Indian J. pure appt. Math., 16 (11): 1341-1376, November 1985 ON THE NUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS BY THE FINITE ELEMENT METHOD Part: AN INTRODUCTION To THE Finite ELEMENT METHOD (Tue Rivz Mopets) J..N, Reppy* Department of Engineering Science and Mechanics, Virginia Polytechnic Institute and State University, Blacksburg, Virginia 24061 (Received 22 February 1985) 1, INTRODUCTION The finite element method is a powerful numerical technique for solving differen- tial and integral equations of initial and boundary-value problems. The method is so general that it can be applied to a wide variety of engineering problems, including heat transfer, fluid mechanics, solid mechanics, chemical processing, electrical systems, and a host of other fields. The method is also so systematic that it can be implemented on a digital computer, and can be utilized to solve a wide range of problems by merely changing the data input to the programme (so-called general purpose computer pro- grammes). It is this feature that made the finite clement method to enjoy remarkable success in the modeling and simulation of practical engineering problems. The finite element method is (defined to be) characterised by two distinct features that no other method has : 1, The domain of the problem is viewed as a collection of simple subdomains, called finite elements. The word domain is used to denote the physical structure, system, or region over which the governing equations are to be solved. The collection of the elements is called the finite element mesh. 2. Over each subdomain, the solution of the equations being solved is approxi- mated by polynomials. The first feature, dividing a whole into parts, allows the analyst to represent any complex system as one of numerous smaller connected elements, each element being of a simpler shape that permits approximation of the solution by a linear combination of polynomials. The second feature, element-wise polynomial approximation, enables the *Cliffon C. Garvin Professor of Engineering Mechanics.1342 J. N, REDDY analyst to represent the solution on an element by polynomials so that the numerical evaluation of integrals becomes easy. The polynomials are typically interpolunts of the solution at a preselected number of points, called nodes, in the element. The number and location of the nodes in an element depends on the geometry of the element and the degree of the polynomials, which in turn depends on the equation being solved. Since the solution is represented by polynomials on each element a continuous approximation of the solution of the whole can only be obtained by impos- ing the continuity of the finite clement solution, and possibly its derivatives, at element interfaces (i.e., at the nodes common to two elements). The procedure of putting parts together is called the connectivity. Beyond these two features, the finite element method isa variational method, like the Ritz and Galerkin methods, in which the approximate solution is sought in the form us Uv = Sas, (HW) cy where $, are preselected functions and c, are parameters that are determined using a variational statement of the equation governing uv. However, the finite element method typically entails the solution of a very large number of equations for the nodal values of the function being sought. The number of equations is equal to the number of unknown nodal values. Thus the method requires so much computation that it is practical only if the calculations are carried on a computer. By now the reader should know that there is only one finite element method, which is characterized by the two features described above. The technique used to determine the nodal values can be any one of the several variational methods (e.g., the method of Ritz, Galerkin, least squares, collocation, Kantorovich, etc.). Thus there is only one finite element method but there is more than one finite element model of a given equation. The phrase finite element model refers to the final algebraic equations obtained after applying the finite element method anda variational method to the equation being solved. For example, by the Ritz finite element model of an equation we mean the finite element model obtained by using the Ritz method and the finite element interpolation to the equation. The primary objective of this two-part article is to present a simple and easy introduction of the theory and practice of the finite element method, and thereby provide the terminology and nomenclature in finite element analyses to those who are new to the method. It is hoped that the readers will find this introduction useful in gaining a general understanding of the finite element method and stimulating enough to consider the finite element method as a tool for analysis of boundary, eigenvalue andNUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS 1343 initial-value problems in science and engineering. This introduction should also prepare the reader to enjoy the added detail and expansions presented in textbooks'-*°. 