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You are on page 1of 39

Razi Abdul Rahman

September 26, 2011

Contents

1 Introduction 4

2 Review of PDEs 5

2.1 Classication of PDEs . . . . . . . . . . . . . . . . . . . . . . 5

2.1.1 Elliptic PDE: Laplaces and Poissons Equations . . . . 5

2.1.2 Steady-state heat equation . . . . . . . . . . . . . . . . 6

2.2 Strong Form and Weak Form of PDEs . . . . . . . . . . . . . 6

2.2.1 Properties of Test Functions . . . . . . . . . . . . . . . 6

3 Introduction to FEM 7

4 Finite element Formulation in 1-D 9

4.1 Method of Weighted Redisuals . . . . . . . . . . . . . . . . . . 9

4.2 The Galerkin Method on 1-D Problem (ODE) . . . . . . . . . 10

4.2.1 Galerkins Method in discrete domains . . . . . . . . . 13

4.3 1-D Linear Basis Functions in Local Coordinates . . . . . . . . 15

4.4 1-D Integration of Basis Functions . . . . . . . . . . . . . . . . 18

4.5 1-D Element Stiness Matrix and Load Vector . . . . . . . . . 18

4.6 Pseudocode . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

4.7 1-D Assembly . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

4.7.1 Modication of system matrix for essential BC . . . . . 21

4.8 Solution of Ka = b . . . . . . . . . . . . . . . . . . . . . . . . 22

4.9 Post-processing . . . . . . . . . . . . . . . . . . . . . . . . . . 22

4.10 Concluding Notes . . . . . . . . . . . . . . . . . . . . . . . . . 22

5 1-D FEM: Applications 23

5.1 Steady-State Heat Conduction Revisited . . . . . . . . . . . . 23

5.1.1 Boundary conditions . . . . . . . . . . . . . . . . . . . 23

5.1.2 Nonconstant source term . . . . . . . . . . . . . . . . . 24

5.1.3 Varying (x) . . . . . . . . . . . . . . . . . . . . . . . 24

5.2 Convergence of solution/discretization error . . . . . . . . . . 25

5.3 Formulations for Elasticity Problems . . . . . . . . . . . . . . 25

5.4 Formulations for Elasticity Problems: Beam bending . . . . . 26

5.5 Beam elements . . . . . . . . . . . . . . . . . . . . . . . . . . 26

5.6 Elastic strain energy . . . . . . . . . . . . . . . . . . . . . . . 27

5.6.1 Review of work by external force . . . . . . . . . . . . 27

5.6.2 Elastic strain energy U due to uniaxial stress . . . . . . 27

5.6.3 Error in energy based on discontinuity of stress . . . . 28

2

CONTENTS 3

6 Formulations for Field Problems in 2D: Heat Conduction 29

6.1 2-D Heat Conduction . . . . . . . . . . . . . . . . . . . . . . 29

6.2 Finite Elements in 2-D . . . . . . . . . . . . . . . . . . . . . . 30

6.2.1 Linear quadrilaterals and triangles . . . . . . . . . . . 30

6.3 2-D Element Stiness Matrix and Load Vector . . . . . . . . . 31

6.4 Boundary Conditions on

A

and

B

. . . . . . . . . . . . . . . 32

7 Linear Solvers 33

7.1 Sparse Matrix Solvers . . . . . . . . . . . . . . . . . . . . . . . 33

7.1.1 Direct Method . . . . . . . . . . . . . . . . . . . . . . 33

7.1.2 Iterative Method . . . . . . . . . . . . . . . . . . . . . 36

8 Post-processing 38

Chapter 1

Introduction

This lecture script is for the courses EMH451 and EME401. It is meant as

lecture notes to help you study the subject. You should always learn the

course materials from any of the textbooks listed on the last page of this

document.

For EME401, the main reference is Logans text book [4]. Another main

reference is in Zienkiewicz and Taylor [5]. Some discussions from the Ansys

Theory Manual are also used [2]. For practical aspect, coding with FEMhub

is discussed [1]. Certain algorithms by Kwon and Bang are also used [3].

4

Chapter 2

Review of PDEs

2.1 Classication of PDEs

A model problem PDE can be written as

a

2

u

x

2

+ b

2

u

xy

+ c

2

u

y

2

+ d

u

.

x

+ f

u

y

+ gu = 0 (2.1)

Depending on the coecients, we will get dierent types of PDE.

Major types of PDE

Elliptic

Parabolic

Hyperbolic

parabolic example: initial-boundary value problem

transient solution

hyperbolic example: convection-diusion problem

2.1.1 Elliptic PDE: Laplaces and Poissons Equations

For steady-state problems commonly found in physics and engineering

Examples of elliptic PDE:

Heat conduction

Static problem in elasticity

velocity potential in incompressible ow

electrostatic potential

etc.

5

6 CHAPTER 2. REVIEW OF PDES

2.1.2 Steady-state heat equation

Heat conduction in higher dimensions is described by PDEs. For example in

2D:

x

_

xx

T

x

_

+

y

_

yy

T

y

_

= Q(x, y) (2.2)

subject to boundary conditions.

xx,yy

is thermal conductivity in the {x, y}.

In a more compact and general form, we can write the above as

u = f (2.3)

or

div ( grad u) = f (2.4)

where u is the temperature T, is the material coecient where here = .

For 1D case, and does not vary, then we can simplify the heat conduction

equation to

d

2

u(x)

dx

2

= f(x) (2.5)

with of course under certain boundary conditions at the end points. We

assume the domain for the PDE is of length L. The domain here refers to

the length of the 1D bar.

2.2 Strong Form and Weak Form of PDEs

The model PDE (2.1) and the example heat equation of Eq. (2.2) above

have the strong form of the PDE. It is called strong because the solution

must be satised at all points in the domain, i.e., strong condition.

