Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
W.S.HALL
University ofTeesside,
School of Computing and Mathematics,
Middlesborough, Cleveland, U.K.
AU Rights Reserved
1994 Springer Science+Business Media Dordrecht
Originally published by Kluwer Academic Publishers in 1994
Softcover reprint ofthe hardcover Ist edition 1994
No part of the material protected by this copyright notice may be reproduced or
utilized in any form or by any means, electronic or mechanical,
including photocopying, recording or by any information storage and
retrieval system, without written permis sion from the copyright owner.
Contents
Preface ............................................................................................................................. ix
Chapter 1 Ordinary Integral Equations ............................................................... 1
1.1 Introduction ...................................................................................................... 1
1.2 Ordinary Integral Equations and their Applications ........................................ 1
Applications ................................................................................................. 1
Classification 0/ Integral Equations ........................................................... 8
1.3 Equivalence between Ordinary Integral and
Ordinary Differential Equations ...................................................................... 9
First Order Equations ................................................................................. 9
Second Order Equations. Initial Value Problems ..................................... 10
Second Order Equations. Boundary Value Problems ............................... 14
1.4 Analytical Methods of Solution ..................................................................... 16
Fredholm Equations With Separable Kernels ........................................... 16
Iterative Methods For Second Kind Equations ......................................... 21
1.5 Numerical Methods of Solution ..................................................................... 24
Multistep Method....................................................................................... 24
Constant Function Numerical Treatment .................................................. 28
1.6 Concluding Remarks ...................................................................................... 33
Exercises ........................................................................................................ 34
v
vi Contents
Chapter 3 Boundary Element Method ................................................................ 61
3.1 Introduction .................................................................................................... 61
3.2 Numerical Foundation ................................................................................... 61
3.3 Linear Approximation .................................................................................... 62
3.4 Integration on a Curve ................................................................................... 64
3.5 Constant Function Solution for Exterior Heat Conduction ............................ 69
Heat flow from a deeply buried pipe ......................................................... 69
Discretisation into elements ...................................................................... 70
Collocation ................................................................................................ 72
3.6 Evaluation of Logarithmic Integral Coefficients ........................................... 73
Case (a) Singular Element ........................................................................ 74
Case (b) Non-singular element ................................................................. 78
3.7 Concluding Remarks ...................................................................................... 80
Exercises ........................................................................................................ 81
The Boundary Element Method serves as a standard introductory reference text of the
mathematics of this method and is ideal for final year undergraduate study as well as for
postgraduates, scientists and engineers new to the subject. Worked examples and
exercises are provided throughout the text
ix
x Preface
In producing the text I would like to thank all of those who, over the years, have
helped to generate the material of the book and who have helped in its production. In
particular Ferri Aliabadi, Wilf Blackburn, Alan Cook, Ciaran Flood, Terry Hibbs, Alan
Jeffrey, Xin-qiang Mao, Peter Milner, Mike Parks, Pedro Parreira, Melvin Phemister,
Andrew Pullan, Bill Robertson, David Rooke, Bill Spender, Gordon Symrell and Terry
Wilkinson.
Finally, I would like to dedicate the book to my family and particularly to my wife,
Pauline, and daughter, Charlotte, for their support and forebearance.
Professor W. S. Hall
School of Computing and Mathematics,
The University of Teesside,
Middlesbrough,
Cleveland, UK.
Ordinary Integral Equations 1
1.1 Introduction
The Boundary Element Method is a general numerical technique which solves
boundary integral equations. To understand fully the complexity of these equations it is
first necessary to become familiar with simple integral equations, such as those which
model one dimensional problems. This chapter introduces such simple integral equations
which will be termed ordinary integral equations because of their equivalence with
ordinary differential equations which is shown later in the chapter. lllustrations are given
of the one-dimensional problems to which they apply. Before proceeding to show how
integral equations can be analytically and numerically solved it will be shown that ordinary
integral and ordinary differential equations are equivalent
Some applications which lead directly to ordinary integral equations are now
considered, starting with a simple geometrical problem and proceeding to problems from
mechanics, physics and control.
Applications
A simply stated geometric problem is that of finding the shape of a curve, y(x), such
that the area under it is a fixed proportion, p, of the area of the rectangle circumscribing it.
The curve y(x) is shown in Figure 1.1.
2 The Boundary Element Method
y
y(xo)t--------------------,.
o x
xo
JY(X)dX,
xo
pXoY(xo) =Jy(X) dx (l.l)
in which the unknown curve y(x) appears under the integral sign. Direct methods of
solving such equations will be given later, but it may be simply verified by substitution
that the CUlVe y(x) =x2 corresponds to p = 1/3.
This classic problem requires that the shape of a CUlVe must be found so that a
predetermined time is taken for a particle to slide down it under gravity to some lower
point. The CUlVe y(x) is shown in Figure l.2.
Taking the particle to start from rest from a height Y , its speed at height y is given by
Speed is rate of change with respect to time of the distance moved along the arc of the
CUlVe; that is
Ordinary Integral EqUlltions 3
y -------------------~-~---------
x
ds
v = dt' (1.3)
ds r:;;:---,.;,-;---:-
dt=V2g(Yo-Y). (1.4)
As can be seen from Figure 1.2, the arclength s may be related to the shape of the curve by
its slope , so that
dv .
ds
=:L= sma . (1.5)
Thus
ds _ ds .41. _ _ 1_4l
dt - dy dt - sinadt (1.6)
Or
dt = dy tp(y) dy
(1.8)
sina ...J2g (Yo - y) ...J2g (Yo - y)'
where, since lIsina determines the shape of the curve, it has been replaced by a function
tp(y). Integrating (1.8) from time t = 0, where y = Yo, to time t(Y) at a lower point Y gives
4 The Boundary Element Method
f
y
This is an integral equation for the function qJ(y) which detennines the shape of the
curve y(x). Equation (1.9) is called a Volterra equation because the upper limit, Y, is
variable. The further calculation needed to find the unknown curve Y(x) itself from the
function qJ(y) is now given. Using
1
qJ(y) =-.- =cosec a (1.10)
sma
and
(1.11)
gives
(1.12)
(1.13)
The problem here is how to distribute a variable load on an elastic string so that the
string assumes a given shape. The effect of a single point load, W, at a point x'=X with the
displacement y(x) is considered first, as illustrated in Figure 1.3.
It will be assumed that y(x) is small compared with the length I between the fixed ends
of the string and that the string has an initial tension T. Resolving the tensions in the string
vertically at the loaded point gives
For small displacements, first order approximations can be taken for sin a and sin /3, so
that
Ordinary Integral Equations 5
x ~x
~-------------------------~---------.
x'
x= 0 x=1
(J
y(x')
w
Figure 1.3 Displacement due to a single point load at x'=x.
(1.15)
y(x)
w x(/- x).
=Tl (1.16)
The displacement, y(.x'), away from x is obtained from the linear shape of the string.
Thus, to the left of x
x'
y(x') = x y(x)
=;;x'(l-x) (1.17)
1- x'
y(x,) =I _ x y(x)
= WG(x,x'). (1.19)
G(x,x') is defmed from the expression above in equation (1.19) and is known as the
influence function, or Green's function.
A continuously distributed load is now considered, with load density w(x) per unit
length, so that the load on an element ax at point x of the string is
SW=W(x)& (1.20)
8y(x') = SWG(x,x')
= w(x)G(x,x')ax. (1.21)
The total displacement at x' of contributions from all values of x between 0 and I is, in the
limit, an integral so that
I
y(x') = jW(X)G(X,X')dx. (1.22)
This is an integral equation for the unknown density, w(x), which will produce the
required displacement, y(x'). Of course equation (1.22) may alternatively be used as a way
of evaluating y(x') if the distribution w(x) is known. The equation (1.22) is of the
Fredholm type, since the limits of integration 0 and 1are fixed
Consider a wire as in Figure 1.4 with a charge distribution p(x) on it. A section
(x,x+ax) of the wire will produce a potential at P which is
a x x+6x b
Since the potentials from each section of the wire can be summed then
vex
,
y) - _1_
- 41tB
f b
p(x)dx
"(X _ x)2 + y2
(1.25)
a
If V is given, the equation (1.25) may be considered as an integral equation for p(x).
This is an example of a very wide class of potential problems which have many
applications other than electrostatics. It will be seen in Chapter 2 that potential problems
may be formulated over curves as well as lines. There are difficulties associated with
equation (1.25) which are not dealt with here. It can be seen, for example, that if P were to
be taken on the wire then Y == 0 and hence r = IX - x I, which becomes zero when x = X.
The denominator thus becomes zero showing that the equation is an example of what is
called a singular integral equation. Singular boundary integral equations also arise when
dealing with potential problems in two dimensions and are considered in Chapter 2. The
difficulties associated with the singularities can be overcome, sometimes in quite simple
ways, as will be seen in Chapter 3 and subsequent chapters.
Thus in a time interval 'f to 'f+M an amount r( 'f)M of material is delivered. At time t the
amount of this still in store is pet - -r)r('f)O'f, since the time after delivery is t - f. The total
stock level at time t is the sum of all such contributions from time 'f =0 to '" =t (which in
the limit is an integral) plus the proportion remaining of the original stock. This must make
up the stock to the required level S, so that
8 The Boundary Element Method
t
S =SP(t) + jP(t - -r)r('r)d-r. (1.26)
The required replenishment rate r( -r) is the solution of the above integral equation, which is
of Volterra type since its upper limit is variable.
Having seen some applications which give rise directly to ordinary integral equations
of both Volterra and Fredholm kinds, a more formal defmition of such integral equations
is now given. Only ordinary integral equations which are linear will be considered that is,
equations in which the unknownf(x), appears linearly. Linearity is preserved when the
unknown appears under the integral sign since integration is a linear process.
Generally, integral equations are defined as equations in which the unknown function
appears under an integral sign. They may be classified as Fredholm or Volterra equations.
A Fredholm integral equation has fIxed limits to the integration, so that it is written as
b
f(x) + 1 JK(x,Y)f(Y) dy =g(x), x E [a, b] , (1.27)
a
where
f(x) is the unknown function,
1 is a given parameter,
K (x, y) is a given function, termed the kernel, and
g(x) is a given function.
Clearly 1 could be incorporated into the kernel. It does, however, have a part to play in
theoretical discussions and in eigenvalue problems.
Equation (1.27) is called an equation of the second kind, sincef(x) appears both inside
and outside the integral sign. The absence of the fIrst term, sometimes called the free term,
gives an integral equation of the first kind in whichf(x) appears only inside the integral;
namely
b
fK(x,y)f(Y) dy =g(x) , XE [a,b]. (1.28)
a
The other ordinary integral equation type is the Volterra equation in which the upper limit
of integration is variable. A Volterra equation of the second kind may be written as
Ordinary Integral Equations 9
x
f(x) + AJK(x,y)f(y) dy = g(x), x E [a,X] (1.29)
a
x
AJK(x,Y)f(y)dy=g(x), XE [a,X]. (1.30)
a
The upper limit of the solution range, X, is dependent on the particular Volterra
equation being studied. Although Volterra and Fredholm equations are written in an almost
identical way, their nature and properties are very different. It will be seen, for example in
Section 1.3, that Fredholm equations are equivalent to ordinary differential equations with
two point boundary conditions and Volterra equations are equivalent to ordinary
differential equations with initial value conditions.
Changing the independent variable from x to y and integrating from a to x with respect to y
gives
x
fXdy = k jf(Y)dY.
a a
That is
x
[f(Y)]! =k Jf(y) dy,
a
or
x
f(x) - f(a) =k Jf(y) dy. (1.32)
a
10 The Boundary Element Method
Substituting the initial condition gives the Volterra equation of the second kind
x
f(x) - k ff(y) dy =A , (1.33)
a
!!!t
dx2 + A (x) Et
dx + B(x)f = C(x) , (1.35)
x x x
~a + fA(Y) t!-dy
[dxJ y
+ fB(y)f(y)dy= fC(Y)dy
a a
(1.36)
a
in which
(1.37)
using the second initial condition. The second term in equation (1.36) may be integrated
by parts to give
x x
JA(Y)$dY = [A(y)f(y)]~- f~?)f(Y) dy
a a
x
=A(x)f(x)-A(a)/o- f~?)f(Y) dy, (1.38)
a
substituting the first initial condition. Then, substituting from (1.37) and (1.38) into
equation (1.36) gives
Ordinary Integral Equations 11
x
4ff:) + J[B(y) - d~~)Jf(y)dy + A (x)f(x)
a
x
=16 + A(a)fo + JC(y) dy. (1.39)
a
In order to remove the frrst derivative, the independent variable is changed from x to Xl in
equation (1.39), which is integrated again from a to X with respect to Xl so that
X~ x
[f (Xl)]~ + JJ[B(y) - d~~)]f(y)dydxl + JA(XI)f(Xl) dxl
a a a
x X Xl
J
X Xl
JH(y) dydxl
a a
appear. By changing the order of integration it may be shown (Appendix A) that this
integral is equal to
where
(1.42)
x
g(x) = J(X-Xl)C(Xl)dxl + /0 + (f6 + A(a)/o}(x-a). (1.43)
a
Thusf(x) is the solution of a Volterra integral equation of the second kind (1.41) and
this has been shown to be equivalent to the initial value problem (1.35). It can be seen that
the integral equation formulation of the initial value problem incorporates the initial
conditions, as it also did for the simple fIrst order problem (1.31). This incorporation is a
general and useful property of both ordinary integral equations and, as will be seen later,
of boundary integral equations.
An example which illustrates how a Volterra equation may be derived from an ordinary
integral equation is to show that, iff(x) satisfIes the ordinary differential equation with
initial conditions
(1.46)
which, on substituting one of the initial conditions and evaluating the right hand side,
becomes
Xl
[f (XI)J~ + J
X Xl
x
!(x) -/(0) + j(X - Xl)XJ!(Xl) dx 1 =x2 . (1.49)
Substituting the remaining initial condition gives the required result, namely
x
f(x) + j (x - Xl)xtf(Xl) dxl = x2 .
The above example may also be used to show the opposite process of obtaining a
differential equation, together with associated boundary conditions, from an integral
equation. Thus the Volterra equation above is differentiated with respect to x (according to
the differentiation formula given in Appendix A) to give
x
/,(x) + x(x - x)! (x) - O(x - 0)/(0) + JXJ!(Xl) dxl =2x .
or
x
/,(x) + jXt/(Xl) dxl =2x . (1.50)
r(X) + xf(x) = 2,
which is the original differential equation. To check the boundary conditions, rust evaluate
the equation
x
f(x) + j(X - Xl)xtf(xl) dxl = X2
x
/'(x) + jXJ!(Xl) dxl = 2x
at x = 0 gives /,(0) = O.
14 The Boundary Element Method
Second Order Equations. Boundary Value Problems.
Consider the following particular boundary value problem
!!!i
dx2 + A/= 0, (1.51)
1!;-/,(0) + A jf(X)dx = o.
Xl
(1.52)
Integrating again, this time with respect to Xl> from 0 to X (which is a variable upper limit)
gives, with the integration variable X of equation (1.52) changed to y,
This yields, on substituting the lower boundary conditionf(O) =0 and using the repeated
integral fonnula of Appendix A,
j
X
or
x
f(x) = .if'(0) + A j(X - xI)f(XI) dxl . (1.53)
Evaluating the above equation (1.53) at x = 1and using the upper boundary condition
gives
1
o = /(1) = lj'(O) - AJ (1 - xI)f(xI) dx 1 ,
which is used to give the following evaluation of the unknown quantity /,(0)
1
/,(0) =A J(l-/I)!(Xl) dxl. (1.54)
Ordinary Integral Equations 15
x I
[(x) + A.J(X -Xllf(Xl) dxl - A.J7(/- Xl)[(Xl) dxl = 0
in which there are two overlapping ranges of integration, [O,x] and [O,l]. Splitting the
second into [O,x] and [X, 1] gives
x I
[(x) + A. J{(X - Xl) - y(l- XI>} [(Xl) dxl - A. Jj(l- Xd[(XI) dxl = 0
o x
or
x I
[(x) + A. J(-Xl + X~l)[(XI)dxl - A. Jf(l- Xd[(XI) dxl = 0, (1.55)
o x
I
[(x) + A.JK(X,xI)[(Xl) dxl = 0, (1.56)
Xl~X,
(1.57)
Xl~X,
Equation (1.56) is a Fredholm integral equation of the second kind which has been
shown to be equivalent to the boundary value problem (1.51). Compared with the general
form (1.27) of a Fredholm integral equation it can be seen that the right hand side g(x) is
zero in this particular case. The part of the formula for Xl ~ x corresponds to the
integration variable Xl being in the range [0, X] and the part for X1 ~ x corresponds to Xl
being in the range [x, 1].
Repeated differentiation of the integral equation produced in the above way will
recover the differential equation with its boundary conditions as shown previously in the
example on page 13 for the Volterra equation. For the case where the kernel is of the form
given by the split range expression (1.57) it is necessary to differentiate the integral written
in the form given by equation (1.55).
16 The Boundary Element Method
Having seen that ordinary differential equations have corresponding equivalent
ordinary integral equations it follows, at least theoretically, that those problems which are
modelled by the ordinary differential equations will also be modelled by the ordinary
integral equations. In principle, this adds enormously to the problems which may be
treated using ordinary integral equations. Thus initial value problems governed by
equation (1.35) will also be solved by the equivalent integral equation (1.41). Oscillatory
solutions of the boundary value problem (1.51) such asf(y) =Asin roy, where A. = o:Jl and
CO ='It/i, will thus also be solutions of the integral equation (1.56), so that this equation
could be used to solve vibration problems.
N
K(x,y) = 'Lln(x)Yn(y). (1.58)
n=1
It is thus the sum of a fmite number of terms, each of which is the product of a function of
x alone and a function of y alone. It will be assumed that the functions Xn(x) are linearly
independent. Some of the simplest functional forms are separable. For example, any
polynomial in x and y is of this form, as is sin (x+y) since it can be written as sinxcosy +
cosxsiny.
b
f(x) + A.JK(x,Y)f(Y)dy = g(x) , XE [a,b],
a
wheref(x) is unknown, g(x) is a known function and the known kernel K(x,y) is given
by the expression (1.58). Thus
N b
f(x) + A. LXn(x) JYn(y)f(y) dy = g(x) (1.59)
n=1 a
Ordinary Integral Equations 17
since the functions Xn(x) may be taken outside of the integration. The remaining parts of
the sum, denoted by
b
Cn = JYn(y)f(y) dy (1.60)
a
are constants, although they are unknown constants since they involve the unknown
solution.f(y). Introducing the definition (1.60), equation (1.59) may be written as
N
f(x) + A~)nXn(X) =g(x) . (1.61)
n=l
In equation (1.61) the unknown function appears in two ways, first in its own right and
second incorporated into the constants Cn. To convertf(x) into constants Cm, multiply
equation (1.61) by Ym(x), m = I,2, ... N and integrate from a to b with respect to x so
that
b N b b
JYm(x)f(x) dx + A~>n Jxn(x)Ym(x) dx = JYm(x)g(x) dx, m = 1,2, ... N.
a n=1 a a
The first term is of course the same constant as was defined in expression (1.60) so that
N
cm +ALamn Cn =f3m, m=I,2 ... N, (1.62)
n=l
where
b
amn = Jxn(x)Ym(x) dx, (1.63)
a
b
13m = Jg(x)Ym(x) dx, (1.64)
a
are known constants. Equations (1.62) are a linear system which may be written out in full
as
18 The Boundary Element Method
That is
IC +AAC =B
or
(I + AA)C =B. (1.65)
C = (Cl C2 CN)T,
where ( )T indicates the transpose, and may then be substituted into equation (1.61) to
give the solution
N
j(x) =g(x) - A.llnXn(X) , (1.66)
n=1
The solution will not exist for all values of A. If the determinant of the left hand side
matrix is zero, that is, if
Li=i/+AAi=O, (1.67)
then the set of linear equations (1.65) will have no solution, or no unique solution. There
will be N separate values of for A which equation (1.67) is true and these may be
associated with the eigenvalues of the associated homogeneous equation
Ordinary Integral Equations 19
b
fix) + A JK(x,y)f(y)dy =o. (1.68)
a
That is, with the values of for A which equation (1.68) does have a non-zero solution. It is
clear that the trivial solutionf(x) =0 is always a solution of equation (1.68).
An example which illustrates the solution of integral equations with separable kernels
is now given and requires that the values of are found for which the separable ordinary
integral equation
1
fix) + AJ(l + 2xy)/(Y) dy =x, (1.69)
has no solutions or no unique solutions. It is also required to calculate f(0.8) when .:t =2.
1 1
fix) + .:tJ/(y) dy + 2x.:tJyf(y) dy =x
or
Multiply this last equation separately by 1 and x and integrate over [0, 1] giving
1 1 1 1
J
J/(X) dx + A.cl dx + A.c2 J2x dx =Jx dx (1.71)
and
1 1 1 1
J/(X)X dx + A.cl Jx dx + A.c2J2x2dx =JX 2dx . (1.72)
That is
(1.74)
or in matrix form
[ 1+.4 .4 ]
AI2 1+2A13
[cllcJ = [112]
1/3 .
(1.75)
L1 _[ 1+A A ]
- Al2 1+2A13
=1 + 51/3 + [2/6
= 0 if I = -5 3ffl. (1.77)
Thus when A ' -5 3{I9, the equation has no solutions. These values of A are the
eigenvalues of the ordinary integral equation. For A=2
[ Cll=!.[7/3 -2][112],
c:J L1 -1 3 113
L1=[31 2
7/3
]=5
so that
1 3x
=-5+5 (1.79)
and
1 3
.f(O.8) =-5+0.8'5
= 0.28.