2. A ONE-DIMENSIONAL MODEL PROBLEM As described earlier, the finite element method consists of dividing a whole into simple parts that are easier to work with, and over each part the method involves representing the solution in terms of its nodal values. Here we consider two examples to illustrate the idea. We begin with an example of numerical integration Example 2.1—Suppose that we wish to evaluate the integral I= j Se) dx -(2.1) where f (x) is a function that is so complicated that we cannot evaluate the integral exactly by conventional methods (¢.g., exact integration). The integral represents the area under the curve (see Fig. 1a), and therefore, we must determine the area. Fic. 1. Approximation of the area under a function. This area can be approximated by representing the domain R = (a, 6) as a finite set of subintervals (see Fig. !b). A typical subinterval or element, Re = (xe, Xe41), is of Tength he © Xe, —%e, with x; = a, and xw.1 = b, where N is the number of elements. Over each element, the function f(x) is approximated using polynomials of a desired degree. Obviously, the accuracy would increase with increasing N and/or degree of the approximating polynomial. Over each element we approximate f(x), say, bya straight line (ie., f(x) is assumed to be linear). Thus, over Re we write {@) = Fx) = f+ efx (2.2) where cf and c$ are constants which can be determined in terms of the values of the function f at the points, x. and xe,,, called nodes. Let us denote1344 1, N, REDDY Fy = F (xe) and Fy = F (xe1). (2.3) Then the finite element approximation is of the form Fe(x)= (2.4) where 5 are the element interpolation functions, y= xu —— (2.5) The name interpolation functions is appropriate because F.(x) is the linear interpolant of f (x) over the element R¢ (see Fig. 2). Let the approximation of the area / over a typical element R¢ be denoted by Ie, a te j Fe (x) dx. 6 Substituting eqn. (2.4) into eqn. (2.6) and integrating, we obtain ne Se | vax 1 a fe = nl Fi The Xen — “Zann + X0)) + * Gay tx - x} he “ =F + FD. 22.7) Thus, the area under the function F, (x) over the element R° is given by the area of the trapezoid of sides FY and Fy , and width h. (see Fig. 1b). An approximation of the total area Tis given by the sum of the areas (the conne- ctivity of elements) Je, € = 1, 2,-2.4 NyNUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS et Oh 1345 (b) Fic. 2. Linear approximation of the function u (x) on an element (a) Linear interpolation functions, (b) Finite-element approximation. x ie >I f(x) dx No xen => j Fe (x) dx a y , -d1-S#E aE 2.8) = pat1346 3. N. REDDY Incidentally, eqn. (2.8) is known as the trapezoidal rule in numerical integration. The accuracy of the approximation can be improved by increasing the number of elements N (see Fig. 1c) andjor by using higher-order approximation of f (x) over each element. Note that the accuracy can also be improved by using unequal intervals, smaller elements in areas where function f (x) varies rapidly. For example, the quadratic interpolation of f(x) over Re is given by JQMZROAR +P + AR Y - = PDE + 4Ff + Fj). « (2.14) This equation is known as the one-third Simpsons’ rule in numerical integration. As a specific example, consider the function J) = sin (2 cos x) sin* x over the domain R = (0, 7/2). Table I contains the finite element solutions obtained using the linear and quadratic interpolation. From the results it is clear that the accuracy improves as the number of elements or the degree of polynomial is increased. The next example deals with a differential equation. The procedure for the solution of a differential equation by the finite element method is the same as that1348 J..N, REDDY Taps 1 Number of Linear Interpolation Quadra Exact Elements T ‘% Error + T 2° 0.38790 0.51719 0.50797 40) 0.48149 52 0.51268 0°50797 6G) 0.49640 23 0.50865 0.50797 8(4) 0.50150 13 0.50817 0.50797 108) 0.50384 08 0.50805 0.50797 Numbers in parenthesis indicate number of equivalent quadratic elements +0 — 7/1) 100. presented in Example 2.1 (for an integral equation), with the exception that we need an integral equation equivalent to the differential equation. Example 2.2—Consider the differential equation, a ai - £4 ® =) -f@=0,0 US Y) see(2.17) 7 where Uj denotes the value of U. (x) at the jth node, and Yj are the linear (n = 2) or quadratic (n = 3) interpolation functions {see eqns. (2.5) and (2.11)]. Unlike Example 2.1, the values Uj are unknown; they are to be determined such that eqn. (2.15), with appropriate boundary conditions, is satisfied. If we substitute eqn. (2.17) into eqn. (2.15), we will have only one equation in the n-unknowns per element. If we useNUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS 1349 any one of the variational methods of approximation, we will obtain the same number of equations as the number of unknowns. To this end we describe, for example, the Ritz finite element model. In a variational method we seek solution of the form in eqns. (1.1) and determine the parameters c; such that eqn. (2.15) is satisfied in an integral or variational sense. The variational form of eqn. (2.15) over an element R* = (x4, xz) (see Fig. 4) is con- =p P= Py—vo—————o-— Par ht Fic. 4. Linear finite element in one dimension with nodal value and fluxes, structed as follows. Multiply eqn. (2.15) with an arbitrary but continuous function W and integrate over the domain of the element, we obtain 0 fof of )—s ]as. (2.18) % In the so-called weighted residual method, the parameters of the approximation are determined such that eqn. (2.18) is satisfied for every independent choice of ¥. In the Ritz method the integral expression in eqn. (2.18) is transformed to the weak form, o= ( (eM — wp an — [Ww (0 yk oo(2.19) a1350 J..N, REDDY which is obtained by integrating the first term in eqn. (2.18) by parts. The phrase weak form is appropriate because the solution u of eqn. (2.19a) requires weaker continuity conditions than u of eqn. (2.18) or (2.15). Also, the boundary conditions of the ‘flux’ type a # (the coefficient of the weight function W in the boundary term), called the natural boundary condition of the problem, can be included in the variational statement (2.19a). Let du du ( oF aes =~ Pa( ef) Then eqn. (2.19) becomes, with u replaced by U- of