Alternatively, we can state the same PDE in its weak form. We turn the

strong form into the weak form by:

multiplying the equation by a test function v(x)

integrating the form over the prescribed (in this case 1D) domain

Using the simple strong form of Eq. (5.1), we get the weak form to be

_

L

0

v

_

d

2

dx

2

u + f(x)

_

dx = 0, 0 x L (2.6)

This is the form where we say the solution may be satised in a weighted or

average sense due to the integral (summation). I.e., the condition is weak

compare to the rst condition.

2.2.1 Properties of Test Functions

The test function v in the weak form must be admissable.

To satisfy this, v must be

smooth, i.e., there is no slope discontinuity along the domain L.

must satisfy boundary conditions

Chapter 3

Introduction to FEM

In physics and engineering, the FEM is a method of solving a problem

in continuum physics/mechanics by describing the problem as a set of

discrete problems.

2 ways of converting continuum to discrete problem:

create a nite number of points, replace derivatives with dier-

ences. This is an approach of FDM and FVM

create a nite number of functions, approximate the exact solution

with these trial functions. This is the approach of FEM.

NOTE: In the FEM, the space of the solution is discretized (and not

only the Euclidean (physical space))

We can also dene the FEM as a numerical method for solving the

PDE

The formulations of the FEM can be summarized as the following:

i) Direct stiness method, and ii) Generalized formulation

in (i) we dene the spring characteristics of a single element

we then assemble these elements into a single stiness matrix

in (ii) we based in mathematical statement of the physical problem

we do this either by functional minimization or Methods of Weighted

residuals

In functional minimization, we base on minimization of the potential

energy of the structure

In weighted residuals, we base on fulllling the weak form in an average

sense

in weigthed residuals, most popular is the Galerkin Method

The FEM is derived from the principle of weighted residuals using

locally-supported basis functions

7

8 CHAPTER 3. INTRODUCTION TO FEM

These basis functions are usually known as shape functions

recast the strong form of the PDE to its weak form counterpart

by way of Galerkin Method, use the basis functions to locally satisfy

the weak problem

for the solutions to be valid, these functions must be in the space of

admissable functions

Chapter 4

Finite element Formulation in

1-D

Recall the methods used in the FEM formulation:

direct stiness method with linear spring elements

for elasticity problem

generalized methods based on the weak form of the DE

energy methods (Principle of Minimum Potential Energy)

potential energy as a function of displacement d

since d is a function, we have a function of function, or func-

tional

this method is a subject of variational calculus (calculus of

variations)

Method of Weighted Residuals: there are many, but more popular

is the Galerkin method (our focus)

There are several approaches that may be used for the FEM formula-

tion.

we use generalized methods based on the weak form of the DE

of these generalized methods, we will focus on the Method of Weighted

Residuals

of these weighted residuals, we will focus on the Galerkin method

4.1 Method of Weighted Redisuals

In approximation methods, we usually use known functions to approximate

the unknown function. Suppose u is the unknown function. Then, an ap-

proximate function u can be written as

u =

N

n=1

a

n

v

n

(4.1)

9

10 CHAPTER 4. FINITE ELEMENT FORMULATION IN 1-D

where a

n

is the coecient of the (known) trial function v

n

. The whole point

is to nd the right a

n

so that u is as close to u as possible.

The dierence between the exact solution u and its approximation u is

the error and is usually termed residual R

:

R

= u u (4.2)

We want to get R

is a function

of the coordinates in the domain . To satisfy R

is a strong condition.

Alternatively we can make R to be zero in some average sense: we use

a number of integrals over the area and weighted them to become zero like

this

_

W

i

R

d = 0 (4.3)

where W

i

is a weighing function.

This way we satisfy the zero requirement, but in a weaker sense. This

relates to the strong form and weak form of the Dierential Equations.

This is the basis of the Galerkin Method as follows.

4.2 The Galerkin Method on 1-D Problem

(ODE)

recast the strong form of the PDE to its weak form counterpart

by way of Galerkin Method, use the weighting functions to locally sat-

isfy the weak problem

for the solutions to be valid, these functions must be in the space of

admissable functions

As an example, we apply the Galerkin method on the steady-state 1D heat

equation as before. Recall Eq. (5.1)

d

2

u

dx

2

= f (4.4)

along a bar of length L. u = temperature of bar at x in Kelvin . = thermal

conductivity of bar in W/k/m. f = heat generation per length in W/m.

For simplicity, we let = 1, f = 2.

For completeness, we have to set the boundary conditions at both ends.

There are several possible boundary conditions that we can specify. We

choose the displacement bcs for both ends: u(0) = 0; u(L) = 0.

Note: In this example when u itself is xed, we call it Dirichlet BC.

Now, the problem is completely stated, i.e., solvable.

Recall: This is the strong form of the BVP. We turn the strong form into

the weak form by:

multiplying the equation by a weight function v(x)

4.2. THE GALERKIN METHOD ON 1-D PROBLEM (ODE) 11

integrating the form over the prescribed (1D) domain

_

L

0

v

_

d

2

dx

2

u + f(x)

_

dx = 0, 0 x L (4.5)

Separate the terms:

_

L

0

v

d

2

u

dx

2

dx +

_

L

0

v fdx = 0, 0 x L (4.6)

Eq. (4.6) is still dicult to solve due to the order of rst term being 2. We

reduce the order via integration by parts on the rst term:

_

b

a

g

dh

dx

dx = [gh]

b

a

_

b

a

dg

dx

hdx, (4.7)

where

g = v, h =

du

dx

Applying this, we obtained the form

_

b

a

g

dh

dx

dx =

_

v

du

dx

_

L

0

_

L

0

dv

dx

du

dx

dx (4.8)

Substitute Eq. (4.8) into Eq. (4.6)

_

v

du

dx

_

L

0

_

L

0

dv

dx

du

dx

dx +

_

L

0

vfdx = 0 (4.9)

Rearrange:

_

L

0

dv

dx

du

dx

dx =

_

v

du

dx

_

L

0

+

_

L

0

vfdx (4.10)

NOTE: v(x) may not be any functions, but must be in the class of admiss-

able functions.

