hr.
J.
Solids
Srrucrures,
1968.
Vol.
4,
pp.
929
to 952.
Pergamon
Press.
Printi
in Great
Britain
THEORETICAL
FOUNDATIONS
OF THE
FINITE 
ELEMENT METHOD 

EDUARDO 
R. DE ARANTES 
E 
OLIVEIRA 

Applied 
Mathematics 
Division, 
Laboratdrio 
National de Engenharia 
Civil, 
Lisboa, 
Portugal 
AbstractThe 
finite 
element 
method 
is nowadays 
the most 
general 
and 
one 
of the 
most 
powerful 
tools for 
the 

analysis of structures. 

It is also 
a general 
mathematical 
technique 
and 
the 
main 
concern 
of the 
paper 
is to present 
it 
in this light. 
Functional
Analysis
is used
as the ideal
frame
for
a general
abstract
formulation.
The ability 
to predict convergence 
to 
the 
exact 
solution 
of a sequence 
af approximate solutions 
obtained 

from 
patterns 
of finite elements 
with decreasing 
size is fundamental 
in the application 
of the method. 

In 
case conformity between 
elements 
is obtained, 
the 
finite 
element method is a particular 
case 
of 
Ritz’s 
method, so that 
convergence 
can be ensured 
as 
far 
as completeness 
is achieved. 

A general completeness 
criterion is justified 
in 
the 
paper. 
Such 
criterion 
requires 
that 
the 
field 
components 
and 
all their 
derivatives, of order 
not 
higher 
than 
the highest 
order of derivative 
entering 
into the energy density 

expression, 
can 
take 
up any 
constant 
value 
within 
the element. 

It is finally 
proved 
that 
such 
criterion 
is also 
a general convergence 
criterion, 
i.e. 
a sufficient condition 
for 
convergence
even
if conformity
is not
achieved.
NOTATION
All the symbols 
will be defined where they are introduced. 

The 
following 
general conventions 
are 
adopted 
: 

1. Matrices (or vectors) 
will be denoted 
by bold 
face symbols 
: q. H. 
2. The 
dummy 
index convention 
will be used : Aijx, = A, jxl +Azjx, 
+ 

3. A derivative 
will be denoted 
by a comma followed 
by indices indicating 
the variables 
with 
respect 
to which 
the function
is differentiated.
The
order
is indicated
by a superscript
in parentheses
:
d’ui 

1(!‘! ‘A = dxjax, axr’ 

4. 
A sequence 
will be denoted by its general 
term between braces: 
{U,}. 

1. INTRODUCTION 

THE 
finite 
element method 
is nowadays 
the most 
general 
and 
one of the 
most powerful 

tools 
for the analysis 
of structures. 

Although it was developed 
for 
structural analysis 
it is really 
a general 
mathematical 

technique, 
and 
the main concern 
of 
this paper is 
to 
present 
it 
in 
this 
light. Mikhlin’s 

book 
[l] 
was used as 
a basis 
for such 
purpose. 

The important 
problem 
of the 
convergence to 
the 
exact solution 
of 
a sequence 
of 

approximate 
solutions 
generated 
by 
elements with 
decreasing 
size 
will 
be 
given special 

attention. 
Experience 
seems 
indeed 
to indicate that 
the 
best 
control 
of the approximation 

error 
consists 
in 
examining 
the behaviour of a sequence 
of that 
kind. 
It 
has also 
been 

observed of finite that element 
no 
reasonable used is such 
approximate that solutions are to the exact likely to be generated is not if the convergence solution obtainable. 
type 
929
930
EDIJARDOR. DEARANTESE OL.WEIRA
Before convergence to the exact solution was given the attention it deserves, there was
a tendency
convergence is nowadays no more considered so important. It has indeed been demon
strated [2] that conformity (a condition for monotonic convergence) does not always speed up the convergence to the exact solution, i.e. less approximate solutions have been obtained for some problems when the monotonic convergence requirements were verified than when they were not. The capacity for convergence to the exact solution of some kinds of elements has been
already examined in the case where continuity is preserved [3]. The author
to
make
monotonic
convergence
play
the
fuudame~tal
role.
Monotonic
himself presented
a 
first proof [4] of the known criteria [2,5] which is also valid for cases where continuity 

is 
violated. 