eqn. (2.17), = Pz. aee(2.19b) e=xp x j ( a ee 5 wf) de = W (x4) Pa —W (x9) Po. «-(2.20) 4 Equation (2.20) represents the integral or variational form of eqn. (2.15). In the Ritz method we determine U; such that eqn. (2.20) is satisfied for each W = ¥{ (= 1,2...) We obtain 0 (r-es wt) or] oe H 0 Pat on Pa Xs if f] dx — VE (x4) Pa —¥5 (xn) Pa Pe de at o= j o(> Uz) -us] dx ~ f (x4) Pa — 9 (08) Po. ka a The i-th equation can be written in compact form as, 0 > Ki Ul~ Ff wn(2.21) where x ant dit 2 Kun | agg te a] i det Od Pat HG) Po ks uNUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS 1351 To fix our thoughts, let ¢{ be the linear interpolation functions. We have XA = Xe, Xp = Xeq,, and because of the interpolation property (2.12), we can write Rea F -J LY, dx + PE foe Xe where P{ = P4 and P; = Ps. For element-wise constant values of a and f, we have (1 Ti bua {7}: The element equations (2.21) must be put together to obtain the equations of the whole domain, Geometrically, the elements are connected together by noting that the second node of element R¢ is the same as the first node of element Rt. Since the solution, and hence it approximation, are single-valued throughout the domain, the geometric continuity also implies the continuity of the approximate solution (see Fig. 5): [Ke ‘] 2.22) Up = UM e = 1 -(2.23a) In addition to the continuity of U, we also enforce the continuity of the nodal flux at interelement nodes PE + Pot = 0,e = 1,2, ...,N. +-(2.23b) x The finite clement approximation on the entire domain R= % Reis given by In view of eqn. (2.23) and the element-wise definition of the interpolation functions ¥, the finite element approximation can be written as on u > Uy 0 @) 22.24) a where Uy denotes the value of U (x) at the J-th (global) node of the mesh and ©y are1352 J... REDDY we t £4 {b) Fo Fy, Fyn ‘Ned F; reR eRe RM Fat eo 0 0 0 RO 2 030 M2 NON Net (c) Fic. 5. Connectivity (or assembly) of finite elements. (a) Elementwise linear approximation of the function (b) Ioterelement continuity of U, (¢=1,2,--,) (©) Connected mesh (or global mesh) of elements. the global interpolation functions, related to the local (or element) interpolation func- tions by (see Fig. 6) 1% = |,0=xm Ki, Up ak 3.7) where ay OH . cal [az ( a ¥, Jax dy gr fa ft vaca + | a Uf ds = fi + Py. -+(3.8) Rf s Note that Kj, = Kj, (i.c.,[K*] is symmetric). Equation (3.7) is called the finite element model of eqn. (3.1). 3, Assembly of Element Matrices The assembly of finite-element equations is based on the same principle as that employed in one-dimensional problems. We illustrate the procedure by considering a finite element mesh consisting of two triangular elements (see Fig. 9). Let K‘, and let Ki, J = 1, 2, 3) denote the coefficient matrices and {F*} and {F/} denote the column vectors of three-node triangular elements Re and R/. From the finite element mesh shown in Fig. 9, we note the following correspondence between the global and element nodal values : = Ul, Uy = UE = Ui, Us 0 UU, Ue -B.9) Note that the continuity of the nodal values at the interelement nodes guarantees the continuity of the primary variable along the entire interelement boundary. To see this, consider two linear triangular elements (see Fig. 9). The finite element solution is linear along the boundaries of the elements. The interelement boundary is along theNUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS 1363 interface of the elements i 2 Fic. 9. Connectivity of two linear triangular elements. line connecting global nodes 2 and 3. Since U- is linear along side 2-3 of element Ré, it is uniquely determined by the two values U; and US. Similarly, U; is uniquely determined along side 1-3 of element R/ by the two values US and Uj. Since Us = Uj and Us = UJ it follows that Ue = Uy along the interface. Similar arguments can be presented for higher-order elements. We can use the continuity conditions (3.9) and arguments similar to those presen- ted in section 2 to connect the elements and obtain associated finite element equations. An alternative procedure that is considerably simpler and conceptually easy to under- stand is presented here. First we note that the coefficient Ky, is a repsentation of the physical property of node i with respect to node j of element Re. The assembled coeffi- cient matrix also represents the same property among the global nodes. But the global property comes from the element nodes shared by the global nodes. For example, the coefficient Kz3 of the global coefficient matrix is the sum of the contribu- tions from nodes 2 and 3 of R¢ and nodes | and 3 of R/ (see Fig 9) : e Af ey Rl Ruy = Kay + Ky Ky = Ky + Ky Similarly, Kn = Ki, + Ky Kis = Kig + Ki ete. If the global nodes J and J do not corresponds to nodes in the same element, then Kis = 0. For example, K,, is zero because global nodes 1 and 4 do not belong to the same element. The column vectors can be assembled using the same logic : R= AR+F, R= K+ Fiete.1364 J.N, REDDY The complete assembled equations for the two-element mesh is given by rr a a | Ik Ki, + Ki, Ki, + Ki, Ki, Ht \ lea we i Ky + Ki Ket Kia ky | [Us | (A+R | Vint cleen Ka Ko + KK + KG Ry ' 1 Us | lt Fs | a a | --.10) 4. Imposition of Boundary Conditions The boundary conditions on the primary variables and secondary variables are imposed on the assembled equations in the same way as in the one-dimensional problems. To understand the physical significance of the P’s [see eqn. (3.8)], let us take a closer look at the definition, y= § q, Ys) ds «B.11) s where f (s) is the value of $f (x,y) on the boundary S¢, The quantity qi [see eqn. (3.4)] is an unknown when Re is an interior element of the