Numerical modelling provides the engineer with an exceptional opportunity
to apply a creative approach to the problem. The computation results are
quite objective and the same holds true for the applied methods of their graphic
Fig. 138 Influence of anisotropic permeability on free surface position and the total head
contours. Solid line: kxjkz = 1, broken line: kxjkz = 5
263
264

representation. It is therefore particularly significant to proceed with equal

objectivity in the results control and not to leave unexplained any unexpected
result or differences between the results obtained by other methods and these
obtained by numerical modelling. It is these differences that are the source
of the most valuable findings concerning both the problem solution and the
finite element method.
A suitably chosen parametric study carried out by a numerical modelling
method yields an amount of information which is difficult to obtain in any
other way. As an example we may mention the results obtained in the design
of a rock-fill dam earth core. Fig. 137 represents by means of lines of equal
head the influence of anisotropic permeability on the seepage through the core
and Fig. 138 gives a comparison of the influence of a crack on the upstream
and the downstream core face.
10. P R O G R A M F O R T H E S O L U T I O N O F C O N F I N E D S T E A D Y
GROUNDWATER FLOW

This chapter presents and describes the F E F I program written in the stan-
dard version of Fortran 66, which makes is possible to solve boundary value
problems of confined steady groundwater flow with the use of isoparametric
elements with eight nodes. The flow can take place in the vertical or the hori-
zontal plane (in the latter case it is sufficient to impose the corresponding
transmissivities instead of the hydraulic conductivity components).
The F E F I program has a modular structure (see the preceding chapter) and
is adapted in such a way that it is easy to change the permitted number of
elements and nodes. T h e modular structure permits easy program modification
even for the solution of more complex problems.
The first section of this chapter describes the program structure. The fol-
lowing section presents in detail the possibilities of controlling the printed
output volume. Section three deals with the possibilities of element and node
generation with the help of which the input data volume can be substantially
reduced. Section four gives a detailed instruction of input data preparation,
and the following section includes a simple check-up example. T h e last section
consists of a list of all important variable names with their description, facili-
tating substantially the new user's acquitance with the program and its modi-
fication. The chapter is concluded with a full listing of the F E F I program.

10.1 M A S T E R S E G M E N T A N D I N F O R M A T I O N SHARING
BETWEEN THE PROGRAM SEGMENTS

The F E F I program has a modular structure formed by the master segment

realizing the computation altorithm, and working subroutines corresponding
to the individual algorithm parts or carrying out special operations.
In a program similar to the F E F I program the organization of information
sharing between the individual program units is most significant.
Both possibilities of the programming language Fortran were applied for
information sharing:
1. Transmission with the help of dummy and actual procedure arguments,
2. Transmission by means of the C O M M O N statement.
The first possibility prevails in the program, being applied for all fields used
by several program units. For the sake of a better program readability the
same variable names are used for both dummy and actual arguments. The
other way of information sharing makes use of named C O M M O N statements
266

and is used for simple variable transmission. The names of the C O M M O N

statements are mnemonic as far as possible.

10.1.1 Information sharing with the help of dummy and actual arguments

The majority of fields (i.e. array variables) used in several program units
have dimensions dependent either on the maximum element number or the
maximum node number as permitted by the program. T o make it easy to
change these two basic values (and thus also the program demand as regards
computer memory) two integer variables are introduced into the master seg-
ment: the J EL variable corresponding to the maximum admissible finite ele-
ment number and the IN Ρ variable corresponding to the maximum node
number. These two variables are then applied in the working subroutines for
defining the dimensions of all fields depending on the element or node number.
Only in the master segment the dimensions of these fields are defined as integer
constants corresponding to the imposed values of the JEL and INP variables.
An advantage of this kind of information transmission is the fact that all
changes necessary for the increase or decrease of the program capacity are
carried out in the master segment only and are automatically transferred to
the remaining program units by means of the JEL and INP variables.
The program listing here admits 115 elements and 400 nodes. In order to
facilitate an easy and clear program, extents of the DIMENSION statements
in the master segment are arranged in such a way that the first three include
only fields depending on the element number, the further DIMENSION state-
ment includes all array variables dependent on the node number, and the last
two DIMENSION statements include fields necessary for a frontal solution
of the resulting equation system (their length being declared in the subroutines
as the integer variable M FRON).
In the case of a program extent change the DIMENSION statements are
corrected and the JEL, INP and MFRON variables are assigned new values.
In this simple way it is possible to create a version of the p r o - a m which cor-
responds to a particular problem, so that the demands on computer memory
are in accordance with the actual need.

10.1.2 Information sharing by means of C O M M O N statements

For the value transmission of some frequently used variables (mostly of the
INTEGER type) which occur in several program modules, four named
C O M M O N statements were used:
C O M M O N /MESH/ includes the most significant variables characterizing
quantitatively the given problem. These are the total number of elements
[ N U M E L ] , the number of read elements [ N U R E L ] , the total number of
nodes [ N U M N P ] , the number of read nodes [ N U R N P ] , the number of
 267

nodes with the prescribed total head value (i.e. with an essential boundary
condition - N U M B C ) and the number of nodes with an imposed equi-
valent discharge (i.e. with a non-homogeneous natural boundary con-
dition - NODQ).
C O M M O N /IO/ includes the variable corresponding to the input device
number [ U N ] , the variable corresponding to the output device number
[ I O U T ] and further variables defining the working fields in the outer
memory [ N 1 , N2, N 3 ] .
C O M M O N /PRINT/ includes the field in which the problem head is stored
[ H E A D ] with the variable INDEX used for current pagination of all printed
outputs.
C O M M O N /KEYS/ includes variables used for printed output volume control.
The non-zero value of the variables KEL and K N P suppresses the print of
complete tables with data concerning elements or nodes. The non-zero
value of the KG Ρ variable induces the print of seepage velocities in four
Gaussian integration points of each element.
For the implementation of the F E F I program on an actual computer the
C O M M O N / I O / statement is significant. With the help of this statement and
the BLOCK DATA modulus we can impose input and output device numbers
and file numbers in the outer memory in such a way that it corresponds to the
demands of the operation system applied.
The master segment starts the computation (Fig. 139) by calling subroutine
TITQ which reads the basic input data of the problem and simultaneously
prints them for the purpose of checking. The following subroutine CHECK
verifies whether the imposed element or node number exceeds the program
capacity. If it does, a message is printed and the computation is stopped.
If subroutine CHECK finds no error it calls subroutine N U L which nullifies
three fields: H (the unknown variable), IFFIX (including the numbers of nodes
with an imposed total head), and FIXED (including the imposed values of
total head at the nodes). The further procedure consists of reading and gener-
ating unread input data. Subroutine G E N E L Q reads the imposed elements
and generates the non-imposed elements and the read data are printed for
each read element (it is only an echo-print). After subroutine G E N E L Q has
been completed, subroutine ELPRI prints paginated tables with data con-
cerning all elements (i.e. both read and generated). The user can suppress this
print by imposing for the KEL variable a value different from zero.
The following subroutine G E N N P Q , reads and generates unread node data.
Fot the purpose of checking, all data punched on the cards of the read nodes
are printed again. If the user imposes for the K N P variable a value equal to
zero, subroutine NPPRI is called and paginated tables are printed with input
data for all nodes. By imposing a non-zero value of the K N P variable, the
printing of these tables can be suppressed.
Fig. 139 A coarse flow chart of the F E F I program
 269

The essential boundary condition, i.e. the prescribing of the total head at
a node, is realized by the subroutine DIROQ which prints the read data for
check. Similarly the subroutine N O D A L Q imposes and prints equivalent
discharge values at the nodes where a natural non-homogeneous boundary
condition is prescribed.
Subroutines G E N E L Q and G E N N P Q check for violation of the element and
node generating principles by means of the integer variable I ERROR. Only
after the termination of the work of subroutines DIROQ and N O D A L Q (i.e.
after the input of all data) a check is carried out to look for possible errors.
If any errors are found, the computation is stopped. This arrangement makes
it possible to find as many errors as possible in the input data during one
program run.
The preparatory computation phase terminates with the checking of the
IERROR variable value. A t this point, all the necessary data are stored in the
computer memory and it is possible to start the computation of the charac-
(e)
teristic element matrices M carried out by subroutine S O M A T Q . The as-
(e)
sembled matrices M are stored in the outer memory in the working file N 1 .
F r o m here they are read by the subroutine F R O N T , which applies the Irons
frontal solution technique to the assembly and the solution of the resulting
equation system (for more detail see section 4.5). Subroutine F R O N T is a some-
what simplified version of the subroutine F R O N T described in the book by
Hinton and Owen [ 5 2 ] , where its algorithm is transparently described in full
detail. F o r the sake of compatibility with the original version, the original
notation used in [ 5 2 ] has been maintained in subroutine F R O N T .
With the computation of total heads in subroutine F R O N T the main part
of the computation is complete. It only remains to compute the seepage velocity
components and hydraulic gradients and to print the output data to an extent
given by the program user. This is done by subroutine EDITQ which first
computes the seepage velocity components at four Gaussian integration points
of each element. With the help of the technique described in section 4.5 we
derive the velocity components at nodes corresponding to the element corners.
Subroutine EDITQ then calls auxiliary subroutines MATT, G R A D and X Y I N T
(see further). T h e velocity component values at each corner node are computed
as many times as there are elements to which the node belongs. Subroutine
EDITQ adds these values at each corner node and after the termination of the
loop carried out for all the elements it divides them by the number of elements
to which each node belongs. T h e means computed in this way are considered
as the seepage velocity components at the corner nodes.
With the help of subroutine PRINT called by subroutine EDITQ compu-
tation results are printed. Total head values are always printed at all nodes
and seepage velocity components at nodes corresponding to the element
corners. If the user imposes a non-zero value of the KG Ρ variable, then in each
270

element the global coordinates, the velocity components and the hydraulic
gradient magnitudes are printed for four Gaussian integration nodes. For the
purpose of readily finding the zones of large hydraulic gradients the printed
gradient values are denoted according to their magnitudes by a certain number
of asterisks. Then it holds valid that

* . . . 0.15 < grad/z < 0.30

* * . . . 0.30 < grad/z < 0.45
* * * . . . 0.45 < grad h < 0.60
* * * * . . . 0.60 < grad h

The above-mentioned subroutines correspond to the individual algorithm

steps. Besides these, however, the F E F I program includes the auxiliary sub-
routines MATT, G R A D , X Y I N T , INFU, DERIV and NERR. Subroutine M A T T
is called (once only) by subroutine EDITQ and its task is simple: it initiates
the transformation matrix Τ necessary for the computation of velocity com-
ponents at element corner nodes (see equation (104) in section 4.5). Subroutine
EDITQ also calls subroutine G R A D which computes the gradient components
at the Gaussian integration nodes and derives from these the gradient com-
ponents at the element corner nodes. It then employs subroutine DERIV to
compute the derivatives of the local interpolating functions with respect to r
and 5, the Jacobian value and the derivatives of the interpolating functions
with respect to χ and y (see section 3.4). This subroutine is also used by sub-
routine S O M A T Q . Subroutine X Y I N T , which is also called by subroutine
EDITQ, computes global co-ordinates χ and y of Gaussian integration nodes,
applying the transformation from the local into the global set of co-ordinates,
as described in section 3.4 (equations (107) and (108)). For the computation of
local interpolating function values, subroutine INFU is called, using equations
(92), (95), (94), (96) and (98) through to (101), quoted in section 3.3. Subroutine
NERR has only a checking function. It is called by subroutine F R O N T if it is
found that the number of a node has not been assigned (in field N U ) to any
element.