Iterative Methods For Second Kind Equations
A method which is not restricted to separable kernels consists of producing an iterative
sequence starting from an initial approximation fO)(x) by successive resubstitutions.
Consider again the Fredholm equation (1.27) of the second kind
b
.f(x)+JlJK(x,y)f(y)dy=g(x), XE [a,b].
a
and the initial approximationfO)(x) is substituted into the right hand side and the resulting
f(x) again substituted into the right hand side, a sequence of functions fl)(x), f 2)(x) , ... is
obtained, which is given by
b
fl)(x) = g(x) -Jl JK(x,y)fO)(y) dy
a
b
f 2)(x) =g(x) -Jl JK(x,y)f1)(y) dy
a
(1.81)
b
fn)(x) = g(x) -Jl JK(x, y)/(n-l)(y) dy.
a
These equations may be written in a shorter way if the following definition is introduced
for the integral operator
22 The Boundary Element Method
b
Lf(x) == fK(x,Y)f(Y) dy. (1.82)
a
1
1)"1 < M(b-a)' (1.85)
where IK(x,y) I ~ M, it can be proved that the last term tends to zero whatever the initial
approximation IO)(x), also that the sequenceln)(x) converges to the solutionf(x) as n
tends to infinity, so that
00
b b b
L3g(x) = IK(X,X3) IK(X3,x2) IK(X2, Xl)g(Xl) dx 1dx2dx3.
a a a
(1.88)
This method can be used to find solutions, as is illustrated by using the itemted series to
solve the equation
1
f(x) - Jxyf(y) dy = 1. (1.89)
It can be seen that A. =-1, so that the solution is given by the series
= 1 + LV. 1 ,
00
f(x)
i=1
in which
1
L2.1 =L (x/2) = JXY.(Y/2)dy =i[% y3 1
x
=2.3'
1
x 1
= 1 + 2 + 1-1/3 '
summing the geometric progression in the bracket. The solution is thus
x3 3x
f(x) = 1 +22= 1 +4' (1.90)
Although a closed fonn for the solution has resulted in this simple example, generally the
solution would remain in series fonn.
Multistep Method
Consider the Fredholm integral equation (1.27) with the limits of integration taken as 0
and 1 so that
1
f(x) + jK(X,Y)f(Y) dy = g(x). x E [0,1]. (1.91)
The method of solution is described as being of a multistep type since the unknown
function f(x) is to be found at a number of points (or steps). The integral will be
approximated by a quadrature fonnula, for example by Simpson's rule
o
1
jy(x) dx '" * (yeO) + 4y(l/2) + y(I)} . (1.92)
The integration points for this rule are shown in Figure 1.5. Equation (1.91) is thus
approximated by
- 1 - - -
f(x) + 6{K(x,0)f(0) + 4K(x,l/2)f(l/2) + K(x,l)f(l)}
= g(x). (1.93)
Ordinary Integral EqUlltions 25
o
1-
2
Figure 15 Integration points for Simpson's rule over the interval [O,lJ.
which provides a set of three algebraic equations for the three unknowns. These equations
are simplified if the following matrices are defined
j = <i(O),j(l12),j(lT, (1.95)
=KD, (1.97)
where K is a matrix of the kernel values and D is the diagonal matrix
1/600]
D = [ 0 4/6 0 (1.98)
o 0 1/6
Thus equations (1.94) may be written as
26 The Boundary Element Method
j+KDj=g
or
(1 +KD)i=g, (1.99)
where 1 is the identity matrix. This is the matrix form of the set of equations. It can now
be seen that the integral equation itself forms a self-interpolating function, since equation
(1.93) will givej(x) at all values of x in [0,1] in terms of point solutionsj(0),i(1I2),J(I).
b n
Iu(t)dt '" L~u(tj), (1.100)
a j=l
in which there are n integration points tj as shown in Figure 1.6 and corresponding
a
I b
Figure 1.6 Integration points tj defining subintervals (elements) over the interval [a, bJ.
(I+KD)j=g, (1.101)
where
- - , ...... /11)
-- (/t,/2 - T, (1.102)
The above method can be used to fmd the approximate solution at x =0 to Love's
equation
Ordinary Integral Equations 27
1
.f(x) + it
J 1
f(y)dy
1 + (x _ y)2 - 1 (1.106)
-1
The two point Gauss quadrature formula has lOt =CO2 = 1 and t1 =-11...J3, t2 = 11{3 as
shown in Figure 1.7 below and thus gives
-1 -~ +~
Figure 1.7 Two-point Gaussian integration points on the interval [-1, 1J.
(1 + 1I1t)i(-1I...J3) + 3i(1I..J3)n1t = I,
or in matrix form
or
[ i~-1/13)]
1(1/13)
=1[ 1.3183 -0.1364] [1],
L1 -0.1364 1.3183 1
where
L1 =[1.31830.1364] = 1.7191.
0.1364 1.3183
Thus
so that
j(-.h)=j(~) = 0.6874.
Substituting the above values into equation (1.107), which has the nature of an
interpolation equation, gives
i()
x =
1 0.6874 [ 1 1
- - 1 t - I + (x + 1/{3)2 + 1 + (x - 1/{3)2
J (1.110)
and hence
- 0.6874 2
1(0) = I - -1t- 1 + 1/3 = 0.6718.
It may be noted that the exact value 1(0) is 0.6574, compared with which the above
approximate solution has 3% error. Using three point Gauss quadrature yields
i(O) =0.6555, having an error of only 0.3%. Using the three point Simpson's rule gives
j(O) = 0.6451, having an error of 2%.
Consider again the Fredholm integral equation of the second kind (1.91) with A=1
and integration range [0,1]
1
I(x) + JK(X,Y)/(Y) dy = g(x), x E [0,1]. (1.111)
Ordinary Integral Equations 29
I I I I I .x
o t -} i- 1
The interval of integration is divided into four subintervals each of length h =114, as
shown in Figure 1.8. In each subinterval, the functionj(x) is approximated by a constant
value, evaluated at the centre point. Then in [0, 114], for example,
1~ 1~
JK(X,Y)f(Y) dy =1(1/8)JK(X,Y) dx
1/4 1/2
1 (x) +1(118)JK(X,Y)dY +1(3/8) lAK (X,Y)dY +
3/4 1
1(5/8) fK(x,y)dy+l(7/8) fK(x,y)dy
1/2 3/4
=g(x). (1.112)
In the above equation, there are four discrete approximate values of j(x), andf(x) also
appears as a continuous unknown function. In order to provide four equations for the four
unknowns, the equation may be evaluated at
1/4 1/2
1(1/8) +Jell8) JK(1I8,Y) dy +Je3/8) lAK(1I8,Y) dy
3~ 1
+1(5/8) fK(1I8,y) dy +Je7/8) fK(1/8,y) dy)
1/2 3/4
= g(1I8),
For x =7/S
where
1/4 1/2
Kll = jK(I/S,Y)dY , K12 = l1K(1/S,y) dy, etc.
(1.113)
1/4 1/2
K41 = jK(7/S,Y)dY , K42 = lAK(7/S,Y)dY, etc.
These are a set of four linear equations which may be written in matrix form as
or
(1 +K)i= g. (1.114)
This four subinterval example is now generalised to n subintervals. Thus the Fredholm
integral equation of the second kind (1.27), namely
b
f(x) + fK(x,Y)f(Y)dy =g(x) XE [a,b]
a
Xl X2 X3 X4 X5
I I I I
a b
as shown in Figure 1.9. In each subinterval [xr ,xr+I1 the unknown function fly) is
assumed to be constant for a given x. The constant value is taken to be that corresponding
to the central value of y in the interval, i.e. y = a + (r - l/2)h = Xr+l/2' so that the integral
becomes
Xr+l
ir JK(x,y)dy r = 1,2, ...., N
Xr
N Xr+l
i(x) + Lir JK(x,y) dy =g(x), XE [a,b]. (1.117)
r=l Xr
In the above equation, there are N discrete values of the unknown function, that is
ir, r = 1, 2, .... , N.
N
is + "'LKsrir =gs, s = 1,2, .... , N (1.119)
r=l
where
gs = g(Xs-l/2) , (1.121)
Xr+l
Ksr = jK(xS-l/2 ,y) dy. (1.122)
Xr
32 The Boundary Element Method
In matrix fonn this may be expressed as
lj+ hKj=g,
or (l+hK)j=g. (1.123)
The constant function numerical treatment is illustrated by considering the approximate
solution of the integral equation
1
f(x) + j(X + y)j(y) dy =1 (1.124)
by keeping the unknown function constant over the whole range. The subdivision points
and collocation points are shown in the Figure 1.10(a) below
)( )(
o 1
'2 o t ..1.
2
(a) (b)
Figure 1.10 Subdivision points, I, and collocation points, x,for (a) one subinterval and
(b) two subintervals.
When the unknown function is kept constant over the whole range it will be evaluated at
the midpoint y = 112 so that
1
j(x) + i(I12) J(X + y) dy = I, (1.125)
which gives
Thus
i(I/2) = 1/2.
Ordinary Integral Equations 33
Substituting back into the equation (1.126) gives
Carrying out the integrations and evaluating equation (1.129) at x = 1/4 and x =3/4 leads
to function values
which is a closer approximation to the exact solution than the one previously obtained. The
solutions to the one and two interval problems are again examples of the self-interpolating
property of integral equations.
are applied in Chapters 4 and 5. However, the boundary integral equations to which these
techniques are applied must first be formulated, and this is done in the next chapter.
Exercises
Section 1.3
1.1 By direct integration, find the ordinary integral equation which corresponds to the
ordinary differential equation and initial condition
1x =/ + 1, /(0) =3 .
Solve the differential equation by normal means (variables separable) and verify by
substitution that this is a solution of the integral equation.
1.2 Show that, iff(x) satisfies the differential equation and initial conditions
1.5 Derive the differential equation and boundary conditions at 0 and 'ff/2, equivalent to
the Fredholm integral equation
1C/2
q1(x) =8 JK(X,y)qJ(y)dY + eX, 0~x~1I:/2,
where
0~X~y~1I:/2
K(x,y) ={SinX cosy
cosx siny 0~y~x~1I:/2
Section 1.4
1.6 Solve the following integral equations defined in the range [0, 1]
1
(a) I(x) + 6J(x + y)f(y)dy = 1,
1
(b) f(x) + JXYI(Y) dy = x 2 ,
1
(c) I(x) + Jcos 1I:(x + y)f(y) dy) = 1.
1C
7t
1t
f(x) =2 JSin (x + y)f(y) dy + 1, XE [-n, n].
-1t
1t
!(x)= Jcos(xy)!(y)dy+x2 , XE [-n,n]
-1t
by replacing cos (xy) by the first two terms of its power series.
1.11 Use the iterative method of solution to obtain approximate solutions of the following
Fredholm equations
1
(a) f(x) + A.Jxy!(y) dy = 1,
1
(b) !(x) + JeX+Y!(y) dy = eX,
21t
1.12 Use the iterative method to obtain approximate solution of the Volterra equations
x
(c) !(x) +4j(x-y)f(y)dy = 1.
Ordinary Integral Equations 37
Section 1.5
1.13 Use Simpson's Ru1e to obtain a numerical solution of Love's equation
f(x) + 1t
l f 1
f(y)dy -
1 + (x _ y)2 - 1.
-1
1.14 Use the repeated Simpson Rule over two intervals to obtain a more accurate solution
to exercise 1.13.
1.15 Find the approximate solution of the equation
1
f(x) + j(XY)!f(Y)dY ) =x!,
using a two point Gaussian integration formula. Give solutions at the Gauss points
and also at the point x =!. (Solutions may be checked against the exact solution
f(x)=2x!t3.)
1
(b) f(x) + jcos 1t(x + y)f(y) dy = 1.
Compare with the exact solutions found in exercises 1.6(b) and (c).
38 The Boundary Element Method
1
f(x) +...[2 jSin1t(2x + y)f(y)dy = sin xx ,
by dividing the range of integration into two equal subintervals in which the
unknown function is assumed to be constant
Two Dimensional Potential Problems 2
2.1 Introduction
Two dimensional plane problems are those in which the regions of interest are
bounded by plane curves. Their corresponding integral equations will be termed boundary
integral equations. Although ordinary integral equations (as Chapter I showed) can be
solved analytically, boundary integral equations can only be effectively solved
numerically.
The simplest two dimensional problems to study are described in terms of a potential
and it is these which are considered here, although it is important to note that 'simple'
potential problems model a large number of physical situations of which heat conduction is
an example. Two dimensional potential problems are governed by Laplace's and
Poisson's partial differential equations and it will be demonstrated that there is an
equivalence between these partial differential equations and boundary integral equations.
Many advanced two dimensional physical problems have been formulated as boundary
integral equations, such as acoustic and elastic wave scattering problems and elastostatic
problems (bending of beams etc.). However, potential problems are the most appropriate
to consider here. Potential problems do, however, model a number of important physical
situations such as heat conduction, steady, inviscid, subsonic flows and electrostatic
problems. All these are, in fact, problems governed by Laplace's and Poisson's partial
differential equations. In Chapter I, the correspondence between ordinary integral
equations and ordinary differential equations was demonstrated, and it will be
demonstrated in this chapter that there is also a correspondence between boundary integral
equations and partial differential equations.
39
40 The Boundary Element Method
V'lu= 0, (2.1)
Heat Conduction
Fluid Flow
For a steady state, subsonic, inviscid, irrotational fluid flow, both the velocity
potential qJ and the stream function If/ satisfy Laplace's equation so that
The potentials qJ and If/ are related to the fluid velocities u, v in the x and y directions by
all' all'
u =ax' v=dy' (2.4)
Lines of constant If/ are termed streamlines and no fluid crosses them. A non-porous object
in contact with a fluid has the property that no fluid crosses its boundary and thus it can be
represented by a streamline If/= constant. Thus for the stream function, If/= constant is a
boundary condition. The corresponding boundary condition for the velocity potential
comes from the physical argument that if no fluid crosses the boundary, the normal
velocity at the boundary is zero, i.e. aqJ/an = O. Thus for fluid potential flow, purely flux
or purely potential boundary conditions arise naturally.
Figure 2.2 shows the simple boundary conditions required for an object moving
though an infinite fluid. The flow is described by streamlines.
The functions U(x) and V(x) are scalar functions of position x in the two dimensional
plane. In this text, the position vector representation of points will be adopted. The
Cartesian point (x,y) is given by the vector joining it to the origin of the coordinates. This
vector is
where i,j are unit vectors in the x and y directions as shown in Figure 2.3.
x
(x,y>
The functions U(x) and V(x) must have continuous second order partial derivatives in the
domain D and on its boundary B. The boundary B has outward normal n, so that in
equation (2.6)
au
diI=n.VU,
av
dii"= nVV, (2.8)
Two Dimensional Potential Problems 43
where
V .0 .0
="iJx+JOy' (2.9)
The direction (or orientation) of the boundary is such that the interior is on its left hand
side. A clear specification of the orientation of the boundary is equally as important as that
of the direction of the normal, since a reversal of the direction of either would produce a
change of sign. Thus, for the situation shown in Figure 2.4. where the domain is interior
to the boundary, the direction of the boundary is anti-clockwise. The Laplacian operator
appearing in equation (2.1) is given by
V2 = V V = \(i''
ax + J'..).
iJx
(i..
ax + J''')
ax
(2.10)
n B
r=x-x', (2.12)
and its modulus r is the distance between the points x and x'. The point x is taken to be
the integration point in the domain or on the boundary, and x' to be the so-called field or
observation point in the domain D, that is an interior point
It can be seen of course that at x =x', Vex) is infinite and no longer satisfies the
conditions of Green's identity. The interior point x', must thus be excluded from the
domain D by a small circle De of radius e, centred on x', whose boundary is Be with
normal pointing into De as shown in Figure 2.5.
n B
0-0 e
The right hand side domain (area) integral is zero since VlU =0 in all of D, and V2v =0
in D-D Now consider those left hand side integrals which are over Be , on which
The negative sign appears above because the direction of n is opposite to the direction of e
increasing. Thus
In Ix-x'i =lne,
Two Dimensional Potential Problems 45
21t
Ju(x)i(Inlx-x'l)dS(X) = JU(x)(-~)ed8
Be 0
21t
=JU(X)d8
which tends to -21tU(x') as e tends to 0 since U(x) may be taken out of the integration
with its constant value at x = x' and the remaining integral clearly has value 21t . Also for
the second term on the left hand side of equation (2.13)
21t
Ja~X) (In I x - x'i )dS(x) = J-Ine ed8
Be 0
21t
= elne Ja~X) d8
o
which tends to 0 as e tends to 0 because the standard limit e1n e tends to 0 as e tends to O.
Therefore equation (2.13) becomes
In obtaining equation (2.14), the effect of the singularity of In I x - x'i has been
treated only for the domain integral. When x' is placed on the boundary B, x and x' may
coincide there and special treatment must also be given to the boundary integrals. The
46 The Boundary Element Method
boundary is thus deformed by an arc of a circle Ce to ensure that x' first of all does not lie
on the deformed boundary and secondly remains an interior point, as shown in Figure
2.6.
The boundary becomes B_+Ce , where B_ is the remaining part of B not excluded by
Ce. Equation (2.14) becomes
Those parts of the above integrals which are over Ce are now considered separately.
When e is small, the boundary B may be approximated by its tangents in the
neighbourhood of x'. For a smooth curve these would be in the same direction, but for a
piecewise smooth curve, x may be at a comer, as shown in Figure 2.6. In this case the arc
of the circle extends over an exterior comer, or boundary, angle 8h. For a point on a
smooth part of the curve, 6j =1t. For points on Ce
a a
Ix-x'i =e, an= ae' dS(x) = ed8.
Two Dimensional Potential Problems 47
Thus
In Ix-x'i =Ine,
SA SA
JU(x)i-(lnlx-x'l)dS(x) = JU(X)(~)edO = JU(X)dO,
Ce 0 0
which tends to OjU(x') as e tends to 0, since U(x) may be considered as a constant which
takes the value U(x') at x =x'. Similarly
sj 8j
fa~X) (In I x - x'i )dS(x) = fa~X)Ine edO = elne J U(x) dO,
Ce 0 0
In the above equation, if the boundary is smooth at x', ~ is equal to n, and the factor
(2n - OJ) becomes n. However, if x' is at one of the points where piecewise smooth parts
of the bouIl;dary join, OJ :: n. It can be seen from Figure 2.7 that the factor (2n - OJ) then
becomes Oil, the interior boundary angle. In other words
(2.17)
48 The Boundary Element Method
8h U(x') = f
B
U(x) ~(In I x - x' I) dS(x)
For certain contours, which are termed Y - contours, the potential based integral
equation
does not have a unique solution. However a simple change of scale for the contour will
restore the uniqueness and hence Y - contours provide no practical difficulties in
calculations.
Equation (2.18) has been developed with reference to a domain D enclosed by a boundary
B, in other words for an interior problem. The opposite situation, where the domain of
interest lies outside the defined boundary, is termed an exterior problem. An example of an
interior problem would be fluid flow in a channel, while fluid flow around a cylinder
Two Dimensi01uzl Potential Problems 49
would be an exterior problem. These are illustrated in Figure 2.8. The boundary integral
formulation is particularly valuable for exterior problems, since solutions everywhere in
the exterior, including far field solutions, are obtainable from the values on the boundary.
(8) (b)
To obtain a suitable solution for exterior problems, the additional condition is required
that U(x) must tend to infinity in the same way as l/R, where R is the radius of a large
circle I. In order to apply the standard Green's second identity, it is essential to have x'
inside some boundary contour. Thus, in order to deal with x' in the exterior of B, it must
be placed inside a domain D', which is bounded by B and the large circle of radius R as
illustrated in Figure 2.9. Then, on the basis that the interior is taken on the left of a curve,
the orientations of the curves are as indicated in Figure 2.9, that is with the sense of B
reversed compared to Figure 2.4.
As the radius of the large circle .E tends to 00 it will now be shown that the integrals around
.E will tend to zero, provided U(x) - O(l/R). Thus for points x on .E
Ix-x'i -R,
a a dS(x) =RdB
an =aR'
and
In Ix-x'i =InR,
~lnlx-x'i =-IRInR =~ .
Also
1
U(x) -R'
Hence
27t
fU(x)~(Inlx-x'l)dS(x)- fi(k)Rd8=-~,
E 0
27t
f a~X) (In I x - x' I ) dS(x) - f (- ~2)RlnR dB = _ 21t:R ,
I 0
which tends to 0 as R tends to 00. Thus the integrals around .Ebecome zero and equation
(2.19) becomes
Two Dimensional Potential Problems 51
2U(x') =
B
fU(x) ~(In Ix - x' I) dS(x)
which may be used to evaluate U(x') for any x' in the exterior once the values of U(x),
and dU/dn have been found on the boundary B.
It has already been noted that the boundary B in Figure 2.9 is traversed in the opposite
direction to the boundary B in Figure 2.4 for the interior problem. If the direction in
Figure 2.9 is made the same as that in Figure 2.4, a negative sign would be introduced
into the left hand side of equation (2.20).
~In
on
Ix-x'i =~Ine=.!.
iJe e
Hence
e1
fU(x)-~(In I
Ce
x - x' I )dS(x) = fU(X)(~)ed8
0
e1
fa~X) (In I x - x' I )dS(x) = fa~~X) eln ed8
ce 0
e1
=eln e fa~X) d8
o
which tends to 0 as e tends to O.
Thus
The only differences from the interior formulation given by equation (2.18) being in the
boundary angle, the orientation of the boundary and the direction of the normal.