mesh (see Fig. 10a). However, when we assemble the element equations the contribution of g; to the nodes (namely, P;) of R¢ get cancelled by similar contributions from the adjoining elements (see Fig. 10b). If the element ’ has any of its sides on the boundary S of the domain R (see Fig. 10c), then on that side g{ is either specified or unspecified. If g), is speci- fied, then P{ on that side can be computed using eqn. (3.11). If gi is not specified then the primary variable U, is known on that portion of the boundary. The remaining steps on the analysis do not differ from those of one-dimensional problems. INTERPOLATION FUNCTIONS 1. Linear Triangular Element The simplest finite element in two dimensions is the triangular element. Since a triangle is defined uniquely by three points that form its vertices, we choose the vertexNUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS 1365 ON of (specitied) \_—true boundary sof the domain (b) @) Fic. 10. Computation of boundary forces and equilibrium of secondary variables at interelement boundaries. points as the nodes (see Fig. 11a). These nodes will be connected to the nodes of adjoining elements in a finite-element mesh. A polynomial in x and y that is uniquely defined by three constants is of the form p(x, ») = co + ex +c, y. Hence, we assume approximation of ue in the form, U= Gtx t gy. +(3.12) Proceeding as in the case of one-dimensional elements, we obtain le (Xp 1) = OG + xr + cf = 1, 2, 3)1366 3. N, REDDY eo sf ast. +5. S® = 8}2*823 + Sa) Fic. 11. Linear triangular element and its Lagrange interpolation functions, where (x), 9x) denote the global coordinates of the element node in RF. In explicit form this equation becomes Ss & 1 S 1 c | | ih | J L Note that the element nodes are numbered counterclockwise. Upon solving for c’s and substituting back into eqn. (3.12), we obtainNUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS 1367 .(3.13a) (8.136) where Ae represents the area of the triangle, and of = xy Ye — ep BL =I; — Ie YE = Me PT BIKA, j,k = 1, 2,3...(3.14) and the indices on a, , By, and y permute in a natural order. For example, a; is given by setting / = 1, j = 2, and k = 3: = X,Y — x3 Ie The sign of the determinant changes if the node numbering is changed to clockwise. The interpolation functions $f satisfy the interpolation properties listed in eqn. (2.12). The shape of these functions is shown in Fig. 11b. Note that the derivative of ¥{ with respect to x or y isa constant. Hence, the derivatives of the solution evaluated in the postcomputation would be clement-wise constant. Also, the coefficient matrix ic ay OY aE BY, “ie et ry ) de ay can be easily evaluated for the linear interpolation functions for a triangle. We have rr % ox ~ 2A, ty ~ 2de and, for element-wise constant values of a{, and 4j,, the coefficients K{, become “)(| #4) wal eta ot): B16) e 1 < gt gt e Ky= (ah, a eh +a1368 J. N. REDDY 2. Linear Rectangular Element A rectangular element is uniquely defined by the four corner points (see Fig. 12a) Therefore, we can use the four-term polynomial to derive the interpolation functions. We have () Fic. 12 Linear rectangular element and associated interpolation functions. test ext yt efxy -B.A7) and 2) 1 . {es fi xO | fa) id : {Uz | hi MMe | Le | ¢ f=] : r {ys | [1 xs ys xaye ls | ' ly, | I, 16 | { x ‘a. Mag eee poNUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS 1369 By inverting the equations for c’s and substituting into eqn. (3.17), we obtain ==(3.18) where (&, 4) are the element coordinates, B=x— xy ye The functions are geometrically represented in Fig. 12b. In calculating element matrices one finds that the use of the local coordinate system (@,)is more convenient than using the global coordinates (x, y). For the linear rectangular element, the derivatives of the shape functions are not constant within the element. We have Oy out gy = linear in y, G- = linear in x. ‘The integration of polynomial expressions over a rectangular element is made simple by the fact Re = (0, a) x (0,4). In other words, we have [re ax dy =f f F(x, ») dx dy. 4 ii The coefficients in eqn. (3.15) can be easily evaluated over a linear rectangular element : Let Ki, = af, Sif + af, S%, where a 2 ON OF 2 ay, ayy ao le ESS = la ee ..G.19a) Rr Rr We obtain 2-2-1 1 2 1-1-2 -2 2 t-l 1 2-2-1 {se} = 2 [sry = 4 ; 6} -1-2 21 1-1-2 2 ~2-1 1 2 (3.196)1370 J.N, REDDY a My x 10 0 0 0.0 x $ . t 2 3 oo uso 10 a @ Fic. 13, The domain, boundary conditions and finite element meshes for the example problem of Section 3. We now consider a computational example of eqn. (3.1) for the case an = ayy =1,f=0 and Risa onit square. Let the boundary conditions be as follows (see 13) 4,9) = 4(1, 9) = 0,4 (x, 0) = 0 x @ Dex «--(3.20) The finite element mode! is given by eqn. (3.7), with ay, Obs oy; 84; Kin (eet ey eon we We consider the finite element analysis of the problem using triangular and rectangular elements. 1. Triangular Elements The 2 x 2 mesh of triangular elements is shown in Fig.13b. The interpolation functions in eqn. (3.13) for Element 1, for example, become Wi = 1 = 2x, Hy 2 — WH = Dv.NUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS 1371 The element coefficient matrices are given by 1-1 0 1] = 1] = 1K] = Y= [-: 2 | 0-1 1 1 0-1 IK] = Ik = KY = R= [ ° =| —1-1 2, The assembled equations are given by (refer to Fig. 13b) 1 2 3 4 5 6 7 8 9 Fl -1 0 x -t 0 x kkk] f uy) | Phere? 