10.2 P R I N T E D O U T P U T V O L U M E C O N T R O L

The solution of practical problems of groundwater flow often requires

meshes with a great number of nodes (up to several thousand). This results in
extensive prints of input and output computation data. The output volume
is further increased by the tabulated arrangement of the printed output neces-
sary for clarity and for the purposes of recording. Several variants have fre-
quently to be solved which may differ for example merely by the prescription
of the boundary conditions, and the complete check print leads to an un-
necessary increase of the output.
 271

As has already been mentioned in the preceding section, the F E F I program

user has the possibility of controlling both the volume of check prints of
input data and the output of some results. This possibility may be summed up
as follows:

KEL = 0: Data relating to read elements and complete tables of input data
for all elements are printed.
KEL + 0: Only data relating to read elements are printed.
K N P = 0: Data relating to read nodes and complete tables of input data for
all nodes are printed.
K N P + 0: Only data relating to read nodes are printed.
KG Ρ = 0 : Subroutine PRI N T does not print velocity components and gradient
magnitudes at Gaussian integration points of elements.
KG Ρ + 0: Subroutine PRINT also prints the velocity components and
gradient magnitudes at Gaussian integration points of elements.
The variables KEL and KNP operate in the opposite way to variable KGP:
in the first two variables the non-zero variable value induces the complete
print while in the case of KGP it suppresses the print. This is done on purpose:
the user will in the majority of cases need complete check prints of input data
and in this case he need not punch value KEL = K N P = 0 on the card. The
prints induced by the non-zero value of variable KGP are relatively extensive.
T o print them it is necessary to impose KGP φ 0, so that they will not be
printed by mistake if the value of variable KGP is not prescribed.

10.3 G E N E R A T I O N O F E L E M E N T S A N D N O D E S

Subroutine G E N E L Q generates elements forming a continuous strip. T h e

following conditions must then be satisfied:
1. The numbers of nodes must rise from the initial read element following each
other without interruption.
2. The numbers of nodes on the upper and the lower boundary of the strip
must follow each other without interruption and they must ascend in the
same direction as the element numbers do.
3. All generated elements must have the same values of hydraulic conductivity
kx and ky as the initial read element.
4. The initial read element must have nodes imposed in the prescribed manner.
The prescribed way of imposing the nodes is quite simple. The generated
element strip is rotated in such a way that the numbers of both elements and
nodes ascend from the left to the right. In the read element the numbers of
three nodes lying on the left-hand side of the element are imposed from top
to bottom (i.e. anticlockwise).
272
Fig. 140 shows as an example a simple mesh. Its elements form two strips,
each of which has three elements. For their generation it is necessary to read
elements 1, 4 and 6. Element 1 is given by the nodes 1, 8 and 12 and element 4

_7

/ ^ ^ ' ^ ^ 22
3
/ / ^ ^ ^ > 2 9

* L r © ? "

J 7 / 2rw 7 2
/ / /26
5

r — — — — — /
3

9
I 7 20—725

/
7 ©
/
h © A
^ / Fig. 140 Example of element
^ " ~ ~ 3 1 ? ^9 — and node generation

by the nodes 12,19 and 23. It is important to note that the strip can be formed
by a single element, so that for the prescription of element 6 the node numbers
16, 21 and 27 will be sufficient.
The last element must always be a read element because element generation
takes place only if the numbers of two subsequent read elements differ by more
than 1. If it is necessary to prescribe all element nodes, an arbitrary node is
selected as the first one and the remaining nodes follow in an anticlockwise
direction.
In the subroutine GENNPQ, two principles of node generation are used.
According to the first, during the reading of the node cards it is checked whether
the node numbers on the subsequent cards differ by 1. If the difference is
greater, it is necessary to check whether the integer variable IGEN has a zero
value- If this condition is satisfied the numbers and co-ordinates of unread
nodes begin to be automatically generated. It is assumed that all missing nodes
lie on a line determined by the co-ordinates of the two last read nodes and
have an equal spacing from each other. If IGEN is not equal to zero, genera-
tion is suppressed. The other generating principle is simpler. In each element
a sequential control is carried out to see if all the nodes have had co-ordinates
assigned. If a node which is an element corner has no assigned co-ordinates,
this is considered a fatal error and sufficient reason to interrupt the program
run after the reading of all input data. If, however, a mid-side element node is
concerned, its co-ordinates, which have been computed as an arithmetic mean
 273

of the co-ordinates of the two neighbouring nodes on the same element side,
are automatically supplemented.
This generating principle means a considerable saving of input data for
nodes. F o r example in the case of the mesh in Fig. 140 nodes 1 and 7 would
be read, while node 7 must induce generation. The next read node on the basis
of the second principle will be node 12, generation between nodes 7 and 12
being necessarily suppressed. F o r the whole mesh with 29 nodes in total it is
thus sufficient to impose 6 read nodes (in Fig. 140 the numbers of these nodes
are underlined).
The application of subroutines G E N E L Q and G E N N P Q reduces substan-
tially the number of prescribed input data, particularly in the case of homo-
geneous domains.
If the element side forms a part of a curved domain boundary the co-ordi-
nates of all three nodes lying on it are imposed. Thus it is assured that this side
will be considered as a parabolic arc passing through the imposed nodes.

10.4 U S E R I N S T R U C T I O N S F O R P R E P A R I N G I N P U T D A T A

Cards with input data for the F E F I program are prepared in the following
sequence (the first item corresponds to the card columns, the second is the
form of the corresponding item in the specification of the F O R M A T statement,
the third is the name of the imposed variable, and the bracketed item is the
variable name used in the program):

1. Title Card
1 - 72 18A4 Title of the problem (HEAD)

2. Control Card
1 - 5 15 total number of elements (NUMEL)
6 - 10 15 number of read elements (NUREL)
1 1 - 15 15 total number of nodes (NUMNP)
1 6 - 20 15 number of read nodes (NURNP)
2 1 - 25 15 number of nodes with essential boundary
condition (NUMBC)
2 6 - 30 15 number of nodes with prescribed
equivalent discharge (NODQ)
3. Output Control Parameter Card
1- 5 15 parameter for print suppression of tables
of all elements (KEL)
6 - 10 15 parameter for print suppression of tables
of all nodes (KNP)
274

11 — 15 15 parameter for print prescription of seepage

velocity components and gradient magnitudes
at Gaussian integration points of elements (KGP)
4. Soil Type Card
1—5 15 number of soil types with different
permeabilities (10 types at most) (MATER)
5. Hydraulic Conductivity Cards
1 —80 8F10.3 hydraulic conductivity values kx and ky
for any soil type (PROP)
6. Read Element Cards
1- 5 15 read element number (NR)
6 -10 15 node number with local index 1 (N1)
11 - 1 5 15 node number with local index 5 (N5)
16 - 2 0 15 node number with local index 2 (N2)
21 - 2 5 15 node number with local index 6 (N6)
26 - 3 0 15 node number with local index 3 (N3)
31 - 3 5 15 node number with local index 7 (N7)
36 - 4 0 15 node number with local index 4 (N4)
41 - 4 5 15 node number with local index 8 (N8)
46 - 5 0 15 number of soil type (MAT)
7. Read N o d e Cards
1—5 15 read node number (NR)
6—15 F10.3 χ co-ordinate of the node (XORD)
16 — 25 F10.3 ζ or y co-ordinate of the node (YORD)
26—30 I5 variable whose non-zero value suppresses
generation of unread nodes (IG)
8. Total Head Cards
1—5 15 node number (NR)
6—15 F10.3 prescribed total head (H)
9. Equivalent Discharge Cards
1—5 15 node number (NODE)
6—15 F10.3 prescribed equivalent discharge (Q)

N o t e concerning node imposition:

It may sometimes be necessary to prescribe the mid-side node position in
a non-standard manner. This occurs most frequently in two cases (see Fig. 141):
— the element side forms a parabolic arc,
— the node is shifted to some corner node so that at this node singularity
may be modelled.
In these cases it is convenient first not to take the non-standard nodes into
consideration and to prescribe all read nodes in such a way that the mid-side
 275

nodal points may be generated in the usual way. The card of the last node (i.e.
the node with the highest number, which is always a read node) is then followed
by the cards of non-standard nodes on the element sides, on which it must be
prescribed that IG φ 0, so that generation which might otherwise occur is
suppressed. With the help of these cards the generated co-ordinates are replaced
by correct (read) values in the computer memory.

CURVED BOUNDARY

Fig. 141 Non-standard node

y ' location on the element side

10.5 C H E C K - U P EXAMPLE

As a check-up example it is convenient to use a problem which is quite

simple but which still clearly shows the general application of the program.
Let us consider steady confined seepage in a vertical plane domain with the
shape of a rectangle (rectangle ABDE in Fig. 142). The horizontal domain
length is 6 m, and the vertical height is 4 m. The boundary parts  5 , C D and
ΈΛ represent no-flow boundaries. The water flows into the domain through
the boundary part DE on which a natural non-homogeneous boundary con-
dition is imposed with the help of distributed discharges at the nodes. T h e
discharges are computed to be equivalent to the occurrence of the constant
total head h = 4 m on DE. The water flows out of the domain through the
276

boundary part B C on which an essential boundary condition h = 2 m is im-

posed.
The global set of co-ordinates χ, ζ can be conveniently chosen to keep the
determination of the mesh node co-ordinates simple. T h e origin of the co-
ordinates is placed at point A so that the positive direction of the x-axis will
be identical with side AB and the positive direction of the z-axis with side AE.
The datum plane for reading the total heads can be conveniently identified
with the x-axis.