Further consideration will now be given to the forms of the boundary integral equation
for the different boundary conditions described below:-
54 The Boundary Element Method
(a) Potential boundary conditions are those in which the potential, U, itself is given on
all parts of the boundary. These are also called Dirichlet boundary conditions. The
unknown function is the flux, aU/an.
(b) Flux boundary conditions are those in which the derivative of the potential normal to
the boundary, aU/an, is given at all points of the boundary and correspond to
specifying the rates of flow, or flux, across the boundary, for example flow of heat
or fluid. A widely used version is, of course, the insulation boundary condition in
which there is no flow. Flux boundary conditions are also called Neumann
boundary conditions. The unknown function is the potential, U, itself.
(c) Mixed boundary conditions are those in which potential is specified on part of the
boundary and flux on the remaining part. As shown in the first application in Section
2.2, they often correspond to realistic problems. The unknown quantity is aU/an on
those parts of the boundary on which U is specified and U on those parts of the
boundary on which aU/an is specified.
au(x)
A(x)U(x) + B(x) (fi& =C(x), (2.24)
where A(x), B(x) and C(x) are given functions. The Robin condition is not dealt with in
this text.
For a heat conduction problem these correspond to the specification of the temperature
everywhere on the boundary and the calculation of the resulting flux of heat across the
boundary as illustrated in Figure 2.11.
For an interior problem, which is concerned with heat flowing in material which is
inside the boundary, equation (2.18) would be rewritten as
Two Dimensional Potential Problems 55
Ja~) (In I x - x'I) dS(x) =-8hU(x') + fU(x) ~(ln Ix - x'I) dS(x), x' e B,(2.25)
B B
in which the right hand side contains only known quantities and the left hand side the
unknown quantity aU/an, which must be solved for. Equation (2.25) may be written as
where
~(X') =-8hU(x') +
B
J in (In I
U(x) x - x'I) dS(x) . (2.27)
Once aU(x)/an has been found, equation (2.14) may be used to evaluate U(x) in the
interior. Similar equations to (2.26) and (2.27) apply to exterior problems when 8h would
be replaced by 8j. Equation (2.20) would be used to fmd U(x,) in the exterior.
For this Neumann problem, the roles of the boundary conditions are reversed. Thus
the normal derivative au/an is given on the boundary and U is to be found. For a heat
conduction problem all the heat fluxes might be specified as in Figure 2.12 and the
corresponding surface temperatures would be calculated.
In this case the same boundary integral equation (2.18) would be rewritten in a different
way as
56 The Boundary Element Method
9~U(x') + f
B
U(x) ;" (In Ix - x' I ) dS(x) =g(x') , (2.28)
is known, and the left hand side contains the unknown U(x), x'. E B. Once again similar
equations to (2.28) and (2.29) apply to exterior problems with 9h
replaced by 9~ and the
solution in the interior or exterior would be found from equations (2.14) or (2.20).
Many realistic problems do not fall into either of the previous cases but are examples
of mixed boundary value problems. The flow of heat through an insulated duct driven by a
temperature difference as illustrated in Figure 2.13 is one example.
The two boundaries on which temperature is specified may be combined for theoretical
purposes into a single part, Blo of a general boundary illustrated in Figure 2.14. Similarly
the two parts of the boundary on which heat flux is specified may be combined into a
single part, B2, of the general boundary. Considering an interior problem defmed over the
boundary B =B} + B2, equation (2.18) may be rewritten as
Two Dimensional Potential Problems 57
Table 2.1 Given and unknown quantities on parts of the boundary B =Bl + B2.
Bl B2
given U(x)
A fIrst rearrangement of the terms of equation (2.30) is made in which known quantities
are placed on the right hand side and unknown quantities on the left hand side. This results
in
58 The Boundary Element Method
= f t" (In I
U(x) x - x'i ) dS(x) - fiJ~X) (In I x - x' I) dS(x). (2.31)
Bl Bl
However the rearrangement is not complete, since the free term containing U(x') is known
on Bland unknown on B2. It must thus appear on different sides of the equation when x'
is on these different parts of the boundary. Thus for x' E Blo the fully rearranged equation
is
Formulation of two dimensional problems by boundary integral equations has the great
advantage of reducing the problem dimension, so that two dimensional problems become
single dimensional. Numerical solutions which illustrate the value of this reduction are
given in later chapters. Also illustrated has been the significant benefit in the treatment of
exterior problems.
In the next chapter all the key elements of integration, formulation and reduction in
dimension are brought together in the essential structure of the Boundary Element Method.
Two Dimensional Potential Problems 59
Exercises
2.3 Show that the derivative kernel dIn r/dn, where r = Ix - x' I , equals
1
a) Tn Vr and also
b)
nr
7-2'
where differentiation is with respect to the point x. Hence conclude that the
derivative kernel is zero when x and x' are on a straight boundary segment.
2.4 For the mixed boundary condition interior heat flow problem illustrated in the figure
below, write the integral equation defined on AD and BC and that defined on AB
and CD with unknowns on the left hand side and knowns on the right hand side in
both cases.
A o
B c
Formulae:
d
dn == n V,
Boundary Element Method 3
3.1 Introduction
The Boundary Element Method presented in this chapter brings together the work on
ordinary integral equations and their extension to boundary integral equations - set out in
Chapters 1 and 2 - to produce a complete. but brief. exposition of the method in its
simplest form.
The numerical procedure involved is general in that it can provide solutions for all
arbitrarily shaped boundaries. The ftrst treatment presented in this chapter is one in which
the boundary is divided into elements. each of which is approximated by a straight line.
Within each element the unknown function is taken to be constant. By the end of chapter
the general numerical method - on which all other subsequent chapters are based - has
been used to reduce a two dimensional problem (plane heat conduction) to a single
dimension. In doing so it will have become clear that a range of problems and applications
can be treated numerically in a straightforward and efficient way.
3 .2 Numerical Foundation
61
62 The Boundary Element Method
(a) (b)
Figure 3.1 Boundary elements for an interior problem: (a) boundary divided into
elements; and (b) elements represented by straight lines.
Since the representation of the boundary is crucial to the method a separate treatment of
this is given here. A single parametrisation of the boundary B will not always be possible
or even desirable. Much depends on how it is assumed that B is defmed. A few examples
are shown in Figure 3.2. A procedure which can be used in all these examples is to define
(a)
c > (b)
I ~
\.
~ \.
(e) (d)
Figure 32 Examples of the definition of object boundaries: (a) ellipse, defined by a single
parameter; (b) object defined in terms of combination of simple curves ; (c) aerofoil,
defined from a drawing; and (d) arbitrary object, defined by a set of points.
Boundary Element Method 63
in example (a) could be calculated from the single parametrization of the ellipse,
in example (b) could be calculated from the geometry of various parts of the boundary,
in example (c) could be taken from measurements on the engineering drawing and
in example (d) would simply be taken as the given points or nodes.
Thus in all cases the boundary would be defined as in example (d) and information
would be needed about the shape of the boundary between the nodes. This process may be
described as approximation or representation of the boundary. In example (d) the
representation would give information which was not previously known about the
boundary. In the other examples it would create a boundary which was not the same as the
one specified, but in any reasonable scheme the boundary would be close to the original.
The simplest representation of the boundary is the linear one which joins the nodes by
straight lines as in Figure 3.1(b). Points are represented by position vectors. Thus for
example the point (2,3) is given by x = 2i + 3j, where i andj are unit vectors in the x and
y directions as shown in Figure 2.3. The position vector is thus the vector which joins the
origin to the point and is generally given as in equation (2.7) by x = xi + yj. As can be
seen from Figure 3.3 the vector joining points Xl and X2 is X2 - Xl leading to the
Thus when t = 0, x(t) =Xl and when t = 1, x(t) = X2. The range of values of t which give
the line from Xl to X2 is thus [0,1]. Other parameter ranges are easy to construct simply by
making a change of variable and it will be seen later that the range [-1,1] is the most
useful. This range is obtained by changing t to (t+ 1)/2 so that
t+1
x(t) = Xl + -2-(X2 - Xl) (3.2)
64 The Boundary Element Method
and now, when t=-1, x(t) = Xl and when t = 1, x(t) = X2, so that the parameter range is
[-1,1]. Representation (3.2) may also be written as
I-t l+t
x(t) =-2-Xl + -2-X2
2
= Ml(t)Xl + M2(t)X2 = LMa(t)xa . (3.3)
a=1
I-t 1+t
Ml(t) =-2-' M2(t) =-2-' (3.4)
The function M 1(t) thus has the property of being unity at the point whose position vector
it multiplies (node 1) and zero at the other node. The function M2(t) also has the property
of being unity at the point whose position vector it multiplies (node 2) and zero at the other
node. Functions with this property are widely used in the Finite Element Method as well
as in the Boundary Element Method and are called shape functions.
X = x(t).
Then for integration of a general integrand F(x, x') over one of the elements Bj,
Boundary Element Method 65
t2
. IF(x, x') dS(x) = IF(x(t), x') dSJX) dt ,
Bj tl
where tl, t2. are the values of the parameter t corresponding to the ends of the element Bj.
Also
where J(t) is a Jacobian associated with the change of variable from x to t. Considering the
elemental triangle in Figure 3.4, it can be seen that
dx
x(t) + dtdt
x(~ dx
Thus
(3.6)
where
.dx .~
x = dt ' y= dt . (3.7)
The result (3.6) and a more useful vector equivalent can also be found using position
vectors. This is the preferred method of representing geometry in modern computer
graphics texts and it is advantageous to use it here also. Again consider Figure 3.4 in
66 The Boundary Element Method
which x(t) and x(t+dt) are neighbouring points P and Q on Bj. From the triangle of
vectors OPQ, the vector from P to Q is
PQ = x{t + dt) - x(t) .
Expanding x{t+dt) as a Taylor series and retaining the fITst two tenus gives
(3.8)
dSJX) = Ii I. (3.10)
The Jacobian is also given by equation (3.5) which may be combined with the above
result to give
J(t) = Ii I . (3.11)
=(x2 + Y2)i.
This method of parametric integration based on position vectors can be used to find the
circumference of a circle, C. The parametric equation of the circle is
and
2n: 2n:
Now
dx( 8) . ll' II
~=-asmuz + acosu}, (3.14)
so that
=a. (3.15)
Thus
2n: 2n:
S = Jad8 = aJd8
D12n:
= a[vJ 0
=21ta. (3.16)
1= jlxI2dS(X), (3.17)
First obtain the vector equation of the line between Xl and X2. This may be written in
terms of the shape functions from equations (3.3) and (3.4). That is
68 The Boundary Element Method
I-t l+t
x(t) = -2-Xl +-2-X2,
from which
and
li(t) I =! IX2- x Ii
=!d, (3.19)
Also
= I(l + 2t)i + (1 + to I2
=(2 + 6t + 5t2) (3.21)
= iOJ(2 +
. .J 1
6t + 5t2 )dt
c
= -...J20[ 2t + 3 t 2 + 5- t3] 1
2 3 -1
(3.22)
Boundary Element Method 69
3.5 Constant Function Solution for Exterior Heat Conduction
Heat flow from a deeply buried pipe
A version of the Boundary Element Method using constant function approximation and
linear boundary representation is now given. To emphasise its value for exterior problems,
the application is to the flow of heat from a deeply buried pipe containing hot fluid. Since
the appropriate boundary condition is for the temperature of the surface of the pipe to be
maintained at a fixed level, this is a Dirichlet problem with potential boundary conditions
(temperature given) which may be modelled as in Figure 3.5.
7{x'
unknown
aT
an unknown
B
The temperature at the surface, T(x), is known and is determined by the interior fluid. The
transfer of heat to the surroundings, which is proportional to OF/an, is unknown, as is the
temperature, T(x'), at a point in the outside medium.
For this Dirichlet problem it is appropriate to write the boundary integral equation
(2.25) as
where U(x) has been replaced by T(x) and 8b by 1t for a smooth boundary. The unknown
quantity ilr(x)/an is on the left hand side and the right hand side contains only known
quantities such as the given temperature T(x') on B and the kernel 0(10 Ix - x' I)/dn. Once
ilr(x)/dn has been found on B, the integral evaluation formula (2.20) may be used to
evaluate T(x'), since in equation (2.20) both T(x) and ilr(x)/an are now known on B.
70 The Boundary Element Method
The formula (2.20) looks very similar to equation (3.23), only differing by having the
factor 2x in place of x and in its use as an evaluation formula rather than as an equation.
To simplify equation (3.23) and to introduce some generality which may be used
elsewhere, the standard notation for a kernel, K(x, x'), is restored and the known right
hand side is denoted by h(x') as was done in equation (2.26). Thus equation (3.23) may
be written as
in which
and
In order to provide a numerical solution for equation (3.24), a discretisation is carried out
by dividing the boundary B into N elements Bj, j =1,2, ... N as shown in Figure 3.6.
Thus equation (3.24) becomes
N
~ JK(X, x') c1T:) dS(x) = h(x') , x' e B . (3.26)
]=1 Bj
Boundary Element Method 71
Figure 3.6 Division of the boundary into elements for an exterior problem.
x =Xj(t) (3.27)
J
N 1
l: K(Xj(t) , x') iff<::,(t~{t) dt =h(x') , x' E B. (3.28)
J=l -1
(3.29)
(3.30)
72 The Boundary Element Method
N I
L Tj fK(Xj(t) , x')Jj{t) dt =h(x,) , x' E B. (3.31)
pI -1
Collocation
A set of equations for the N unknown values Ij, j = 1,2, ... N can be obtained by the
method of collocation, that is, by evaluating equation (3.31) at
These are, of course, the same nodal values at which the constant value of the unknown
function is taken, as shown in Figure 3.7. Thus the following N equations are obtained:
N 1
LTj fK(Xj(t),x')Jit)dt=h(Xi(O, i=I,2, ... N, (3.32)
pI -f
Boundary Element Method 73
where
1
Kij = JK(Xj(t),Xi(OIj{t)dt. (3.34)
-1
(3.35)
where K is an (NxN) matrix with general element Kij, Tn is an (Nx 1) column vector of
unknowns with general element 1j and h is an (N xl) column vector of known quantities
with general element hi. The set of N equations (3.36) may formally be solved for Tn as
(3.37)
although more efficient methods of solution which do not involve explicit evaluation of
matrix inverse K-I should actually be used, as in standard computer packages. Before a
solution can be obtained, however, the coefficients Kij and the right hand side terms hi
must be evaluated.
In evaluating Kij the Jacobian lit) which appears in expression (3.34) may be found
using equation (3.11) and the element representation (3.29) as follows
74 The Boundary Element Method
= I-!xj + !Xj+ll
= ! IXj+l - Xj I .
Hence
(3.38)
where dj is the Euclidean distance between the ends of the element and thus lj(t) is a
constant in the case of the linear representation.
It is now neccessary to return to the actual logarithmic fonn of the kernel. Thus
(a) When the collocation point is in the element over which integration is taking place,
that is when i =j, xj{t) and Xj(O) will be at the same point when t= 0 and
A singular integrand results and the element is called the singular element.
(b) When the collocation point is in another element, that is when i ' j, Xj(t) and Xi(O)
will never coincide and the logarithmic tenn will never be singular.
Case (a) (i = j) would be expected to give integrations which are difficult to carry out
accurately. However, for the linear representation of the boundary, fortunately they may
be evaluated in closed fonn as shown below. Consider first the difference of the position
vectors of the integration point and the collocation point
Boundary Element Method 75
(a)
(b)
Thus
=!Itldj. (3.39)
76 The Boundary Element Method
1
= !dj f{In I t I + In (!dj)} dt.
-1
The singularity of the logarithm at t= 0 must be excluded by an interval [-e, e], where e is
a small positive quantity which will be allowed to tend to zero so that a principal value
integration can be carried out. Thus, since It I = -t if t < 0
(3.40)
where L joins Xl and X2 and Xl = (-1, 2), X2 = (2,3). The integrand is thus singular at
the end Xl of the line, which is shown in Figure 3.9.
Boundary Element Method 77
and
Now
x(t) - Xl = M I (t)XI -Xl + M2(t)X2
= C
'2 - '2t - 1) Xl +~X2
l+t
1+t
=-2-(X2- Xl). (3.43)
Thus
11
+ tl IX2-xII
Ix(t)-xtl = -2-
= 11 ; t 1-J1O. (3.44)
78 The Boundary Element Method
Also
../10 _I_I
= 2 (21n 2 - 2) + " 10 (In" 10 - In 2)
*
Case (b) (i j) involves integrands which cannot be integrated exactly but are well
behaved and can thus be dealt with using standard numerical integration. The simplest
numerical integration rules involve the evaluation of the integrand at equal intervals. For
example, Simpson's rule integration of a functionJ(x) over the interval [-1,1] is
1
Jr(t) dt '" Uf(-I) + 41(0) + J(I)] . (3.47)
-1
Boundary Element Method 79
For this approximate integration rule the evaluation of the logarithmic integral coefficients
is
1
Kjj =!dj fIn I(Xj(t}-Xj(O) I dt
-1
=!dj
-1
fIn IC 2" t)Xj + C; t)Xj+l - Xj(O)1 dt
(3.48)
Formula such as Simpson's rule were developed for situations when the integrand is
tabulated only at the equal interval points. When it is possible to evaluate the integrand at
any point t, as is the case here, Gaussian integration is preferred. The two point Gaussian
formula is
(3.49)
80 The Boundary Element Method
1 4
fit t) dt ... LWiitti) ' (3.50)
-1 i=1
WI = 0.3478549 tl = -0.8611363
W2 =0.6521452 t 2 =-0.3399810
Generally
1 P
ritt) dt ... LOJpittp) , (3.52)
-1' p=1
where the weights and abscissae may be found in many books on numerical analysis.
Applying equation (3.52) directly to the cofficients (3.34) gives
p
Kij '" ~wpK(Xj(tp),Xi(O))Ji<tp), ij. (3.53)
p=1
This formula applies to any kernel integration which is non-singular. The use of Gaussian
integration over its standard range [-1, 1] is the reason for introducing a parametrisation
with this range in the representation (3.3).
3 .7 Concluding Remarks
It will be appreciated - even from an exposition of the simple numerical procedures for
plane heat conduction - that the Boundary Element Method is a truly general numerical
technique.
The value of the Boundary Element Method is in its capacity to deal with all arbitrarily
shaped boundaries and a wide variety of problems in mathematical physics and
engineering. Further, it provides a unified treatment of different types of boundary
conditions and a simple numerical technique which is direct, compact, efficient, accurate
and programmable.
Boundary Element Method 81
In all applications of the Boundary Element Method a key problem arises, which is that
the boundary integral equations arising form the formulation of physical problems
invariably contain singular kernels. In the problem of plane heat conduction, discussed in
this chapter, the simple formulation adopted however allows the kernel to be integrated
exactly.
In presenting this version of the Boundary Element Method the overriding aim has
been to produce a clear basic understanding. The resulting rather simple procedure can
easily be improved to one which is appropriate to a working, practical calculation. In
subsequent chapters the levels of approximation are improved and applications in three-
dimensions and elastostatics are dealt with.
Exercises
The integrations in these exercises should be carried out as far as possible in terms of
vectors.
Section 3.4
3.1 Find by integration the length of the straight line between points (-1,-2) and
(1,-1).
from u=-1 to u= 1.
82 The Boundary Element Method
1
3.4 Evaluate the following curvilinear integrals on the curves, C, shown in the sketches
(1,2)
(b)
,." C (arc of circle)
45
(2.0) x
3.5 Show that the exact integral over the singular element for the kernel
K(x,x,) = In Ix - x'i
for x' placed at the end of the element is d(1n d-l), where d is the Euclidean length
of the singular element
3.6 When x' is placed at the centre of a linear geometric element representation, find the
exact integral of the following kernels K(x, x')
f dS(x)
Ix - x'i
,
where L is the line from (-1,2) to (1,6) and x' = (1, 6). Compare the results of this
unsound integration process with the exact value obtained in exercise 3.5.
in which qJ(x') is known and K(x, x') =In Ix - x' I models an interior potential
problem. Describe a constant function linear geometry Boundary Element Method
scheme to find a(x), in which collocation occurs at nodes placed at the ends of the
elements.
Linear Isoparametric Solution 4
4.1 Introduction
A further stage in the development of the Boundary Element Method is now considered in
which the approximation of the boundary remains by straight lines (as in Chapter 3), but
the approximation of the unknown function is improved. In Chapter 3 the unknown
function was taken as being constant in each of the straight line boundary elements. Here it
is represented itself by a straight line. Since the approximation of both the boundary and
the unknown function have the same linear form in terms of the parameter of variation
along the line, the formulation is called isoparametric.
Problems of singular and non-singular evaluation arise again in this chapter and a
valuable method of avoiding these for some singular integrals is given. This is often
referred to as 'row-sum elimination'. Also, a new feature of the method is introduced, that
of assembly, in which the coefficients of the solution matrix are put together (assembled)
from contributions from neighbouring elements. In order to illustrate the process of
assembly, a fluid flow application is given which has a different type of boundary
condition where the function derivative is the given quantity.
In the previous chapter a plane heat conduction problem was used to illustrate
boundary conditions in which the function itself was given on the boundary. Here a
further problem is treated which involves mixed boundary conditions. Thus function
values are given on part of the boundary and derivative values on the remaining part.
These are natural boundary conditions for heat conduction problems in that they
correspond to a body with partly insulated sides driven by a temperature difference. The
Boundary Element Method requires no modification in dealing with such problems.
The Boundary Element Method was introduced in Section 3.5 in its simplest form in
which the unknown function was assumed to be constant in each element, with the
boundary represented by linear segments. In this section, a natural extension is made by
assuming that the unknown function is also approximated linearly over each element.
85
86 The Boundary Element Method
Thus, since both parametric representations are now of the same order, the formulation is
called isoparametric.
