The nite element method Formulation of the problems Derivation of a model problem

Introduction to the nite element method

CIVIL EN / MECH ENG 768: Lecture 1
Introduction
and
Formulation of the basic problems
March 26, 2012
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Todays lecture
1
The nite element method
2
Formulation of the problems
3
Derivation of a model problem
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
The nite element method
1
WHAT IS IT?
The nite element method is a general technique for constructing
approximate solutions to initial boundary value problems.
2
HOW IS IT APPLIED?
The method involves dividing the domain of the problem into a nite
number of simple subdomains the nite elements and using
variational concepts to construct approximate solutions over the
collection of elements.
3
WHAT IS IT USED FOR?
Because of its generality, it has been used to successfully solve
problems in virtually all branches of engineering and physical
sciences.
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
The nite element method
Some nite element show and tell
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Differential equations
Many problems in engineering and science lead to equations involving
derivatives of unknown functions.
Such an equation is called a differential equation (DE).
Examples:
du
dx
= 5x + 3
u
t
+
u
x
= 0

2
u
x
2
+

2
u
y
2
+

2
u
z
2
= 0
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Differential equations
The unknown function, u, is called the dependent variable.
It is a function of one or more independent variables.
Independent variables are typically coordinates of a point in space (x,
y, and z) and/or time t.
Dependence of u on the independent variables is expressed as:
u = u(x, y, z, t)
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Differential equations
When there is one independent variable the DE is called an ordinary
differential equation (ODE), e.g.,
du
dx
= 5x + 3
When there are two or more independent variables the DE is called a
partial differential equation (PDE), e.g.,

2
u
x
2
+

2
u
y
2
+

2
u
z
2
= 0
The order of the DE is dened as the order of the highest derivative
appearing in the equation.
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Differential equations
In addition to u there may be other given functions that appear in the
DE, e.g.,
a(x, t)
u
t
b(x)

2
u
x
2
+ c(x, t)u = f (x, t)
These functions, together with any other information given beforehand,
constitute the data of the problem.
If the function u and its derivatives appear only linearly in the DE, and
there are no products of u and its derivatives, then the equation is called
a linear DE.
We will only be concerned with linear DEs in this class.
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Specication of a domain
DEs are often used to describe physical processes over some, generally
limited, extent of space and/or time.
This extent is called the domain of the problem.
To indicate that a point in space or time is in our domain, we write
x (0, l) or t (0, l) or (x, y) ,
where x is read x belongs to .

= (0, l)
0 l
y
x
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Boundary conditions
For problems involving spatial variables, we need to specify the value
of u and/or one or more of its derivatives along the boundary of the
domain., e.g.,
u = g or
u
x
= g on
This is called a boundary condition (BC).

= (0, l)
x = 0 x = l
y
x

u(0) = g
1
u|

= g
u

(l) = g
2
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Initial conditions
For problems involving time, we must specify the value of u and
possibly some of its derivatives at the initial time t = 0, e.g.,
u = g at t = 0
This is called an initial condition (IC).

= (0, T]
t = 0 t = T
y
x

u(0) = g
u(x, y, 0) = g
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Complete specication of a problem
So complete specication of a problem, or mathematical model,
consists of the following:
Specication of a problem
1
A domain of interest, , over which we wish to solve our problem.
2
DE(s) describing the process(es) of interest over .
3
Boundary and/or initial conditions on .
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Types of problems
1
When only spatial variables are involved the problem is called a

boundary value problem

2
When only time is involved it is called an

initial value problem

3
When both time and space are involved it is an

initial boundary value problem

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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Steps involved in the formulation and analysis of a
problem
1

CONSTRUCTION OF A MATHEMATICAL MODEL

The DE-based model is one such model.
There are other, more or less equivalent, models that can be constructed.
The nite element method uses a variational or weak form of the
problem.
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Steps involved in the formulation and analysis of a
problem
1
CONSTRUCTION OF A MATHEMATICAL MODEL
2

CONSTRUCTION OF A SOLUTION (IF POSSIBLE)

Find a function u that satises the DE over and the boundary and/or
initial conditions on .
In general, it is not possible to nd exact solutions to these problems.
Numerical methods, such as the nite element method, provide a means
to compute approximate solutions to these problems.
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Steps involved in the formulation and analysis of a
problem
1
CONSTRUCTION OF A MATHEMATICAL MODEL
2
CONSTRUCTION OF A SOLUTION (IF POSSIBLE)
3

CONSIDER WELL-POSEDNESS OF THE PROBLEM

Exact solutions cannot generally be found, but we can still try to obtain
some qualitative information about the solution:
1 Does a solution exist?
2 If so, is the solution unique?
3 Does the solution depend continuously on the data?
If the answer to all three questions is yes, then the problem is said to be
well-posed.
In this class, most of our problems will be well-posed.
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Steps involved in the formulation and analysis of a
problem
1
CONSTRUCTION OF A MATHEMATICAL MODEL
2
CONSTRUCTION OF A SOLUTION (IF POSSIBLE)
3
WELL-POSEDNESS OF THE PROBLEM
4