ζ
Ο Ο Ρ Ο O D O
ο & 2 ft 8
a

Γ I I I I I I II
h ο 96HD
17 28 34 4 5 51 62 6 8 79

5 10 15 20 (25)

26 43 * 60 77 94

4 9 14 ' 19
92 ^ .
24 41 ' 58 75
3 8 13 18 23
22 39 56 73
5 9D=C ö
2 20 7 37 12 54 17
3 71 ,

^—* A =1 0) ® : ® : ® X

2.0 L 1.5 L 1.0 L 1.0 L0.5L

η A j\ λ r
-, C . 6.0

Fig. 142 Element mesh for a test problem: the numbers of the read-in elements are encircled and
7<
the numbers of the read-in nodes are underlined

The domain is divided into elements in such a way that the smallest elements
appear in the vicinity of the outflow part BC where the largest velocities will
occur. Towards the boundary ΈΆ the element size can increase. The applied
mesh has 25 elements and 96 nodes (Fig. 142). F r o m the point of view of
generation it is convenient to number the elements (and thus also the nodes)
in the direction of the z-axis.
The generation of the elements forming five vertical strips is simple. It is
sufficient to impose the first element in each strip, only in the last strip the last
element with the highest number (25) must also be prescribed.
The node generation on the verticals is also easy. It is obvious from Fig. 142
that it will be enough to impose three nodes on each vertical to generate all
the nodes. In Fig. 142 the read nodes are underlined and the numbers of read
elements are encircled.
 277

Since the homogeneous natural boundary condition corresponding to the

no-flow boundary parts Ä B , CD and ΕΛ is implicitly included in the minimized
functional (see Chapter 4, equation (7)), it is necessary to impose boundary
conditions only on the boundary parts BC and D £ . O n the boundary part B C
the essential boundary condition is imposed by the total head values at the
nodes. O n the boundary part DE, where the boundary condition is natural
and non-homogeneous it is necessary to impose equivalent discharges at the
nodes.
It is now possible to prepare the basic information for writing the input
data into the F O R T R A N forms.
The problem title "Program F E F I — Check-up Example" is punched on
the first card. F o r the control card the following values are necessary:
total number of elements 25
number of read elements 6
total number of nodes 96
number of read nodes 18
number of nodes with imposed total head 5
number of nodes with imposed equivalent discharge 11
All these data are to be found from the element mesh in Fig. 142.
The parameter values for printed data control are in this case prescribed
in such a way that the output is printed in full:

KEL = K N P = 0, KGP = 1

The analyzed domain is homogeneous so that there will be " 1 " on the soil
type card. O n the hydraulic conductivity card it will be prescribed that kx =
5
= ky = 1 . 1 0 ~ m . s
The read element data should first be prepared in the form of a simple table
(Tab. 10.1). Due to regular numbering of both nodes and elements it is possible
to impose only three nodes (see section 10.3) in the case of all read elements,
including the l^st one.

T A B L E 10.1
Read elements

NR N1 N5 N2 N6 N3 N7 N4 N8 MAT

I 1 12 18
6 18 29 35
li 35 46 52
16 52 63 69
^1 69 80 86
25 77 84 94
278

The numbers of the read nodes and their co-ordination can easily be derived
from Fig. 142. However, in imposing the read nodes, attention should be paid
to the suppression of unwanted generation. In the mesh in Fig. 142 generation
should always be suppressed between nodes not lying on the same vertical,
that is, between nodes 11 and 18, 28 and 35,45 and 52, etc. The read node data
should again be arranged in a table (Tab. 10.2). Zeros, which need not be
punched, are listed in Table 10.2 for purposes of clarity.

T A B L E 10.2
Read nodes

NR XORD YORD IG

1 0. 0. 0
5 0. 1. 0
11 0. 4. 1

18 2. 0. 0
22 2. 1. 0
28 2. 4. 1

35 3.5 0. 0
39 3.5 1. 0
45 3.5 4. 1

52 4.5 0. 0
56 4.5 1. 0
62 4.5 4. 1

69 5.5 0. 0
73 5.5 1. 0
79 5.5 4. 1

86 6. 0. 0
90 6. 1. 0
96 6. 4. 1

An essential boundary condition on the boundary part B Ü is imposed at

nodes 86 to 90 (see Tab. 10.3).
The equivalent discharges at the nodes on the boundary part 25E were
computed in such a way that we obtained as the computation result the constant
head value h = 4m. The node numbers and the imposed equivalent discharges
are to be found in Tab. 10.4.
 279

T A B L E 10.3

N o d e s with an imposed total head

(essential boundary condition)

NR H (m)

86 2.
87 2.
88 2.
89 2.
90 2.

T A B L E 10.4

N o d e s with an imposed equivalent discharge

(natural boundary condition)

1
NODE Q K . s " )

6
11 0.407 3 . 10"
5
17 0.182 9 . 10"
6
28 0.937 4 . 10"
5
34 0.199 7. I O "
5
45 0.101 0 . I O "
-5
51 0.185 6 . I O
5
62 0.104 3 . I O "
5
68 0.229 7. 10"
-6
79 0.875 4 . 10
5
85 0.131 5 . 10~
-6
96 0.272 7. 10

After punching the cards it is always useful to carry out a simple but effective
check:
1. Read elements: the card of the last read element must show the element
number corresponding to the first value on the control card and the number
of read element cards must correspond to the second value on the control card.
2. Read nodes: the card of the last read node must show the node number
corresponding to the third value on the basic data card (with the exception
of the case described at the end of the preceding section) and the number of the
read node cards must correspond to the fourth value on the control card
(without exception).
3. The number of total head cards must correspond to the fifth value on
the control card.
4. The number of equivalent discharge cards must correspond to the sixth
(last) value on the control card.
280

When checking the cards we make use of the fact that all integer values
have a field descriptor length of 5 columns and the non-integer values have
a length of 10 columns. It is always convenient to punch the decimal point.

T A B L E 10.5
Computed total neads and seepage velocity components at some nodes

node X y h u ν

-6 6
3 0.0 0.5 3.685 0 0.536 5 . Ι Ο -0.276 3. 10"
6 -5
7 0.0 2.0 3.774 4 0.405 7 . 1 0 " -0.103 8. Ι Ο
7 -5
11 0.0 4.0 4.002 3 - 0 . 2 7 0 1 .Ι Ο " -0.162 7. Ι Ο
5 -6
37 3.5 0.5 3.320 1 0.253 5 . Ι Ο " -0.620 4 . Ι Ο
-5 5
41 3.5 2.0 3.537 2 0.150 1 . Ι Ο -0.204 2 . ΙΟ"
-6 5
45 3.5 4.0 4.002 1 0.288 2 . Ι Ο -0.272 0 . ΙΟ"
5 5
71 5.5 0.5 2.426 9 0.634 1 . Ι Ο " -0.115 9 . ΙΟ"
-6 5
75 5.5 2.0 3.192 8 0.772 7 . Ι Ο - 0 . 3 6 2 1 .Ι Ο "
6 5
79 5.5 4.0 4.001 8 0.323 1 .Ι Ο " -0.376 6 . ΙΟ"

Tab. 10.5 presents the computed total heads and the seepage velocity com-
ponents at some nodes. A good check also consists of computing the closeness
of the total values at the nodes on the boundary part DE to the correct value
of 4.0 m.

10.6 N A M E S O F T H E M O S T S I G N I F I C A N T V A R I A B L E S

The following alphabetical list presents the names of the most important
variables used in the program. With the arrays the maximum values of indices
are given.

C X /JEL/ — field of hydraulic conductivities in the direction of the x-axis,

CY /JEL/ — field of hydraulic conductivities in the direction of the z- or
y-axis,
DET — Jacobian value at element point r, s,
EM /8,8/ - characteristic element matrix,
FU /8/ — values of local interpolating functions at the element point
r, s,
GI /2, 4/ — hydraulic gradient values at four Gaussian integration points
in the element,
G U /2,4/ — gradient values at the corner element nodes,
H /INP/ - total head at the nodes,
H E A D /18/ — text field including the problem title,
 281

IERROR - auxiliary variable for error indication in input data,

IG — auxiliary variable suppressing node generation,
UN — variable corresponding to the input device number (e.g. card
reader),
INDEX — variable including the page number of the printed output,
INP — maximum number of nodes admitted by the program,
IOUT - variable corresponding to the output device number (e.g. line
printer),
IPOM /INP/ — variable indicating how many elements contact at the given
node,
J EL — maximum number of elements admitted by the program,
Ê EL — parameter whose non-zero value suppresses the print of com-
plete element tables,
KG Ñ — parameter whose non-zero value secures the print of seepage
velocity components and hydraulic gradient magnitudes at
four Gaussian integration nodes of each element,
KNP — parameter whose non-zero value suppress the print of com-
plete node tables,
MATER — number of soil types with different seepage properties in the
analyzed domain,
NODQ - number of nodes with an imposed equivalent discharge (i.e.
with a non-homogeneous natural boundary condition),
NU /8, J EL/ — matrix of global node numbers of each element,
NUMBC — number of nodes with an imposed total head (i.e. with an
essential boundary condition),
NU MEL - total number of elements,
NU MNP — total number of nodes,
NUREL — number of read elements,
Í URN Ñ - number of read nodes,
Ñ /2,8/ — matrix of local interpolating function derivatives with respect
to r and s,
PG /2, 8/ — matrix of local interpolating function derivatives with respect
to χ and y,
PROP /2,10/ - hydraulic conductivities kx and kz (or ky) of all soil types in
the analyzed domain,
R, S — co-ordinates of an element point in the local co-ordinate set,
V X /INP/ - horizontal components of seepage velocity at corner nodes,
VXI /4JEL/ — horizontal components of seepage velocity at four Gaussian
integration points of each element,
VY /INP/ — vertical components of seepage velocity at corner nodes,
VYI /4,JEL/ — vertical components of seepage velocity at four Gaussian
integration nodes of each element,
282

W G /3/ weight coefficients in Gaussian integration formula,

XG/3/ local co-ordinates of Gaussian integration points,
XI/4JNP/ - χ co-ordinates of four Gaussian integration nodes in each
element,
Xj/2,2/ Jacobian matrix,
XJI/2,2/ inverted Jacobian matrix,
XORD/INP/ - χ co-ordinates of nodes.
X X /2,8/ χ and ζ (or y) co-ordinates of element nodes,
Yl /4, INP/ - ζ (or y) co-ordinates of four Gaussian integration points in
each elements,
Y O R D /INP/ - ζ (or y) co-ordinates of nodes,
ZSYM/INP/ - auxiliary variable with the text value of an asterisk if the ele?
ment or node is a read one. Otherwise it has the value of
a blank.