The same exterior Dirichlet problem as in Section 3.5 will be considered, that is, heat
conduction from a deeply buried pipe containing hot fluid. For this problem, T(x') is
specified on the boundary and the unknown function on the boundary is dTlan. The
temperature anywhere in the exterior, T(x'), will be found by evaluating the exterior
equivalent of equation (2.25) with U(x') replaced by T(x') and oil replaced by OJ. The
unknown function, now represented linearly in terms of unknown nodal values at the ends
of an element, is given in a local numbering system associated with a given element, as
shown in Figure 4.1(a), by
dT( ) 2
~ = M 1(t)'l'f+M2(t)~ =
un
L,Ma<t)~,
OF!
(4.1)
where
(4.2)
which is of exactly the same form as the linear approximation to the element geometry,
equation (3.3). In this section a same global numbering system is used as that in Section
3.5, as indicated in Figure 4.1(b)
The linear function representation (4.1) is now substituted into the boundary integral
equation (3.13) considered in Section 3.5. This governs the flow of heat exterior to the
body with boundary B and is
where
K(x,x') =In Ix-x'i ,
which has the heat flux, orliJn, on the boundary as its solution. Rewriting equation (2.20)
from Chapter 2 in terms of T(x) gives
Linear /soparametric Solution 87
x,
(a)
8,
(b)
Figure 4.1 Boundary elements for the isoparametric linear formulation of an exterior
problem: (a) single linear element with local nwnbering of nodes .. and (b) complete
boundary with global numbering of nodes.
88 The Boundary Element Method
which enables the temperature to be evaluated at any exterior point, x', of the body.
N 1
= L J K(xit), x') aT~A(t lit) dt
j=1 -1
N 1 2
= ~ JK(Xit),X')[ LMa(t)~ ]lj(t)dt
]=1 -1 a=1
N 2 1
=L L ~ JK(Xj{t),x')Ma(t)Jj{t)dt
j=1 a=1 -1
N 2 1
=L L ~1dj JK(X/t),X')Ma(t)dt. (4.5)
j=1 a=1 -1
The above expression for the integral may be written out in full, using global
numbering, as
1 1
T~1dl JK 1M 1 dt +~1dl JK 1M 2 dt
-1 -1
1 1
+13!d3 JK1M1dt+11!d3 J K 3M 2 dt
-1 -1
+ ..... .
1 1
where
Kj=K(Xj(t),X'), j =1,2, ... N. (4.7)
1 1
1 1
+ ......
1 1
where L{l..r) is suitably defined from above and is given a notation involving L to indicate
that it comes from the logarithmic kernel. Thus the boundary integral equation (4.3)
becomes
N
})"'pLp(x') =h(x') . (4.9)
~1
This may be solved by collocation, that is by evaluation at the points at which the
unknown function already appears, so that x' x r' = r=
1,2, ... N, and
(4.10)
where
f
1
Compared with the constant function formulation of Section 3.5, an additional term M rJ..t)
has appeared, through which the variation of the unknown function is approximated.
where B has been discretised to the triangular boundary shown in Figure 4.2.
Take the elements Bj as the sides 12, 23, 31 which are represented by
Using the constant Jacobian result (3.38) and substituting into the above expressions gives
+1 d3 f K (X3(t),x')[ M 1(t)r;'+M2(t)I1]dt
-1
92 The Boundary Element Method
1 1
=~dlr;' fKIMldt+!dl~ f K IM 2 dt
-1 -1
1 1
+~d2~ fK2Mldt+~d2T3 f K 2M 2 dt
-1 -1
1 1
+!d313 fK3M1dt+!d3r;' f K 3M 2 dt
-1 -1
1 1
1 1
+~(!d2 fK2Mldt+!dl f K IM 2 dt )
-1 -1
1 1
(4.17)
where
1 1
with similar definitions for ~(x') and L3(X'). It can be seen that the terms are assembled
before any consideration is given to the value of x', which can thus take any collocation
value.
Linear /soparametric Solution 93
4.4 Singular and Nonsingular Elements
(a)
(b)
Figure 4.3 Nodal positions leading to singular and non-singular integrands: (a) singular
case; and (b) non-singular case.
94 The Boundary Element Method
As in Section 3.6, the non-singular case can be dealt with by using Gaussian
integration as in equation (3.53). The singular case for the linear boundary representation
can be dealt with using exact integration as follows. For a kernel of the form
and the evaluation of, for example, the integral II containing M 1(t) is
1
II = f K (Xl(t),Xl)Ml(t)dt
-1
= fK(Xl(t),Xl)C 2 t)dt
-1
from expression (4.13) with xyplaced on local node 1 of the element. It is helpful fIrst to
evaluate
so that
=[21- 2t - 1] Xl
[1+- t] X2
+ -2
1 + t) (X2- Xl).
=(-2- (4.20)
Thus
= JIn(11 ;
-1
tl dl ) C2: t)dt
1
=2 J(lndl +lnu)(1-u)du.
o
Since In u is singular at u =0, the region [0, e] is excluded so that a principal value
integration can be carried out as follows:
=2 [!In dl -1 + 1J
= lndl -!. (4.22)
Similarly
h = JK(Xl(t),Xl)M2 dt
-1
lim
=2e-+0 {[U22Indl + u22Inu - 2Jl}
1'4 u e
(4.23)
The second of the two integrals treated above does not in fact have a singular integrand
since M2(t) tends to zero as t tends to -1. This cancels the singularity of the logarithm so
that the combined integrand tends to zero as t tends to -1 as shown in Figure 4.4. It is still
not a particularly regular function since it has a downwards pointing vertical tangent at
t =-1 and quickly turns upwards from this position. Figure 4.4 also shows the behaviour
of the integrand of the first integral.
For the singular point at the other end, X2, of the element, the integrals are
1 1
In this section the evaluation of the right hand side (4.4) is considered for the frrst
time. The function tM Ix - x'vanappears and thus must be dealt with, although since it is
on the right hand side it does not have the nature of a kernel. The practical way of dealing
with this function is now given. First it should be rewritten as follows:
=n.(i!xInr+ j ~Inr)
n (. iT iT) (4.24)
=-':' 'iJx+Jdj'
in which
and
-x-- -
x'
(4.26)
r
Similarly
iT y-y'
dj = - r - ' (4.27)
Thus
nr
=7 (4.28)
where
(4.30)
and nx , ny are the x and y components of the unit normal to the swface.
With the above evaluation of dIn rldn, h(xr) in equation (4.10) becomes
e
h(xr) = -(JBT(xr) + f nor
T(x) f.'ldS(x) ,
B
where
r=x-xr,
or
(4.31)
The function T(x) which appears in the right hand side integral is given by the
Dirichlet boundary condition and may be specified in a number of different ways as was
discussed in Section 3.3 for the boundary. However the most convenient and consistent
way is to suppose that it is specified only at the nodal points x r. Its behaviour between the
nodes may then be approximated by linear shape functions, so that
2
T(x) = LMa(t)Ta. (4.32)
a=1
Thus, with the boundary B divided into the N elements Bj and T(xit approximated in
each element by equation (4.32) the expression for hr becomes
hr =-(J~Tr + ~
N
l=lBj
f(2
LMa(t)Ta
a=1
)G-:j dS(x)
N
=-(JhTr + LTpD'rlJ' (4.33)
{J=1
Unear /soparametric Solution 99
which again contains an assembly process to arrive at the last line. The integrals which
make up D1fJ are of the form
J0-:}Ma<t)JP)dt (4.34)
-1
and are given a notation involving D to indicate that they come from the derivative kernel.
As indicated in Figure 4.3 the value of r will be zero for the singular case (b) and the
integrand in (4.34) will then be singular. It is thus seen that the evaluation of the right
hand side terms involves singular integrands of the derivative type. No further progress
can be made in their evaluation until the complete treatment of the derivative singularity is
covered in Section 4.7.
For the Neumann problems which are treated in the next section (Section 4.6) the
derivative kernel appears on the left hand side of the integral equation and thus has the
nature of a kernel in that it multiplies an unknown function. The unified treatment for
mixed boundary value problems, given in Section 4.8, will deal at the same time with the
derivative kernel and the logarithmic kernel.
The linear isoparametric Boundary Element Method is now applied to the flow of an
infinite ideal fluid about an isolated body as shown in Figure 2.5 and also in Figure 4.5
below. This illustrates again the value of the method for exterior problems.
An ideal fluid is one in which effects of compressibility and viscosity have been
neglected. The removal of compressibility restricts applications to subsonic flow. The
effects of viscosity can be taken into account by combining the ideal fluid with a boundary
layer giving a wide range of applicability. Two altemative formulations of ideal fluid flows
in terms of Laplace's equation are possible, written either in terms of stream function, ljI,
or velocity potential, qJ. The latter is used here and gives a Neumann problem, since the
appropriate boundary condition states that the normal derivative of the velocity potential is
zero on the body. This corresponds to there being no flow into or out of the body as
shown in Figure 4.5. The direction of the fluid velocity is perpendicular to the lines of
equal potential shown, since v = VqJ.
The arrangement of the boundary integral equation given by the exterior problem
version of equation (2.28) is appropriate here with the unknown quantity being qJ, the
velocity potential, so that
where
=0
because of the boundary condition iiqidn=O. The kemel K'(x, x') in equation (4.35) is of
course different from the kemel K(x, x') for the Dirichlet problem treated in Sections 3.5
and 3.6. The unknown qJ(x) appearing on the left hand side is again represented linearly as
was done in equation (4.32) for temperature, together with a linear representation of the
geometry from equation (3.3). Thus equation (4.35) may be discretised in a similar way as
for the Dirichlet problem to give (including assembly)
N
OBqJ(X) - LqJpDp(x') =O. (4.38)
~1
Linear Isoparametric Solution 101
A set of N linear equations for If'y may be obtained from equation (4.38) using collocation
= r=
by evaluating equation (4.38) at the nodal points, that is by putting x' x y' 1,2 .... N,
to give
N
9~lf'y - Llf'pDifj =0, r= 1,2, ... , N (4.39)
/J=1
where
DrfJ = DP(Xy) (4.40)
The set of homogeneous equations (4.39) does not have a unique solution since any
solution may be multiplied by an arbitrary constant and remain a solution. This difficulty
may be overcome, for example by fixing the reference level of the potential at one point,
say cf1t = tPref, removing an equation from the set and solving the remaining N-1 equations
for the remaining N-l unknowns.
The coefficients Difj. which appear on the left hand side in the Neumann problem are the
same as those which are calculated for the right hand side of the Dirichlet problem in
equation (4.33). The integrals involved in Difj may also be written as
f ~:
1
where Ok is the exterior boundary angle, n is the outward normal to the boundary and
K '( x,x ') nr
=~,
r = x-x'. (4.44)
The boundary B is discretised into four linear elements between the points xI. X2, X3, X4
given by (4,0), (0,-3), (-4,0), (0,3) taken clockwise to produce an exterior problem as
shown in Figure 4.6.
Assembled coefficients in the collocation equation coming from node 3 for a linear
isoparametric boundary element formulation of the above boundary integral equation will
be found and two point Gauss quadrature used to calculate the numerical value of the
assembled coefficient of the unknown at Xl.
The four elements are denoted by Bl,B2,B3,B4 as shown in Figure 4.6 and are given
by
The unknown function qJ(x) is also given by a linear approximation for the
isoparametric formulation. That is
(4.46)
The Jacobian of the transformation x/t) was shown in equation (3.38) to be dj/2, where dj
is the length of the element. Thus the left hand side of the boundary integral equation
containing the unknown quantities is
Linear /soparametric Solution 103
(0,3) x4
0'
- JK'(X2(t),X')(MlfP2+M21P3)J2dt
-1
- J K'(X3(t),x')(MIIP3 + M21P3)J2 dt
-1
The equations for the unknowns (})1> (})2, lp3, (})4 are obtained by evaluating the above
equation at the node points x' = Xl, x2, X3, X4. Noting that
at X3, the left hand side of the equation for node x' =X3 may be written as
(4.49)
Linear /soparametric Solution 105
The assembled coefficient of the unknown at Xl is the coefficient of qJl, so that the
required coefficient is D3l. This will be written as D3l =!dllt + !dJ'4. Consider two point
Gauss evaluation of the integrals, so that the first of them is given by
1 1
r = Xl (t) - X3 .
The outward normal is constant over element Bl, as can be seen from Figure 4.6, and is
given by
nl =-sin 9i + cos 9j
= -3i15 + 4j/5
= -O.6i + 0.8j.
From Figure 4.6 it can also be seen that each of the elements has length 5 (from the ~7 4, 5
triangles) so that it = dtf2 = 5/2. The vector r from X3 to the integration point t = -If\13 on
element Bl is given by
r = Xl (-U..J3) - X3
_ 4.I (1-1/..J3)
- 2 3(1 + 21/..J3) + 4I
-!1
Thus on B 1 the integral II is obtained by using the above results and by evaluating the dot
product nr to give
On the element B4
n4 =-sin Oi - cos OJ
=-O.6i - 0.8j
and
/4 = dJ2 = 5/2 .
Also on element B4 the integration point t = -1I..J3 gives
r =x4(-1/..J3) - X3
= X4 ( 1 + 21/..J3) + Xl (1 - 21"'3) - X3
_ 3 (1 + 21I..J3) +z
-'.] 4(1 - 21I..J3) +z
4-
r =x4(1/..J3) - X3
_ 3- (1 - 21I..J3) +z
-'.] 4-(1 +21/3) +z
4-
= 7.1547 i + 0.6340j
This example has avoided the evaluation of any integrand for which r is zero and hence
singular. In any event for the derivative kernel, direct integration (as carried out in Section
4.4) will not be attempted since there is a very convenient method of avoiding such
integration. This is described below.
A valuable result is established in this section in which the singular version of integral
(4.42) does not need to be evaluated directly for the Neumann problem derivative kernel,
but can be eliminated. This is particularly useful because the strength of the singularity of
the derivative kernel is greater than that of the logarithmic kernel. The elimination process
can be used for any level of approximation and is not limited to the linear approximations
being considered in this chapter.
= 1, CJq>(x) = 0
qKx)
an ' (4.52)
which is a solution of the interior problem version of equation (4.35). Thus from equation
(4.37), g(x') = O. Hence the interior form of equation (4.39), which is the discretised
form of equation (4.35), becomes
(4.53)
which expresses the fact that the interior boundary angle is the sum of the coefficients
along a row, p, of the matrix {Dyp}. The singularity which occurs in the evaluation of D rt
may be found by isolating that coefficient in equation (4.53) as follows
N
8~ =D rt + LDrP
~b
so that
. N
Drr= 2x - 81 - LDyp. (4.54)
~b
108 The Boundary Element Method
Also, from equation (2.17) isolating the term with coefficient D rr in the discretised
equation (4.39) gives
into which may be substituted the expression for Drrfrom equation (4.54) with the
subscript f3 changed to 1( so that
N N
6! qJr- L qJfJDIfJ - cpy[21t - 6J - LD{'ICJ =0
~b ~~
or
(4.55)
which is an equation for the unknown nodal values qJfJin terms of D coefficients. For lU).
interior problem this method of singularity evaluation also leads to the boundary angle lts
being eliminated. It has been shown that the removal of the boundary angle can be an
important feature in obtaining accurate Boundary Element Method solutions.
It has been seen that mixed boundary value problems in heat conduction model
practical situations in which temperature is specified on one part of the boundary and flux
specified on another, particularly in the case of insulated boundaries for which the flux is
zero. Returning to interior problems an example is shown in Figure 4.7 in which heat
flows through a largely insulated body, driven by the difference in temperature between Ta
and Tb.
In the boundary element formulation of such mixed problems, both T and (Jr/iJn will
be represented in terms of nodal values without identifying in the frrst instance which of
the two is specified or is unknown. As has been seen, the solution of Dirichlet or
Neumann problems use the same boundary integral equation with a rearrangement of its
terms to place the appropriate unknown quantities on the left hand side and known
quantities on the right hand side. Also, if known values are specified at nodes and
unknown quantities are required at nodes, they may both be represented by linear shape
functions. These features allow a straightforward unified treatment of mixed boundary
value problems. If T(x) is given on a part of boundary, Bt. and (Jr(x)/iJn is given on the
remainder of the boundary, B2 , then ilI'(x)/dn is the unknown on BI and T(x) the
Linear /soparometric Solution 109
unknown onB2 as given by equations (2.31) and (2.32). These boundary conditions were
illustrated in Figure 2.14 for the variable U(x).
The boundary B is divided into linear elements Bj in each of which the following
representations hold
2
x(t) = LMaCt)xa ,
a=1
2
T(x) = "'MaCt)Ta.
a=1
N 2 1
6~T(x') =~",Ta f~(ln Ix/t)-x'I)Ma(t)Jj(t)dt
r-1a=1 -1
(4.56)
where Dp(x') and Lp(x') have been previously defined through equations (4.38) and
(4.8). Among the 2N quantities Tp and Tp for f3 = 1,2,.N there will be only N
unknowns, which will consist of a mixture of T p and Tp values. Thus N equations are
required which are provided, as usual, by collocating at the nodes so that
r= 1,2,N.
This gives
. N N
8kTr= 'LTpDrp- 'LTpLrp, r=1,2, ... N (4.58)
fJ=1 fJ=1
where dj2 is the constant Jacobian for a linear element whose Euclidean length is dj. The
equations may be written out as
dolTI =TID 11 + T2D12 + ... + TNDlN- (T;Lu + ~L12 + ... + TNL IN)
8h2T2 =TID21 + T2D22 + ... + TND 2N - (T;L 21 + ~L22 + ... + TNL 2N)
9~1 0 0
o 9~2 0
9~3'" 0
o
Dl1 D12' .. DIN L11 L12' .. LIN
D21 D22' .. D2N L21 L22' .. L2N
=
or
(J1' =DT - LTn . (4.61)
For the more straightforward cases of pure potential (Dirichlet) or flux (Neumann)
problems the general matrix equation (4.61) may be written as
Dirichlet:
Neumann:
(D - 8)T =L Tn
T = (D - 8)-1L Tn. (4.63)
For the mixed problem, suppose that the nodes on the part of the boundary Bl on which
T(x) is given are numbered 1,2"", N' and the nodes on the part of the boundary B2 on
which (fI'/an is given are numbered following on from this as N'+I,N'+2,"', N. This
allows any partition of the boundary. Then vectors of quantities defined on B1 and B2 are
given by,
T'i=
112 The Boundary Element Method
~=
Of the above, T 1 and ~ are knowns which must appear on the right hand side of the
equation, and T2 and Ti are unknowns which must appear on the left hand side. In
Appendix B it is shown that the equations (4.61) may be partitioned and recombined as
(4.65)
The partitions of L, D and (J which appear in equation (4.65) are defined in Appendix B.
Although the partitioned form of the mixed boundary value problem has been
demonstrated above in explicit mathematical terms, computer programs are not usually
based on this approach. Instead the input nodes are identified as unknown or known and
the computer code makes an appropriate choice of the position of the corresponding
coefficients in the left or right hand side matrices.
The Figure 4.8 below illustrates in more detail a mixed boundary value interior heat
conduction problem. In this illustration the constant function linear geometry formulation
is considered, which simplifies the presentation because assembly of coefficients is not
required.
2
.ll.
an -- 0 1
(0,2) ~-----I-------7C' (2,2)
y
X3 _ _ _ _ _......... (2,0)
(0,0))'-_........_ _ _.....
3 x 4
f
- 1n IX2(t) - x ' dT(x)
l--andS(x)
B2
x'e B. (4.66)
Assume that T and dT/iJn are constant on each of the sides and that collocation takes place
at poinrs x = xr' Y= 1,2,3,4 in the centres of the sides. Then J(t) =!d = 1, since d is 2.
Also 0.8 = 1t, since the boundary angle 0.8 is evaluated at collocation points which are not
corners of the boundary. Thus equation (4.66) becomes
1 1
1 1
+ T3 f
-1
~(In I X3(t) - Xyl )dt + Tb
-1
ftz (In I X4(t) - Xyl )dt
1 1
The equations for each of the collocation points are written separately below, taking
careful note of which quantities are known and which are unknown in each case, with the
unknowns being placed on the left hand side and the knowns on the right hand side. For
r = 1, T(Xl) =Tl and is unknown. Thus
1 1
XTI -TI
-1
ftz( In lxl(t)-XII)dt- T 3 f.tz(InIX3(t)-XII)dt
-1
1 1
1 1
-Tl J~(ln I
-1
Xl(t) - x21 )dt + T3 fi(In I
-1
X3(t) - x21}it
1 1
1 1
+~ X2(t) - x31 dt +
-1 -1
1 1
1 1
1 1
where the D's and L's are defmed by comparison with the four previously written out
equations and are simplified versions of the coefficients given in equations (4.59) and
(4.60). An example of the definition of the coefficients in equation (4.68) is
116 The Boundary Element Method
1
L42 =
-1
JI In X2(t) - x41 dt.
It may be noted that in equation (4.68) the following left hand side coefficients have
singular integrands
1
D33= f~(lnIX3(t)-X31)dt,
-1
1
L44 = JIn IX4(t) - x41 dt.
-1
The coefficients L22 and L44 may be evaluated using equations (4.22) or (4.23) and the
coefficients Dll. D22, D33 and D44 are evaluated below using the row sum property
(4.53). The ftrst row from the interior problem equivalent of equation (4.53) gives
(4.69)
Thus the row-sum elimination method has been used to evaluate the singular integrals
arising from the derivative kernel.
The plane exterior fluid flow problem is used to illustrate practical aspects of
calculation using the Boundary Element Method. First, the treatment of the assembly
process resolves the problem associated with the increased level of approximation.