if continuity 
is not violated, 
the finite element 
method 
becomes 
a parti~ulari~tion 
of 
the classical Ritz method. This connection with the Ritz method has been observed very often but very seldom studied in detail and explored. It is very important to notice however that, if continuity is violated, the finite element method is not a simple application of the Ritz method. A section of this paper will be devoted to demonstrating that convergence to the exact solution is still possible even in
those cases.
Let A be a linear bounded operator defined for a dense linear subset M of a real Hilbert
.ii to be symmetrj~ and positive
Let (u, C)denote the scalar product of two elements of H. Let ]j~l]denote the norm of
space H. Assume the operator
definite [ 11.
an
element
This paper is concerned with the solution of the equation
in H.
that
u and,jare
is, in the determination
elements
of H.
ilu 
= 
j’ 

of the 
element 
u which 
the operator 
A transforms 
_{f}_{l}_{)}
into f;
Equality (I) is meaningful if element Mbelongs to M. It is possible however that no
element of M can correspond to an arbitrary elementfof H ; this is what is meant by stating
that equation
(1) can have no solution
in M.
be
It can be shown [l] that, if equation
(1) has a solution, this will be unique. It can also
demonstrated
that the solution
of equation
(1) minimizes
the functional
F(u) =
(Au, u)
2(u, j1
_{(}_{2}_{)}
and conversely,
that the element
If A is positiveboundedbelow,
which minimizes
F in N satisfies equation
(1).
and not merely positive definite, that is, if
(Au,u) 5 y2(u,u) 
_{(}_{3}_{)} 

y 
being a real constant, 
then the field of definition 
of A can be extended 
so that equation 
(1) 
has a solution
for an arbitrary
elementfof
H.
The extended
field of definition
belongs
to a new Hilbert
space, NA, which is a dense
subset of H, defined as the completion
of the Hilbert
space which results from associating
with
the elements
of M
Theoretical
the
scalar
foundations
product
of the finite
element
method
931
[U, u] = (Au, u). 
_{(}_{4}_{)} 

This 
scalar product, 
which 
will 
be 
denoted 
by 
square 
brackets, is called 
the 
energy 

product. 
The norm 
in 
H, 
is termed 
the 
energy norm and 
will be denoted by bold 
vertical 
rules
:
IuI= Jb,
ul.
The 
energy 
norm 
of the difference 
of two 
elements 
is the 
distance between 
both 
: 

d(u, u) = Iu~1. 

The 
square 
of the energy 
norm 
is termed 
energy 
[ 11. 

If u0 is the 
solution 
to equation 
(l), 
then 
Au, 
= 
f: 

Functional 
(2) can 
thus 
be expressed 
as 

F(u) 
= 
[u, u]  
2[u, uo]. 
It can
further
be transformed
into
(5)
_{(}_{6}_{)}
_{(}_{7}_{)}
_{(}_{8}_{)}
F(u) 
= 
[(uu,), 
(u  &Jl  [%I,uol = Iu %12 I&)(‘. 
_{(}_{9}_{)} 

Expression (9) makes 
it 
clear 
that the minimum 
value 
of 
F 
in 
H, 
is obtained 
for 

t4 = 
Ug. 

A 
sequence of elements 
{u,,}, 
belonging 
to 
the 
field of definition 
of a functional 

is termed minimizing 
[l] 
for 
F 
if 
F, _{(}_{1}_{0}_{)} _{(}_{1}_{1}_{)} _{(}_{1}_{2}_{)} in energy 

lim F(u,,) 
= 
F, 

Il’oO 

F,, being the exact 
lower 
bound 
of F. 