10.7 P R O G R A M LISTING

c
C F E F I 8 7
C
C PROGRAM FOR THE NUMERICAL ANALYSIS
C
C OF TWO-DIMENSIONAL GROUNDWATER FLOW
C
C (EIGHT NODED ISOPARAMETRIC ELEMENTS)
C
DIMENSION GX(115),CY(115)
.DIMENSION X I ( 4 , 1 1 5 ) , Y I ( 4 , 1 1 5 ) ,VXI( 4 , 1 1 5 ) , V Y I ( 4 , 1 1 5 ) , G R A D T ( 4 , 1 1 5 )
DIMENSION N U ( 8 , 1 1 5 ) , E L 0 A D ( 8 , 1 15)
DIMENSION XORD(400),YORD(400),H(400),IFFIX(400),FIXED(400),
1 VX(400),VÏ(400),IPOM(400),ZSYM(400)
DIMENSION NACVA(80)»EQUAT(80)»GL0AD(80),VECRV(80)
DIMENSION G S T I F ( 3 2 4 0 )
COMMON /MESH/ NUMEL, NUREL, NUMNP, NURNP, NUMBC,NODQ
COMMON / I O / I I N , I O U T , N 1 , N 2 , N 3
COMMON / P R I N T / HEAD(18),INDEX
COMMON /KEYS/ KEL,KNP,KGP
C
C ARRAY DIMENSIONS IN SUBROUTINES
C
INPMOO
JEL=115
MFRON=80
MSTIF= MFK)N* (MFHDN+1 ) / 2
 283

c
C DATA INPUT AND CHECK PRINT
C
CALL TITQ
CALL CHECK(INP,JEL)
CALL NUL(INP,H,IFFIX,FIXED)
IERROR=0
CALL GBNELQ(INP,JEL,NU,CX,CY,ZSYM,IERROR)
IF(KEL.EQ.O) CALL ELPRI(INP,JEL,NU,CX,CY,ZSYM)
CALL GENNPQ(INP,JEL,NU ,XORD,YORD,ZSYM,IERROR)
IF(KNP.EQ.O) CALL NPPRI(INP,XDRD,YORD,ZSYM)
CALL DIROQ(INP,IFFIX,FIXED)
CALL NODALQ ( J E L , NU ,ELOAD)
IF(IERROR.GT.O) S T O P
C
C ASSEMBLY AND SOLUTION OF NODAL EQUATIONS
C
CALL SOMATQ(INP,JEL,CX,CY,NU,XDRD,YORD)
CALL FRONT ( INP, J E L , MFRON, MST I F , NU ,E LOAD, IFF I X , FIXED, Η, NAC VA ,E QU AT,
1 GLOAD,VECRV,GSTIF)
C
C PRINT OF RESULTS
C
CALL EDITQ(INP,JEL,CX,CY,VXI,VYI,XI,YI,H,VX,VY,IPOM,XDRD lYORD,
1 NUjGRADT)
STOP
C
END

SUBROUTINE TITQ
C
C INPUT OF BASIC DATA AND PRINT OF THE FIRST PAGE
C
REAL NODES,NOT
COMMON /MESH/ NUMEL,NUREL,NUMNP,NURNP,NUMBC,NODQ
COMMON / I O / IIN,IOUT,N1,N2,N3
COMMON / P R I N T / HEAD(18),INDEX
COMMON /KEYS/ KEL,KNP,KGP
DATA YES/ YES »/,NOT/ «NOT · /
INDEX=1
READ ( U N , 1 0 )HEAD
10 PORMAT(18A4)
WRITE ( IOUT, 11 }HEAD
11 FORMAT ( 1 H 1 / / / 1 0X,1 8A4
1 ////15X, · *** F E F I 8 7***'
2 / / 1 5 X , "PROGRAM FOR NUMERICAL ANALYSIS ·
284

3 / / 1 5 X , ΌΡ Τ WD-DIMENSIONAL GROUNDWATER FLOW ·

4 / / 1 5 X , '(ISOPARAMETRIC ELEMENTS WITH EI (SIT NODES) »)
READ ( U N , 1 2 )NUMEL, NUREL,NUMNP,NURNP,NUMBC,NODQ
12 K)RMAT(8I5)
WRITE ( EXJT, 1 3 )NUMEL, NU RBL,NUMNP,NURNP,NUMBC,NODQ
13 FORMAT ( / / / I OX, TOTAL NUMBER OF ELEMENTS: ',15
1 / I O X , "NUMBER OF READ ELEMENTS: ',15
2 / / 1 0 X , TOTAL NUMBER OF NODES: ',15
3 / 1 0 X , NUMBER OF READ NODES: ',15
4 / / 1 0 X , NUMBER OF NODES WITH PRESCRIBED HEIGHT: ',15
5 / 1 0 X , NUMBER OF NODES WITH PRESCRIBED DISCHARGE: ',15)
ISAD ( U N , M )KEL,KNP ,KGP
14 FORMAT(3I5)
ELEM=YES
IF ( KEL. NE . 0 )ELEM=NOT
NODES-YES
IF ( KNP. NE. 0 )NODES=NOT
P3=NOT
IF(KGP.NE.0)P3=YES
WRITE ( IOUT, 1 5 )ELEM, NODES, P3
15 FORMAT(//1 OX, PRINTED DATA OUTPUT: »
1 / I OX, 'PRINT OF TOTAL EUEMENT DATA: »,A3
2 / I OX, »PRINT OF TOTAL NODES DATA: »,A3
3 / 1 0 X , *PRINT OF VELOCITY COMPONENTS IN ELEMENTS: »,A3)
RETURN
C
END

SUBROUTINE CHECK( INP,JEL)

C
C CHECK OF MAIN ARRAY DIMENSIONS
C

COMMON /MESH/ NUMEL,NUREL, NU MNP,NURNP, NUMBC

COMMON / I O / IIN,IOUT,N1,N2,N3
IF(NUMNP.GT.INP)WRITE(IOUT,10)NUMNP,INP
10 F0RMAT(//5X, * * * * * NUMBER OF NODES ' , 1 4 , ' I S GREATER THAN*
1 » ALLOWED ( I . E . » , 1 4 , ') ')
IF(NUMEL.GT.JEL)WRITE(IOUT,11 ) NU MEL, JEL
11 FORMAT(//5X, * * * * * NUMBER OF ELEMENTS ' , 1 4 , ' I S GREATER*
1 ' THAN ALLOWED ( I . E . ' , 1 4 , ') »)
IF ( NU MN Ρ . GT. I N P . OR. NUM Ε L . GT. JE L ) S TO Ρ
RETURN
C
END

SUBROUTINE NUL(INP,H,IFFIX,FIXED)
 285

c
C MAIN FIELDS INITIALIZING TO ZERO
C
DIMENSION H(INP) , I F F I X ( I N P ) ,FIXED(INP)
COMMON /MESH/ NUMEL,NUREL,NUMNP,NURNP,NUMBC,NODQ
DO 100 1=1,NUMNP
H(I)=0.
IFFIX(I)=0
FIXED(I)=0.
100 CONTINUE
RETURN
C
END

SUBROUTINE GENELQ(INP, JEL,NU ,CX tCY,ZSYM,IERROR)

C
C ELEMENT DATA INPUT AND GENRATION
C
DIMENSION CX( JEL) ,CY( JEL) ,NU( 8 , JEL)
DIMENSION ZSYM(INP)
DIMENSION PROP(2,1 0)
COMMON /MESH/ NUMEL,NUREL,NUMNP,NURNP,NUMBC
COMMON / P R I N T / HEAD(18),INDEX
COMMON / I O / IIN,IOUT
DATA BLANK / I Η / , ASTER / 1 H » /
NP=0
N=0
INDEX=INDEX+1
C
C INPUT AND PRINT OF HYDRAULIC CONDUCTIVITIES
C
READ( I I N , 1 0 )MATER
10 P0RMAT(I5)
READ(IIN,11)(PROP(1,1),PROP(2,I),1=1,MATER)
11 PORMAT(8F10.3)
WRITE(IOUT,12)HEAD,INDEX,MATER
12 PORMAT(1H1///5X,18A4
1 / / / 5 X , HYDRAULIC ODNDUCTIVITIES »,5X, TAGE ·
2 ,14
3 / / 5 X , TOMBER OF SOIL TYPES: » , I 4 / )
WRITE(IOUT,1 3 ) ( I , P R O P ( 1 , 1 ) , P R O P ( 2 , I ) ,1=1,MATER)
13 PORMAT(/10X, »SOIL NO. »,13
1 / 5 X , HORIZONTAL COMPONENT KX: » , E 1 1 . 3
2 / 5 X , VERTICAL COMPONENT KY: »,E11.3)
C
C ELEMENT DATA AND ECHO PRINT
C
286

INDEX=INDEX+1
WRITE ( ICXJT, 1 4 )HEAD, INDEX
14 K)RMAT(1H1//5X,18A4
1 / / 5 X , 'READ ELEMENT DATA ' , 5 X , "PAGE ' , 1 4 / )
DO 100 1=1 ,IMUMEL
ZSYM(I)=BLANK
100 CONTINUE
DO 200 K=1,NUREL
READ(IIN,15)NR,N1,N5,N2,N6,N3,N7,N4,N8,MAT
15 FORMAT(10I5)
ZSYM(NR)=ASTER
NP=NP+1
IF(NP.LE #50)GOTO 110
INDEX=INDEX+1
WRITE(IOUT,1 4)HE AD,INDEX
NP=0
110 WRITE(IOUT,16)NR,N1,N5,N2,Nf,N3,N7jN4,N8,MAT
16 FORMAT(2I7,7I5,I7)
IPOM=NR-N-1
IF(IPOM.I£.0)GOTO 130
C
C GENERATION OF NON-GIVEN ELEMENTS
C
CXN=CX(N)
CYN=CY(N)
DO 120 J=1,IPOM
NN1=NU(4,N)
NN2=NU(3,N)
NN5=NU(7,N)
N=N+1
NU(1 ,N)=NN1
NU(2,N)=NN2
NU(3,N)=NN2+2
NU(4,N)=NN1+2
NU(5,N)=NN5
NU(6,N)=NN2+1
NU(7,N)=NN5+1
NU(8,N)=NN1+1
CX(N)=CXN
CY(N)=CYN
120 CONTINUE
C
C CHECK OF THE NUMBERING OF NODES 1 , 2 , AND 5
C