Second, the comprehensive evaluation of the derivative kernel solves the practical aspects
of a fluid flow problem formulated in terms of Neumann boundary conditions. The end
results are the numerical values of the coefficients of the unknown function nodal values,
which are an essential part of the set of linear equations which provide practical Boundary
Element Method solutions. The value of such an explicit working through - which is
rarely shown - will be appreciated at a later stage by anyone producing a computer code.
The process of resolving the problems associated with increased area of application of the
Boundary Element Method is taken further in Section 4.8. In this, the unified treatment of
mixed boundary value problems is demonstrated, as well as the row sum elimination
technique used in integrating the singular derivative kernel.
4.1 For the integrands M1 (t)In IXl (t) - xli and M2(t)ln IXl (t) - xli find
(a) the slopes at t =1 of both,
(b) the position and value of the minimum of the second,
JIn I
I
x(t) - X' It dt ,
-1
where x(t) is the straight line between (0,1) and (-1,2) and x' =(0,1).
4.4 Evaluate
4.5 Evaluate
JIn Ix(t)-x/l dS(x) ,
L
where
(a) L = Xl X2, X' = ! (Xl + X2)
(b) L = X2X3. x' = !(X2 +X3)
(c) L = XIX3, x' = !(Xl + X3)
Linear Isoparametric Solution 119
Compare (a) plus (b) with (c) to see the difference between different levels of
discretisation of a boundary.
4.6 Find the assembled coefficients for a linear isoparametric boundary element
fonnulation of
4.7 For the problem defined in Figure 4.6 obtain the numerical value of the coefficient
D24.using two point Gauss quadrature.
4.9 For a constant function, linear geometry Boundary Element Method fonnulation of
the problem shown in the figure below, construct the discretised equations in matrix
fonn which may be solved for unknown values of T and ilF/dn. (Numerical values
of co-efficients are not required.)
.il-o
iJn -
L x
4.10 ShQw how to remove the singular coefficients of the discretised equations found in
Exercise 4.9 by using the row sum elimination method.
Quadratic Isoparametric Solution 5
5.1 Introduction
In this chapter, the level of approximation is further improved so that the shape of the
boundary is represented by curved elements. These are obtained from a formula containing
quadratic shape functions of the representation parameter. In each of these curved elements
the unknown functions are themselves also approximated by quadratic formulae. Once
again, since the approximation of both the boundary geometry and the unknown functions
are at the same level in terms of the representation parameter, the formulation is called
isoparametric.
The Boundary Element Method is again developed for mixed boundary value problems
in which the function is specified on part of the boundary and its normal derivative on the
remainder. As was seen in Chapter 4, mixed boundary value problems model many
practical situations, particularly heat conduction. For the Boundary Element Method,
mixed boundary value problems are no more difficult to deal with than standard Dirichlet
problems in which the function is specified on the whole of the boundary, or Neumann
problems in which the normal derivative is specified on the whole of the boundary.
Dirichlet and Neumann problems may be obtained as special cases of a mixed boundary
value problem.
The general interior mixed boundary value potential problem is treated here and
includes Dirichlet or Neumann problems as special cases. The quadratic function
representations are
3
x(t) = l',Ma(t)xa, (5.1)
a=1
121
122 The Boundary Element Method
3
U(t) = L,Ma(t)Ua, (5.2)
a=1
(5.3)
t
M3(t) =2(1 + t).
Substituting the representations (5.1), (5.2) and (5.3) into the interior problem
boundary integral equation (2.18) and dividing the boundary B into N elements, Bj , (as
shown in Figure 5.2) gives
N 3 1
6~U(x') = ~LPa Ji(In IXj(t) - x'i )Ma(t)1j(t)dt
j=Ia=1 -1
N 3 1
- ~ LP~ J(In IXj(t) - x' I )MaC!)1j(t) dt . (5.5)
j=la=l -1
QUlJdratic Isoparametric Solution 123
element 2
As can be seen from Figure 5.2, there are 2N nodes, corresponding to N elements.
Thus assembling the coefficients coming from the N elements leads to sums which go
over the 2N nodal values, leading to an equation of the form
'IN 'IN
O~U(x')= 'LUpDp(x')- 'LU"p.,p(x') , x'e B. (5.6)
~1 ~1
The assembled coefficients D p(x'), Lp(x') are derived below and made up from the
same integrals as those defined previously, for example in equations (4.40) and (4.8). In
the above equation (5.6) there are 2N values of Up and 2N values of up
although only 2N
values are unknown. These are split between Up and upin a way which depends on how
the mixed boundary conditions are specified, as was described in Section 4.8.
. 'IN 'IN
oiJur = 'LUpDtfJ- 'LUPLrfJ' r= 1,2, ... , 2N. (5.7)
~1 ~1
The coefficients DrfJ' LrfJ have a different form from those in equation (4.58) for the
linear isoparametric formulation. For quadratic elements, the coefficients at element end
points will have two terms and those at element centre points will have only one term. To
see this, the terms from first two elements Bland B2 are written out explicitly for the Up
summation. This gives the following expression, with the terms from B 1 on the first line
and those from B2 on the second line
124 The Boundary Element Method
1 1 1
Ul f1z(lnr)Mllt dt + U2 f-!(lnr)M1l1 dt +U3 f1z(lnr)MYl dt
-1 -1 -1
1 1 1
+ U3 f!n(lnr)Mlh dt + U4 f1z(lnr)M2h dt + U5 f!n(lnr)MY2 dt
-1 -1 -1
+ ........
1
=Ul[ + f~(lnr)Mlltdt]
-1
+ U2 fi(lnr)M1l1 dt
-1
1 1
+ U4 f~ (lnr)M20hdt
-1
1
+ U5[ f1z(lnr)M Jl1 dt + .... J (5.8)
-1
+ ....... .
In the U 1 coefficient, the missing tenn would come from element B N and in the U 5
coefficient the missing tenn would come from element B3. It can be seen that all
integrands are of fonn KMaT .
The Jacobian J(t) which is associated with the mapping from x(t) to [-1, 1] is not now
constant and thus may not be removed from the integrals as it was for the linear
Quadratic Isoparametric Solution 125
=!ld+4tel,
where
d = X3 - Xl, (5.9)
e Xl + X3 (5.10)
2 X3.
It can be seen from Figure 5.3 that d is the vector between the ends of the quadratic
element and e is the vector between the centre of the line joining the end points and the
middle node X2.
As can seen from Figure 5.3, if the boundary is not very curved then e is small. Further,
if the nodes are regularly spaced then d.e is small, since d is nearly perpendicular to e.
These two effects combine for regularly spaced nodes on a not very curved boundary to
produce a Jacobian which is nearly constant and equal to d/2.
The evaluation of the singular integrals which arise in the Boundary Element Method is
one of the key areas of study. It has received, and continues to receive a great deal of
attention from researchers. Four of the approaches which have been developed are
considered. Three in this section and one in Section 5.4.
For the quadratic isoparametric Boundary Element Method even the simplest singular
integrands cannot be integrated exactly, whereas the general integral to be treated is
where Ma<t) can be any of the three quadratic shape functions and xris one of the nodes
of the quadratic element representation Xj(t).
The first approach is row sum elimination which has already been considered in
Section 4.7 of the linear isoparametric formulation. It was seen to apply to the derivative
kernel ~ r)/dn, eliminating the diagonal c~fficient which contains the singularity and, as
a bonus, eliminating the boundary angle 81. Row sum eliminating is considered first
because it is of a different type to the other methods since it eliminates or avoids the
problem rather than treating it directly. The method applies to a limited number of other
kernels and, although these are important, the method is not general, but nevertheless
widely used and valuable.
Quadratic Isoparametric Solution 127
Exact integration
The second method involves exact integration for simple boundary representations. It
has already been seen that the logarithmic kernel, lor, multiplied by some simple shape
functions may be integrated exactly over a straight line element. In addition for curved
representations that the Jacobian has a square root form making exact integration unlikely.
In fact, there are a few exact integrations possible for curved elements but this approach is
extremely limited.
f
1 N
W(X)f(X) dx '" LHj f(aj) , (5.13)
-1 pI
where it can be seen that only function evaluations off(x) and not of the weight function
W(x) are required. Some typical examples are given in Table 5.1.
Of these, the most interesting for the Boundary Element Method is the logarithmic
Gaussian since it contains a singularity corresponding to one of the kernels in potential
problems. The abscissae and weight constants of the logarithmic Gaussian quadrature
formula
f
I N
f(x)lnx dx '" LHjf(aj) (5.14)
-1 pI
128 The Boundary Element Method
are given in Table 5.2. For N =2 and N =4 the magnitude and position of the weights are
plotted in Figure 5.4.
Table 5.2 Abscissae and weight constants for logarithmic Gaussian quadrature.
Clj -Hj
N=2
0.112009 0.718539
0.602277 0.281461
N=3
0.063891 0.513405
0.368997 0.391980
0.766880 0.094615
N=4
0.041448 0.383464
0.245275 0.386875
0.556165 0.190435
0.848982 0.039225
1.0
-~
I
I n=4
I
0.0
1.0
Figure 5.4 Magnitude and position of weights for logarithmic Gaussian quadrature.
Quadratic Isoparametric Solution 129
o
lim
= (Un 1 - 1) - e~(eln e) = -1.0,
Weighted Gaussian formulae have also been developed for the l/r kernel which
appears in the three dimensional problems treated in Chapter 6.
This method deals with the singularity by subtracting it out using a function which has
the same singular properties. The subtraction function is found from an appropriate series
expansion. The subtraction is written as
1 1 1
jP(t)dt = jP*(t)dt + j {P(t) - P*(t)} dt. (5.15)
-1 -1 -1
(b) F*(t) has a singularity of the same type as P(t) as illustrated in Figure 5.5 so that the
remainder P(t)-P*(t) is not singular.
The consequence is that the second integral of the right hand side of equation (5.15) can be
evaluated using ordinary numerical quadrature methods such as Simpson's rule or
standard Gaussian quadrature.
130 The Boundary Element Method
-1
Integrands of the type shown in equation (5.16) should be considered for the two
kernels which have been introduced in the potential problem. However, since the
derivative kernel aIn rlan can be treated using the row sum elimination method for this and
any other level of representation, attention will be concentrated on the logarithmic kernel.
That is Inr, where r = IXj(t)-xr I which is to be integrated over a quadratic curved
element, Bj. For simplicity, local numbering of the nodes is considered, so that the
collocation point will be at Xl> X2 or X3. This leads to the following integrals for the Inr
kernel at the collocation point Xl for the different shape functions
1
JI
1
and three similar integrals for the collocation point placed at each of the nodes X2 and X3.
In the three integrals written above, In Ixj{t) - Xl I is infinite when xj{t) =Xl. However
the shape functions M2(t), M3(t) are zero at Xl and cancel the weak logarithmic singularity
for the second two integrals. Thus only the first integral needs special treatment, along
with the integrals
1
JI
1
Each of the integrands which appear in integrals (5.17), (5.20) and (5.21) has the
form
(5.22)
and the three terms appearing in expression (5.22) will be expanded separately as a Taylor
series about the point X a , where a equals 1,2, or 3.
Consider first Ma(t) when a= 1, which has the following Taylor expansion about
t=-1 is
. [t-(-I)]2 ..
M1(t) =M1(-I) + [t- (-I)]M1(-I) + 2! M1(-I)
+ .....
where
M1(-I) =1 ,
132 The Boundary Element Method
3
=-2' when t=-I,
and
Clearly, any higher derivatives are zero, leading to the following limited expansion
(5.23)
Such an expression could have been obtained more directly by putting t =(t+ 1) -1 and
expanding in the quadratic expression for Ml(t).
For the evaluation of the logarithm (and also later for the Jacobian) it is helpful to start
with a Taylor expansion of the representation xP) about t = -1 which is
which gives
3
iit) = LMa(t)x a ,
0.=1
and
3
Xj(t) = LMa<t)Xa.
0.=1
Further derivatives of xJ{t) are zero because they come from the quadratic shape functions
whose third and higher derivatives are zero. The non-zero derivatives of M a(t) may be
evaluated explicitly from equations (5.4) as
and
Quadratic /soparametric Solution 133
Ml(t) = 1,
so that, evaluating the first derivatives at t =-1
and
(5.26)
The above results can be generalised to the case of Xj(t) expanded about a parameter point
to which can take any of the values -1,0, or 1 and thus corresponds to Xl, X2 or X3. It is
then possible to write
+ 2!
=Xo + D t Xo ID t2"xo, (5.27)
where
Dt=t-to. (5.29)
In equation (5.27), Xo will take the nodal values Xl> X2 or X3 for different collocation
points. Differentiating Xj(t) in equation (5.27), gives
and hence
r2 =rr
= [Xj(t) - xo] . [xit) - Xo]
do = .to' *0,
(5.33)
and
(5.35)
Treatment of the Jacobian is similar to the logarithm and also contains a square root, so
that a limited expansion will not be possible. From equation (3.11), the Jacobian can be
expressed as
which involves the same constants do, db d2 that have been previously defined in
equations (5.33). Thus
using a binomial expansion and keeping only two tenns of the series.
All the tenns which make up the integrand product MJlnr have now been found,
except that the previous expression (5.23) for the shape function was particular to M 1(t)
expanded about t =-1. This may be generalised if the shape function, M a(t),
corresponding to a node at to, is expanded about this node to give
+ ... (5.40)
Ofthe tenns written out in equation (5.40) only the ftrst, tPo In IDt I, is singular. The non-
singular tenn Dt In IDt I may also be troublesome since it is not expressible in tenns of
polynomials. It is thus not integrated accurately by standard quadrature fonnulae such as
Simpson's rule and Gaussian quadrature which are based on representing the integrand by
a polynomial. The expression (5.40) has identifted and isolated the singular part of the
integrand F(t) and thus F*(t) may be taken as
or, bearing in mind the non-regular behaviour of the second tenn in expression (5.40),
F*(t) may be extended to include it, so that
(5.42)
For F*(t) given by equation (5.41), the exact integral in equation (5.15) is, after
substituting for Dt from equation (5.29),
f
1 1
F*(t)dt=d3 fIn It-tol dt. (5.43)
-1 -1
For the two tenn version of F*(t) given by equation (5.42) an additional integral
occurs. Thus, for an expansion about the node Xl at the element end point which
corresponds to t=-l, the integrals to be evaluated are,
1 1
which may be integrated in a similar way to the integrals (3.29) and (4.18) for the constant
function and linear isoparametric case to give 2In 2 - 2 and 2In 2 - 1 respectively.
Quadratic Isoparametric Solution 137
1
f[ lnrMa(t)Jj(t) - d3ln IDtIJdt, (5.45)
-1
or
are not singular, with the second being better behaved than the first, and may be evaluated
accurately by standard numerical methods such as Gaussian quadrature.
5 .5 Concluding Remarks
One of the key features of advanced formulations of the Boundary Element Method is
the integration of singular kernels over curved elements. This is an essential problem when
quadratic and higher order representations are used. Integrals arising from such
representations cannot be performed analytically, as was done in earlier chapters, but must
be evaluated numerically. Nevertheless the techniques introduced in this chapter are
capable of providing whatever level of accuracy is required.
In the next two chapters, instead of dealing further with two dimensional problems,
the Boundary Element Method is extended to three dimensional problems. Chapters 6 and
7 repeat for three dimensions the structure found in earlier parts of the book for two
dimensional problems in which partial differential equations are transformed to boundary
integral equations and their numerical solution is obtained using the Boundary Element
Method. Many aspects of the Boundary Element Method have been covered in earlier
chapters for two dimensional problems and will thus be presented in shortened form so
that attention can be concentrated on those problems which are specifically associated with
three dimensionality.
138 The Boundary Element Method
Exercises
calculate J(t) for the quadratic elements passing through points given by the
following values of 8
Calculate the percentage error of (a) to (d) evaluated at t=0.5 compared with the
approximation J(t) = d/2.
5.2 Evaluate the following using weighted Gaussian quadrature and check against their
exact integrals.
1
(a) JXlnXdX using a two point formula,
o
1
(b) J(Sin xx + X1tCOS xx)ln x dx using a four point formula.
o
5.3 Find the Taylor expansions of Ml(t), M2(t), M3(t) aboutt=-l.
5.4 For the element given by exercise 5.1(a), fmd the expansion about t=-1 for
5.S Use parts of exercises 5.3 and 5.4 to find the coefficients of the terms involving
In It + 11, (t + 1)In It + 11 in the expansion of MIJ1nr aboutt=-l.
Quadratic /soparametric Solution 139
5.6 A quadratic element joining three nodal points Xl, X2, X3 is given by
3
XQ(S) == L,Qa(S)XQ,
a=l
where
(b) Evaluate
using
(i) two linear elements joining points with s values (0, D, (!, 1),
(li) four linear elements joining points with S values (0,1), (!, !), (!, i),
(i,1).
Check the two element and more refined four element approximation
against the exact solution of integral over the quadratic element. Will this be
the same as exact integral taken over the defining circle?
Three Dimensional Potential Problems 6
6.1 Introduction
The stages in its formulation are very similar to those given for the two dimensional
potential problems contained in earlier chapters. Thus the governing partial differential
equation (Laplace's) is again reformulated as a boundary integral equation, in which the
boundary is a surface for three dimensional problems rather than a curve. The boundary
integral equation is solved numerically using the Boundary Element Method in which the
surface is divided into elements in each of which a simple approximation applies. Linear
and quadratic approximations are described and apply to both the surface and the unknown
function so that the formulations are isoparametric. The surface elements are curved for
both the linear and quadratic approximations.
Details are given of the assembly process, in which contributions from neighbouring
elements are added together, and of the way in which a set of linear equations is generated.
The application described is that of electrostatic potential, which is one of the many
physical situations covered by potential theory in addition to those seen in previous
chapters such as heat and fluid flow.
The stages of formulation of the boundary integral equation are now outlined. They are
(with an indication of the sections in which their two dimensional equivalents were dealt
with); Laplace's partial differential equation (Section 2.2), Green's integral identity
(Section 2.3), the development of the boundary integral equation (Sections 2.3 and 2.4),
boundary representation and shape functions (Sections 3.3, 4.2 and 5.2), integration on a
surface (Section 3.4), and quadratic isoparametric formulation (Section 5.2). The
evaluation of singular and nonsingular integral coefficients (Sections 3.6, 4.4, 5.3 and
5.4) is left until Chapter 7.
141
142 The Boundary Element Metlwd
6 .2 Boundary Integral Equation Formulation
Laplace's equation may again be written asV 2 U =0, although in three dimensions it has
an extra tenn involving the z coordinate, so that it becomes
(6.1)
f
B
J(U~ - V~)dS(X) = f f f(U Vlv - V VlU) dA(x) ,
D
(6.2)
although B is now a surface enclosing a volume D rather than a contour enclosing an area
and dA(x) must be interpreted as an infinitesimal volume rather than an area as shown in
Figure 6.1. U(x) and V(x) are scalar functions of a point x which has position vector
x=xi+yj+zk, (6.3)
where i,j and k are unit vectors in the x, y and z directions. The unit vector n is the
outward normal to the surface. In the three dimensional case, dS(x) is an infinitessimal
area of the surface B.
CID
dV(x)
Of
1
V(x) =r' r = Ix - x' I , x *" x' . (6.4)
Taking x' as an interior point and isolating it by an infinitessimal sphere (rather than a
circle in the two dimensional case) leads to the following integral expression
Three DimensioTllll Potential Problems 143
The factor 41t replaces the 21t which arose in two dimensional problems and comes
from the integration of a(1/r)/an over the vanishingly small sphere. Further, if x' is
allowed to move onto the boundary B, the following boundary integral equation arises
nu(x') = fu(X)~(~
B
)dS(X) -
B
Ja~X) ~dS(x), x' E B , (6.6)
n
where is the solid angle subtended at the point x' by the boundary. The solid angle
subtended by a small surface area dS at a point x' is shown in Figure 6.2 and is obtained
by joining the edges of dS to x' to form a cone. The measure of the solid angle in the cone
is taken as the area, dD, of the surface of a unit sphere centred on x' cut off by the cone.
The area cut off by the cone at radius r is thus r2dD and is the projection dScosO of dS in
the direction normal to the radius r. This gives the following formula for the element dD of
the solid angle.
1 nr
dD =r2 cos OdS = fJ dS , (6.7)
Thus for a surface entirely enclosing x', the solid angle subtended at x' will be 41t, that
is the surface area of the unit sphere. For x' on the surface of a smooth closed body n=21t
and for x' on the surface of a closed body with an edge, the solid angle itself must be used
as indicated in Figure 6.3.
As a first three dimensional application, the electrostatic problem concerning the charge
on the surface of a conducting body and its capacitance is considered. A single electric
charge e produces an electric potential qJ at a point x' which is proportional to the inverse
of the distance r of the point from the charge, so that
mI') e
r e
'f'\x = = Ix - x' I '
(6.8)
where x is the position of the charge. For a distribution of charge, o(x), on a surface B as
shown in Figure 6.4, the amount of charge in a small area 8S(x) at x is o(x)8S(x), which
produces a potential at x' of &p(x') given by
o(x)8S(x)
DqJ(X')
Ix - x'i .
Adding contributions for all areas on the surface and allowing their size to decrease while
their number increases produces, in the limit, the following surface integral which is the
total potential at an exterior point x'
\
aqJ _ 41t""
an - v,
Three Dimensional Potential Problems 145
where n is the nonna! into the body which is the appropriate direction for an exterior
s:
problem. Thus
D'
---~
a(X)dS(X) la(X)
l = -e e2 sin 81 d81dfh
Ix - x'I
The right hand side in equation (6.11) tends to zero as e tends to zero. There is thus no
contribution from the hemisphere and equation (6.10) applies on B as well as in its
exterior.
which may be evaluated after the surface charge has been calculated using equation (6.9).