As 

FO = F(u,) 
= 
ju012 

equation 
(10) implies 

lim Iu,, 
uOl = 
0. 

n+m 

Equation (12) means 
that 
any sequence which 
is minimizing 
for F converges 

to the 
exact solution. 
Energy 
convergence is characterized 
by 
the 
fact that 
the distance 

between 
each term 
of the 
sequence 
and its limit 
tends 
to zero 
[l]. 

3. PARTICULARIZATION 
TO 
VECTOR 
FIELDS 

Let 
Sz be an open, 
connected 
and 
bounded 
domain 
with a finite 
number 
of dimensions. 
Let S be its boundary, 
which 
is supposed 
to 
be 
composed 
by a finite number 
of closed, 

smooth 
or piecewise smooth 
stretches. 

Let Take n 
be the closed for space domain H the space 
resulting of the real 
from vector 
the combination fields (with 
of Q and a fixed number 
S. of components) 

whose moduli are quadratically 
summable 
over 
a. 
The scalar 
product of a pair 
of elements, 
932
EDUARDO R. DE ARANTES E OLIVEIRA
u 
and 0, will be given by the Lebesgue integral : 

u 
and v being column 
vectors containing 
the components 
of u and 
D. 
The number of the domain.
Equation
of components
(1) can be written
of the vectors is independent
in a more explicit form:
Au =
f
of the number
of dimensions
(14)
A being a matrix of operators. These operators are from now on assumed to be differential.
The fields belonging
to M are not supposed
to satisfy all the boundary
conditions
of
the problem. Those which are necessarily satisfied by every field in M and by each field in H,, are termed principal buundury conditions. The remaining ones are called natural
~oundffry
conditions.
Any field belonging to A4 is supposed to meet homogeneous principal boundary conditions. Besides, both the field and the derivatives involved in A must be continuous. These derivatives will not however generally be continuous for every field in H,. The energy product between elements belonging to M can be computed by the use of equations (13) and (4) :
[u,c] = s,(A#v dh
An energy product
involving
elements
in H,
not belonging
to M can be computed
as
_{(}_{1}_{9}
the limit of the energy product
of a sequence
of pairs of elements
belonging
to M.
It is assumed
that
the expression
(1.5) for
the energy
product
can
be transformed,
[u, u] =
j
(Ru)~L(Rv) dQ.
(16)
by suitable partial integration,
into
R
L is a square, symmetric
The energy of any element
and definite positive
u in H,
is given by
matrix, R a di~erential
operator.
[u, u] =
/
R
(Ru)“L(Ru) dQ.
(17)
The expression under the integral sign receives the name of energy density. Assume that Ru involves derivatives of component tli with order not greater than pi. The derivatives of order (pi 1) or less are termed principai derivatives. As the energy [u, U]of any field u belonging to H, must be finite, (Ru) has to be bounded almost everywhere in R for every field in H,. The field components and their principal derivatives must thus be continuous almost everywhere in Q. in what follows, f will be supposed such that the exact solution falls into the subset C, c N, of the fields whose components are continuous everywhere in a, together with their principal derivatives. These continuity properties will be referred to in the text as
principal
continuity
conditions.
Theoretical
foundations
of the
finite
element
method
^{9}^{3}^{3}
4. APPLICATION
TO
LINEAR
THEORY
OF
Elastic theories involve three kinds of magnitudes : stresses,
whose vectors will be denoted
by B, E and u.
ELASTICITY
strains
and
displacements,
These magnitudes are related by three kinds of field equations 
which can be symbolized 

as follows : 

(a) 
Equilibrium equations 
: 

Ea 
= 
X. 
_{(}_{1}_{8}_{)} 

(b) 
Straindisplacement 
relations 
: 

Du = 
E. 
_{(}_{1}_{9}_{)} 

(c) 
Stressstrain relations 
: 

CT= HE. 
_{(}_{2}_{0}_{)} 

E and D are differential operators, 
X is the vector of the body force density components, 