130 N=N+1
IERR=0
 287

IF(N1.EQ.0)IERR=1
NU(1,N)=N1
IF(N2.EQ.0)IERR=1
NU(2,N)=N2
IF(N3.EQ.0)N3=N2+2
NU(3,N)=N3
IF(N4.EQ.0)N4=NH-2
NU(4,N)=N4
IF(N5.EQ.0)IERR=1
NU(5,N)=N5
IF(N6.EQ.0)N6=N2+1
NU(6,N)=N6
IF(N7.EQ.O)N7=N5+1
NU(7,N)=N7
IF(N8.EQ.0)N8=N1+1
NU(8,N)=N8
IERROR=IERROR+IERR
IF(IERR.EQ.1 )WRITE( ICUT,1 7 )N
17 FORMAT(/5X,10(1H+),5X, E R R Ο R ·
1 / 5 X , •GLOBAL NODAL NUMŒRS OF LOCAL NODES 1 , 2 , AND 5 *
2 » ARE NOT CORRECTLY IMPOSED ')
CX(N)=PR0P(1 ,ΜΑΤ)
CY(N)=PROP(2,MAT)
200 CONTINUE
RETURN
C
END

SUBROUTINE ELPRI(INP,JEL,NU ,CX,CY ,ZSYM)

C
C PRINT OF THE TOTAL ELEMENT DATA ( I F KEL=0)
C
DIMENSION C X ( J E L ) , C Y ( J E L ) , N U ( 8 , J E L )
DIMENSION ZSYM(INP)
COMMON / I O / IIN,IOUT,N1,N2,N3
COMMON /MESH/ NUMEL,NUREL,NUMNP,NURNP,NUM3C
COMMON / P R I N T / HEAD(18),INDEX
N=0
LINES=5C
IF(NUMEL.LT.50)LINES=NUMEL
100 INDEX=INDEX*1
WRITE(IOUT,10)HEAD,INDEX
10 FORMAT(1H1//5X,18A4//
1 / I I X , TOTAL ELEMENT DATA »,
2 10X, 'PAGE ' , 1 4
3 / / 5 X , ELEMENT ' , Ι 6X, ELEMENT NODES ',1 7X, »HYDRAU ',
4 'LIC O0NDUCTIVITY '
288

5 /17X, Ί 5 2 6 3 7 4 8 ·,9Χ,
6 KX ' , 8 Χ , *ΚΥ ' / / )
DO 200 Κ=1,LINES
Ν=Ν+1
WRITE(IOUT,11)ZSYM(N),N,NU(1,Ν),NU(5,N),NU(2,N),NU(6,N),
1 NU(3,N),NU(7,N),NU(4,N),NU(8,N),CX(N),CY(N)
11 F0RMAT(6X,A1,I4,3X,8I5,E13.3,E11.3)
200 CONTINUE
IREST=NUMEL-N
IF(IREST.LT.50)LINES=IREST
IF(N.LT.NUMEL)GOTO 100
RETURN
C
END

SUBROUTINE GENNPQ( INP, JEL,NU ,XORD, YORD,ZSYM,IERROR)

C
C NODE DATA INFJT AND GENERATION
C
DIMENSION NU(8,JEL)
DIMENSION XDRD(INP),YORD(INP),ZSYM(INP)
COMMON / I O / U N , I O U T , N 1 , N 2 , N 3
COMMON /MESH/ NUMEL, NUREL, NUMNP, NURNP, NUMBC
COMMON / P R I N T / HEAD ( 18 ) , INDEX
DATA BLANK / 1 H / , ASTER / 1 Η · /
NP=0
N=0
IGEN=0
INDEX=INDEX+1
WRITE(IOUT,10)HEAD,INDEX
10 PORMAT(1H1//5X,18A4
1 / / 5 X , ^HECK PRINT OF READ NODES »,6X, ' P A G E ' , 1 4 / )
DO 100 1=1,NUMNP
ZSYM(I)=BLANK
XORD(I)=1.E10
100 CONTINUE
C
C NODE DATA AND THE ECHO PRINT
C
DO 200 K=1,NURNP
HEADCIIN,11 )NR,XDRD(NR) ,YORD(NR) ,IG
11 PORMAT(I5,2F10,3,I5)
ZSYM(NR)=ASTER
NP=NP+1
IF(NP.I£.50)COTO 110
INDEX=IîiDEX+1
 289

WRITE(I0UT,1 Ο ) HE AD, INDE Χ

ΝΡ=0
110 WRITE( IOUT, 1 2 )NR ,XORD(NR),ÏORD(NR) ,IG
12 PORMAT(I8,2F10.3,I6)
IPOM=NR-N-1
IF(IPOM.EQ.0.OR.IGBN.NE.0)GOTO 130
C
C GENERATION OF THE NON-GIVEN NODES
C
XM=XORD(N)
ÏM=ïORD(N)
Dii'=iPo:.c-n
DX=( XORD ( NR ) -XM ) / D I F
DY= ( YORD ( NR) -YM ) / D I F
DO 120 J=1,ΙΡΟΜ
N=N+1
DJ=J
XORD(N)=XM+DX*DJ
YORD(N)=YM+DY*DJ
120 CONTINUE
130 N=NR
IGEN=IG
200 CONTINUE
C
C CHECK OF CORNER NODE CO-ORDINATES
C
IERROR=0
DO 300 J=1,NUMEL
DO 250 1 = 1 , 4
M=NU(I,J)
IF(XORD(M).NE.1.E10)GOTO 250
IERRO R= IERRDR* 1
WRITE(IOUT,20)M
20 FORMAT(//5X, TODE » , 1 4 , · HAS NO CO-ORDINATES ·)
250 CONTINUE
300 CONTINUE
C
C COMPUTATION OF MID-PONT CO-ORDINATES
C
DO 400 J=1,NUMEL
DO 350 1 = 5 , 8
M=NU(I,J)
IF(XORD(M).NE..1.E10)GOTO 350
NA=I-4
NB=I-3-1/8*4
MA=NU(NA,J)
290

MB=NU(NB,J)
XORD (M) = 0 . 5 *( XORD(MA )+XDRD( MB) )
YOHD(M)=0.5*(YORD(MA)+YORD(MB) )
350 CONTINUE
400 CONTINUE
RETURN
C
END

SUBROUTINE NPPRK INP,XDRD,YORD,ZSYM)

C
C PRINT OF THE TOTAL NOIE DATA ( I F KNP=0)
C
DIMENSION XDRD(INP),YORD(INP),ZSYM(INP)
COMMON A O / IIN,IOUT,N1,N2,N3
COMMON /MESH/ NUMEL,NUREL,NUMNP,NURNP, NUMBC
COMMON / P R I N T / HEAD(18),INDEX
N=0
UNES=50
IF ( NUMNP. LT · 5 0 ) LINES=NUMNP
100 INDEX=INDEX+1
WRITE ( IOUT ,.1 0 )HEAD, INDEX
10 FORMAT ( 1H1 / / 5 X, 1 8 A 4 / /
1 / 1 1 X , TOTAL NODE DATA 1 OX,
2 'PAGE M 4
f
3 / / 1 3 X , NODE',7X, · Χ » , 1 0 Χ , Ύ V )
DO 200 1=1,LINES
N=N+1
WRITE(IOUT,11)ZSYM(N),N,XDRD(N),YORD(N)
11 FORMAT(10X,A1,I5,2F11.2)
200 CONTINUE
IREST=NUMNP-N
I F ( I R E S T · L T · 5 0)LINES=IREST
IF(N.LT.NUMNP)GOTO 100
RETURN
C

END

SUBROUTINE DIR0Q(INP,IFFIX,FIXED)
C
C ESSENTIAL BOUNDARY CONDITION
C (PRESCRIBED HEIGHTS AT NODES)
C
DIMENSION IFFIX(INP),FIXED(INP)
COMMON / I O / IIN,IOUT,N1,N2,N3
 291

COMMON /MESH/ NUMEL,NUREL, NUMNP, NU RNP, NUMBC ,NODQ

COMMON / P R I N T / HEAD(18),INDEX
NP=0
LINES=50
IF(NUMBC.LT.50) LINES=NUMBC
100 INDEX=INDEX+1
WRITE ( IOUT , 1 0 ) HEAD, INDEX
10 FORMAT* 1 H 1 / / 5 X , 1 8 A 4
1 / / I OX, TRES CRI BED HEIGHTS AT NODES ' , 5 X , 'PAGE »,14
2 / / 1 0 X , 'NODE »,9X, Ή ' / )
DO 200 K=1,LINES
NP=NP+1
RBAD(IIN,20)NODE,H
20 FORMAT(I5,F10.3)
WRITE(IOUT,21)NODE,Η
21 PORMAT(I13,F13.3)
IFFIX(NODE)=1
FIXED(NODE)-H
200 CONTINUE
IREST=NUMBC-NP
IF(IREST.LT.50) LINES=IREST
IF(IREST.GT.O) GOTO 100
RETURN
C
END

SUBROUTINE NODALQ(JEL,NU, Ε LOAD)

C
C NATURAL BOUNDARY CONDITION
C (PRESCRIBED EQUIVALENT DISCHARGES AT NODES)
C
DIMENSION N U ( 8 , J E L ) ,ELOAD( 8 , JEL)
COMMON /MESH/ NUMEL,NUREL,NUMNP,NURNP,NUMBC,NODQ
COMMON / I O / IIN,IOUT,N1,N2,N3
COMMON / P R I N T / HEAD ( 1 8 ) ,INDEX
C
C INITIALIZING ARRAY ΕLOAD TO ZERO
C
DO 110 J=1,NUMEL
DO 100 1 = 1 , 8
ELOAD(I,J)=0.
100 CONTINUE
110 CONTINUE
IF(NODQ.LE.O) R E T U R N
NP=0
UNESCO
IF(NODQ. Iff . 50)LINES=NODQ
292

c
C INPUT AND ECHO PRINT OF THE NODAL DISCHARGES
C
200 INDEX=INDEX+1
WRITE(IOUT,10)HEAD,INDEX
10 FORMAT ( 1 H 1 / / 1 OX, 18A4
1 / / 1 0 X , EQUIVALENT NODAL DISCHARGES »,5X, »PAGE », 13
2 // 8X, »NODE »,8X, "Q »/)
DO 500 1 = 1 , L I N E S
NP=NP+1
READ(IIN,11)NODE,Q
11 PORMAT(I5,F10.3)
WRITE(IOUT,12)NODE,Q
12 FORMAT(I12,E15.5)
C
C Q I S STORED IN ELOAD
C
DO 400 K=1 ,NUMEL
DO 300 J = 1 , 8
NNODE=NU(J,K)
IF(NODE·NE.NNODE)GOTO 300
ELOAD ( J , K ) = Q
GOTO 500
300 CONTINUE
400 CONTINUE
500 CONTINUE
IREST=NODQ-NP
I F ( I R E S T . L T . 5 0)LINES=IREST
IF(IREST.GT.0)GOTO 200
RETURN