Equation (6.9) is a special case of the general three dimensional potential boundary integral
equation (6.6). The numerical solution of both, using the Boundary Element Method, is
developed in the remaining sections of this chapter. The electrostatic problem has an
important application to the galvanic protection of undersea objects.
The first step in providing a numerical method of solving the boundary integral
equation (6.6) is to divide the surface B into N curved surface elements Bj, j =1,2, ... , N.
The sum of the integrals over each of these is the total surface integral. That is
f =~f.
N
B )=IB'
J
Oli (a)
o~o (b)
Figure 6.7 Examples of quodrilateral and triangular boundary elements; (a) linear; and (b)
quadratic.
The position of a point on the element surface is found from the given nodal position
vectors as expressed in equation (6.13) below
A
x(u, v) = LMa(u, V)Xa, (6.13)
a=1
The parameters (u, v) define a plane and the curved element is thus mapped, for
quadrilatenil elements, onto a square in this plane as shown in Figure 6.8. This mapping
illustrates the essentially two-dimensional nature of a surface. The parameters (u, v) are the
LOCAL coordinates and (x,y, z) are the GLOBAL coordinates.
148 The Boundary Element Method
2 2 ,
6 (01) 1
(-1,1 ) (1,1)
v
7 5
~
(-1,0 ) u (1,0)
3 ~
(-1,-1 ) 3 (1,-1 )
8 (0,-1) 4
Figure 6.8 Parameter values and node numbers for a quadrilateral element.
Table 6.1 Shape functions for the four node serendipity element.
It can be seen from Table 6.1 that Ml(U, v) is 1 when u and v are 1, that is at node 1; also
that M 1(u, v) is zero when either u =-1 or v =-1, and hence is zero at nodes 2, 3 and 4.
The shape functions for the eight node serendipity element are given in Table 6.2. In
such an element the variation with respect to each of the parameters is quadratic. The
following checks may be made to confrrm the shape function properties of the functions in
Table 6.2, that is of having unit value at their own node and zero value at other nodes. The
shape function Ml(U,V) associated with the corner node 1 evaluated at node 1 gives
Table 6.2 Shape functions for the eight node serendipity element.
Similarly, at nodes 3 to 8, Ml is zero. The shape function Ms(u, v) associated with the
midside node 5 may be evaluated at node 5 to give
The values of Ms at the remaining nodes are all zero. Thus the interpolation formula
8
x = LMa(u, v)xa
a=l
passes through each of eight node points and provides an interpolation elsewhere,
including the edges, as indicated in Figure 6.9.
The shape functions for a six node triangular element are given in Table 6.3 and the
shape functions for a 9-node Lagrangian quadrilateral element are given in Table 6.4 with
corresponding local plane figures shown in Figures 6.10 and 6.8.
150 The Boundary Element Method
2
(-1,O) 5 u
3 6
In the isoparametric Boundary Element Method, the unknown functions U(x) and
aU(x)/iJn are represented in the same way as the element surface was approximated by the
shape function representation (6.13). Thus
A
U(x) = L,Ma(u, v)Ua ,
a=1
iJU(x) ~
-an= .JMa<u, v)ifa, (6.14)
a=1
where U a and U; are the values of U(x) and iJU(x)/iJn at the node points Xa of the
element. Since the same parametric equations have been used to represent the element
geometry and the variation of the unknown function, this type of formulation is called
isoparametric. Although not universal, this is by far the most common formulation.
For a Dirichlet problem on a smooth surface on which U is given and for which
0.= 21t , the boundary integral equation (6.6) becomes,
where
f
j=lBj
fK(X,x') ~dS(X) = h(x') (6.18)
That is
N A
LLU'; JK(x,X')Ma(U, v)dS(x) = hex'). (6.20)
j=Ia=1 Bj
A
x(u, v) = 2,M a(u,v)Xa,
a=1
so that the integration with respect to x may be transformed to being with respect to (u, v),
and equation (6.20) becomes
1 1
N A
LLU'; J JK(Xj(U, V),x') Ma(u, v)lj(u, v)dudv = hex'). (6.21)
j=1a=1 -1-1
In the above equation, lj(u, v) is the Jacobian of the surface integral transformation (6.13),
the treatment of which is considered below.
For a general surface represented by a position vector x(u, v), the surface Jacobian
relates the element of area dS(x) on the surface to the element of area dudv in the
parameter domain. Thus
The surface will contain lines corresponding to constant values of the parameters U and v
as shown in Figure 6.11.
Moving along the constant u parameter line from (u, v) to (u, v+dv) results in a point
x(u, v+dv) being reached. The position vector of this point has a Taylor expansion
where Xli is the partial derivative of x with respect to v, keeping u constant. Similarly
moving along a constant v parameter line gives
u+ duconst
The vectors along the sides of the surface element of area dS(x) are
i j k
ax ~ dz
Xu x Xv = au iJv au
ax ~ dz
iJviJviJv
154 The Boundary Element Method
ax az ax ill
dUiJu iJuiJu
=i -j
ax az +k
ax ill
iJviJv iJviJv
=i M 11 + j M 12 + k M 13 , (6.27)
(6.28)
Equation (6.21) contains a double sum, the outer part of which goes over the elements
in a global numbering while the inner sum is over the nodes in an element, numbered
locally. This double sum may be reduced to a single sum which extends over all the
nodes, numbered globally. The process by which this is carried out is known as
Assembly.
N A
L', L',ifaHj(x') =hex') , (6.29)
j=Ia=1
where
1 1
for quadrilateral elements. Care must now be exercised in the evaluation of the double sum
in equation (6.29). Depending on the geometry most nodes, and hence nodal unknown
values, will appear in two or more elements and the coefficients arising from the element
in which they appear must be added together. The double sum over the local nodes of one
element from 1 to A and then over all the N elements becomes a single sum over all the
nodes, numbered globally. Equation (6.29) then becomes
M
L',U'pRfJ(x') =hex') , (6.31)
~1
where M is the total number of nodes and the coefficients have been denoted by R to
indicate either that they came from 1/r, or from a reciprocal.
Three Dimensional Potential Problems 155
In equation (6.29), the inner summation is over the nodes of each element from 1 to A
which are numbered locally and an outer summation is over all the N elements. In equation
(6.31) this has been converted to a single sum over all the nodes which are numbered
individually without repetitions in a global numbering system.
The way in which the single sum arises is illustrated as follows in finding the
assembled coefficients for the two adjacent eight node elements shown in Figure 6.12
below. The global numbering of the nodes is started at 21 to avoid confusion with the
local numbers 1 to 8.
30 29 23 22 21
global numbering
31 24 <D 28 of nodes
33 25 26
32 27
2 6 2 6 1
3 8 4 3 8 4
Figure 6.12 Assembly for two adjacent elements with one common side.
When the coefficients in the double sum coming from the elements (1) and (2) are
assembled together they will be a part of a sum in which J3 runs from 21 to 33. In writing
out the double sum in full it should be noted that the sub and superscript a is local to each
element and the superscript j is the element number. Thus H1(x,) has both local and global
numbering on it It should also be noted that, while U"a is numbered locally in the double
sum, it is numbered globally in the single sum which is written on the right hand side of
the equation which follows
2 8
L })1'a Hj(x')
j=la=l
=U~lHi<x')
+ U~2m(X')
+ U~~~(x')
+ ....
+ ....
+ u3'3m(X')
33
= 'LUpRP(X') (6.32)
fj=21
so that
R21(X') = Hi<x')
R22(X') =H~(x')
R23(x') = HI(x') + Hi(x')
R26(x') = H~(x')
It can be seen that the coefficients R23, R24, R25 for the nodes with global numbers
23, 24, 25 which are common to the two elements contain two terms, one coming from
Three Dimensional Potential Problems 157
element (1) and the other from element (2). If four elements were to meet at a comer then
the corresponding coefficient would contain four tenus.
Equation (6.31) still has the continuous variable x' in it and may be used in a number
of ways to provide a system of algebraic linear equations to fmd the nodal values up of the
unknown function. Variational methods have been used but the simplest and most widely
used method is collocation. In this, the equation is evaluated at the node points, x y, so that
{ Ryp} =RP(xy ),
{ h y } = h(xy) ,
To sum up, the boundary integral equation for three dimensional potential problems
with Dirichlet boundary conditions
M
LUpRP(x') = h(x'), (6.31)
f3=1
158 The Boundary Element Method
where Rf3(x') is made up of terms Hj(x') given by
1 1
which can be seen to be area integrals and essentially two dimensional. Evaluating
equation (6.35) at the nodes x gives
M
'LUpRrfJ=hy, y=1,2, .. ,M, (6.34)
/pI
which can be solved for the M unknown nodal values. The coefficients Hj(x') may be
evaluated by numerical area integration when x' and x are not in the same element. When
they are in the same element, special integration methods are needed for the resulting
singular integrands. Integration methods are dealt with in the next chapter.
In dealing with three dimensional problems the advantages of the Boundary Element
Method are particularly marked. The ability to reduce three dimensions to two dimensions,
in the sense of carrying out calculations or a surface rather than in a volume, not only
reduces the computer time taken to solve problems but also dramatically reduces the time
taken to produce the problem mesh. While computer time is relatively cheap, the effort
needed by engineers and scientists to construct meshes is both time-consuming and
expensive. This feature of the Boundary Element Method yields even greater advantages
for three dimensional problems than for two dimensional problems.
One of the key issues for both two dimensional and three dimensional problems is the
accurate numerical integration of singular kernels, and this is particularly the case as
formulations become more advanced. In order to deal more fully with the advanced
formulations of the three dimensional problems set out in this chapter some further
treatment of singular integration is needed. This is given in the next chapter.
Exercises
Section 62
6.2 Obtain the factor 47t in equation (6.5) by isolating the interior point x'with a sphere
of radius e and allowing e to tend to zero.
6.3 Obtain the factor 27t for a smooth surface by isolating the point x' on the boundary
by a hemisphere.
6.4 Calculate the solid angle subtended by the part of the surface of the cylinder shown
in the figure below about the point O.
o~~~------------~
Section 6.4
6.6 Derive the shape functions for a four node quadrilateral element with (u, v) in the
range [0, 1].
6.7 Write out the shape functions for an eight node serendipity element with the node
numbering shown in the figure below. Check that M3 and M4 have the properties of
shape functions.
7 6 5
.-------~~-------.
8 4
2 3
160 The Boundary Element Method
6.8 Sketch the standard shape functions M 1 and M5 for the eight node serendipity
element over the square -1 ~ u, v ~ 1.
6.9 By calculating points between nodes 1 and 5 and nodes 5 and 4 for the side 154,
compare the curve given by the eight node serendipity shape function representation
of the curved sided quadrilateral element shown in the figure below. The curved
edges are arcs of circles with radii 1 and 2 units.
" ""
""
" 'It!
.."- - ~- - - - ....- ......- .... 4
3 8
Section 6.8
6.12 Find assembled coefficients RP(x') in terms of Hj(x') for the groups of triangular
elements shown in the figure below.
10
.-______~~------__.4
5
2 3
(a) (b)
6.13 Find the explicit form of coefficient RS2 defined in terms of K, M and J for figure
(b) of exercise 6.12.
Numerical Integration for Three Dimensional Problems 7
7.1 Introduction
Previous chapters have shown that as more advanced applications of the Boundary
Element Method are developed, more attention must be paid to the problem of carrying out
accurate evaluation of the singular integrals. Thus, when curved elements were used in
two dimensional problems, as in Chapter 5, methods which were partly or entirely
numerical were essential. In this chapter it will be seen that numerical methods of
integration are also essential for the isoparametric formulation of three dimensional
problems. The present chapter is devoted to appropriate numerical methods, particularly
for the treatment of singular integrands.
1 1
where
(7.2)
In the above integral, Jj and M a are well behaved, indeed simple, functions and
present no problems in numerical integration. The kernel K is complicated but well
behaved in all cases where xrand Xj(u, v) do not coincide or are not close together. The
collocation point xr mayor may not be in the element Bj over which the integral in
equation (7.1) is evaluated. If it is not then Xj(u, v) and xr cannot coincide and no
161
162 The Boundary Element Method
singularity of expression (7.2) can occur. This situation is illustrated in Figure 7.1(a). On
the other hand, the situation will also arise where Xy does lie in the element over which
integration is being carried out, as illustrated in Figure 7.1(b), in which case it is possible
that xj{u, v) and xywill coincide. Then a singularity of the integrand in equation (7.1) can
occur. Such an element will be called a singular element. From Figure 7.1(b) it can be
seen that, when Xy is at a corner node, there are four singular elements. When Xy is a
midside node the two elements in which it occurs are singular.
(a) (b)
The integral in equation (7.1) is for quadrilateral elements and is thus evaluated over a
square. It may be treated as the repeated integral
1 1
I = J JF(U,V)dUdV
-1-1
1 1
= f { f F(u, v) dU)}dV.
-1 -1
Each of the three tenns of the sum in equation (7.4) may again be integrated approximately
by Simpson's rule as follows
1
t jF(-I, v)dv "" ~ {F(-I,-I) + 4F(-1,0) + F(-I, I)},
-1
f
1
"31 F(1,v)dv""9"{F(I,-I)+4F(1,0)+F(1,I)}.
1
-1
where the integration points and weights are indicated in Figure 7.2.
4
...9,
9 " 9
4
9'r-
1.L,
9 ,~:
9 "4 9
9
Figure 72 Integration points and weights for repeated Simpson's rule integration over a
plane square.
where ai are the values of the Gauss points for u and aj those for v. These have been given
in equations (3.34).
Since the integrand in expression (7.1) is known analytically in terms of (u, v) it can
be evaluated anywhere and hence in particular at the Gauss points. The integration can be
thus be carried out using the repeated Gauss quadrature formula as illustrated below for
the two point formula. The integral considered, which arises from a Dirichlet potential
problem over a plane element with four node Serendipity element representation of the
unknown function, is
JOIxiu,-
1 1
1 1 2 2
f fF(U, v)dudv = ~~F(ai,aj)
-1-1 1=IFl
L.
x
x x
Figure 7.3 Gaussian integration points for integration over a plane square.
Nwnerical Integration/or Three Dimensional Problems 165
4
x(u, v) =l',Ma(u, v)xa
~1
Thus the lengths IXj(u, v) - xrl for the four Gauss points are given by
= 23.7734! = 4.8758,
7 .3 Singular Integration
The repeated integration method just described will give accurate answers except when
the collocation point Xy is near to, or coincident with, one of the integration points
x/u, v). This occurs when xylies in the integration element (usually it is on the edge of
the element) as shown in Figure 7.1(b). The possibility of singularity occurs in this case,
so that special treatment of the integration is required. Two of the most effective methods
will be described. These are the regularisation method and the subtraction/expansion
method. As was the case for the quadratic formulation in two dimensions which was
described in Chapter 5, exact integration is not possible. Nevertheless effective integration
of high accuracy can be carried out without an excessive amount of calculation.
Integration by Regularization
When the integral (7.1) is singular, the collocation point will lie on one of the positions
in the parameter plane square as illustrated in Figure 7.4. The comer nodes occur in the
four-node element and the eight node element, whereas the midside nodes only occur in
the eight node element.
2 6 2 6
.-----~.------.
5 5
3 8 4 3 8 4
(a) (b)
Figure 7.4 NodoJ points 0/ the serendipity quadratic element in the parameter plane and
division into triangular domains: (a) corner; and (b) midside.
When the collocation node is at a corner, say node 3 for which (u, v) = (-1,-1), the
original square can be divided into two triangles, Al and A2 as in Figure 7.4 (a). When the
collocation node is at a midside point, for example node 8 for which (u, v) = (0, -1), the
original square is divided into three triangles, A3, ~, and As as shown in Figure 7 .4(b).
(7.11)
where 0 indicates an integral over a square and A an integral over a triangle. For a midside
node the splitting is given by
(7.12)
In expressions (7.11), (7.12) the subscriptsj and rappearing in equation (7.1) have been
supressed to provide a simpler notation. For the upper triangle, AI. the part of integral
(7.1) to be dealt with is
1 v
However for a::l= 3, M a(u, v) is zero at node 3 and the singularity of the integrand will be
removed or reduced. Thus only the integral
1 v
needs to be considered.
168 The Boundary Element Method
The transformation which maps a triangle with a singularity at node 3 to a square is
given by
x =v,
1 + 2u - v
y = 1+ v (7.15)
The transformation of each of the nodes 1,2 and 3 in Figure 7.4(a) using equations (7.15)
is now considered. Node 1 is given by (u, v) = (1,1), which is transformed to (x, Y) =
= =
(1,-1). Node 2 is given by (u, v) (-1,1), which is transformed to (x,y) (1,1). Node
3 is given by (u, v) = (-1,-1) for which equation (7.15) gives the following values of x
andy
1 + 2(-1) - (-1) 0
x =-1, Y = 1- 1 =0
and y is undefined on the line x = -1. The single point (-1, -1) has thus been transformed
to a line as indicated in Figure 7 .5(b), where the upper triangle is transformed into the
square shown. The inverse of transformation (7.15) is
v =x. (7.16)
The transformation (7.15) from the triangular domain in the (u, v) plane to a square
domain in the (x,y) plane is seen in Figure 7.5. The integral (7.1) with respect to u and v
over the triangle is thus transformed to an integral with respect to x and y over the square
domain-l Sx, yS 1.
2
(-1,1) ....------~ ....-------., 2
3
L,
3 (-1,-1)
(a) (b)
A regularising Jacobian multiplying factor, J,.(x,y), will be associated with the change
of variables which is given by
()(u, v)
Jr(x,y) =d(X,y)
dudu
dx"dY
= iJv iJv (7.17)
d.i ()y
For the transformation (7.16), this becomes
Jr(x,y) I
= !-I 1Y -!(10+X) I
(1 + x)
= 2 (7.18)
and can be seen to contain the factor (1 +u) which cancels the singularity of the integrand
occuring at u=-1. Thus the integral (7.14) becomes
1 v
Hl1 = J JK(Xj(U, v),x3)M3(U, v) Jj(u, v)Jr(x,y)dxdy. (7.20)
-1-1
The variables (u, v) which remain in integral (7.20) could be eliminated in favour of (x,y)
by the transformation (7.16). The integral in (7.20) is a regular function of x andy and
may be evaluated by repeated Gauss integration using the formula (7.7).
The transformations and regularising Jacobians for the other triangles of Figure 7.4 are
J (1 + u)
X=U, r 2 ' (7.21)
(1 - U + 2v)
y (1 + u)
u
x=-2u -1, Jr =-2' (7.22)
(1 + u + v)
y
u
170 The Boundary Element Method
2u
Y= (1 + v)'
u
x=2u -1, Jr =2' (7.24)
(1 - u + v)
Y u
The effect of the division of the square into triangles is a concentration of integration
points near the singularity.
The second method of integration used in this text when the integral (7.1) is singular
starts with the idea that the singular part of the integral may be subtracted out and
integrated analytically. This is an extension of the procedure previously described in
Chapter 5 for two dimensional problems. Thus the integration of a singular integrand
F(u, v) may be witten as
1 1 1 1 1 1
where Fs is the singular term and Fo, Fl, ... are regular terms of ascending order. Then
from equation (7.26)
Since the right hand side F 0 + F 1 + ..... is regular, then the left hand side F - Fs must also
be regular. Thus if F* is taken as Fs
Nwnericallntegrationfor Three Dimensional Problems 171
1 1 1 1 1 1
f fF(U, v)dudv = f fFs(U, v)dudv + f f[F(U, v) -FS<u, v)] dudv. (7.28)
-1 -1 -1 -1 -1 -1
The second integral on the right hand side of equation (7.28) is regular and can be
integrated numerically using, say, Gauss quadrature. For a singular function F containing
the potential kernell/r, the terms of the expansion are of order {rI, 1, p, pZ, ... where
The determination of Fs(u, v) will now be demonstrated for the l/r kernel. Thus
consider
in which each of the three terms M, J, and r will be expanded as Taylor series about
xo=x(uo,vo). The subscript has been dropped from Ma and the subscriptj has been
dropped from Jj for clarity.
Firstly
where Jo =J(UO, vo) and J u, Jy are partial derivatives with respect to u and v evaluated at
(uo, vo) and
Du=u-uo,
Dv =v-vo,
Also
where Mu, My are partial derivatives with respect to u and v. The ftrst term has unit value
since this is the value of the shape function at its own node. Other shape functions would
give zero for the fIrst term but are not considered because this zero in itself removes the
singularity.
172 The Boundary Element Method
Finally, since
r = X(u, v) - X(uo,vo)
then
in which r3 denotes the terms of order three and above and rl has been defmed by
-O(p). (7.36)
The constants bh b2, and b3 in equation (7.36) are defined by reference to equation
(7.35). From expression (7.30) it can be seen that it is necessary to consider
1 1 1
r = (rT + r3)! =rl[1 +r3lrT]!
=1..[1- .!L + 0(p2)] (7.37)
rt 2rT
so that
The singular part of Mllr is thus IOlri so that the subtraction fonnula (7.25) becomes
1 1 1 1 1 1
f f~l
-1 -1
dudv=lo f f~~ + f f(M: -~~)dUdV.