1 x 1,p3,p4 elite Ole ee ||| alleles 3 ~ 2 4p5ap8 all il x 1 010 x | | ug | | Paeeher® | a 7 pl sp2epdaps 2eded AL x -1-2 40] 4 Ug FEY PatP2eP9*P2F 5 1 7498 2 stl +108 3,p4,97 ait x ox 1] | ug] | rege, | 6 6 |symetric za x] | uy 5 - 7 [ asl -i | | Up] | Pjsrber§ | 8 7498 raf Lug} LP%e°8 9 --G.21) where ‘x? denotes a zero due to disconnectivity (e.g,, Kis = 0 because global nodes 1 and 3 do not belong to the same element). The boundary conditions on the primary variables (i.c., U’s) are U, =U =U, = Uy =U, =U, = 0, = 0. (3.22) The known secondary variables are (correspond to nodes 5 and 8) 1 pt 4 pl ag ph a pt 4. pt ao (because no flux is PLAPL APL + PL + PI + Pim 0 enon ot node 5) . xe * Po+ Ph + Ph = | a¥8 (1) de + | a dx. ...G.23) 31372 J..N, REDDY Note that the individual fluxes Pf inthe above equations are not zero but their sum is equal to the values indicated. For example, consider PS: pia | ata -| a8 0-05, (ed) + [ tence 5 +) Ons 82H where of (x,y) = 2x. The first integral is nonzero but gets cancelled by a similar but negative contribution from P5, the second integral is nonzero and can be evaluated since q = x is known, and the third integral is zero because ¥f (0, y) = 0. Evaluating the integral in eqn. (3.23) [with { (x, y) = 2x and 4 = 2(y — xj], we obtain 6 ot xdx dx + J 2x (1 — x) dx Ph4+PL+ Ph = ar Fo +o -o5 - 2 - O91 r,s -ptgrdy +-B.25) To solve for the unknowns U, and Us, we choose equations 5 and 8 of eqn. (3.21). This choice is dictated by the fact that the remaining equations contain additional unknowns is P’s. For example, P? + P?, P3, etc. are unknown. This pro- cedure of omitting the rows and columns other than those corresponding to the unknown primary degrees of freedom of eqn. (3.21) is called condensation. The con- densed equations areNUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS 1373 | SEA AES ST [2 1 je a \U, Ws = { , } (because all known U’s are zero). ...(3.26) The solution is given by 1 3g Us = a : The internal heat fluxes P{ can be determined from either the element equations (3.7) or by the definition (3.11) with gy defined by eqn. (3.4). In general, the values com- puted by the two equations are not the same. U,= 2. Rectangular Elements For the 2 x 2 mesh of rectangular elements shown in Fig. 13c, we have from eqn. (3.19) 4-1-2-1 , 1j—! 4-1-2 2.27) I= TR= 2 14-1 -1-2-1 4 The assembled equations are 12 304 5 6 7 8 ere eee uy el 1 Ble 1,52 xd 1-2-2 x x Up pepe 2 4 x 2 -1 x x U3 ° 13 44 Ll x <1 -2 Ug plip3 4 1 ee 4 aed Mel -2 oe = {ply 6 naa 1-1-2 z Us Py Path arr y 5 a4 x 2 Us viens 6 symmetric an uy P 7 3494 “a Up ojeed 8 Ug °4 91374 J. N, REDDY The boundary conditions are given by eqn. (3.22) and PL + Pi + PE +P] =0, PE + Py = 0.25. The condensed equations become [se toh {ih 6l-2 8] ly, + and the solution is given by 3 w= a= 31 The exact solution of eqn. (3.1) and (3.20) is given by o u%y= 2 > (oD gin nnx sinh nay. S: nF cosh m Gon) (3.29) »--(3.30) (3.31) A comparison of the finite element solutions obtained with 2 x 2 and 4 x 4 meshes of linear rectangular and triangular elements with the series solution (20 terms) of eqn. (3.31) is presented in Table II]. Tefined. Taswe UL The finite element solution improves as the mesh is Comparison of the finite element solutions with the series solution of eqns, (3.1) and (3.20) Triangles Rectangles x » 2x2 4x4 2x2 4x4 0.25 0.25 - 0.0101 ~ 0.0095 0.50 0.25 - 0.0151 - 0.0136 0.75 0.25 - 0.0114 - 0.0097 0.25 0.50 - 0.0253 - 0.0254 0.50 0.50 0.0357 = 0.0387 (0.0242-——0.0370. 0.75 0.50 - 0.0305 - 0.0270 0.25 0.75 - 0.0525 - 0.0552 0.50 0.75 - 0.0840 0.0882 0.75 0.75 - 0.0719 - 0.0675 0.25 1.00 - 0.1007 - 0.1059 0.50 1.00 0.1429 0.1729 0.1936 0.1851 0.75 1.00 - 0.1729 - 0.2027 Series solution 0.0103 0.0152 0.0112 0.0264 0,0400 00308 0.0555 0.0894 0.0765 0.1057 0.1846 0.1990NUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS. 1375 The examples presented in section 2 and 3 show that the finite element analysis of a typical problem has a set of concrete steps. These steps are outlined in Table IIT. Tapte IV The basic steps in the finite element analysis of a typical problem [72 Division of Whote nro Parts, Represent the given domain (ce, given system) asa collection of a finite number of simple subdomains, called finite elements. The number, shape and type of element depend on the domain and differential equation being solved. The principal parts of this step include : (a) Number the nodes (see Step 2 below) and elements of the collection, called the finite element mesh. (b) Generate the coordinates of the nodes in the mesh and array, called connectivity matrix, that indicates the relative position of each element in the mesh. 2a. Derivation of the Approximating Functions, For each element in the mesh, derive the appro- ximation functions needed in the variational method. These functions are generally algebraic polynomials generated by interpolating the unknown function in terms of its values (which are unknown) at preselected points, called nodes, of the element. 2b, Variatianal Approximation of tie Equation, Using the functions derived in Step 2a and any appropriate variational method (see Chapter 6), derive the algebraic equations among the nodal values of an element. 3. Connectivity (or assembly) of Elzmzms, Combine the algebraic equations of all elements in the mesh by imposing the continuity of the nodal variables (i.e. the values of the nodal varia- bles at a node shared by two or more elements are the same). This can be viewed as putting the elements (which were isolated in} steps 2a and 2b from the mesh to derive the algebraic equations) back into their original places. This gives the algebraic equations governing the whole problem. 4, Imposition of Boundary Conditions, Impose the boundary conditions, both essential and ‘natural, on the assembled equations. Solution of Equations, Solve the equations for the unknown nodal values. 