C
END

SUEROUTINE SOMATQ(INP,JEL,CX,CY,NÜ,XORD,YORD)

C
C ASSEMBLY OF CHARACTERISTIC ELEMENT MATRICES
C

DIMENSION CX(JEL),CY(JEL),NU(8,JEL)
DIMENSION XORD(INP),YORD(INP)
DIMENSION XG(3),WG(3),XX(2,8),PG(2,8),ESTIF(8,8)
COMMON /MESH/ NUMEL, NUREL, NUMNP, NURNP, NUMBC
COMMON / I O / IIN,IOUT,N1,N2,N3
DATA X G / 0 . 7 7 4 5 9 6 7 , 0 . 0 , - 0 . 7 7 4 5 9 6 7 / ,
1 WG/0.5555556,0.8888889,0.5555556/
REWIND N1
 293
c
c LOOP OVER EACH ELEMENT IN MESH
C
DO 400 N=1,NUMEL
DO 100 1=1,8
JsNU(I.N)
XX(1,I)=XORD(J)
XX(2,I)=YORD(J)
100 CONTINUE
C
C ASSEMBLY OF CHARACTERISTIC ELEMENT MATRIX
C
DO 120 1=1,8
DO 110 J = 1 , 8
ESTIF(I,J)=0.
110 CONTINUE
120 CONTINUE
CXN=CX(N)
CYN=CY(N)
DO 200 1=1,3
AR=WG(I)
R1=XG(I)
DO 190 J = 1 , 3
AS=WG(J)
S1=XG(J)
CALL DERIV(R1,S1,XX,DET,N,PG)
WGT=AR*AS*EET
DO 180 K = 1 , 8
DO 170 L=K,8
EST IF (K, L) =ESTIF (K, L) +WGT* ( CXN»PG ( 1 , K) *PG( 1 , L) +
1 CYN*PG(2,K)*PG(2,D)
170 CONTINUE
180 CONTINUE
190 CONTINUE
200 CONTINUE
C
C COMPLETING OF THE ESTIF MATRIX BY SYMMETRY
C
DO 300 K=1,7
ID=K+1
DO 290 L=LD,8
ESTIF ( L , Κ ) =ESTIF ( Κ, L)
290 CONTINUE
300 CONTINUE
C
C ESTIF MATRIX I S STORED ON DISC FILE
C
WRITE(N1)ESTIF
294

400 CONTINUE
RETURN
C
END

SUBROUTINE DERIV(R,S,XX,DET,M,PG)
C
C CARTESIAN DERIVATIVE EVALUATION OF THE IOCAL
C INTERPOLATING FUNCTIONS AT THE POINT ( R , S )
C
DIMENSION P( 2 , 8 ) ,XX( 2 , 8 ) ,XJ( 2 , 2 ) , X J I ( 2 , 2) ,FG( 2 , 8 )
COMMON / I O / IIN,IOUT,N1,N2,N3
C
C LOCAL FUNCTION DERIVATIVES WITH RESPECT TO R
C
P(1,5)=-R»(1.+S)
P(1,6)=-0.5*(1.-S*S)
P(1,7)=-R*(1.-S)
P(1,8)= 0.5*0.-S*S)
P(1,1)= 0.25*(1.+S)-0.5*(P(1,8)+P(1,5))
#
P(1,2)=-0.25 (1.+S)-0.5»(P(1,5)+P(1,6))
P(1,3)=-0.25*O.-S)-0.5*(P(1,6)+P(1,O)
P(1,4)= 0,25«(1.-S)-0.5»(P(1,7)+P(1,8))
C
C LOCAL FUNCTION.DERIVATIVES WITH RESPECT TO S
C
P(2,5)= 0.5*(1.-R*R)
P(2,6)=-S*(1.-R)
P(2,7)=-0.5*(1.-R*R)
P(2,8)=-S»(1.+R)
P(2,1)= 0.25*<1.+R)-0.5»(P(2,8)+P(2,5))
#
P(2,2)= 0.25»(1.-R)-0.5 (P(2,5)+P(2,6))
P(2,3)=-0.25*(1.-R)-0.5*(P(2,6)+P(2,7))
P(2,4)=-0.25*(1.+R)-0.5*(P(2,7)+P(2,8))
C
C JACOBIAN MATRIX AT THE POINT ( R , S )
C
DO 120 1 = 1 , 2
DO 110 J = 1 , 2
SJM=0.
DO 100 K = 1 , 8
SJM=SUM+P(I,K)*XX(J,K)
100 CONTINUE
XJ(I,J)=SUM
110 CONTINUE
120 CONTINUE
 295

c
C EVALUATION OF JACOBIAN AT THE POINT (R,S)
C
DET=XJ(1,1)»XJ(2,2)-XJ(1,2)*XJ(2,1)
IF(DET.LT.1.E-8)WRITE(IOUT,10)R,S,M,1»T
10 FORMAT(//10X, 'JACOBIAN AT THE POINT ' , 2 F 5 . 1 ,
1 1 F ELEMENT ' , 1 5 , *HAS THE VALUE: » , E 1 5 . 5 / )
IF ( DET .EQ. 0 ) DET= 1 ·Ε -1 5
C
C INVERSION OF THE JACOBIAN MATRIX
C
DUM=1./IET
XJI(1,1)=XJ(2,2)*DUM
XJI(1,2)=-XJ(1,2)«DUM
XJI(2,1)=-XJ(2,1)*DUM
XJI(2,2)=XJ(1,1)*DUM
C
C LOCAL FUNCTION DERIVATIVES WITH RESPECT TO X AND Y
C
DO 210 1=1,2
A1=XJI(I,1)
A2=XJI(I,2)
DO 200 J = 1 , 8
PG(I,J)=A1«P(1 ,J)+A2»P(2,J)
200 CONTINUE
210 CONTINUE
RETURN
C
END

SUBROUTINE FRONT(INP,JEL,MFRON,MSTIF,NU,ELOAD,IFFIX,FIXED,ASDIS,
1 NAC VA ,EQU AT, GLOAD, VECRV ,G ST IF )

C
C FRONTAL TECHNIQUE FOR ASSEMBLY AND SOLUTION OF EQUATIONS
C

DIMENSION N U ( 8 , J E L ) ,ELOAD(8, JEL)

DIMENSION I F F I X ( I N P ) ,FIXED(INP) , A S D I S ( I N P )
DIMENSION NACVA(MFRON) , EQU AT ( MFRO N ) , GLOAD ( MF RON ) , VECKV(MFRDN)
DIMENSION GSTIF(MSTIF)
DIMENS ION LOCEL ( 8 ) , NDEST ( 8 ) ,E ST IF ( 8 , 8 )
COMMON /MESH/ NELEM,NUREL,NPOIN,NURNP,NVFIX
COMMON / I O / IIN,IOUT,N1,N2,N3
NFUNC(I,J)=(J*J-J)/2+I
ICASE = 0
IERROR=0
 296

c
C SIGN CHANGE OF THE LAST APPEARANCE OF EACH NODE
C
DO 120 IPOIN=1,ΝΡΟΙΝ
KLAST=0
DO 110 IELEM=1, NELEM
DO 100 INODE=1,8
IF(NU(INOIE,IELEM) .NE.IPOIN) GOTO 100
KLAST=IELEM
NLAST=INODE
100 CONTINUE
110 CONTINUE
IF ( KLAST. NE. 0 )NU ( NLAST, KLAST ) =-IPOIN
IF ( KLAST. EQ. 0 ) CALL NERR ( IPO IN, IERROR )
120 CONTINUE
IF(IERROR.GT.O) S T O P
C
C MAIN ARRAY INITIALIZING TO ZERO
C
DO 130 1=1,MSTIF
GSTIF(I)=0.
130 CONTINUE
DO 140 1=1,MFRON
NACVA(I)=0
EQUAT(I)=0.
GLOAD(I)=0.
VECVR(I)=0.
140 CONTINUE
C
C PREPARING FOR DISC OPERATIONS
C
REWIND N1
REWIND N2
REWIND N3
C
C MAIN ELEMENT LOOP
C
NFRON=0
KELVA=0
DO 380 IELEM=1,NELEM
KEVAD=0
READ(N1)ESTIF
DO 150 INODE=1,8
LOCNO=NU(INODE,IELEM)
LOCEL(INODE)=LOCNO
I F ( LOCNO. LT.0)NU( INODE, IELEM )=-LOCN Ο
150 CONTINUE
 297

c
C LOOKING FOR EXISTING DESTINATIONS
C
DO 2 1 0 IEVAB=1,8
NIKNO=IABS(LOCEL( IEVAB) )
KEXIS=0
DO 180 IFRON=1,NFRON
IF(NIKNO.NE.NACVA(IFRON))GOTO 180
KEVAB=KEVAB+1
KEXIS=1
NDEST ( KEVAB) =IFRON
180 CONTINUE
IF(KEXIS.NE.0)GOTO 210
C
C SEEKING OF NEW EMPTY PLACES
C
DO 190 IFRON=1,MFRON
IF(NACVA(IFRDN).NE.0)GOTO 190
NACVA(IFRON)=NIKNO
KEVAB=KEVAB+1
NDEST ( KEVAB) =IFRON
GOTO 2 0 0
190 CONTINUE
C
C THE NEW PLACES MAY DEMAND AN INCREASE IN CURRENT FRONTWIDTH
C
200 I F (NDEST (KEVAB) .GT .NFRON )NFRON=NDEST(KEVAB)
210 CONTINUE
C
C ASSEMBLY OF NODAL DISCHARGES
C
DO 240 IEVAB=1,8
IDEST*NDEST(IEVAB)
GLOAD ( IDE ST ) =GLOAD ( IDEST ) +E LOAD ( IEVAB,IELEM)
C
C ASSEMBLY OF NODAL EQUATIONS
C (NOT IN RESOLUTION)
C
IF(ICASE.GT.1)GOTO 2 4 0
DO 220 JEVAB=1 ,IEVAB
JDEST=NDEST( JEVAB)
NGA=NFUNC( IDEST, JDEST)
NGI=NFUNC(JDEST,IDEST)
IF(JDEST·GT.IDEST)GSTIF(NGA)=GSTIF(NGA)+ESTIF(IEVAΒ,
1 JEVAB)
IF (JDEST. LE · IDEST ) GSTIF (NGI ) =GSTIF( NGI ) +EST IF ( IEVAB,
1 JEVAB)
298