-1 -1 -1 -1
(7.39)
The second term on the right hand side has a nonsingular integrand which may be
evaluated using repeated numerical integration such as is given by equation (7.7). The first
term on the right hand side contains the singularity which may be integrated exactly to
yield
1 1
f fd~~V
-1-1
f f
Y(I) (I,Y)
2 dXdY
=b2 (X2 + y2)! ' (7.40)
Y(-I) (-I,Y)
where
1 1
where
T(u, v) =1n (acos qJ(u - uo) + f3(v- Vo) + rl(u, v)} , (7.44)
It will have been seen that the key mathematical problem in developing advanced
formulations of the Boundary Element Method is the accurate numerical integration of
singular kernels. Two of the most effective methods in dealing with integration -
regularisation and subtraction/series expansion - have been set out in this chapter.
While these methods have been applied here to potential problems (such as heat flow
and electrostatics) the integration process applies for other three dimensional problems, for
example for elastostatics.
Apart from specific problems associated with thin objects, which require additional
integration techniques, the methods of analytical and numerical integration developed
throughout the text cover all that is needed to solve the problems of integration arising
from the simple and advanced boundary element formulations introduced
Exercises
Section 72
7.1 Plot the integration points for repeated integration based on the following integration
rules:
7.2 Write down, in terms of function evaluations and weight constants, the approximate
area integrals for
1 1
JJ
-1-1
f(u, v) dudv
7.3 Check the accuracy of the integrals obtained by the formulae from exercise 7.2
against the values found by analytical integration of the functions
(u-1)(v-1)
fi(uv)-~-=~~--~=r
(b)
, -[(u + 1)2 + (v + 1)2]1'
Nwnerical Integration/or Three Dimensional Problems 175
(u - 2)(v - 2)
(c) f(u, v) = [(u _ 2)2 + (v _ 2)2]!
Which collation points are implied in the above examples? Comment on any
difficulties associated with part (b).
Section 7.3
7.4 Using the inverse regularising transformation, show that all points on the side x = -1
of the transformed square correspond to one vertex of the triangle AI.
7.5 Find the inverse regularising transformation for triangle A2 and again show that all
points on the side x = -1 of the transformed square correspond to the singular vertex
of triangle.
7.6 Repeated four point Gauss integration gives sixteen integration points over the
square. Transform and plot these points for
Hence confirm that a concentration of integration points occurs near the singularities.
7.7 For the 8-node shape functions, find the series expansions up to quadratic terms for
(a) Ml(U, v) and (b) Ms(u, v) about (u, v) = (1,1).
7.8 Although J(u, v) is derived from the limited expansion of x(u, v), explain why it can
not have a limited expansion itself.
7.9 Show that J(u, v)n does have a limited expansion, where n is the normal to the
curve given by the shape function representation.
Two-Dimensional Elastostatics 8
8.1 Introduction
The Boundary Element Method is well suited to elastostatics and in this chapter a
detailed description is given of its application to two dimensional elastostatics problems.
The advantage of the Boundary Element Method in this case is that the boundary
conditions and required solutions, which are displacements or tractions, are defmed on the
boundary of a body. In those cases where intemal displacements and stresses are required
the Boundary Element Method also provides accurate formulae which give results only
where they are wanted, unlike the Finite Element Method for which internal quantities
must be calculated throughout the interior.
In order to establish a clear understanding, the chapter begins with a review of the
theory of linear elasticity and the tensor notation in which it is described. Arising from this
are Kelvin's special solution and Betti's theorem. These closely parallel the fundamental
logarithmic solution and Green's second identity which formed the basis of the boundary
integral equations for potential problems in Chapter 2.
Before looking at boundary integral equation formulations, which are written in terms
of tensors, basic continuum theory and linear elasticity will be outlined. This is required
for an understanding of quantities such as stress, strain, displacement and traction and for
177
178 The Boundary Element Method
an understanding of the meaning and properties of tensors. Three dimensional theory will
be considered fIrst.
Stress is defIned as force/unit area (N/m2). Consider a cube of material of the body
with sides in the planes of the coordinate axis system, as shown in Figure 8.1.
Z (Xa)
The total stress on each face in the co-ordinate planes has three components. Consider
first the face in the y-z plane, which is indicated by x, then the components of stress are
described by
On the face in the x-z plane, which is indicated by y, the components of stress are
On the face in the x-y planes, which is indicated by z, the components of stress are
Stress is thus described in tenns of nine quantities, since there are three coordinate planes
and each of these has a stress on it which has three components. The stresses O'xx, 0'",
O'zz are the normal stresses to the coordinate planes and the remainder are tangential
stresses. It will be seen that these stresses are not all independent quantities. Stress is thus
much more complicated to describe than temperature, which is a single value or scalar.
The next level of complication would be a vector, which for example would describe the
velocity at a point in a fluid. Stress must be described by a tensor O'ij in which i andj may
each be x, y or z, which may also be written as Xl. X2, X3 or just as 1,2, 3. The fIrst
index refers to the direction of the nonnal to the plane, that is, it describes the orientation
of the plane itself. The second index refers to the direction of the stress component. The
sign convention for the stress components states that O'ij is positive if it acts
(a) in the positive j direction on a plane whose outward normal points in the positive i
direction (+ and +);
(b) in the negative j direction on a plane whose outward normal points in the negative i
direction (- and -).
,------
" r--_+---.rtL-.....negative stress
,,
x " -zand+y
positive stress
-zand-z
Equilibrium Equation
(8.1)
That is
These equations can be shortened even further if the tensor summation convention is used.
This states that
Plane Stress
Continuum theory has so far been introduced for three dimensional problems. Now
however two dimensional problems are considered. Two stress states are usually defmed,
that is plane strain (z-large) and plane stress (z-small, thin plates). Both types produce the
same equations, although with different physical constants. Plane stress is considered
here, for which it is assumed that the elastic material consists of a thin plate on which all
components of the stress tensor in the z direction are zero. That is
(8.3)
Two-Dimensional Elastostatics 181
Elemental cubes in the plate are loaded only by tractions on their faces as shown in
Figure 8.3.
j=1,2 (8.4)
The stress tensor thus has three independent components Gu , Gxy, Gyy as shown in
Figure 8.4.
The equilibrium equations provide two equations for the three unknowns. One further
equation is required which will be provided by a relationship between displacements and
stresses which will be seen to be an extension of Hooke's Law.
182 The Boundary Element Metlwd
Traction vector
Remembering that stresses are forces per unit area and taking a unit length in the z
direction, the equilibrium of the small triangle ABC, with BC =I and resolving forces in
the x direction gives
(8.6)
Two-Dimensional Elastostatics 183
Strains are quantities related to the deformation of the body. Normal strain is unit
elongation in a particular direction. For the normal strain in the x- direction, consider the
points P and Q in Figure 8.6 which are a small distance dx apart. Then the x displacement
at P is Ux and at Q is Ux + dxaujdx to the frrst order in dx. The difference in displacement
between the points is thus dxaujdx and the unit difference is aujdx. This unit difference
in displacement is defined as the normal strain and is denoted by 8.a so that
aux
exx = ax =ell .
u dx
I x I
p Q
auy
Eyy =ay=e22 '
Shear strains are defined as the small change of angle of line segments in the x and y
directions. Figure 8.7 shows three points P, Q, R in a body, initially making a right angle.
The line PQ is in the x direction with Q a small distance dx from P. The line PR is in the y
direction with R a small distance dy from P. After deformation the points are at P', Q', and
R' and no longer make a right angle at P'. From Figure 8.7 it can be seen that the angles
which P'Q' and P'R' make with the x and y directions are au/dx and aujily. Shear strain
is defined as the average of these. That is
Both the normal and shear strains can be expressed in index notation as the single formula
(8.7)
184 The Boundary Element Method
+2.!k dy I-
x dY
I
U
~ - - - - - - -'- R'
RI
dy
Q'
I
I
--------------------r-' I
I dU
___ U~ __ ~I u y I uy+T
'X dx
P
~------~-------------------------~-,
dx Q
It can be checked that this fonnula applies equally well to nonnal strains since
Since they are the ratios of lengths strains are dimensionless quantities.
For plane stress (when the z components of stress are zero) in which the displacements
Ui,are continuous and single valued so that no gaps or overlaps develop in the material, the
three strains can be connected by
(8.8)
It remains to bring in the properties of a particular material using Hooke's law which
states that the extension of an elastic wire is proportional to the force applied. This is
extended to apply to a body and then states that the components of nonnal stress, (Jii, are
linearly related to the components of nonnal strain jj. The axial and transverse stresses are
shown in Figure 8.8.
a,._:-r-----_nnnnn __ p_.u
Two-Dimensional Elastostatics 185
L ___________________ J
O'yy
i
r-----------------~
Ii
L _________________ ~iI
~
Figure 8.8 Axial and transverse stresses.
An elastic body is such that for a given strain state there is only one state of stress
however this is arrived at. Thus the stresses do not depend on the history of the
deformation, whether quick or slow, loading or unloading. This also means that if stresses
are removed, the body will return to its fonner defonnation; that is, elastic recovery
occurs. For plane stress, the linear stress-strain relationships for an isotropic material are
1
exy = 2GO"xy, (8.9)
where
E - modulus of elasticity in tension - Young's mcxlulus,
v- Poisson's ratio,
G - shear modulus.
There are only two independent elastic constants for a homogeneous, isotropic material
and it can be shown that G is related to E and v by
E
2G = (1 + v)' (8.10)
186 The Boundary Element Method
The stress-strain relationships (8.9) can be rewritten as
and similarly
(8.12)
Two aspects of indicial notation have been introduced in equation (8.12), that is
I i=j
(a) the Kronecker delta Oij = { ..
o 1'# }
(b) the internal summation convention <Tkk = <T11 + <T22 =<Txx + <Tyy .
(J ..
IJ
=_E_[e.'
I + V IJ
+ -V-ekk
I - V
0"]
IJ '
(8.13)
CYji,j = 0
Two-Dimensional Elastostatics 187
to give the following Navier equations, which are the equilibrium equations written in
terms of displacements
Ui,jj + ( 1 )Uj'ji
1 - 2v
=o. (8.14)
These are the partial differential equations for the displacements Ux , uy of a homogeneous,
isotropic, plane elastic body without body forces. They may be written in Cartesian form
as
Kelvin's Solution
A few particular solutions of the Navier equations (8.14) are known, for example
those of Kelvin and Mindlin. Kelvin's solution relates to an infinite elastic medium in
which a unit point load ej(x') is applied at a point, x', producing displacements at other
points, x, given by
(8.16)
in which
r= Ix-x'l, (8.18)
tl-
r,i = dxi" (8.19)
188 The Boundary Element Method
The unit point load ej(x') also produces tractions tj(x) at points x which are given by
(8.20)
where
Since Uij and Tij are written in tensor fonn, their,properties and nature are not so obvious
and are considered further. The Uij tensor may be written in full as
.. _
U ll - 81tG(1 - v)
1 [ -(3 - 4v)lnr + r,l r ,l r,l r ,2 1
r,2r,1 -(3 - 4v)lnr + r,2 r,2
in which
where
so that
Thus
These tensors become the kernels of the boundary integral equation for elastostatics so
their singularities need to be considered. It can be seen that
Two-Dimensional Elastostatics. 189
(XI- xl)
r
does not tend to zero as r tends to zero since both Xl - Xl and r tend to zero in the same
way. Similarly r,2 is fmite, so that the only singular term is that containing lnr, which has
been dealt with in previous chapters on potential problems.
dr
(1- 2v+ 2r,2r ,2) an
(8.24)
The bracketed part is regular but has no special properties to remove the singular term 1/r
so that
in which Xl - Xl and X2 - X2 tend to zero in the same way as r. The traction tensor Tij thus
has a l/r singularity which is stronger than the logarithmic singularity of Uij .
Both the displacement tensor U ij and the traction tensor Tij are singular when r is
zero, that is at the point at which the unit point load e/x,) is applied. Such a result is to be
expected since a fmite loading concentrated at a point is an unrealistic model. However,
for all points x which are not equal to x' the Kelvin solution is valid and thus has
190 The Boundary Element Method
similarities with the potential solution Vex) =In r considered in Chapter 2 and will be used
in a similar way in the next section in the Somigliana identity, which is the elastostatic
equivalent of Green's second identity.
For elasticity problems the derivation of the boundary integral equation is based on
Betti's reciprocal work theorem. This relates the boundary values of tractions ti, ti, and
the displacements Ui, ui for two boundary value problems. If .*, denotes the second
problem, Betti's theorem may be derived as follows.
The stress strain relationship (8.13) for a linear isotropic material may be written as
(1 + y\o;oo
J IJ = E(e IJoo + -Y-ekk~oo)
1_ Y (JIJ' (8.25)
This may be applied to a second stress, (Jij. and strain, eij. Then
(8.26)
(8.27)
( 1 + y\d;:eoo -
J IJ IJ -
E(p'i'oe oo + -1 y
'"'IJ IJ _ -
Y
eooe'lJ!'o)
II (8.28)
(8.29)
Two-Dimensional Elastostatics 191
au! aui
C1ij dx. - dij dx. = O. (8.30)
'J 'J
aC1i; _ adf; _ 0
dxi - dxi - . (8.31)
(8.33)
and transformed to the following integral over the boundary B using Gauss' divergence
theorem
from equation (8.3). This is known as Betti's reciprocal theorem. The reciprocal theorem
states that the work done by the first set of tractions ti in moving through the second set of
displacements ui is equal to the work done by the second set of displacements Ui, where B
is the boundary of the body as shown in Figure 8.9.
Equation (8.34) is the equivalent of Green's second identity which was used in
Chapter 2 as the basis of the formulation of a boundary integral equation for potential
problems. In a similar way, the first problem will be taken as the one to be solved and the
second, starred, problem as one for which a solution is known. As was the case for
potential theory, the known Kelvin's solution is singular, and here is the displacement
field u7(x), due to a concentrated point load ej (x,), given by
where U ij is given by equation (8.17). Further, the traction corresponding to the point
load is given by
where Tij is given by equation (8.21). Substituting into equation (8.34) for ui, ti with the
Kelvin's solution for point loads leads to
for x' in the domain D shown in Figure 8.9 . The singular point has been excluded by a
small circle Ce . In equation (8.37) the unit base vectors are constants, so that
Also ej are base vectors in any coordinate orientation and thus could have any value, so
that the left hand side of equation (8.38) must be made zero by the term in the bracket
being zero. Thus
By the exclusion of the load point with a small circle C e of radius e as shown in Figure
8.9, it can be shown that
so that
Two-Dimensional Elastostatics 193
or
Equation (8.40) applies to an interior point, x', and is the two dimensional Somigliana's
identity. Allowing the interior point to tend to the boundary, produces an extra
contribution CXijUi from the integration of the Tij matrix, where
=[ -
1 6j sin 261
+ 21t + 8~(1 - v) -sin26~ ]
(8.41)
1 6j _si_n_2_6.:::.~_
-sin2 611 - + 21t - 81t(1 - v)
at. a point on the boundary with interior boundary angle 61. It can be seen that when
611 =1t the general formula (8.41) is reduced to
(8.42)
(8.43)
194 The Boundary Element Method
For a smooth boundary equation (8.43) becomes
This integral equation (8.43) clearly involves values of the traction and displacement only
on the boundary of the elastic body. This corresponds to the naturally occurring boundary
conditions for which traction and displacement are specified on parts of the boundary and
the required solution is the values of traction and displacement on the remaining parts of
the boundary. Interior displacements and stresses at a specified point may also be required
and are evaluated from the compete set of values of ti, Ui on the boundary as shown
below.
The boundary integral equation (8.43) which has been derived is for the quantities, ti,
Ui on the boundary, that is boundary tractions and displacements. Displacements in the
interior of the body can be found by the Somigliana equivalent formula (8.40). That is
Uj = j(tiUij - UiTij) dS .
B
in which the formulae for D kij and Skij for plane stress are given by
Dkij =~[(1 - 2V)(Oki r ,j + okjr,i - Oijf,k) + 2r,i r ,jr,k ]41t(11_ v)' (8.46)
(8.47)
Two-Dimensional Elastostatics 195
Differentation is with respect to the integration points, that is the points on the boundary.
The stress fonnula (8.45) has been obtained by differentiating the displacement fonnula to
obtain strains which are then substituted into the stress-strain relationship.
A boundary integral equation has been fonnulated which is equivalent to the Navier
partial differential equations which govern the stresses and small displacements in an
elastic body. The boundary conditions, which are usually mixed, are values of these same
quantities of traction and displacement on the boundary. This is shown for example in
Figure 8.10 where a plate is in uniaxial tension.
D' C'
1-------- 1
D IC
I
I
I
I
I
I
I
A_______ 18
Non-zero tractions in the y direction are thus specified on AB and DC while the
tractions in the x direction on AB and DC are zero, together with x and y tractions on AD
and CB. One point on the boundary would also need to have its x and y displacements
specified as zero to prevent unifonn motion of the plate taking place. A further
displacement constraint in any direction at another point would stop rigid body rotation
provided this direction is not towards or away from the first point. The solution would
consist of boundary displacements as indicated in Figure 8.1O(b) and reactions at the
constrained points. If interior displacements and stresses are required at some point it has
been seen that they may be found by an integral evaluation which only involves boundary
values of traction and displacement. It is thus possible to concentrate on just those interior
regions which are of particular interest, rather than have to evaluate the entire interior field
as would be the case for calculation methods based on partial differential equations,
whether the numerical methods used were finite differences or finite elements.
For some problems, particularly flexure of plates, higher order methods involving
quadratic representations are needed. However, to help with a first understanding of
fundamentals, the Boundary Element Method fonnulation to be considered is the simplest
possible. That is, the constant function, linear geometry formulation introduced in
196 The Boundary Element Method
Chapter 3. The boundary B is thus divided into elements B p as indicated in Figure 8.11 in
each of which the following linear representation is used
2
xp(t) = LMa(t)Xa (8.48)
a=l
for which the Jacobian is JP(t) =dti2, where dp is the Euclidean length of the element, Bp.
The f3 subscript is used to indicate elements, rather than j which was previously used, to
avoid confusion with standard tensor notation. The functions, evaluated at element centre
points xf3(O), are described by
U sing the above representations (8.48), (8.49) and (8.50), for a smooth boundary or
for a boundary on which the collocation points are not placed at the corners, equation
(8.44) becomes
N i l
= ~1dplf JUij(Xp(t),X')dt-!dpuq JTij(xp(t),X')]dt]. (8.51)
fi=I -1 -1
Two-Dimensional Elastostatics 197
In the abole equation (8.51) there are two components of displacement, uf, and of
traction, t'j, where J3 =1,2, ... ,N. There are thus 4N variables of which 2N are
unknown. These require 2N equations for their evaluation. If collocation is made at the N
points x~ the required 2N equations are produced, since there is an equation at each point
for both of the directions indicated by j becoming 1 and 2. It follows that
l
N I l
!Ujr = L [!dptf JUij (xp(t),xr) dt- !dpu~ JTij (xp(t), xr) dt
fJ=1 -1 -1
Or
(8.52)
where
Of course it is not obvious what form the set of equations (8.52) have. This will
become clearer, however, when they are written out in full as follows
(1 12 1 12) (2 22
- 1dl ulTll + U2T21 - 1d2 U1Tll + U2T21 222)
- ............ - 1dN(ufttl + u~rrf}
(1 12 1 12) (2 22
- !d1 U1T 12 + U2T22 - 1d2 U1T 12 + U2T22 222)
- ............ - 1dN(ufttl + u~rri)
........................
........................
y=N, (1
1uY = 1d1 tl Ull
IN + t2U211 (2
IN) + !d2 tl Ull
2N + t2U21
2N) 2
+ ............ + ~ dN(ltdif + t~rm)
(1
- !d1 U1Tll
IN + U2T21 1 1 (2
IN) -'2d2 U1Tll
2N +' U2T21
2N) 2
- ............ -1 dN(ufTtf + u~rif),
1U~ = 1d1(1t1 U12
IN + t21 1 (1,1U122N + t2U22
IN) +'2d2
U22 2 2N)
+ ............ + 1dN(ltdi~ + t~Ui~)
(1 IN 1
- 1dl U1 T 12 + U2T22 (2
IN) - ~d2 U1T 2N 2N)
12 + U2T22 2
- ............ -1dN(ufTt~ + u~ri~} (8.54)
Two-Dimensional Elastostatics 199
10
Jt
. 1
Ji
!dlU11n !d1 U2111 !d2U21n ! d2U21
21 !dNdtt !dNc4t t1
11 !dlU22
!dIUl2 11 !d2U2112 !d2U2221 !dNuYJ !dNc4i t~
! dlU12
n ! dlU2112 ! d2 U22
n ! d2U22
21 !dNdtf !dNc4? ~
! d1U12 12 !d2U22
12 ! d1 U22 12 ! d2U22
22 !dNdti !dNc4i ~
!dNttf !dNTif
!dNtf~ !dNTi~
200 The Boundary Element Method
That is
u1 ~d1Ull ~d2U21
u2 ~d1U12 !d2 U22
1[ =
2
where
U
1
= (Ut.l IU2)
T
=Ui,1 (8.57)
(8.58)
TIl
11 T21
TIl =[ 11
11]
11
=T 11'J'
.. etc. (8.60)
T12 T22
The second rank tensors Uij may thus be written as (2 x 2) matrices (which would be
(3 x 3) matrices for a three dimensional problem). The fIrst rank tensors, for example Uj,
may be written as (2 x 1) column vectors. In matrix form the equations are written as
The set of equations (8.61) may be reordered as before so that unknowns appear on
the left hand side and knowns on the right hand side. It is possible to split the types of
unknowns at a node, which would be required to deal with a plane of symmetry as
illustrated in Figure 8.12 for which U2=0 and t1 =0 are given and U1 and t2 are to be
found.