H is a symmetric positive 
definitive 
matrix. 
Equations (18) (19) and (20) are valid on 0. On the boundary S, the equilibrium
equations
become :
Na
=
p.
_{(}_{2}_{1}_{)}
N is a matrix whose elements depend on the orientation of the normal vector at a given boundary point. p is the vector of the tractions applied to the boundary.
of elastic bodies reduces to finding the solution of the
The analysis of the equilibrium
system of field equations (18), (19) and (20) which satisfies certain boundary conditions.
The simplest and most important types of boundary conditions
in terms of displacements
portions of the boundary where tractions or displacements are respectively prescribed. Operators E and D and matrix N are such that the following relation holds if II is continuous :
can be expressed
directly
or tractions applied to the boundary.
Let S1 and S2 denote the
oT(Du) dR =
I
n
(E#‘u
I R
dR +
_{(}_{N}_{a}_{)}_{%} _{d}_{S}_{.}
s s
_{(}_{2}_{2}_{)}
In this relation, vectors B and u are not necessarily related by the stressstrain relations
(20).
Combining
equations
(18) (19) and (20) we obtain :
EHDu
=
X.
(23)
Combination of equations (19) (20) and (21) yields :
NHDu
=
p.
(24)
Comparing equations (23) and (24) with equation (14), there results :
A=EHD
f=X
A=NHD
f=p
for points in R
for points
on S.
_{(}_{2}_{5}_{)}
_{(}_{2}_{6}_{)}
934
EDUARDO R.
DE
ARANTES E OLIVEIRA
It can easily be shown that operator A defined by equations (25) and (26) has the properties which were indicated in Section 2, if the displacement boundary conditions are enough to eliminate rigid body motion. Using equation (15) we obtain :
[u, r] = jn (EHDu)~v dR + s, (NHDu)~v dS.
Equation 
(22) allows the transformation 
of (27) into : 

[u, V] = 
1 
(DmTH(Dv) dR. 

n 

Operator 
thus with D and matrix 
L with H.* 

Functional 
R coincides F becomes : 
(27)
(28)
F=
s sTHs dR 
R
2
XTu dQ 
s
n
2
s s
pTu dS
(29)
i.e. twice the total potential energy, if the displacement boundary conditions are supposed to be homogeneous. The theorem of the minimum total potential energy, which states that the exact solution is the one, from all the compatible elastic fields, which makes the total potential energy a minimum, is thus a particularization of the theorem which affirms that the solution of equation (1) makes F a minimum in the space of the fields with finite energy. The formulation which has been presented is quite general as it is valid not only for
linear two and threedimensional elasticity but also for linear theories of plates, shells and beams. In the case of a plate, for instance, vector u contains the transverse displacement and
two rotations, vector E contains the curvatures
contains the bending and twisting moments and the transverse shearing forces. Operator D involves derivatives of the first order. The principal derivatives are thus of order zero. This means that the elements of C, are elastic fields with displacement components continuous everywhere in 0. The principal boundary conditions, which are supposed to be homogeneous, are those involving linear combinations of the displacement components. The natural boundary conditions are expressed in terms of stresses. A very frequent simplification in the analysis of plates, shells and beams consists in neglecting the transverse shear deformation. This makes it possible to reduce the number of the unknowns to one (the normal displacement) in the theory of plates, and to three (the normal displacement and the
tangential displacements) in the theory of thin shells.
and the transverse
shear strains, vector
IT
* The
equation
which
equation
results
(22).
from
5
the combination
n
(Ru)~L(Rv)
dR
=
(Au)~v dR +
of (15) and
n
(16), performs
s
thus
I
s
(Au)~v dS
in the general
theory
of the
role
of the
work
Theoretical
foundations
of the
finite
element
method
_{9}_{3}_{5}
The simplified theories represent by themselves also a particularization of the general problem formulated in Section 2. The only field components are now the independent unknowns [l]. The rotations become in the simplified theory first derivatives of the normal displace ment. The corresponding energy density involves thus first derivatives of the tangential displacements and second derivatives of the normal displacement, so that the principal derivatives are the derivatives of first order of the normal displacement and the derivatives of order zero of the tangential displacements. The energy will be finite if the normal displacement and its first derivatives, as well as the tangential displacements, are continuous everywhere in a. As the first derivatives of the normal displacement are the rotations, the elements of C, are still the elastic fields with all the displacement components continuous everywhere in Iz. Similar conclusions could easily be derived for beams. The principal continuity conditions are thus the same both in the simplified theories and in the corresponding theories where the transverse shear deformation is not neglected.
5. EQUIVALENT
PROBLEM
Consider
the domain
R subdivided
into a number
of subdomains,
R’, a’,
R3,.
, fle,.
.
.
and let He be a real functional Hilbert space whose elements are fields defined on the general closed subdomain &. The scalar product between any pair of elements, ue and L’~, belonging to He is defined by
(Ue,ue) = s
ueTvedfi +
oe
I Se
_{u}_{e}_{T}_{v}_{e}_{d}_{S} _{=}
ueTveda.
I ne
_{(}_{3}_{0}_{)}
into
Let H, be another
subdomains).
Hilbert
space (index n refers to a certain
a, E H,
may
be regarded
of 0
as a piecewise defined field.
degree of subdivision
Each
element
It represents, 
however, 
not truly a single field defined 
on 
a 
but 
a set of fields ue (one per 
subdomain), 
belonging 
to the diKerent spaces He. Such fields are called subfields of u,. 