6. Computation of Additional Quantities. Using the nodal values, compute the solution and its derivatives at other points (other than the nodes) of the domain. ACKNOWLEDGEMENT The paper was written when the author was being supported by research grants from the Office of Naval Research, Army research Office and NASA Langley Research Center. The support is gratefully acknowledged. REFERENCES ‘The number of monographs on the finite element method has steadily increased since 1970. ‘Only those books which are considered to be introductory are listed below. For additional books, see References 11, 14, 15 and 161376 3..N, REDDY 1, BB. Becker, G, F, Carey, and J.T. Oden, Finite Elements: An Introduction, Prentice-Hall, Englewood Cilfis, New Jersey 1981. 2. A.J. Baker, The Finite Element Computational Fluid Mechanics, Hemisphere, Washington 1983. 3. C.A, Brebbia, and J.J. Connor, Fundamentals of Finite Element Techniques for Strucrural Engineers, Butterworths, London, 1975. 4, G. F. Carey, and J.T, Oden, Finite Elements. A Second Course, Prentice-Hall, Englewood Cliffs, New Jersey 1983. $. ¥.K. Cheung, and M. F. Yeo, A Practical Introduction to Finite Element Analysis, Pitman London, 1979. 6. T.J. Chung, Finire Element Analysis in Fluid Dynamics, McGraw-Hill, New York 1978. 7. P.G. Ciarlet, The Finite Element Method for Elliptic Problems, Nosth-Holland, Amesterdam 1978, 8 A.J, Davis, The Finite Element Method, A First Approach, Clarendon, Oxford 1980. 9. C.S. Desai, Elementary Finite Element Method, Prentice-Hall Englewood Cliffs New Jersey 1979. 10. E. Hinton, and D.R. J. Owen, Au Introduction to Finite Element Computations, Pineridge Press, Swansea 1979, 11. K.H. Huebner, and E, A. Thornton, The Finite Element Method for Engineers 2nd Ed., John Wiley, New York 1982. 12, DR. J. Owen, and E. Hinton, Simple Guide to Finite Elements, Pincridge Press, Swansea 1980. 13, S.8. Rao, The Finite Element Method in Engineering, Pergamon Press, Oxford, 1982. 14, J.N, Reddy, An Introduction 10 the Finite Element Method, McGraw-Hill, New York 1984. 15, J.N, Reddy, Energy and Variational Methods in Applied Mechanics (With an Introduction ‘to the Finite Elements Method) John Wiley, New York 1984. 16, J.N. Reddy, Applied Functional Analysis and Variational Methods in Engincering, Me Grow- Hill, New York, 1986. 17. L. J. Segerlind, Applied Finite Element Analysis, John Wiley, New York 1976; 2nd Edition 1985. 18. G, Strang, and G.J. Fix, An Analysis of the Finite Element Method, Prentice-Hall, Englewood Cliffs N. J. 1973. 19. O.C. Zienkiewicz, and K. Morgan, Finite Elements and Approximation, John-Wiley, New York 1983.Indian J. pure appl. Math., 16 (12): 1512-1528, December 1985, ON THE NUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS BY THE FINITE ELEMENT METHOD Part IL: ALTERNATIVE FINITE ELEMENT FORMULATIONS J.N, Reppy* Department of Engineering Science and Mechanics, Virginia Polytechnic Institute and State University, Blacksburg, VA (Received 22 February 1985) 1, INTRODUCTION It is important to note that the finite element method differs from the classical variational methods (e.g., Ritz, Galerkin and least squares methods) in two respects : first, the domain of the problem is represented as a collection of several simple elements; second, the approximation functions are algebraic polynomials which are derived systematically for each element using ideas from interpolation theory. Other than these two properties, the finite element method is a variational method, in which the undetermined parameters (i.c., nodal variables) are determined using any one of the classical variational methods. The finite clement formulations presented in Part I of this article (see Chapters 3 and 4 of Reddy*) are based on the Ritz method. These models should be called the Ritz Models to distinguish them from models developed using other variational methods, such as the Galerkin and least squares methods. Recall from Part I (Reddy') that the Ritz model is based on a weak formulation (j.e., in the weak formulation the integration by parts is used to include the natural-boundary conditions into the variational problem). The weighted-residual models are based on an integral from of the given equation to be solved (the integration by parts is not used). These methods require the use of approximation functions tha statisfy more stringent continuity conditions than those required in the Ritz method. For additional details, the reader is referred to References 2 through 8. Before we begin to study various alternative finite element models, we briefly review the classical variational methods. Asa model problem we choose the second- order equation in one dimension : Awa Z(H) +64 t= foax es + $0) ~ Hf] dx = P¢, (L) (first equation) i= on | [eM So he B)rm(So M44 tes, DS de ) ah ] dx — Pé;(L) (i-th equation) ca (1.5) The n equation in the n unknowns c, can be expressed in matrix form as ee Cee [Kn * 1 | | ie | [. path a de (16a) poled Li i : pa a | 1 1 (Ka Kew Kul LJ UPJ where { (ah a a ky = j ( ait ro bo, + cbr 4,) dx f (dé 4 Rea- J (4 gt Bo + by SO + ops ty) dx + Péy(L). 