At this point, we are still dealing with the unknown eld u as continuous

function.

we now move to discrete or nite approximation of u

To approximate u, we introduce degrees of fredom DOF a

i

and basis

functions

i

which approximates u as

u(x) =

n

i=1

i

(x)a

i

(4.11)

Suppose u varies linearly within the 1-D domain, then we only need 2 basis

functions and correspondingly 2 DOFs.

In terms of a dot product:

u(x) = (x) a (4.12)

12 CHAPTER 4. FINITE ELEMENT FORMULATION IN 1-D

where

(x) =

_

1

(x)

2

(x)

; a =

_

a

1

a

2

_

so that

u(x) =

1

(x)a

1

+

2

(x)a

2

In engineering texts, is more commonly refered to as shape functions

and denoted N.

We want to substitute u in Eq. (4.10). But rst we deal with the deriva-

tive of u:

From the above,

u(x) = (x) a

Since a is constant, then

d u(x)

dx

=

d(x)

dx

a

Introduce B as a vector of the rst derivative of the basis functions, then

d u(x)

dx

= B a (4.13)

Now, using these vector products for u and u

_

L

0

dv

dx

B adx = [vB a]

L

0

+

_

L

0

vfdx (4.14)

So, we are left with the trial functions or weighting functions v (notice

the plurals).

Similar to u, we can form v in terms of some nite number of functions

and arbitrary unknowns c

v(x) =

n

i=1

v

i

(x)c

i

(4.15)

Or in dot product terms:

v(x) = V c (4.16)

v can be chosen to any functions. The gist of the Galerkin method is we

simply chose as our basis functions as the test functions v,

v(x) = c (4.17)

Also note that

c = c

T

T

Substituting the chosen v into Eq. (4.14), we nally get

_

L

0

c

T

B

T

B adx = c

T

_

T

B a

L

0

+

_

L

0

c

T

T

fdx (4.18)

Notice here that we can drop c, and since a is a vector of unknowns, we can

bring it out of the integration

_

L

0

_

B

T

B

dx a =

_

T

B a

L

0

+

_

L

0

T

fdx (4.19)

4.2. THE GALERKIN METHOD ON 1-D PROBLEM (ODE) 13

The boundary term

By looking at the rst term of the right hand side (RHS), it refers to the con-

tribution of the boundary conditions. For simplication of discussion, we can

so choose that this term may vanish at the boundaries. For non-vanishing

boundary conditions, well discuss a method to incorporate this in later sec-

tion

Setting the System of Linear equations

If we ignore the boundary term, we may write as

_

L

0

_

B

T

B

dx a =

_

L

0

T

fdx (4.20)

We can write the above as the matrix-vector equation

Ka = b (4.21)

with

K =

_

L

0

_

B

T

B

dx

and

b =

_

L

0

T

fdx

This is the nal form of the solution part of the FEM. We can use any

methods to solve for the unknown vector a, and then use Eq. (4.12) to nd

u(x).

4.2.1 Galerkins Method in discrete domains

the power of the FEM is that the form of Eq. (4.19) is applicable when

the domain is discretized into more elements

we just have to keep track of the indices and then assemble the element

stiness matrices into a global matrix

As an example, suppose the bar of length L is discretized into 4 seg-

ments/elements as in Fig. 4.1.

1

2 3 4

5

1

2

3 4

Figure 4.1: 1D mesh of four elements.

There are now eight basis functions for the whole bar domain. We choose

the basis functions such that they are dened locally as seen in Fig. 4.2.

14 CHAPTER 4. FINITE ELEMENT FORMULATION IN 1-D

Figure 4.2: All the basis functions in the mesh.

4.3. 1-D LINEAR BASIS FUNCTIONS IN LOCAL COORDINATES 15

These basis functions look like a hat function along the bar (Fig. 4.3).

1 2 3 4

5

Figure 4.3: Combination of all the basis functions to become hat function.

NOTE: With these basis functions, integration of these functions over the

whole total length of the domain just yield zero values for the elements not

dened by the local basis functions.

We can instead integrate for each element. This is the reason when you

later get many zero entries in the K matrix.

Now we integrate the basis functions element per element. An element is

labeled as in Fig. 4.4.

i

j

e

Figure 4.4: A single element of length l with local labels.

If we apply the Galerkin method on each nite element, Eq. (4.20) be-

comes

_

x

j

x

i

_

B

(e)

T

B

(e)

_

dx a

(e)

=

_

x

j

x

i

(e)

T

f

(e)

dx (4.22)

4.3 1-D Linear Basis Functions in Local Co-

ordinates

Look at Fig. 4.5. We can dene the basis functions for this element in

terms of the local coordinates :

=

_

1

2

(1 )

1

2

(1 + )

(4.23)

Eq. (4.23) comprised of two independent linear functions described over

the element in local coordinates (Linear element).

With these two functions,

1

and

2

we can described exactly any given

linear variation of u(x) over the element. With

u(x) =

1

a

1

+

2

a

2

(4.24)

we can nd a

1

, a

2

to dene any u

The global-local mapping is given by

x =

l

2

+

1

2

(x

i

+ x

j

) (4.25)

16 CHAPTER 4. FINITE ELEMENT FORMULATION IN 1-D

Figure 4.5: Basis functions dened in local coordinates.

For some examples, consider dierent cases of linear variation of u over

the element as in Fig. 4.6. Linear variation can be described exactly by the

linear basis functions:

For u

1

(), u

1

(1) = 0, u

1

(1) = 10

Using the boundary values to nd a

1

, a

2

,

u

1

() =

1

a

1

+

2

a

2

= 10

2

(4.26)

For u

2

(), u

2

(1) = 7, u

2

(1) = 5

Using the boundary values to nd a

1

, a

2

,

u

2

() =

1

a

1

+

2

a

2

= 7

1

+ 5

2

(4.27)

For u

3

(), u

3

(1) = 2, u

3

(1) = 2

Using the boundary values to nd a

1

, a

2

,

u

3

() =

1

a

1

+

2

a

2

= 2

1

2

2

(4.28)

These examples provide the notion of the degrees of freedom {a

1

, a

2

}

acting as the support points of the basis functions.

