An Introduction to Finite

Element Method
Mathematical Preliminaries
PDE and their properties
The averaged quantities such as the deformation, density, velocity,
pressure, temperature, concentration, or electromagnetic field are
governed by partial differential equations (PDEs).
They are employed to predict and control the static and dynamic
properties of constructions, flow of blood in human veins, flow of
air past cars and airplanes, weather, thermal inhibition of tumors,
heating and melting of metals, cleaning of air and water in urban
facilities, burning of gas in vehicle engines, magnetic resonance
imaging and computer tomography in medicine etc.
Second-order PDEs
Generally encountered in physics are usually elliptic,
parabolic, or hyperbolic.

Elliptic equations -> Describe a special state of a physical
system; characterized by the minimum of certain quantity
(often energy)

Parabolic problems ->Describe the evolutionary process
that leads to a steady state described by an elliptic equation.

Hyperbolic equations -> Transport of some physical
quantities or information, such as waves.
Definition: Elliptic, parabolic and hyperbolic
equations


Let be an open connected set in

Both space and time included, n = d + 1
d -> dimension of space
n independent variables
C denotes the class in a given domain; e.g. if superscript is
1, then the variable in question along with their first order
derivatives are continuous. The 2
nd
order derivatives may
exist but are not necessarily continuous.

Let
is symmetric.
1. is positive definite, the equation is said to be elliptic.
2. is positive semi-definite, but not positive definite, and
the rank of is equal to n, the equation is said to be
parabolic
3. has one negative and n 1 positive eigenvalues the
equation is said to be hyperbolic
At
if
Elliptic PDEs written in a compact form
Where
is a second-order elliptic differential operator.
The part of L with the highest derivatives,
is called the principal (leading) part of L
Most parabolic and hyperbolic equations are motivated in
physics
One of the independent variables usually is the time t.
The typical operator form of parabolic equations is
L is an elliptic differential operator.
Open Domain, Closed Domain and Boundary

O,
O c O,
EXAMPLE 1: Elliptic PDE: Potential equation of
electrostatics

represent the electric charge density in some open bounded set
Permitivity e is constant
The distribution of the electric potential in
is governed by the Poisson equation |
The above equation does not possess a unique solution,
since for any solution | the function | + C, where C
is an arbitrary constant is also a solution.

Without any BC the problem is an ill posed problem

EXAMPLE 2: Parabolic PDE: Heat transfer equation
an open bounded set
the volume density of heat sources in
The thermal conductivity k , material density
specific heat c are constant in
The parabolic equation
describes the evolution of the temperature.
The steady state of the temperature
is described by the corresponding elliptic equation
EXAMPLE 3: Hyperbolic PDE: Wave equation

The hyperbolic equation
describes the propagation of sound waves in
where a is the speed of sound can be considered constant.
Here the unknown function p (x, t) represents the pressure,
or its fluctuations around some arbitrary constant equilibrium
pressure.
PHYSICAL EXAMPLE: Elliptic PDE
0 ) ( ) (
0 ] [ ] [
= +
= A + +
A +
x Ag A
dx
d
x gA A A
x
x x x x x
o
o o
dx
du
E
x x
= =
x
, c c o
Replacing in the equation
0 = +
|
.
|

\
|
gA
dx
du
EA
dx
d
X, u
Y
INTRODUCING THE CONCEPT OF BOUNDARY CONDITION

Model problem, 2
nd
order elliptic equation.
With a
0
= 0, one can have the following physical problem

1. Stationary heat transfer (u is the temperature, a
1
is the thermal
conductivity, and f are the heat sources)
2. Electrostatics (u is the electrostatic potential, a
l
is the dielectric
constant, and f is the charge density)
3. Transverse deflection of a cable (u is the transverse deflection, a
1
is the
axial tension, and f is the transversal load),
4. Axial deformation of a bar (u is the axial displacement, a
l
= EA is the
product of the elasticity modulus and the cross-sectional area, and f is
either the friction or contact force on the surface of the bar),
5. Pipe flow (u is the hydrostatic pressure, a
1
= tD
4
/128, D is the
diameter, is the viscosity and f = 0 represents zero flow sources),
6. Laminar incompressible flow through a channel under constant
pressure gradient (u is the velocity, a
1
is the viscosity, and f is the
pressure gradient),
7. Porous media flow (u is the fluid head, a
1
is the permeability coefficient,
and f is the fluid flux).
The governing differential equation (i.e. model problem) be
prescribed with homogeneous Dirichlet boundary conditions
Classical solution to the problem model problem along with
the boundary condition is a function
satisfying the equation everywhere in
fulfilling the boundary condition at every
Neumann boundary conditions
is the unit outer normal vector to
Example (continued)

Dirichlet Boundary Condition: u(L) = 0

Neumann BC:
0 at x = = P
dx
du
EA
WHAT IS TO BE DONE?

-To find a solution to the variable satisfying the differential
equation within the open domain and satisfying the condition
on the boundary.

If solution is available in classical sense, the issue is resolved.
If not, one has to go for numerical solutions
Finite difference method,
Finite element method,
Boundary element method,
Finite volume method etc.

Finite Element Method

Approach: Integral statement of the differential equations
Why is it required?
0 0
) ( ; u u(0) to Subjected
L x 0 for ) ( ) ( ) (
Q
dx
du
x a
x f u x c
dx
du
x a
dx
d
L x
= =
< < = +
(

=
a(x), c(x), f(x) are known functions
u
0
, Q
0
are known parameters
u(x) is the function to be determined

We seek an approximate solution in the domain O = (0, L)

=
+
N
i
i i N
x x C U
1
0
) ( ) ( | |
condition boundary e satisfy th to is purpose the
and part s homogeneou - non the is ) (
0
x |
Introducing an operator B, the non-homogeneous BC is
denoted by
u Bu

=
Where at x = 0, B = 1 and
0

u u =
And at x = L,
0
Q u

and ) ( = =
dx
d
x a B
Let L = 1; u
0
= 1, Q
0
= 0; a(x) = x; c(x) = 1; f(x) = 0 and N = 2

0 2 2 1 1 2
| | | + + = C C U
Probable solution
|
0
= 1
|
1
= x
2
2x
|
2
= x
3
3x

Replacing the polynomials in the differential equation
-2C
1
(x-1) 3C
2
(x
2
1) 2C
1
x 6C
2
x
2
+ C
1
(x
2
2x) + C
2
(x
3
3x) + 1 = 0

By separating the like terms

1 + 2C
1
+ 3C
2
= 0
-(6C
1
+ 3C
2
) = 0
C
1
9C
2
= 0
C
2
= 0

From the set of equations it is clear that the solution is inconsistent!

So one must go for an alternate strategy! ?

Weighted Integral Method

It is written in the form
}
=
L
Rdx x w
0
0 ) (
where R denotes the left side of the equality and
is called the RESIDUE
N
N N
U
dx
U d
x
dx
dU
R +
2
2
w(x) is called the weight function

We are supposed to find two (2) unknown constants and
that requires two equations:

We choose two independent weighting functions w:
w = 1 and w = x

Carrying out the necessary mathematical process

2/3 C
1
+ 5/4 C
2
= 1

C
1
+ 31/20 C
2
=

That gives a solution for C
1
and C
2
. (222/23 and 100/23)