1.6b) P + [far 4NUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS 1515 Weighted residual method—In the weighted residual method, the parameters c, are determined such that the residual in the differential equation due to the approxima- tion of the solution, wn Ae (Sok eB) eB) te (> cy; + bo ) =i wT) 7 is orthogonal to a set of linearly independent weight functions %, $»,...,, in the interval (0, L) : L JW Rdx. (1.8) This gives a set of n linearly independent equations in the unknowns Note that the integral in eqn. (1.8) does not contain either the natural or essential boundary conditions. Hence, we must require U, to satisfy all of the specified boundary conditions. This is done, again, by choosing ¢, such that they satisfy the homogeneous form of all specified boundary conditions and ¢y satisfies all of the actual specified boundary conditions : $0) = a (1) = 0, 45 (0) = we, a FECL) = P. The set of m equations can be expressed in the same form as eqn (J.6a), with Kj, and Fi defined as follows : ty fo[- & (+B) seg, Je : n=(o[%(« : The weighted-residual method is known by other special names, depending on the choice of ¥, : ) = 0d oper | de (1.9)1516 J.N, REDDY 4 — the Galerkin method ue | AG) — least squares method (see eqa (1.1)) (110) 8 (x—x;) ~- collocation method where 3 (.) denotes the Dirac delta operator F FQ) 3(% — ma) de = Fox) and x; are collocation points, In summary, the Ritz method is applicable to all problems (even nonlinear problems) if we can construct a variational statement of the equations of the problem such that the natural boundary conditions are included in the variational statement. Of course, for first-order equations there are no natural boundary conditions and the Ritz and Galerkin methods coincide. Also, for other linear problems for which all specified boundary conditions are of essential type, the Ritz and Galerkin methods give the sarte algebraic equations. Although there is no clear advantage, of all problems, of one method over the other, we can make the following observations ; when we can construct a weak form for the given equation, it is advantageous to use the Ritz method because it requires approximation functions that are relatively less conti- nuous and easier to construct than those required in the weighted-residual method. The least squares method always results ina symmetric system of equations and gives convergence of AU, to f, whereas in the Ritz method U, converges to u. In certain fiow problems use of the weightedsresidual method with } # 4, (this version of the method is known as the Petrov-Galerkin method) is found to be advantageous because it leads to ‘upwind’ approximations used in finite difference methods. With this brief introduction to classical variational methods, we now study finite element models based on weighted-residual methods. We begin with the description of weighted-residual finite element models of a first-order equation. 2, First-ORper EQUATIONS IN ONE DIMENSION Consider the first-order equation, du ae tas, 0 Ku afi 13.2) ro where a & (« a dx, fi= Pas dx, (3.3)NUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS 1521 Note that u{ and u{ are the nodal values of ue, and uf and u{ are the nodal values of a For different choices of ¢{ we obtain different finite element models. Galerkin Model For $; = ¥f eqn. (3.3) becomes ae Hea x=] 7 i 5 (me) ee f-j Vi fe dx. (34) ke ie Least Squares Model Ford = 4 (= aan Kets iJ al Collocation Model For ¢; = 8 (x — x), eqn. (3.3) takes the orm «--{& [ow oe oh, where x; are the collocation points (should not be placed at the nodes). 23.6) While the Galerkin and least squares models have the same form as the Ritz model, the collocation model is not. In the collocation model the coefficient matrices and column vector and simply evaluated at the collocation points (instead of integrat- ing the expressions). The number of collocation points should be equal to the number of unknowns, after imposing the boundary conditions, of the problem. For second- order equations, we have two boundary conditions and (N + 1) number of nodal degrees of freedom for an Neelement model. Hence, a total of 2N collocation points, 2 per clement, are needed. Also, note that the coefficient matrix in eqn. (3.6) is of order 2x4 (i = 1,2) and there is no overlap of element matrices because there is no summation of equations over the number of clements. However the continuity conditions on the nodal variables are imposed.1522 3, N, REDDY Example 3.|—Consider the mixed boundary-value problem, _ = [ato % =0,0 By w” 42) ‘a where U (x,y) are the Hermite interpolation functions (see Fig. 1) and uf, uy, us and uf, are the nodal value of u, at the four nodes of the rectangular element, us, 1, wf, and u’, are the nodal value of SM at the four nodes, etc. The variational state- ment for an element is given byNUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS 1523 Taste I A comparison of weighted-residual finite element solutions® with the exact solution of the problem in equation (3.7) x Exact, Collocation Least Ritz Squares ~~ 0.00000 0.00000 0.00000 ‘0.00000 0.00000 0.00 oon 0.99390 0.99604 0.99902 0.99612 0.99967 0.99930 0.99993 0.99930 u 0.22314 ~ = ~ i 0.22326 0.22313 0.22315 0.22313 025 «0.80000 z = a = 0.80028 0.80004 0.79997 0.80004 fo fea 0.40487 0.40537 0.40554 0.40538 0.40562 0.40546 0.40547 0.40546 0.50 667 . . os 0.66299 0.66707 0.66645 0.66728 0.66646 0.66673 0.66665 0.66674 u 0.55962 oe " 0.55975 0.55961 0.55962 0.55961 0.75 w osm43 a ~ = a 0.57123 057146 0.57142 0.57148, aac 0.69202 0.69309 0.69324 0.69315 0.69325 0.69314 0.69315 0.69315 1.00 0.50000 0.50000 0.50000 0: oo 50102 0.50000 0.50000 0.50000 0.50010 ‘The first line corresponds to two elements and the second line corresponds to four elements. = J. [- Q (4%) - F(a, #)-4 jew (4.3) ge which leads to the usual form of element equations [kK] Gr} = (F4 44) where [K¢] and { f*) are defined below for various special cases. The Galerkin Model For ¥. = $f, the coefficient matrix [X¢] and column vector {f*} are defined by1524 J..N, REDDY 9 9 y Interpolation functions for variable, w ih E+E — DEr+HY (9,-2) For node é derivative, Se + — spy 1G + OF Ge — Da + a} Gow — 2) derivative, FE — fg & + WF Gi ~ 2.19 + a Grn, — D (= 