CONSTRUCTION OF AN APPROXIMATE SOLUTION

Given a well-posed problem for which an exact solution cannot be found,
at this stage we attempt to construct an approximate solution.
The two most well known approximation methods are the nite
difference and nite element methods.
This stage of the process using nite element methods will be the main
focus of this class.
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Steps involved in the formulation and analysis of a
problem
1
CONSTRUCTION OF A MATHEMATICAL MODEL
2
CONSTRUCTION OF A SOLUTION (IF POSSIBLE)
3
WELL-POSEDNESS OF THE PROBLEM
4
CONSTRUCTION OF AN APPROXIMATE SOLUTION
5

QUALITY OF THE APPROXIMATE SOLUTION

How good is the approximate solution?
Does the approximation procedure give a family of solutions that
converge to the exact solution?
If so, what is the rate of convergence?
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Basic Conservation Law
x = 0 x = l
A
_
_
Time rate of change of
amount of quantity
in the domain
_
_
. .
1
=
_
_
Net rate at which quantity
ows across the
boundary
_
_
. .
2
+
_
_
Rate at which quantity
is created, or destroyed,
in the domain
_
_
. .
3
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Basic Conservation Law: Term 1
_

_
Time rate of change of
amount of quantity
in the domain
_

_
=
d
dt
_
b
a
(x, t)
. .
Amount of quantity
Volume
Volume
..
Adx
x = a x = b
x = 0 x = l
A

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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Basic Conservation Law: Term 2
_

_
Net
rate at which quantity
ows across the
boundary
_

_
= (a, t)
. .
Amount of quantity
(Area a)time
A (b, t)
. .
Amount of quantity
(Area b)time
A
x = a x = b
x = 0 x = l
A

(a, t)
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Basic Conservation Law: Term 3
_

_
Rate at which quantity
is created, or destroyed,
in the domain
_

_
=
_
b
a

f (x, t)
. .
Amount of quantity created
Volumetime
Volume
..
Adx
x = a x = b
x = 0 x = l
A

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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Fundamental integral conservation law
Putting it all together...
_
_
Time rate of change of
amount of quantity
in the domain
_
_
. .
=
_
_
Net rate at which quantity
ows across the
boundary
_
_
. .
+
_
_
Rate at which quantity
is created, or destroyed,
in the domain
_
_
. .
1 2 3
d
dt
_
b
a
(x, t)Adx = A(a, t) A(b, t) +
_
b
a

f (x, t)Adx
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Fundamental integral conservation law
Fundamental integral form of the conservation law:
d
dt
_
b
a
(x, t)dx = (a, t) (b, t) +
_
b
a

f (x, t)dx
Must assume some smoothness of the functions to derive PDE.
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Digression on the smoothness of functions
The degree of smoothness of a function can be characterized by how
many of its derivatives are continuous.
A function that is continuous is called a C
0
function.
Or we say the function is C
0
continuous.
Or we say that the function belongs to the set of C
0
functions,
f C
0
.
x
f(x)
f(x) is C
0
continuous
x
g(x)
g(x) is not C
0
continuous!
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Digression on the smoothness of functions
A function with continuous 1st derivatives is called a C
1
function.
A function with continuous 2nd derivatives is called a C
2
function.
.
.
.
A function with continuous m-th derivatives is called a C
m
function.
x
f(x)
f(x) is C
0
continuous
x
f

(x)
....but not C
1
continuous!
0
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Converting to a PDE
1
If

t
is continuous over the domain, then
d
dt
_
b
a
(x, t)dx =
_
b
a

t
dx (1)
Special case of Leibnizs integral rule.
2
If

x
is continuous over the domain, then
(b, t) (a, t) =
_
b
a

x
dx (2)
From the Fundamental Theorem of Calculus.
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Converting to a PDE
Substituting (1) and (2) into the integral form of conservation law
_
b
a
_

t
+

x


f
_
dx = 0
Only true for arbitrary a and b if [ ] = 0. Thus, the PDE form of the
conservation law is

t
+

x
=

f
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Some specic examples
Specic problems can be derived by looking at a given conservation
principle:
1
Conservation of energy
2
Conservation of mass
3
Conservation of linear momentum
Conserved quantity
= (u) =
Amount of quantity
Volume
,
where u is some physical property (displacement, velocity,
temperature, etc).
Flux = (u) is given (in part) by a constitutive law.
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Example: Heat transfer
Conservation principle: Conservation of energy
= Energy Density = c(x)
..
specic heat
mass density
..