4.3. 1-D LINEAR BASIS FUNCTIONS IN LOCAL COORDINATES 17

Figure 4.6: Dierent linear variations of u over the element.

18 CHAPTER 4. FINITE ELEMENT FORMULATION IN 1-D

4.4 1-D Integration of Basis Functions

Recall from the weak form that we need to integrate the basis functions and

their derivatives. From Eq. (4.25)

x =

l

2

+

1

2

(x

i

+ x

j

) (4.29)

Then,

dx =

l

2

d (4.30)

Recalling Eq. (4.23)

=

_

1

2

(1 )

1

2

(1 + )

Then,

B

(e)

=

d

(e)

dx

=

l

2

d

(e)

d

(4.31)

=

_

1 1

1

l

(4.32)

4.5 1-D Element Stiness Matrix and Load

Vector

K

(e)

=

l

2

_

1

1

_

B

(e)

T

B

(e)

_

d (4.33)

K

(e)

=

1

l

_

1 1

1 1

_

(4.34)

b

(e)

=

l

2

_

1

1

(e)

T

f

(e)

d (4.35)

For constant f = p

b

(e)

=

lp

2

_

1

1

_

(4.36)

4.6 Pseudocode

A pseudocode is a compact and informal high-level description of a pro-

gramming language that uses the structural convention of a programming

language but for human reading.

In our lecture, we use the Matlabs structural convention for our pseu-

docode.

Examples:

1. algorithm with the if statement:

if <condition>

do something

else

do something else

4.7. 1-D ASSEMBLY 19

2. algorithm with the for loop statement:

initalize array variable1

for <var> from <initial value>:<final value> (*)

do something with variable1

* here we assume increment by 1

Note:

In pseudocode we do not worry about the correctness of actual syntax as

long as the algorithm is understandable.

4.7 1-D Assembly

Now that we have element matrix and vector for each element in the mesh, we

have to combine them into a single matrix-vector equation as in Eq. (4.21).

Revisit our example mesh in Fig. 4.1. We begin the assembly process as

follows:

1. Create and array of the nodal coordinates:

x = {x

1

, x

2

, x

3

, x

4

, x

5

}

For our example,

x = {0, .25, .5, .75, 1.}

2. Create element connectivity map:

should tell us for example: which node number corresponds to local

node i of element 3

The array would look like

e 1 2

1 1 2

2 2 3

3 3 4

4 4 5

3. Create array for BC information

4. Assemble k and b

For our example problem the algorithm can be followed (although not

ecient)

1 set elementDOF = 2 \% each element has 2 DOF

2 ndof = number of DOFs

3 Intialize: K = zeros(ndof,ndof)

4 Initialize: bb = zeros(ndof)

5 for e from 1 to NumberOfElements

6 fetch b of element e % call a function

7 fetch k of element e % call a function

8 for ir from 1 to 2 \% visit the row of the element matrix

9 irs = elementDOFMap(e,ir)

20 CHAPTER 4. FINITE ELEMENT FORMULATION IN 1-D

10 bb(irs) = b(ir)

11 for ic from 1 to 2 \% visit the column of the element matrix

12 ics = elementDOFMap(e,ic)

13 % Update the system matrix and vector

14 K(irs,ics) = K(irs,ics) + k(ir,ic)

15 end column loop

16 end row loop

17 end element loop

5. The system matrix and vector obtained by this assembly is not

solvable. The matrix is singular due to absence of boundary conditions.

Resulting K

_

_

k

(1)

11

k

(1)

12

0 0 0

k

(1)

21

k

(1)

22

+ k

(2)

11

k

(2)

12

0 0

0 k

(2)

21

k

(2)

22

+ k

(3)

11

k

(3)

12

0

0 0 k

(3)

21

k

(3)

22

+ k

(4)

11

k

(4)

12

0 0 0 k

(4)

21

k

(4)

22

_

_

(4.37)

1

l

_

_

1 1 0 0 0

1 2 1 0 0

0 1 2 1 0

0 0 1 2 1

0 0 0 1 1

_

_

(4.38)

Resulting b

_

_

b

(1)

1

b

(1)

2

+ b

(2)

1

b

(2)

2

+ b

(3)

1

b

(3)

2

+ b

(4)

1

b

(4)

2

_

_

(4.39)

lp

2

_

_

1

2

2

2

1

_

_

(4.40)

Note the conditions about the entries of K and b above:

the material property of each element is the same, = 1

the domain is equally partitioned so the length l of each element is the

same

4.7. 1-D ASSEMBLY 21

4.7.1 Modication of system matrix for essential BC

There are many approaches to incorporating BCs in K. We use a computer

approach that retains favorable property of K when solving the system of

equations.

Basic idea:

we already know the solutions at the end pointswe actually impose

them

hence a

i

relating to u is implied

From our problem, u(0) = u(L) = 0

u(0) is in e1, so

u(0) =

1

()a

1

+

2

()a

2

(4.41)

u(0) =

1

(1)a

1

+

2

(1)a

2

(4.42)

0 = 1a

1

+ 0a

2

(4.43)

So, a

1

must be zero to satisfy the BC. This is local a

1

which corresponds to

global a

1

(Refer to the element connectivity map). We need to force global

a

1

to be zero.

Similarly for u(L), L is in e4, so

u(L) =

1

()a

1

+

2

()a

2

(4.44)

u(L) =

1

(1)a

1

+

2

(1)a

2

(4.45)

0 = 0a

1

+ 1a

2

(4.46)

So, a

2

must be zero to satisfy the BC. This is local a

2

which corresponds to

global a

5

(Refer to the element connectivity map). We need to force global

a

5

to be zero.