220 CONTINUE
240 CONTINUE
C
C SEARCH FOR ELIMINATION READY NOIE
C
DO 370 IEVAB=1,8
NIKNO=-LOCEL(IEVAB)
IF(NIKNO.IE.0)GOTO 37 0
C
C POSITIONS OF VARIABLES READY FOR ELIMINATION
C
DO 350 IFRON=1,NFRON
IF(NACVA(IFRON).NE.NIKNO)GOTO 350
C
C EXTRACTING THE COEFFICIENT OF THE NEW EQUATION
C FOR ELIMINATION
C
IF(ICASE.GT.1)GOTO 260
DO 250 JFRON=1,MFRON
I F ( IFRON . LT. JFRON )NLOCA=NFUNC( IFRON, JFRON)
IF ( I FRON. GE · JFRON ) NLOC A=NFUNC ( JFRON, IFRON )
EQUAT(JFRON )=GSTIF(NLOCA)
GSTIF(NLOCA)=0.
250 CONTINUE
C
C EXTRACTING THE RIGHT-HAND SIDE
C
260 EQRHS=GLOAD( IFRON)
GLOAD(IFRON)=0.
KELVA=KELVA+1
C
C WRITING OF THE EQUATION TO DISC
C
IF ( I CASE. LE. 1 ) WRITE ( N 2 ) EQUAT ,E QRHS, IFRON, NIKNO
IF(ICASE.GT.1)WRITE(N3)EQRHS
IF(ICASE.GT. 1 ) RE AD(N 2 )EQUAT, DUMMY, IDUMM, NIKNO
C
C CHOSING THE PIVOT
C
PIVOT=EQUAT(IFRON)
EQUAT(IFRON)=0·
C
C ENQUIRY IF PRESENT VARIABLE I S FREE
C
IF(IFFIX(NIKNO).EQ.0)GOTO 300
 299

c
C VARIABLE I S PRESCRIBED
C
DO 290 JFRON=1,NFRON
GLOADC JFRON ) =GLO AD ( JFRON) -FIXED( NIKNO ) »EQUAT
1 (JFRON)
290 CONTINUE
GOTO 340
C
C ELIMINATION OF A VARIABLE - RIGHT-HAND SIDE FIRST
C
300 DO 330 JFRON=1,NFRON

G LOAD (JFRON) =GL0AD( JFRON )-EQUAT( JFRON) «EQRHS/PIVOT

C
C DEALING WITH THE COEFFICIENTS
C
I F d C A S E . G T , 1 )GOTO 330
IF(EQCAT(JFRDN).EQ.0.)GOTO 330
NLOCA=NFUNC(0,JFRON)
DO 310 LFRON=1, JFRON
NGA=LFRON+NLOCA
GSTIF(NGA)=GSTIF(NGA)-BQU AT ( J FRON ) *E QUAT
1 (LFRDN)/PIVOT
310 CONTINUE
330 CONTINUE
340 BQU AT(IFRON)=PIVOT
C
C NEW SPACE I S VACANT
C
NACVA(IFRON)=0
GOTO 360
350 CONTINUE
360 IF(NACVA(NFR0N).NE.0)GOTO 370
NFRON=NFRON-1
IF(NFRON.GT.0)GOTO 3 6 0
370 CONTINUE
380 CONTINUE
C
C BACK SUBSTITUTION ICO Ρ
C
DO 410 IELVA=1,KELVA
C
C NEW EQUATION I S READ FROM THE DISC
C
300

BACKSPACE N2
READ ( N2 )EQUAT ,EQRHS, IFRON, NIKNO
BACKSPACE Ν2
I F ( I C A S E . I £ . 1 )GOTO 390
BACKSPACE N3
READ(N3)EQRHS
BACKSPACE N3
390 CONTINUE
C
C PREPARING TO 3ACKSU BSTITUTE
C
PIVOT=EQUAT(IFRON)
IF(IFFIX(NIKNO).EQ.1 )VECRV( IFRON) =FIXED(NIKNO)
IF(IFFIX(NIKNO).EQ.0)EQUAT(IFRON)=0.
C
C DEALING WITH THE CURRENT EQUATION
C
DO 400 JFRON=1,MFRON
EQRHS=EQRHS-VECRV(JFRON)«EQUAT(JFRON)
400 CONTINUE
C
C STORING OF THE RESULTS
C
IF ( IFFIX ( NIKNO ) .EQ. 0 ) VECRV( IFRON) =EQRHS/PIVOT
ASDIS(NIKNO)=VECRV(IFRON)
410 CONTINUE
RETURN
C
END

SUBROUTINE NERR(IPOIN,IERROR)
C
C ERROR IN THE NODE NUMBERING
C
COMMON / I O / IIN,IOUT,N1,N2,N3
WRITE(IOUT,10)IPOIN
10 FORMAT ( / 5 X , ****** ERROR*
1 / 5 X , »NODE ' , 1 4 , » I S AN UNUSED NODE ')
IERROR=IERROR*1
RETURN
C
END
 301

SUBROUTINE ΕΒΙΤςίΙΝΡ,ΟΕΙ,ΟΧ,ΟΥ,νΧΙ,νΥΙ,ΧΙ,ΥΙ,Η,νΧ,νΥ,ΙΡΟΜ,ΧΟΗϋ,
1 YORD,NU,GRABT)
c
C OUTPUT OF RESULTS
C
DIMENSION NU(8,JEL) ,CX(JEL) ,CY( JEL) , V X I ( 4 , J E L ) , V Y I ( 4 , J E L ) ,
1 XI(4,JEL),YI(4,JEL)
DIMENSION GRADT(4,JEL)
DIMENSION H(INP) ,VX(INP) ,VY(INP) ,ΙΡΟΜ(ΙΝΡ) ,XDRD(INP) ,YORD(INP)
DIMENSION XX(2,8),PG(2,8),TMAT(4,4),GI(2,4),GU(2,4),XXINT(2,4)
COMMON /MESH/ NUMEL,NUREL,NUMNΡ,NURNP,NUMΒC,NODQ
C
C ARRAY INITIALIZING
C
DO 100 1=1,NUMNP
VX(I)=0.
VY(I)=0.
IPOM(I)=0
100 CONTINUE
CALL MATT(TMAT)
C
C EVALUATION OF THE VELOCITY COMPONENTS AT THE CORNER NODES
C AND AT THE GAUSSIAN INTEGRATION POINTS
C
DO 220 N=1,NUMEL
DO 200 1 = 1 , 8
J=NU(I,N)
XX(1,I)=XORD(J)
XX(2,I)=YORD(J)
200 CONTINUE
CALL GRAD(INP,JEL,N,H,NU,XX,TMAT,GI,GU)
CALL ΧΥΙΝΤ(ΧΧ,ΧΧΙΝΤ)
DO 210 1 = 1 , 4
J=NU(I,N)
VX(J)=VX(J)-CX(N)*GU(1,I)
VY(J)=VY(J)-CY(N)*GU(2,I)
VXI(I,N)=-CX(N)*GI(1,I)
VYI(I,N)=-CY(N)*GI(2,I)
XI(I,N)=XXINT(1,1)
YI(I,N)=XXINT(2,I)
IPOM(J)=IPOM(J)+1
GRADT(I,N)=SQRT(GI(1,I)«*2+GI(2,I)«*2)
210 CONTINUE
220 CONTINUE
DO 230 1=1,NUMNP
302

IF(IPOM(I).LT.1.0R.IFOM(I).GT.6)GOTO 230
FOM=IPOM(I)
VX(I)=VX(I)/POM
VY(I)=VY(I)/FOM
230 CONTINUE
C
C PRINT OF iE SULTS
C
GALL PRINT1(INP,JEL,VX,VY,IPOM,H,XI,YI,VXI,VYI,NU,GRA13T)
RETURN
C
END

SUBROUTINE MATT(TMAT)
C
C INITIALIZING OF THE TRANSFORMATION MATRIX Τ
C
DIMENSION ΊΜΑΤ(4,4)
C
C ELEMENTS ON AND ABOVE THE DIAGONAL
C
DO 100 1=1,4

TMAT(I,I)=1.86603
100 CONTINUE
DO 110 1 = 1 , 3
Ή/!ΑΤ(Ι,Ι+1)=-0.5
110 CONTINUE
TMAT( 1 , 3 ) = 0 . 1 3397
WiAT( 2 , 4 ) = 0 . 1 3397
•B/!AT(1,4)=-0.5
C
C COMPLETING OF THE ELEMENTS BELOW DIAGONAL
C
DO 130 1=1,3
DO 120 J=I,3
TMAT(J+1,I)=TMAT(I,J+1 )
120 CONTINUE
130 CONTINUE
RETURN
C
END
SUBROUTINE GRAD(INP,JEL,N,H,NU,ΧΧ,ΤΜΑΤ,GI,GU)
C
C EVALUATION OF THE GRADIENTS AT THE CORNER NODES
C
DIMENSION H(INP),NU(8,JEL),XX(2,8),TMAT(4,4)
DIMENSION R(2),S(2),PG(2,8),GI(2,4),GU(2,4)
 303

DATA R ( 1 ) , R ( 2 ) / 0 . 5 7 7 3 5 , - 0 . 5 7 7 3 5 / ,
1 S(1),S(2)/0.57735,-0.57735/
C
C GRADIENTS AT 2*2 INTEGRATION POINTS
C
NP=0
DO 120 1=1,2
DO 110 J=1,2
CALL D E R I V ( R ( I ) , S ( J ) , X X , D E T , N , P G )
NP=NP+1
GI(1,NP)=0.
GI(2,NP)=0.
DO 100 K = 1 , 8
L=NU(K,N)
GI(1,NP)=GI(1,NP)+PG(1,K)»H(L)
GI(2,NP)=GI(2,NP)+PG( 2,K)*H(L)
100 CONTINUE
110 CONTINUE
120 CONTINUE
C
C GRADIENTS AT THE NODES 1 , 2, 3, AND 4
C
DO 210 1=1,4
GU(1,I)=0.
GU(2,I)=0.
DO 200 J = 1 , 4
GU(1,I)=GU(1,I)+TMAT(I,J)*GI(1,J)
GU(2,I)=GU(2,I)+TMAT(I,J)*GI(2,J)
200 CONTINUE
210 CONTINUE
RETURN
C
END