1,2,3,4) derivative, 2: LEG + MG — Dvir ta Om — D * yn “10” Fig. 1. The first-order Hermite element (cubic) with the corresponding interpolation functions. wo [eR (oe)+S(ah)ee } fin] hace, 45) gr The Least-Squares Model For =A (« ) [Ke] and { +} are defined by the expressions xi ~ J Be (scar) +5 (ay) [Be (4 a) (equation continued on p. 1525)NUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS 1525 (eae) dxdy, (4.6) The Collocation Model In this model we select four collocation points per element and satisfy eqn. (4.1) exactly at those four points of each element. For best results, the Gauss quadrature oints are selected. We have ' [- Soh ae Es Sf = fe Gt, +(4.7), -% (4 =] ke-neteord fori = 1,2, 3,4 and/ = 1,2,...,16. Once again note that the coefficient matrix is rectangular (4 by 16) and that each coefficient of the global matrix and column vector are contributed by no more than one element. After imposing the boundary conditions of the problem the number of linearly independent equations (which is equal to four times the number of elements in the finite element mesh) will be equal to the number of unknown nodal degrees of freedom. We now consider an example of application of the weighted-residual models described above. Example 4.1—Consider the Dirichlet problem for the Poisson equation, -vu=2inR u=0onS (4.8) where R is a square region. The exact solution of this problem is given by min uy iz mmx nwy o(— 1) cos = cog ATX 128a* bt 2a 2b Ce a>. Gaon Ore ee | ees a Exploiting the biaxial symmetry, we model only a quadrant, say the region bounded by the positive axes. Two different uniform meshes (see Fig. 2) of Hermite1526 3..N. REDDY ued, 7 yi uso 0. — ¥ 2u uso 2 x 2 | x Boo 2 —— Bd ea" @ ‘ay axay’ Fic. 2, Domain, boundary conditions and the finite element meshes of the problem in Example 4.1 rectangular elements are used to solve the problem by various finite element models. " ou au eu Since the element has v, 5, 5, and sy 7, impose all known boundary values of these quantities (which are not readily known a priori). This can be considered as a drawback of the weighted-residual finite element models (especially, the collocation finite element model) compared to the Ritz finite element model, where only boundary conditions are on u and éu/an (for the problem at as nodal degrees of freedom, we must hand: u = 0 on the x = 1 and y = | lines, ox = 0 on the x = 0 line and = =0 on the y = O line). The boundary conditions for weighted residual models are indi- cated in Fig 2. For the 2 x 2 mesh, the number of known boundary conditions are twenty whereas the number of total nodal variables is thirty six. Thus, for the collo- cation model we have sixteen unknowns and sixteen equations, four from each element. Similarly, for the 4x4 mesh we have thirty six boundary conditions among one hundred nodal variables, requiring sixty four collocation equations, which are provided by the sixteen elements. The finite element solutions obtained by the three finite element models for the ‘two meshes are compared with the exact solution (4.9) in Table II. The collocation1527 NUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS Stevo zsscr't SoC LeE0L'0 zaLor'0 vzLor'o ‘TSL6c't Pss'0 g9tis'o es8ev'0 90st" a90S€°T z6106'0 sssbs'o aysrs'o, oussz'0 0000'0 uont20]109, soEze'o zen welt vIeoL'0 €8L0¥'0 z690r'0 vpLer't zense'0 zortso 6s8ez'0 90se"t There t 81060 epsbs'O ovses'o 89ssz'0, 0090°0 sorenbs seo xP {ysour 7X 4g ouyy puosas ays pus Ysa z xz Aq pa 190 LOR TYOS ay) SsoUEP OUI ISI BUTE “uopojodoyuy syusopy oyp Jo 2aIoys aures ayp J03 UORNIOS UyLA[ED ay YK SoprDUI00 uo! ANH AL ssezr'o. werety'O f9SPT'O. LSslo Lssero sL0 ‘SpPzI" Ord 00000'0 00000°0 00000°0 o'r ous L104" STHOL'O Lvstv'o SPSTZ'O vrStT'O 8PS77'0 oso seo 68L0¥'0 S8Lov'o szz9e'0 97Z9E'O RIED Otz9E'0 oso 0s'0 ‘peLor’o. Stz9e'0 L6I9E0 61960 TIL6T TE 61871 00000°0 00000'0 00000°0 00000'0 sto OT 9TPS8'0 elsss'o 599970 99970 y9997'0 599970. svo SLO zo1Is'o B9ITs'O essevo Bsseyo Lssey'o o9ser'o stvo os'0 B9€7'0 ezBez'0 678750 Lz8zs"0 Lz8zs"0 Ot8zs'0. sto sto reel 00000°0 00000'0 00000'0 00000°0 000 00T s9z06'0 sv6uz'0 sreuz'o reid = swoiz0 ot oosps'0 s9esvo ogesvo sesso sesh 0100 z98SP'0 opest'o LEssr'O 895S70 gessz'0 9LLss'O PLLSS'O PLLss'O 9LLss'O 00 svo 00000°0 00000'0 Lt685°0 S£68S'0 se6ss'0 966850 00 00 7£68S'0 ‘706850 teo6ss'o uppso1eD sammbs —uaayep r!UIG 3Y8 fo uoLINJOS LoBXO IYI YIIM suoLInjOS INaIU2}2 21}uYf Sno}sDA ays fo UostUDdULOD1528 3..N, REDDY finite element solution is relatively more accurate than the other two solutions. The numerical convergence of all three models is apparent from the results. ACKNOWLEDGEMENT The paper was written while the author was being supported by research grants from Office of Naval Research, Army Research Office and NASA Langley Research Center. It is also a pleasure to acknowledge the beautiful typing of the manuscript by Mrs. Vanessa McCoy. REFERENCES 1, J.N. Reddy, Indian J. pure appl, Math. 16 (1985). 2. J.N. Reddy, An Introduction to the Finite Element Method, McGraw-Hill, New York, 1984, 3. J..N. Reddy, Energy and Variational Methods in Applied Mechanics, Wiley, New York, 1984, 4. J.N, Reddy, and M. L. Rasmussen, Advanced Engineering Analysis, Wiley, New York, 1982. 5. J.N. Reddy, Applied Functional Analysis and Variational Methods in Engineering, McGraw- Hill, New York, 1986, 6 R.N.Rektorys, Variational Methods in Mathematics, Science and Engineering, 2nd Edition, D. Reidel Publishing Co., Boston, 1980. 7. 8.G. Mikhlin, Varfational Methods in Mathematical Physics, Pergamon, New York, 1964. 8. S.G, Mikhlin, Numerical Performance of Variational Methods, Wolters-Noordhofi, Cron- ingen, Netherlands, 1971.