We use the following algorithm for modication of the system matrix K

to incorporate essential BC by preserving symmetry in K. (from Kwon, FEM

with Matlab).

1 for ic from 1 to 2; % loop for two ends of constraints (1-D)

2 id = bcdof(ic);

3 val = bcval(ic);

4 for i from 1 to ndof;

5 bb(i) = bb(i) - val*K(i,id);

6 K(id,i) = 0

7 K(i,id) = 0;

8 end

9 K(id,id) = 1;

10 bb(id) = val;

11 end

The resulting equation system would look like this for the given BCs:

_

_

1 0 0 0 0

0 2 1 0 0

0 1 2 1 0

0 0 1 2 0

0 0 0 0 1

_

_

a =

l

2

p

2

_

_

0

2

2

2

0

_

_

(4.47)

22 CHAPTER 4. FINITE ELEMENT FORMULATION IN 1-D

4.8 Solution of Ka = b

To solve the system of equations, we can use the Gaussian elimination method

for this small problem.

For the above equation, a = [0 .1875 .25 .1875 0]

T

4.9 Post-processing

Post-processing concerns with evaluation and visualization of our un-

known eld u

often we also want to see the derived values (like heat ux)

Recall that for 1-D with linear elements:

u(x) = a

1

1

(x) + a

2

2

(x) (4.48)

Observe:

At local Node 1,

1

= 1;

2

= 0. Hence, at Node i u(x

i

) = a

i

By the same observation, for the global node u(x

j

) = a

j

So, the DOF a

i

is the solution to the eld variable u at the node i.

To nd u(x) on the edge of an element, search for which element con-

tains the location x, then use the above equation.

The nite element solution to the example problem (4.4) with the mesh

in Fig. 4.1 is shown in Fig. 4.7.

1

2 3 4

5

1

2

3 4

Figure 4.7: Solution to the example problem with 4 element mesh.

4.10 Concluding Notes

the simple example does not account non-homogenous materials

since k and f are the same for the whole domain L, and each element

has the same length, the element matrix and load vector are the same

in each element. This is an exception.

for general case, you have to include the factors k,L for evaluating the

element matrix

for non-constant f, you have to evaluate the integral for b.

Solution for Ka = b with the Gaussian elimination method is viable

only in small size problems (n in hundreds). For more realisic problems,

various other matrix solution methods must be used

Chapter 5

1-D FEM: Applications

5.1 Steady-State Heat Conduction Revisited

Recall the Poissons equation we used to describe steady-state heat conduc-

tion in 1-D:

d

2

u

dx

2

= f (5.1)

Possible boundary conditions: Given a boundary

Dirichlet/essential BC:

u = p

on , if p zero, then known as homogenous Dirichlet BC (First kind)

Neumann/natural BC:

du

dx

= q

on ,if q zero, then known as homogenous Dirichlet BC (Second kind)

Generalized/Robin BC:

au + b

du

dx

= r

on ,if r zero, then known as homogenous Neumann BC (Third kind)

Application of BC for the Robin BC is a bit more complicated, well skip it.

NOTE: For homogenous Neumann BC, we do not need to do anything

to the system matrix Kone reason why it is called natural BC.

5.1.1 Boundary conditions

Physical interpretations of the BC for heat conduction problem:

Dirichlet BC: temperature is xed

Neumann BC: heat ux q is xed

T

n

= q

If q = 0, we call this insulated/adiabatic boundary.

23

24 CHAPTER 5. 1-D FEM: APPLICATIONS

Robin BC: convective heat transfer coecient is xed

hT

w

dT

dx

= T

w

=boundary temperature, T

= ambi-

ent temperature.

5.1.2 Nonconstant source term

FiXme: skip

1D numerical integration

FiXme: skip

5.1.3 Varying (x)

If varies, then the element stiness matrix for each element is no longer

the same. must be accounted in the element matrix

K

(e)

=

l

2

_

1

1

_

B

(e)

T

B

(e)

_

d (5.2)

K

(e)

=

l

_

1 1

1 1

_

(5.3)

Examples where may vary:

nonhomogenous materials in the domain

This is quite straight forward. Just use the right k for the material of the

element.

varying cross sectional area

From Fouriers law of heat conduction heat q is dened per unit area A:

q = kA

T

x

(5.4)

For a homogenous material of conductivity k, if A varies with x, then

(x) = kA(x)

The element matrix is then

K

(e)

=

kAl

2

_

1

1

_

B

(e)

T

B

(e)

_

d (5.5)

K

(e)

=

kA

l

_

1 1

1 1

_

(5.6)

5.2. CONVERGENCE OF SOLUTION/DISCRETIZATION ERROR 25

5.2 Convergence of solution/discretization er-

ror

For our linear interpolation functions (basis functions), the order of conver-

gence in terms of the element size h (length) can be predicted. The error

converges in the order

O(h

2

) (5.7)

meaning that, for example if h is reduced by half, the error is reduced by

1/4. approached 0 as h approaches 0. I.e., the more divisions the more

accuracy is obtained.

5.3 Formulations for Elasticity Problems

A problem in elasticity that can be described with a Poisson equation (second

order dierential equation) may be described buy the DE

d

dx

_

EA

du

dx

_

= f(x) (5.8)

which is exactly the second order Poissons equation

d

dx

_

k(x)

du

dx

_

= f(x) (5.9)

BCs:

u(0) = 0;

du(L)

dx

= 0 (5.10)

The cross-sectional area varies linearly

A(x) = A

0

(1 + x/L) (5.11)

This DE describes the axial displacement u(x) due to axially loaded bar given

by the load f(x).

As an exercise, use the previously constructed element stiness matrix

and load vector for the heat problem to construct the corresponding matrix

and vector for this elasticity problem. Take into account that the material

property k = EA is now dierent among the elements.