Two-Dimensional Elastostatics 201
----~:~-----------
'1 =0
The coefficients Uij and Tij have different dimensions. They may thus be of
completely different magnitudes depending on the system of units being used, leading to
an ill conditioned system of equations. In fact the Uij coefficients may be several orders of
magnitude smaller, but may be made the same order and physical dimension as the Tij
coefficients by multiplying by 2G. To keep the same set of equations, t must be divided
by 2G. Equation (8.61) then becomes
1 t
2" Iu = 20U 20 - Tu. (8.62)
The highly structured form of the fully written out equations (8.54), or their matrix
form in equation (8.55), can be used to construct compact computer codes using loops.
However, so that a clear understanding is obtained of what is being programed it is
valuable to see the equations written out in the illustration below.
Thus
which mixes global numbering, /3, with local numbering, a . The Jacobian for the above
representation is Ip=dpl2, where dp is the element length. For a constant function
approximation, tj and Uj are taken as constant in each element and evaluated at element
midpoints xP(O). Thus equation (8.43) becomes
f
5 1
!Uj (x') =L {tj(XP(O))Uij(Xp(t),X') - Uj(XP(O))Tjj(Xp(t),X')}dt
fj=l_l
(8.64)
Two-Dimensional Elastostatics 203
5 1 1
!Ui(X2(0 = I[Jptf f UijXp(t),X2(0dt -Jpu9 fTij{xp(t),X2(0dt]. (8.65)
~1 -1 -1
Or
(8.66)
204 The Boundary Element Method
(8.67)
The above equations show the full detail of the tenns which fonn part of the boundary
element fonnulation for a particular problem.
In elastostatic problems the kernel singularities are of a higher order than for potential
problems. However, there is again a way of removing these singularities by using a
special solution which, in this case, corresponds to a rigid body displacement. This is the
equivalent to the solution u= 1, dU/dn=O used for potential problems. The special
solution is Ui =Ii (where II =h = 1 are unit displacements) for ti =0, which corresponds to
a translation of the body with no forces acting. It is clearly a solution since it is possible
for a body to move from one position to another with no external forces acting, according
to Newton's fIrst law of motion. No change of shape will occur so that the body remains
rigid. A displacement of any magnitude may occur, although it is suffIcient to consider
unit displacement in each of the coordinate directions as shown in Figure 8.14.
The boundary integral equation (8.43) which applies to a non smooth boundary is
The singular values of Tij, which occur when x and x' coincide, may thus evaluated in
terms of the remaining values of T ij.
N
!Ij =- 'IJd{JhT~J
~l
(8.69)
The singular integrals occur in TrJ which may be moved over to the left hand side to give
N
Wi TlJ = - !lr frPli rl}'.
The above equation (8.70) contains two equations U= 12) for each value of rand these
may be used to find TITand TR. The terms TIT
and TIT
are not as singular, as was seen
from the form ofTij in equation (8.24).
The chapter brings to a close, with a detailed description of one of its main areas of
application, the step-by-step presentation of the Boundary Element Method. Further
applications and more advanced formulations use the same basic Boundary Element
Method but involve more complicated kernels with possibly worse singularities, and
quantities which may have many more components. An illustration of the latter would be
the problem of three dimensional electromagnetic scattering which can involve three
complex components of both the electric and magnetic vectors. Nevertheless, the structure
of the boundary element solutions of these advanced problems does not differ from those
presented throughout the text. Examples of advanced techniques and of applications of the
Boundary Element Method to a variety of problems will be found in the references
contained in the Bibliography.
206 The Boundary Element Metlwd
Exercises
Section 8.2
8.1 By considering moments about an edge of the elemental cube show that O'xy = O'yx.
8.2 Find the magnitude and direction of the total stress on the appropriate face of the
infinitesimal cube with
(a) O'zx = 17.32x 106N/m2, O'zy = 34.7 x 106N/m2, O'zz = 110x 106N/m2;
(b) O'yx = -16.56 x 106N/m2, O'yy = 62.58 x 106N/m2, O'yz = 3.47 x 106N/m2;
8.3 Evaluate Byy, Byx from the tensor fonnula for strain.
vM
U2=- EI xy,
M
U3 =- EI xz,
where M is the applied moment and I is the moment of inertia of the beam. Find the
normal and shear strains at a point x in the beam.
(a) on the sloping edge of a triangular plate which makes an angle of 150 with the
positive x-axis,
(b) at 8=25 on the edge of a circular plate whose boundary is given by
C(8) = 3cos 8i + 3sin 8j,
(c) at 8=-65 on the edge of an elliptical plate whose boundary is given by
E(8) = 5cos 8; + 2sin 8j.
Two-Dimensional Elastostatics 207
Section 8.4
8.6 Evaluate aij for a 90 comer on a boundary.
8.7 Write out the separate equations for the two tensor components in the boundary
integral equation
8.8 Write out the separate expressions for the two tensor components of the rigid body
solution
8.9 For a constant function, linear geometry Boundary Element Method, give
expressions for the singular integral evaluations for the two tensor components
obtainable from the rigid body solution.
8.10 For the cantilever shown in the figure below, write out the discretised equations for
the constant element, linear geometrx Boundary Element Method discretised
. 1 2 3 ~
equattons for the unknowns Uj, Uj' tj, Uj.
~=o (2,1)
tz=-p
4
(0,-1) (2,-1)
Integration and Differentiation Formulae Appendix A
Integration
XXI
j jH(Y)dYdx 1 (AI)
a a
may be treated as a repeated integral, frrst with respect to y and then with respect to x over
the region, R, shown in Figure AI.
a x
Thus writing the double integral as a repeated integral and then changing the order of
integration gives
208
Appendix A - Integration and Differentiation Formulae 209
Xl=X Y=Xl
= J {JH(Y)dY)}dxl
Xl=a y=a
y=X Xl=X
= J { JH(Y)dxIJ}dY
y=a Xl=Y
y=X Xl=X
= JH(y){ J dxl}dY
y=a Xl=Y
Y=X
= JH(Y)(x-Y)dY
y=a
x
= J(x - y)H(y)dy.
a
x
= J<x - xI)H (Xl) dxl . (A2)
a
Differentiation
The general formula for differentiating an integral which has the variable quantity in
both its limits and integrand is as follows
~~ bW
d r db(x) da(x)
dx /(x,x I) dxl = dx f(x, b(x - (lXj(x, a(x +
J a/(x, Xl)
ax dxl (A3)
a(x) a(x)
J
x x
r x I ) dxl.
dx/(x,xI)dxl =/(x,x) + O/(a,X
d (A4)
o 0
Matrix Partitioning for the Appendix B
Mixed Boundary Value Problem
The set of equations (4.61) may be written out fully for the mixed boundary value
problemas
210
Appendix B - Matrix Partitioning for the Mixed Boundary Value Problem 211
DN.N+l
, .
D N./tr(/iJN)
That is
(B.l)
L = ..
[~.l.~ ~ ~~.~],
L21 : L22
. . J.
D = [~.l.~ ~ ~~~
D21 : D22
(B.2)
9=[:~:---H (B.3)
Once the above partitions have been recognised, the discretised equations (4.61) can be
written as
212 The Boundary Element Methnd
so that onBl
(B.6a)
andonB2
(B.6b)
The unknown quantities are Ti (those on Bl) and T2 (those on B2). Taking these to the
left hand side gives, for the part of the boundary B 1
(B.7a)
(B.7b)
Chapter 1
y
3
1.6 (a) l-i x ,
(b)
2 3x
x -16'
1 4 SIn1tx
(c) +i . .
1.7 x- 21tA .
SInX.
(l + 1tA)
1.9 1.
1.10 -0.1798 + 0.4595x2.
6 + 2A - 3AX
1.11 (a)
6 + 2A
(b) 1- 2Aex (e - 1) .
2 - A + Ae 2
2A1tSinX
(c) x----
1 + A1t
213
214 The Boundary Element Method
1.12 (a)
e-X - Jle-.h
(b)
I-Jl
(c) cos2x
1.13 /(-1) = 0.7657,/(0) = 0.6451,/(1) = 0.7657.
1.14 /(1) = 0.7565, f(:ij) =0.6824,J(0) = 0.6583.
1.15 0.3065, 0.5921, 0.4714.
1.16 (a) 0.5714 - 0.8571x.
(b) 0.9231 - 1.3846x.
1.17 (a) x 2 - 0.1667x.
Chapter 3
3.1 -{S.
3.2 41t/3.
3.3 8/3.
3.4 (a) 161..[5.
(b) 2x.
(c) !l(d/2)Ur-l,
a
where d is the length of the element.
3.7 1.3142, 1.3208.
3.8 -2.6922, -2.3672.
Appendix C - Answers to Selected Exercises 215
Chapter 4
4.1 (a) co, -0.8047; -co, 1.3047.
(b) -0.8528, -0.0736.
4.3 1
4.4 (a) 0.5397,
(b) -0.4603.
Chapter 5
5.1 (a) ~(7 .4866 + 0.9312t2)!,
Chapter 6
1t
6.4 6...[26'
6.6 (1,1), uv; (0,1), (1 - u)v/2; (0,0), (1 - u)(1 - v); (1,0), u(1- v)/2.
6.7 -(1- u)(1 - v)(u + v + 1)4, (1- u2)(1- v)/2, -(1 + u)(1 - v)(v - u + 1)/4,
(1 +u)(1-v2) /2, (1 + u)(1 + v)(u + v - 1)/4, (1 - u2)(1 + v)/2,
(1- u)(1 + v)(v - u - 1)/4, (1 - u)(I- V 2)/2.
6.11 r 2sin 8 .
ff
1 1
ff
1 1
+ K (X3(u,V),Xs)M2(U,V)h(U,V)dUdv.
-1-1
Chapter 7
Chapter 8
8.2 (a) Magnitude 116.6x106 N/m2, direction cosines: 0.1485, 0.2975, 0.9431,
8.6 -3~l4.
219
220 The Boundary Element Method
w. S. Hall and T. T. Hibbs. "Subtraction, expansion and regularising transfonnation
methods for singular kernel integration in elastostatics", Math. comput. modelling, 15,
313-323(1991).
K. Hayarni. "Quadrature Methods for Singular and Nearly Singular Integrals in the 3-D
Boundary Element Method". in Boundary Elements Xed C. A. Brebbia. Springer-
Verlag. 1988.
F. J. Rizzo, D. J. Shippy and M. Rezayat. "A boundary integral equation method for
radiation and scattering of elastic waves in three dimensions". Intj.numer. methods
eng., 21, 115-129(1985).
Index
221
222 The Boundary Element Method
Constant function approximation 24, 28, Elastostatics 39,177,188,190,204
32-33, 61, 69, 71, 85, 90, 112, 137, Electric
177, 196,201-202,205 charge 144
Control 1 potential 144-145
Comer node 162, 166-167 vector 205
Cramer's rule 20, 28 Electrostatics 7, 39, 80,141,144, 146,
Cross product 153 174
Curved elements 121, 127, 130, 137, Element 26, 61, 70-73, 85, 86, 96, 122-
141, 146-147, 161 123, 146, 162, 196
Curved representations 127 curved 121, 127, 130, 137, 141, 146-
Curved surface element 146 147, 161
Curvilinear eight node Serendipity 146, 148, 164,
integral 33, 64, 141 166
quadrilateral 146 four node quadrilateral 146, 166
triangle 146 geometry 151
integration 93
Deformation 180, 183, 185 linear 102, 109, 148
vector 183 nine node Lagrange 146, 149
Derivative non-singular 78, 93
boundary condition 85 number 155
kernel 97, 99-101, 107, 116-117, plane 164
126, 130 quadratic 123-126, 130, 154
singularity 99, 107 quadrilateral 123-126, 146, 166
Diagonal coefficient 126 singular 74,93,96,99, 130, 162,
Dielectric constant 6 166
Differential equation six node triangle 146, 149
fIrst order 9 straight 61, 64, 85, 127
ordinary 1, 9, 12, 16, 39 surface 146, 151
partial 39,58,137,141,187,195 three node triangle 146
second order 10 Engineering 1,81
Direct integration 107 Engineering drawing 62
Dirichlet boundary condition 54, 69, 86, Euclidian distance 74,110, 196
98, 157 Exact integration 78, 93, 121, 126-127,
Dirichlet problem 100, 108, 111, 121, 166, 173
151, 164 Expansion 131
Discretisation 70, 90, 108, 166 binomial 135
Discretised equation 157,205 Jacobian 132, 134
Displacement 181, 184, 187, 191, 194 limited 131, 134
boundary 177, 194-195, 197 logarithm 132, 134
interior 177,194-195 Mclaurin 134
tensor 189 Taylor 66,131-132,152, 171
unit 183 Exterior boundary angle 46, 101-102,
Domain integral 45 126
Exterior problems 48-50, 55-58, 69, 85-
Eigenvalue 18,20 86,99,100-101,117
Elastic
body 187-188, 194-195 Far fIeld solution 49
material 180 Field point 44
recovery 185 Finite difference 195
wave scattering 39
wire 184
Index 223
Finite Element Method 64, 147, 177, Hooke's law 181, 184
195
First kind integral equation 8 Indicia! notation 186
First rank: tensor 200 Initial value conditions 9-10, 12-13
Flexure of plates 195 Initial value problems 9-10, 12
Fluid flow 41, 48, 54, 85, 101, 117, Infinite elastic medium 187
141 Infinite fluid 41, 99-100
Fluid velocity 41 Infinitessimal
Flux 54 arc 43
Flux boundary condition 40-41, 48, 54- area 43, 142
55,58,85 sphere 143
Force 178, 182 volume 142
Fredholm equation 6,8-9,15-16,21, Insulated
24,28,30 duct 56
Free term 8, 58 boundary condition 40,54,85,108
Function approximation 151 Integral coefficient 79
constant 24, 28, 32-33, 61, 69, 88, Integral equation 1,4,6-7,10,14-16,
90,112,137,177,201-202,285 26,29,31
linear 33, 62-63, 74, 86, 88, 102, analytical solution 16
107, 126, 137, 141, 146, 196 classification 1, 8
quadratic 33, 121, 137, 141, 195 frrstkind 8
Function evaluation 127 Fredholm 6,8-9, 15-16,21,24,28,
Fundamental solution 43,142 30
numerical solution 24, 58, 61
r -contour 48 ordinary 1, 8-9, 12, 19-20,24,33,
39,61,64
Galvanic protection 146 second kind 8, 12, 15, 21
Gauss singular 7
points 80, 127-128, 163-164, 165 Volterra 4,8-9,10, 12-13, 15
quadrature 27-28, 79-80, 93, 102, Integral evaluation formula 69-70, 195
105, 127, 129, 136-137, 163-164, Integral identity 41
169, 171 Integrand 131, 135
weights 80, 127-128 boundary element 124, 135
Gauss-Hermite integration 127 singular 74,85,96,99, 107, 116-
Gauss-Laguerre integration 127 117, 121, 124, 126, 130, 158,
Global coordinates 147 161-162, 166, 170, 173
Global node numbering 86,154,157, Integration 58
202 analytical 137, 174
Gravity 180 curvlinear 33,64, 141, 146
Green's function 6 direct 107
Green's identity 41-42, 44, 49, 141-142, element 93
177, 190-191 exact 78,93, 121, 126, 127, 166,
173
Hannonic function 142 Gauss 27-28, 79-80, 93, 102, 105,
Heat conduction 39-40, 54-55, 61, 81, 127, 129, 136-137, 163-164, 169,
85-86, 108, 121 171
Heat flow 54, 69,141, 174 Gauss-Hermite 127
Heat flux 40, 86 Gauss-Laguerre 127
Heat transfer 40 numerical 78, 121, 158, 161, 166,
Higher order representation 137, 195 171, 173-174
Homogeneous 187 parametric 64, 66-67
224 The Boundary Element Method
pomt26,32,44,74, 164, 166 Boundary Element Method 85, 90,
principal value 76, 95 99, 102, 117, 123, 126, 137, 141,
regular 170, 171 146, 151, 164
remainder 137 isotropic material 190
repeated 162, 166 shape function 64, 67, 98, 108, 148,
Simpson's rule 24, 26, 78-79, 129, 166
136, 162-163 Limited expansion 131, 134
subtraction/series expansion 127, Load point 192
129, 166, 170, 174 Loaded elastic string 4
weighted Gaussian 127, 129 Loading 185
Interior 49 Local coordinates 147
boundary angle 47, 52,107-108, Local node numbering 86, 154-155,202
113, 193 Local plane 149, 161
displacement 177,194-195 Logarithmic
point 44, 46, 143, 193 Gaussian quadrature 127
problem 48,51,54,56, 107-108, mtegral coefficient 79
116, 121-122 kernel 74, 90,93,99, 105, 107, 127,
stress 177, 194-195 130, 177
Isoparametric 61, 85-86, 90, 99, 102, singularity 45, 74, 96, 127, 131
121, 123-124, 126, 137, 141, 151, Love's equation 26
161
Isotropic 181, 185 Magnetic vector 205
Iterative method 16,21,23 Mathematical physics 81
Mclaurin expansion 134
Jacobian 65-66, 71, 73, 88, 91, 102, Mechanics 1
110, 124, 126-127, 134, 152, 196, Mesh 158
201-202 Midside node 162, 166, 167
regularismg 166, 169 Mindlin's solution 187
Millor 154
Kelvin's special solution 177, 187, 190 Mixed boundary conditions 40, 48, 54,
Kernel 8, 15-16,25, 70, 74,80, 126, 56,58,85,99, 123, 195
130, 171,204-205 Mixed boundary value problem 108,
derivative 97,99, 100-101, 107, 116- 111-112, 117, 121
117, 126, 130 Modulus of elasticity 185
logarithmic 74, 90, 93, 99, 105, 107, Multistep method 24, 27
127, 130, 177
smgular 81,117,137,174, 188 Navier equation 187, 195
separable 16, 19,21, 33 Neumann boundary condition 54-55, 99,
Kronecker delta 186 117
Neumann problem 101,107-108,111,
Lagrangian element 146, 149 121
Laplace's equation 39, 43, 48, 100, 107, Newton's fIrst law 204
141, 142 Node 62, 71, 98, 101, 108, 111, 123,
Lmear 147-149, 154
approximation 33, 62-63, 74,86,88, Nodal value 72,86, 108, 117, 123, 154,
102, 107, 109, 126, 137, 141, 157,201
146,196,201 Non-smgular
elasticity 177 element 78, 93
element 102, 109, 148 integral coefficients 141
equations 18, 141 integration 85, 173
geometry 202 term 136
Index 225
1. R.T. Haftka, Z. GUrdal and M.P. Kamat: Elements of Structural Optimization. 2nd rev.ed.,
1990 ISBN 0-7923-0608-2
2. U. Kalker: Three-Dimensional Elastic Bodies in Rolling Contact. 1990
ISBN 0-7923-0712-7
3. P. Karasudhi: Foundations of Solid Mechanics. 1991 ISBN 0-7923-0772-0
4. N. Kikuchi: Computational Methods in Contact Mechanics. (forthcoming)
ISBN 0-7923-0773-9
5. Not published.
6. IF. Doyle: Static and Dynamic Analysis of Structures. With an Emphasis on Mechanics and
Computer Matrix Methods. 1991 ISBN 0-7923-1124-8; Pb 0-7923-1208-2
7. 0.0. Ochoa and IN. Reddy: Finite Element Analysis of Composite Laminates.
ISBN 0-7923-1125-6
8. M.H. Aliabadi and D.P. Rooke: Numerical Fracture Mechanics. ISBN 0-7923-1175-2
9. l Angeles and C.S. Lopez-CajUn: Optimization of Cam Mechanisms. 1991
ISBN 0-7923-1355-0
10. D.E. Grierson, A. Franchi and P. Riva: Progress in Structural Engineering. 1991
ISBN 0-7923-1396-8
11. R.T. Haftka and Z. GUrdal: Elements of Structural Optimization. 3rd rev. and expo ed. 1992
ISBN 0-7923-1504-9; Pb 0-7923-1505-7
12. J.R. Barber: Elasticity. 1992 ISBN 0-7923-1609-6; Pb 0-7923-161O-X
13. H.S. Tzou and G.L. Anderson (eds.): Intelligent Structural Systems. 1992
ISBN 0-7923-1920-6
14. E.E. Gdoutos: Fracture Mechanics. An Introduction. 1993 ISBN 0-7923-1932-X
15. lP. Ward: Solid Mechanics. An Introduction. 1992 ISBN 0-7923-1949-4
16. M. Farshad: Design and Analysis of Shell Structures. 1992 ISBN 0-7923-1950-8
17. H.S. Tzou and T. Fukuda (eds.): Precision Sensors, Actuators and Systems. 1992
ISBN 0-7923-2015-8
18. J.R. Vinson: The Behavior of Shells Composed of Isotropic and Composite Materials. 1993
ISBN 0-7923-2113-8
19. H.S. Tzou: Piezoelectric Shells. Distributed Sensing and Control of Continua. 1993
ISBN 0-7923-2186-3
20. W. Schiehlen: Advanced Multibody System Dynamics. Simulation and Software Tools. 1993
ISBN 0-7923-2192-8
21. C.-W. Lee: Vibration Analysis of Rotors. 1993 ISBN 0-7923-2300-9
22. D.R. Smith: An Introduction to Continuum Mechanics. 1993 ISBN 0-7923-2454-4
23. G.M.L. Gladwell: Inverse Problems in Scattering. An Introduction. 1993 ISBN 0-7923-2478-1
24. G. Prathap: The Finite Element Method in Structural Mechanics. 1993 ISBN 0-7923-2492-7
25. J. Herskovits (ed.): Structural Optimization '93. 1993 ISBN 0-7923-2510-9
26. M.A. Gonzalez-Palacios and J. Angeles: Cam Synthesis. 1993 ISBN 0-7923-2536-2
27. W.S. Hall: The Boundary Element Method. 1993 ISBN 0-7923-2580-X