The scalar product 
in H, is defined by 
(%4J, = c be?uel
e
_{(}_{3}_{1}_{)}
where ue and ue are the subfields of u, and v,, and 5 denotes a summation over the whole set of subdomains. Let Me be a dense linear subset of He. Every field in Me is assumed to coincide, on the closed subdomain &, with an arbitrary field of M. Let Me be the field of definition of a linear, bounded and symmetric differential operator, defined to be such that, within $7,
Aeue = Au” 

and, 
on Se, 

(Aeue)=vedR = 
(Ru”)~L(Rv’) dR  
I 
Re 
(Ae~e)Tveda 
ue and ve being arbitrary
fields belonging
to Me.
_{(}_{3}_{2}_{)}
(33)
_{9}_{3}_{6}
EDUARDO R. DE
ARANTESE OLIVEIRA
Make
_{[}_{I}_{F}_{,} _{L}_{q}_{e} _{=} s (RQTL(Rv")dR
Re
= 
(A'u~)~v~da = (Acne, I:~)~. 

s 
Ae 
Call
M, the dense
linear
subset
of H,
whose
sets M',and consider
u”, with
a linear
subset
of M, such
subfields
ue and
ve, the magnitude
elements
that,
given
[u,,&I,= c [Ue,UT
e
have
any
subfields
pair
belonging
of its elements,
(34)
to
the
U, and
(35)
can be properly 
chosen 
as their 
scalar product. 
Let 
H,,be _{t}_{h}_{e} 
_{c}_{o}_{m}_{p}_{l}_{e}_{t}_{i}_{o}_{n} _{o}_{f} _{t}_{h}_{e} 
_{H}_{i}_{l}_{b}_{e}_{r}_{t} 

space obtained by associating 
the scalar product 
(35) (termed 
energy 
product) 
to 
such 

subset. 

The 
distance 
between 
any two 
elements in H,,will be given 
by 
&(n,, %) = J[(%  t$l), (14,  din = I& 1'"1,. 
_{(}_{3}_{6}_{)} 

Consider now the linear subspace of H,,Hk,whose 
elements are such 
that 
their subfields 

u @, corresponding to adjacent 
subdomains, 
take equal values 
at points 
lying 
on 
the 

common 
interface. 

Let 
H, and HA be the field 
of definition 
and 
the 
range of an 
operator 
B, 
such 
that, 
if 

B,u, 
= u:, 
_{(}_{3}_{7}_{)} 

the sum 
of the values taken on the interface of two adjacent subdomains 
by the correspond 
ing subfields of u, 
is equal 
to 
the 
sum of the 
same values respecting 
u;. 
The 
effect 
of the 

operator 
B,is thus to distribute 
that sum equally 
between the subdomains 
in contact. 