P

L

x

Figure 5.1: axially loaded rod

26 CHAPTER 5. 1-D FEM: APPLICATIONS

5.4 Formulations for Elasticity Problems: Beam

bending

A problem in elasticity that can be described with a Poisson equation is beam

deection with the moment function (refer to e.g. Hibbelers and Benhams

books):

EI

d

2

v

dx

2

= M(x) (5.12)

where in terms of the general form of equation

k

d

2

u

dx

2

= f (5.13)

k = EI provided EI is constant, u = deection of beam, f = M(x) the

moment function (in negative sense).

But a more common equation to describe the deection of a beam is with

the (physical) load function w(x):

EI

d

4

v

d x

4

= w( x) (5.14)

or

d

2

d x

2

_

EI

d

2

v

d x

2

_

= w(x) (5.15)

This is a fourth-order PDE, which is also solvable with the FEM. The dif-

ference is that we have to use dierent kind of basis functions. To satisfy

the weak form of the above equation, we need basis functions that are also

continuous with their rst derivatives which is not required before like in the

heat conduction problem.

In the FEM, this type of functions is known as C(1)-continous functions.

The previous type is called C(0)-continous.

5.5 Beam elements

FiXme: skip

Basis functions

1

=

1

L

3

(2 x

3

3 x

2

L + L

3

) (5.16)

2

=

1

L

3

( x

3

L 2 x

2

L

2

+ xL

3

) (5.17)

3

=

1

L

3

(2 x

3

+ 3 x

2

L) (5.18)

4

=

1

L

3

( x

3

L x

2

L

2

) (5.19)

Element matrix equation

EI

L

3

_

_

12 6L 12 6L

6L 4L

2

6L 2L

2

12 6L 12 6L

6L 2L

2

6L 4L

2

_

_

_

_

d

1

1

d

2

2

_

_

=

_

_

f

1

m

1

f

2

m

2

_

_

(5.20)

5.6. ELASTIC STRAIN ENERGY 27

5.6 Elastic strain energy

5.6.1 Review of work by external force

A force does work when it undergoes a displacement dx that is in the same

direction as the force.

Denition: dW Fdx

If the total displacement is x:

W =

_

x

0

Fdx (5.21)

In elastic case, and where load gradually increases from 0 to F and total

displacement is , work is then

W =

1

2

F (5.22)

W may be seen seen as area under graph of F x.

5.6.2 Elastic strain energy U due to uniaxial stress

Denition of elastic strain energy: the stored energy released when the ma-

terial returns to its underformed state when the loading is being removed.

Work is done by the applied loading.

Work done = Elastic strain energy U:

W = U (5.23)

U is always a positive scalar value

the general formula is

U =

_

V

2

dV (5.24)

Using Hookes law = E

U =

_

V

2

2E

dV (5.25)

Introduce elasticity matrix (or stress/strain matrix, or constitutive matrix)

D to relate stress and strain in higher dimensions:

= D (5.26)

So, for higher dimensions, the strain energy is

U =

1

2

_

V

T

DdV (5.27)

or in terms of ,

U =

1

2

_

V

T

D

1

dV (5.28)

28 CHAPTER 5. 1-D FEM: APPLICATIONS

Recall that we use the formulation for the stiness matrix K with B (K

is composed of the gradient of ).

Recall also the strain is the gradient of displacement, and the displace-

ment is expressed with the basis functions times the dof vector.

Then U can be found with

U =

1

2

a

T

Ka (5.29)

5.6.3 Error in energy based on discontinuity of stress

In axial displacement, the basis functions enforce continuity of the functions,

but not their gradients.

Hence stress elds can be discontinuous between elements.

We use this fact for estimating our error in FEM.

Let

n

= stress vector at a node.

Then take the dierence between the nodal values and the average:

=

ave

n

(5.30)

Then error in energy for one element is

e

(e)

=

1

2

_

V

T

D

1

dV (5.31)

For the entire domain, we just sum up e

(e)

of all elements.

More often, we deal with the norm of error e:

||e

(e)

|| =

_

1

2

_

V

T

D

1

dV

_

1/2

(5.32)

And also, we prefer the error with respect to the strain energy U above:

e

rel

= ||e||/||U|| (5.33)

Usually in engineering we want e

rel

to be less than 5 %. In Ansys, this

error in energy is obtained by the command PRERR.

Chapter 6

Formulations for Field

Problems in 2D: Heat

Conduction

6.1 2-D Heat Conduction

The PDE:

x

_

xx

T

x

_

+

y

_

yy

T

y

_

= Q(x, y) (6.1)

subject to boudary conditions.

xx,yy

is thermal conductivity in the {x, y}.

In a more compact and general form, we can write the above as

u = f (6.2)

or

div ( grad u) = f (6.3)

For simplicity we only deal with two types of boundary conditions:

1. Specifying temperature T: Dirichlet or essential BC

2. Specifying the gradient of T, i.e, the heat ux q

n

: Neumann or natural

BC.

To get the FEM formulation:

the formulation for the weak form is like in 1-D

the dierence is that to reduce the order of the integral equation of

the weak form, we use Greens theorem instead of integration by parts

(since were now in higher dimension)

the application of Galerkins method proceeds as before

29

30CHAPTER 6. FORMULATIONS FORFIELDPROBLEMS IN2D: HEAT CONDUCTION

6.2 Finite Elements in 2-D

6.2.1 Linear quadrilaterals and triangles

Basis functions for triangles are most commonly expressed in natural coor-

dinates (known as area coordinates in 2-D).

1

+

2

+

3

= 1

A

1

+ A

2

+ A

3

= A

i

=

A

i

A

y

x

0

P

L

2

=0

L

3

=0

L

1

=0

A

2

A

3

A

1

Figure 6.1: Natural coordinate system for triangles (

1

,

2

,

3

).