m
(x) u(x, t)
. .
temperature
Constitutive law: Fouriers law
= k(x)
..
Thermal conductivity
temperature gradient
..
u
x
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Example: Heat transfer
= c(x)
m
(x)u(x, t)
= k(x)
u
x

t
+

x
=

f
c
m
u
t


x
_
k
u
x
_
=

f
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Example: Mass transfer
Conservation principle: Conservation of mass
= Mass Density or concentration = u(x, t)
Constitutive law: Ficks law
= D(x)
..
Diffusivity
concentration gradient
..
u
x
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Example: Mass transfer
= u(x, t)
= D(x)
u
x

t
+

x
= f
u
t


x
_
D
u
x
_
=

f
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Example: Axial displacement of an elastic bar
Conservation principle: Conservation of linear momentum
= Momentum Density =
m
(x)
. .
mass density
velocity
..
v =
m
(x)
u
t
Constitutive law: Hookes law
= E(x)
..
elastic modulus
axial strain
..
u
x
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Example: Axial displacement of an elastic bar
=
m
(x)
u
t
= E(x)
u
x

t
+

x
=

f

2
u
t
2


x
_
E
u
x
_
=

f
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Many Examples
Physical Conservation Variable Flux Constitutive Material Sources
Problem Principle u Law Modulus Sinks
Heat Conservation of Temperature Heat Fouriers law Thermal Heat
transfer energy ux conductivity sources
Mass Conservation of Concen- Diffusive Ficks law Diffusivity Mass
transfer mass tration ux sources
Axial deformation Conservation of Axial Stress Hookes law Elastic Body
of elastic bar of momentum displacement Modulus forces
Groundwater Conservation of Hydraulic Flow Darcys law Hydraulic Fluid
ow mass head rate conductivity sources
Electrostatics Conservation of Electric Electric Coulombs law Dialectric Charge
electric ux potential ux permittivity
Fluid ow Conservation of Velocity Shear Newtons law Viscosity Body
momentum stress of viscosity forces
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
PDE Model
General form of equations:
a(x)

n
u
t
n


x
_
k(x)
u
x
_
=

f (x, t)
where a(x) > 0 and k(x) > 0 and n = 1 or 2.
In this class, we will not consider the case where n = 2.
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
PDE Model
Two important considerations:
1
Flux may have a component due to advection (or convection) of the
quantity:
= c(x, t)u
. .
Advective ux

Diffusive ux
..
k(x)
u
x
.
2
Source term

f may have a component that is proportional to u, i.e.,

f = f (x, t) b(x, t)u.

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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
PDE Model
With these considerations, our one-dimensional PDE model becomes:
a(x)
u
t
+

x
_
c(x, t)u k(x)
u
x
. .

_
+ b(x, t)u = f (x, t)
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Stages of development
1
One-dimensional, time-independent, no advection
a(x)
u
t
+

x
_
c(x, t)u k(x)
u
x
_
+ b(x, t)u = f (x, t)

d
dx
_
k(x)
du
dx
_
+ b(x)u = f (x)
2
Two-dimensional, time-independent, no advection

_
k(x, y)u(x, y)
_
+ b(x, y)u(x, y) = f (x, y)
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Stages of development
3
One-dimensional, time-independent, advection included (c >> k)

d
dx
_
k(x)
du
dx
_
+ b(x)u = f (x)
d
dx
_
c(x)u k(x)
du
dx
_
+ b(x)u = f (x)
4
One-dimensional, advection included, time-dependent
a(x)
u
t
+

x
_
c(x, t)u k(x)
u
x
_
+ b(x, t)u = f (x, t)
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
First model DE
Our beginning model DE

d
dx
_
k(x)
du
dx
_
+ b(x)u = f (x) 0 < x < l
Need boundary conditions at x = 0 and x = l.
Called a two-point boundary value problem.
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Boundary conditions
Two types of boundary conditions:
1
Dirichlet or essential boundary conditions: u = g on
2
Neumann or natural boundary conditions:
du
dx
= g on
= (0, l)
x = 0 x = l
u(0) = g
1 u

(l) = g
2
Dirichlet BC
Neumann BC
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Boundary conditions
Called homogeneous boundary conditions when g
1
= g
2
= 0.
Called inhomogeneous boundary conditions when g
1
= 0 and g
2
= 0.
We will use homogeneous, Dirichlet BCs for our rst model problem.
= (0, l)
x = 0 x = l
u(0) = 0 u

(l) = g
2
= 0
Homogeneous, Inhomogeneous,
Dirichlet BC Neumann BC
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Model problem
Components of our model problem
1
Domain:
0 < x < l or x (0, l)
2
DE:

d
dx
_
k(x)
du
dx
_
+ b(x)u = f (x)
3
BCs:
u(0) = u(l) = 0
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Model problem
Model two-point boundary value problem
Find u C
2
such that

d
dx
_
k(x)
du
dx
_
+ b(x)u = f (x) 0 < x < l
u(0) = u(l) = 0
This is called the classical or strong form of the problem.
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Introduction to the nite element method
The nite element method Formulation of the problems Derivation of a model problem
Next time
The nite element method makes use of an alternative form of the
problem.
This alternative formulation is called a variational or weak form.
In the next lecture, we will look at the variational form of our model
two-point BVP.
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Introduction to the nite element method