Let 
VAbelong 
to Hk and 
let tP denote its subfields. Wt can write 

(u,, v;), 
= C (ue, v’y = ; s,.ueTPdlii = ; s,. ufeTP da 

‘2 

= C (cP, tP)e = (u;, u;)n= (B,u,,u;)n. 
^{(}^{3}^{8}^{)} 

Let 
M, be the 
field of definition 
of a new 
operator, A,,such that 

Anun= Bnfn 
(39) 

in whichf, is an element 
of H, with subfieldsf’ 
= Aeue. 

By virtue of equations 
(38) and (39), we have 

(A,u,, I(,)” = (B,f,, 
v;), 
= 
(&, u;), = 
x (AT, de), = 1 [ue,~‘~1~= [u,,I(,],,. 
_{(}_{4}_{0}_{)} 

e 
e 

Consider now 
the subset 
of H, 
whose elements fulfill the 
condition 
that 
all 
the 
corre 

sponding 
subfields coincide, 
within their 
respective subdomains, 
with 
a 
given 
field 
u 

belonging 
to H, (the same 
for all the subdomains). 
It is clear 
that 
such 
subset 
is contained 

in Hb.Call H," the Hilbert 
space 
obtained 
by 
associating 
the 
scalar 
product 
[u,, 
v,], 
to 
Theoretical
foundations
of the
finite
element
method
_{9}_{3}_{7}
such subset. As
[a,, L’“l,= c e
[ae, 0
= 1
e
s
^{W}
(Ru~)~L(R~=)dR
(41)
if HAnis assumed
(42)
A, not
the
to
^{=} (Ru)=L(Rv) dQ = [u, u]
s n
No contradiction
[u,, v,], is a proper scalar product.
to be contained
is thus introduced
in H,,.
Call Co, the subset of H,” corresponding to the subset C, of H,.
Consider the equation
J&l
=
f;
The solution of equation 

positive 
definite. If, however, 

operator 
A, becomes 
positive 
write 
(42) in M, is generally the field of definition
not unique
and the operator
of A, is restricted
to HAn, then
definite. Indeed, as H,” is contained
in H”, (40) permits
Consider
the functional
(A,,u,, u,), = [a,,, 4,
> 0.
F, (a,) = [u,, ~,1,2(~,>f;),.
Let uO,,denote
the solution
of (42) in H,,.
Then
(43)
_{(}_{4}_{4}_{)}
If u, belongs
to Ha, then
AnuOn= f’;.
Introducing’(46)
(GM,
=
(G
AJ+,),
in (44), there results
=
[u,, dn.
_{(}_{4}_{5}_{)}
(46)
F,(%) = [a,, U”l, 2[um Uonln= b”

kh), (%I %U

[%nr hnl.
(47)
Expression (47) makes it clear
Fn in HAn _{m}_{u}_{s}_{t} _{c}_{o}_{i}_{n}_{c}_{i}_{d}_{e}
that uO,, minimizes F,, with uO,,.The solution
and that any element which
of (42) in H,_
is thus unique.
minimizes
Assume now that fi vanishes on the subdomain interfaces, and let f be any field in H which takes the same values, within the subdomains R’, as the subfields off;. Let u, be the element in H,” which corresponds to the element u of H,. Then
(u,, f;), 
= 
1 
(ue,f’“)’ 
= 
C J_ 
ueTfe dii 

e 

(48) 

= 
;I 
uTfdSZ+ /n:‘fdS 
= (u,f). 

e 
R’ 
s 

By virtue of (41) and (48) 

Fn(u,) = [u, ~1 
2(4 f) = F(u). 
(49) 

Let ub be the field of H, 
which corresponds 
to uO,,.By virtue of (9) 