The linear mapping is given by:

_

_

1

x

y

_

_

=

_

_

1 1 1

x

1

x

2

x

3

y

1

y

2

y

3

_

_

_

_

3

_

_

; (6.4)

and inversely,

_

_

3

_

_

=

1

2A

_

_

a

1

b

1

c

1

a

2

b

2

c

2

a

3

b

3

c

3

_

_

_

_

1

x

y

_

_

, (6.5)

where

a

1

=x

2

y

3

x

3

y

2

b

1

= y

2

y

3

c

1

= x

3

x

2

a

2

=x

3

y

1

x

1

y

3

b

2

= y

3

y

1

c

2

= x

1

x

3

a

3

=x

1

y

2

x

2

y

1

b

3

= y

1

y

2

c

3

= x

2

x

1

and

2A =

1 x

1

y

1

1 x

2

y

2

1 x

3

y

3

= |x

1

y

2

x

1

y

3

+ x

2

y

3

x

2

y

1

x

3

y

1

x

3

y

2

| (6.6)

The linear basis functions are given by:

1

=

1

(6.7)

2

=

2

(6.8)

3

=

3

(6.9)

6.3. 2-D ELEMENT STIFFNESS MATRIX AND LOAD VECTOR 31

6.3 2-D Element Stiness Matrix and Load

Vector

Recall the denition of stiness matrix. In 2-D, the integral is over the area

of the triangle element :

k

(e)

ij

=

_

i

j

d; i, j = 1, 2, 3 (6.10)

Hence

k

(e)

ij

=

_

1

4(A

(e)

)

2

[b

i

b

j

+ c

i

c

j

]d (6.11)

i

is a constant. We can write k

(e)

ij

as

k

(e)

ij

=

1

4(A

(e)

)

[b

i

b

j

+ c

i

c

j

] (6.12)

The complete element stiness matrix is then

K

(e)

=

1

4A

(e)

_

_

b

1

b

1

+ c

1

c

1

b

2

b

1

+ c

2

c

1

b

3

b

1

+ c

3

c

1

b

1

b

2

+ c

1

c

2

b

2

b

2

+ c

2

c

2

b

3

b

2

+ c

3

c

2

b

1

b

3

+ c

1

c

3

b

2

b

3

+ c

2

c

3

b

3

b

3

+ c

3

c

3

_

_

(6.13)

For element load vector, recall

f

(e)

1

=

_

f

1

d (6.14)

f

(e)

2

=

_

f

2

d (6.15)

f

(e)

3

=

_

f

3

d (6.16)

Since we said f is constant, say f(x) = Q, we have

f

(e)

i

= Q

_

i

d (6.17)

To integrate the basis function over the area, recall that

i

=

i

. Also, for

area cooridinates the integration is given by

_

a

i

b

j

b

k

d =

a!b!c!

(a + b + c + 2)!

2 (6.18)

By using the above formula we can now have f

(e)

as

f

(e)

=

Q

3

_

_

1

1

1

_

_

(6.19)

32CHAPTER 6. FORMULATIONS FORFIELDPROBLEMS IN2D: HEAT CONDUCTION

6.4 Boundary Conditions on

A

and

B

3 types of prescribed boundary conditions and their physical meanings in

heat transfer problem.

1. prescribed eld

specify temperature: u = T

A

on

A

if T

A

= 0, i.e., u = 0 on

A

, this is called homogenous BC.

eld specied BC is a.k.a Dirichlet BC, or essential BC

2. prescribed gradient of the eld normal to the surface

recall Fouriers law: q = kT. Here gradient of u is the ux

if gradient is zero:

u

n

= 0,

this BC refers to perfectly insulated BC, since no heat ux is

allowed

zero normal ux is a.k.a Neumann BC, or natural BC

if heat ux is allowed, then

k

u

n

= q

where we assume that the material is isotropic: k

xx

= k

yy

specify ux: u = T

A

on

A

3. prescribed combination of the above

specify convection:

k

u

n

= (u u

a

)

where = heat transfer coecient, u

a

=ambient T

Chapter 7

Linear Solvers

7.1 Sparse Matrix Solvers

Assembly of element matrices and load vectors result in the system of linear

equations:

Ax = b (7.1)

The resulting matrix A (formerly K) is called global or system matrix. The

DOFs are stored in the vector x (formerly a).

The system matrix is sparse: there are many more zero entries than

nonzero entries. Why?

For realistic problems, nding A

1

is impossible with computer (too much

memory usage).

Note here that we have arrived from our PDE problem to linear alge-

bra problem. The problem now is about the solution of simulaneous linear

algebraic equations.

2 approaches to solution of the algebra problem: direct and indirect.

7.1.1 Direct Method

based on Gaussian elimination

complexity of classical Gauss: O(n

3

)

matrix is factorized, e.g., LU decompostion (available in Matlab)

LU also O(n

3

)

in general, memory intensive

Simple Gauss elimination

Consists of forward elimination to make the matrix upper triangle.

Then solve with backward elimination

Example: solve

_

_

1 1 5

1 2 0

5 0 1

_

_

x =

_

_

0

1

2

_

_

(7.2)

33

34 CHAPTER 7. LINEAR SOLVERS

Start with

_

_

1 1 5 |0

1 2 0 |1

5 0 1 |2

_

_

(7.3)

Eliminate Row 2, Column 1: R2 = R2 + R1

_

_

1 1 5 |0

0 1 5 |1

5 0 1 |2

_

_

(7.4)

Eliminate Row 3, Column 1: R3 = R3 5R1

_

_

1 1 5 |0

0 1 5 |1

0 5 24 |2

_

_

(7.5)

Eliminate Row 3, Column 2: R3 = R3 5R2

_

_

1 1 5 |0

0 1 5 |1

0 0 49 | 3

_

_

(7.6)

Now solve with backward substitution to get x

_

_

0.3878

0.6939

0.0612

_

_

(7.7)

LU decomposition

The problems with Gauss elimination:

can have 0 division

to many ll-in entries memory intensive

The LU decomposition can avoid/minimize this problem.