SUBROUTINE ΧΥΙΝΤ(ΧΧ,ΧΧΙΝΤ)
C
C COMPUTING OF THE CARTESIAN CO-ORDINATES OF THE POINT (R,S)
C
DIMENSION XX( 2 , 8 ) , X X I N T ( 2 , 4 ) ,R( 2) , S ( 2 ) ,FU( 8 )
DATA R ( 1 ) , R ( 2 ) / 0 . 5 7 7 3 5 , - 0 . 5 7 7 3 5 / ,
1 S(1),S(2)/0.57735,-0.57735/
NP=0
DO 120 1=1,2
DO 110 J=1,2
NP=NP+1
CALL I N F U ( R ( I ) , S ( J ) , F U )
XXINT(1,NP)=0.
304

XXINT(2,NP)=0.
DO 100 K = 1 , 8
XXINTO ,NP)=XXINT(1 ,NP)+XX(1,K)*FU(K)
XXINT ( 2 , NP) =XXINT ( 2 , NP)-i-XX ( 2 ,K) *FU( K)
100 CONTINUE
110 CONTINUE
120 CONTINUE
RETURN
C
END

SUBROUTINE I N R J ( R , S , F U )
C
C EVALUATION OF THE INTERPOIATING JUNCTIONS AT THE POINT ( R , S )
C
DIMENSION FU(8)
FU(5)=0.5*(1.-R*R)»O.*S)
FU(6)=0.5*(1.-S*S)«(1.-R)
FU(7)=0.5*O.-R«R)*(1.-S)
FU(8) = 0 . 5 * O . - S * S ) » ( 1 . + R )
FU(1-) = 0 . 2 5 * ( U - » - R ) * ( 1 . * S ) - 0 . 5 * ( F U ( 5 ) - » - F U ( 8 ) )
FU(2)=0.25*(1.-R)*(1.+S)-0.5*(FU(5)+FU(6))
RJ(3)=0.25*(1.-R)*O.-S)-0.5*(FU(6)+FU(7))
FU(4)=0.25*(1.+R)*O.-S)-0.5»(FU(7)+FU(8))
RETURN
C
END

SUBROUTINE PRINT1 (INP,JEL,VX,VY,IPOM,H,XI,YI,VXI,VYI,NU,GRADT)

C
C PRINT OF RESULTS
C
DIMENSION GRADT(4,JEL)
DIMENSION VX(INP),VY ( I N P ) , Q ( I N P ) , I P O M ( I N P ) , H ( I N P )
DIMENSION XI(4,JEL),YI(4,JEL),VXI(4,JEL),VYI(4,JEL),NU(8,JEL)
COMMON /MESH/ NUMEL, NUREL, NUMNP, NURNP, NUM3, NODQ
COMMON / I O / IIN,IOUT,N1,N2,N3
COMMON / P R I N T / HEAD(18),INDEX
COMMON /KEYS/ KEL,KNP,KGP
DATA BLANK/1 H / , H 1 / 1 H V , H 2 / 2 H * V , H 3 / 3 H * * V , H 4 / 4 H * « » V
C
C MARKING THE CORNER NODES
C
DO 100 1=1,NUMNP
IPOM(I)=0
100 CONTINUE
DO 120 J=1,NUMEL
 305

DO 110 1 = 1 , 4
K=NU(I,J)
IPOM(K)=1
110 CONTINUE
120 CONTINUE
C
C PRINT OF THE TOTAL HEADS AND THE VELOCITY COMPONENTS
C AT THE NOIES
C
NP=0
LTNES=50
IF ( NUMNP. LT. LINES ) LINES=NUMNP
200 INDEX=INDEX+1
WRITE(IOUT,10)HEAD,INDEX
10 FORMAT* 1 H 1 / / / 5 X , 1 8 A 4
1 / / / 5 X , "HEADS AND VELOCITY COMPONENTS AT »,
2 S I E MENT NOIES ' ,
3 5X, C A G E ' , 1 4 ,
4 / / 3 X , NODE ' , 5 Χ , Ή » , 1 2 X , *VX ' , 1 I X , *VY ' / )
DO 210 1 = 1 , LINES
NP=NP+1
IF(IPOM(NP).NE.0)WRITE(IOUT,11)NP,H(NP),VX(NP),VY(NP)
IF(IPOM(NP).EQ.0)WRITE(IOUT,11)NP,H(NP)
11 FORMAT(I6,F11.4,2E14.4)
210 CONTINUE
IREST=NUMNP-NP
IF ( I RE S T . LT. LINES ) LINES=IREST
IF(IREST.GT.0)GOTO 200
IF(KGP.EQ.0)RETURN

C
C PRINT OF THE VELOCITY COMPONENTS AT THE GAUSSIAN POINTS
C

NP=0
LTNES=11
400 INDEX=INEEX+1
WRITE ( IOUT, 4 0 ) HE AD, INDEX
40 FORMAT* 1 H 1 / / / 5 X , 1 8A4
1 / / / 5 X , 'VELOCITY COMPONENTS AT THE GAUSSIAN »,
2 'POINTS IN THE ELEMENT »,5X, 'PAGE ' , 1 4
3 / / 3 X , ELEMENT',5X, * X ' , 9 Χ , Ύ ' , 1 0 Χ , »VX',12X, »VY
4 6X, GRADIENT »/)
DO 420 1=1,LINES
NP=NP+1
DO 410 J=1,4
SYMB=BLANK
GPOM=GRADT(J,NP)
306

IF(GF0M.LB.0.15)GOTO 405
SÏMB=H1
IF(GPOM.LE.0.30)GOTO 405
SYMB=H2
IF(GPOM.I£.0.45)GOTO 405
SYMB=H3
IF(GPOM.I£.0.60)GOTO 405
SYMB=H4
405 WRITE(ICXJT,41 ) N P , X I ( J , N P ) , Y I ( J , N P ) , V X I ( J , Ν Ρ ) ,
1 VYI(J,NP),GPOM,SYMB
41 FORMAT(I8,2F10.2,2E14.4,F8.3,2X,A4)
410 CONTINUE
WRITE(IOUT,42)
42 FORMAT(1HO)
420 CONTINUE
IRE ST=NUMEL-NP
I F ( I R E S T . L T · L I N E S ) LINES=IREST
IF(IREST.GT.0)GOTO 400
RETURN
C

END

BLOCK DATA
C
C NUMBERS OF THE INPUT AND OUTPUT DEVICES
C
COMMON / I O / U N , I O U T , N 1 , N 2 , N 3
DATA IIN,IOUT /5,6/
DATA N I , N 2 , N 3 /11,12,13/
C
END
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INDEX

Coefficient of anisotropy, 22, 24 flow, three-dimensional, 10

coefficient of consolidation, 209 flow, unconfined horizontal, 172
coefficient of uniformity, 5 flow, unconfined in vertical plane, 165
condensation of the characteristic flow, unsteady, 25, 184
matrix, 224 flow, unsteady confined in the
condition, compatibility, 122 vertical plane, 197
condition, completeness, 122 flow, unsteady horizontal confined, 186
conditions, Cauchy-Riemann, 17 flow, unsteady horizontal unconfined, 192
conditions, essential boundary, 29 flow, unsteady unconfined in the
conditions, natural boundary, 29 vertical plane, 199
conductivity, hydraulic, 8 Fotran, structured, 258
consolidation, 208 function, local interpolating, 59
consolidation, linear, 209, 214 function, stream, 16, 33
consolidation, non-linear, 219 functional, 41
convergence, 121 functional, quadratic, 42
convolution, 48,216
Gradient, hydraulic, 8,160
Degeneration of elements, 87
degree of saturation, 6 Head, total, 13
height of capillary rise, 7
Element, axisymmetric, 96
element, infinite, 235
element in space and time, 184 Integration, Gaussian numerical, 138

element, mixed, 109 integration, numerical, 138

element, quasi-infinite, 244 integration, Simpsonian numerical, 139

element, subparametric, 87,94 interpolation, Hermitian, 98

element, superparametric, 87, 94 interpolation, heterogeneous, 91

element, transient, 92,120 interpolation, Lagrangian, 73

element, triangular, 61, 70

element, three-dimensional, 112 Jacobian, 84

element, three-dimensional
isoparametric, 115 Law, Darcy's, 8, 9, 22, 23, 129, 177

element, two-dimensional, 61 line, equipotential, 17

element, two-dimensional
isoparametric, 73 Macro-element, 225, 227
equation, continuity, 14, 16, 25, 131 matrix, characteristic, 127, 137, 224
equation, Laplace, 16 matrix, Jacobian, 84
equation, Poisson's, 25, 40 medium, two-phase, 5
method, coarse and fine mesh, 230
Family, serendipity, 79 method, collocation, 55
flow in aquifer system, 251 method, Crank-Nicholsoj, 19Q
flow, non-steady, 25, 184 method, Galerkin, 53
flow, potential, 15 method of least squares, 55
flow, steady two-dimensional, 18 method of lines, 185
method of successive approximations, problem, Neumann, 29
173, 183,194 pumping, well, 203
method, overrelaxation, 157
method, Rayleigh-Ritz, 50 Ratio, void, 6
methods of weighted residuals, 54
model, stochastic, 228 Seepage viz flow
model, viscoplastic, 219 sequence, minimizing, 51
sink, 24, 134
Number, Reynolds, 9,177 solution, frontal, 155
source, 24, 134
Operator, positive, 41 storativity, specific, 28, 197, 203
operator, positive definite, 41 streamline, 16,37
operator, symmetrical, 40 superposition of nodes, 87, 118

Phase, gaseous, 5
Theorem, Dupuit, 26
phase, liquid, 5
theorem, Green's, 41
phase, solid, 5
porosity, active, 6, 27
Velocity, mean water, 7
porosity, effective, 6
velocity, seepage, 8,160
porosity, volumetric, 6
post-processor, 258
potential, velocity, 15, 33 Water, capillary, 7
pre-processor, 258 water, chemically bounded, 7
principles, variantional, 39,48 water, crystallization, 7
problem, Dirichlet, 29 water, gravitational, 7
problem, mixed, 29 water, solvation, 7