LU stands for Lower and Uupper matrices.

Structure of L:

_

_

l

11

0 0

l

21

l

22

0

l

n1

l

n2

l

nn

_

_

Structure of U:

_

_

u

11

u

12

u

1n

0 u

22

u

2n

0 0 u

nn

_

_

Decompose:

Ax = b

into

(LU)x = b

7.1. SPARSE MATRIX SOLVERS 35

Then solve for x in 2 steps:

1. Solve for intermediate vector y with forward substitution

Ly = b (7.8)

2. Solve for x with backward substitution

Ux = y (7.9)

LU decomposition with Crouts algorithm

The algorithm creates U with unit diagonals:

_

_

1 u

12

u

1n

0 1 u

2n

0 0 1

_

_

Algorithm:

l

i,1

= a

i,1

for i = 1, 2, . . . , n (7.10)

u

1j

=

a

1j

l

11

for j = 2, 3, . . . , n (7.11)

For j = 2, 3, . . . , n 1

l

ij

= a

ij

j1

k=1

l

ik

u

kj

for i = j, j + 1, . . . , n (7.12)

u

jk

=

a

jk

j1

i=1

l

ji

u

ik

l

jj

for k = j + 1, j + 2, . . . , n (7.13)

For the entry l

nn

:

l

nn

= a

nn

n1

k=1

l

nk

u

kn

(7.14)

Example: Using the same matrix problem above:

Apply Eqs. (7.10) and (7.11):

l

i,1

=

_

_

1

5

5

_

_

(7.15)

u

i,1

=

_

u

11

1 5

(7.16)

Apply Eqs. (7.12) and (7.13):

l

22

= 2 l

21

u

12

= 2 (1)(1) = 1

l

32

= 0 l

31

u

12

= 0 (5)(1) = 5

u

22

=

a

22

l

21

u

12

l

22

=

2 (1)(1)

1

= 1

36 CHAPTER 7. LINEAR SOLVERS

u

23

=

a

23

l

21

u

13

l

22

=

0 (1)(5)

1

= 5

Finally use (7.14):

l

33

= a

33

(l

31

u

13

+ l

32

u

23

) = 1 (5)(5) = 49

Since we know that u

33

= 1, we can form L and U:

L =

_

_

1 0 0

1 1 0

5 5 49

_

_

U =

_

_

1 1 5

0 1 5

0 0 1

_

_

To solve, solve for y using Eq. (7.8) rst:

y =

_

_

0.00000

1.00000

0.06122

_

_

Then solve for x using Eq. (7.9):

x =

_

_

0.3878

0.6939

0.0612

_

_

7.1.2 Iterative Method

From Eq. (7.1), if x is not the exact solution, then the dierence between

the LHS and RHS is the residual:

r = b A x (7.17)

In iterative method, we solve the algebra problem repetitively as we im-

prove x after each iteration until the residuals are small enough.

The trick is to nd a fast search direction to achieve this objective.

Further notes:

a simple method is the Gauss-Seidel method (not covered here)

complexity is O(n

2

)

most iterative methods are based on Conjugate Gradient (CG) Method,

more stable

complexity is O(n) for sparse matrix

use less memory

The CG algorithm can be found in many resources, for example at http://en.wikipedia.org/w

7.1. SPARSE MATRIX SOLVERS 37

Example with the Conjugate Gradient algorithm

Using the same Eq. as before:

Start with intial guess:

x

(0)

= [0 0 0]

T

Then inital residual is equal to the RHS:

r

(0)

= [0 1 2]

T

Start iteration: k = 1

x

(1)

= [0 1.8333 3.6667]

T

r

(1)

= [0.8333 1 2]

T

At k = 2:

x

(2)

= [0.56639 0.02570 0.07447]

T

r

(2)

= [0.16833 1.51500 0.75750]

T

At k = 3:

x

(3)

= [0.38776 0.69388 0.06122]

T

we reach the solution!

r

(3)

= [2.2204 10

16

4.4409 10

16

1.2212 10

15

]

T

To see the trend of error reduction by each iteration we work with the

L2-norm of r

(k)

.

k norm of r

(k)

0 2.2361

1 7.5369

2 1.7022

3 1.3183e-15

We see that a problem with n unknowns will converge in n iteration steps

at most.

Exercise: Suppose

A =

_

_

1 1 4

1 2 0

4 0 2

_

_

; b =

_

_

1

2

2

_

_

(7.18)

Chapter 8

Post-processing

Post-processing concerns with evaluation and visualization of our un-

known eld u

often we also want to see the derived values (like heat ux)

Recall that for 1-D with linear elements:

u(x) = a

1

1

(x) + a

2

2

(x) (8.1)

Observe:

At Node 1,

1

= 1;

2

= 0. Hence u(x

i

) = a

i

By the same observation, u(x

j

) = a

j

So, the DOF a

i

is the solution to the eld variable u at the node i.

To nd u(x) on the edge of an element, search for which element contains

x, then use the above equation.

So, we need an algorithm to search for the element (many available).

38

Bibliography

[1] Femhub. Available from: http://femhub.org.

Key: Femhub

[2] Ansys, Inc., 275 Technology Drive, Canonsburg, PA 15317, USA. Ansys

Theory Manual, 2009.

Key: AnsysTM

[3] Y. W. Kwon and H. Bang. The Finite Element Method using MATLAB.

CRC Press LLC, New York, 1997.

Key: Kwon97

[4] D. L. Logan. A First Course in the Finite Element Method. Cengage

Learning, Stamford, PA, fourth edition, 2011.

Key: Loga11

[5] O. C. Zienkiewicz and R. L. Taylor. The Finite Element Method: The

Basis, volume 1. Butterworth-Heinemann, Oxford, 2000.

Key: Zien01

39

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