W,) 
= [(uba,), 
(ub  wd 
 
[u,, ~01. 
(50) 
_{9}_{3}_{8}
EDUARD~ R. DE ARANTES E OLIVEIRA
As F,,(u,) = F(u) and uO”minimizes F&u,) in HA,, _{u}_{b} _{m}_{i}_{n}_{i}_{m}_{i}_{z}_{e}_{s} _{F}_{(}_{u}_{)} _{i}_{n} _{H}_{,}_{.}_{B}_{u}_{t} _{e}_{q}_{u}_{a}_{t}_{i}_{o}_{n}
(50) shows that F can only be minimized by ub if ub coincides with uO. Thus the solution
of equation (42) in HA,,coincides, within each subdomain, with the solution
in H,.
This means that the problem of the solution ofequation (42) is equivalent to the problem of the solution of equation (1). The concepts introduced along this Section represent a generalization of the concepts
introduced in the preceding ones. It is convenient to interpret such generalization in terms of threedimensional Elasticity.
the same meaning for subdomain Q’ as operator A for the global
domain, Sz.While A is defined by expressions (25) and (26), respectively for points located within Szand on S, operator A” is defined by the same expressions for points located within
of equation
(I)
Operator A” has
!Z’ and on S”. .f‘; represents an
the
body. Assuming that f; belongs to H; is equivalent to assume that the total force acting on the interface between two adjacent subdomains is equally distributed between
both. The value taken byf; on the subdomain boundaries are thus half the surface density values of the forces acting on those interfaces, These values must vanish, if the body force volume density is to be bounded everywhere in +Q. To solve equation (42) means to determine an elastic field which verifies equation (23) within each subdomain and equation (24) on Si and whose stresses present, on the sub domain interfaces, the discontinuities required to equilibrate the external forces applied on such interfaces. Any solution of equation (42) equilibrates thus the external force distribution symbolized byf;.
external
force
distribution
acting
on
each
subdomain
of
the
displacement boundary conditions are then respected on SZ and the continuity of the displacements is preserved across the subdomain boundaries. The corresponding subfields
coincide thus, within each subdomain, with the solution of equation (1).
The solution of equation (42) becomes also compatible if it belongs to HAn,because
6. THE
FINITE
ELEMENT
METHOD
The finite element method is a general technique of numerical analysis which provides an approximate solution for equation (1).
of
subdomains and families of fields are considered which have different analytical expressions
inside each subdomain. A finite element is a closed subdomain,
allowed to
finite
particular
The values of the field components and its principal derivatives, at a certain number of points on the boundary of the elements, called nodes or mogul points, are as a rule chosen as parameters. The type of an element refers to its general shape, nodal point specification and to the allowed fields, analytically defined by expressing a general field ue in terms of the parameters
occur within it. This family is a linear combination with coefficients q; of a
In this method,
domain
n
is considered
to be decomposed
into
a finite number
@, together
with the family of fields which are
corresponds
to ascribing
number
of unit
modes,
so that
qe.
each
field of the family
values to the parameters
Theoretical
foundations
of the
finite
element
method
939
and the coordinates 
with respect 
to a given frame 
: 

If 
= ‘p’(X1) x2, 
. 
.)q” 
(51) 
q’ is the vector of the parameters.*
Elements
qt
of matrix
cp”are supposed
to be continuous
and have continuous
deriv
atives of order (pi l), or less, in the closed domain fi occupied by the finite element e. The unit modes are defined by the columns of cp’.
We suppose that each field component depends only on its own values at the nodes and
on the values taken by its principal derivatives also at the nodes. Thus, if q; corresponds to the field component uf or one of its derivatives at any node of the element, all the magnitudes cpi for which k # i will be equal to zero.
If q; corresponds
to a derivative
cgj(Xl, x2,.
of order
.
.)
I’)
s of uf, qrj will take the form
=
(l’)“ljqj
t
Xl
1’
’
x2
,
1”
.
.
.
I
(52)
in
$t is a function which does not depend on the absolute dimensions
necessary in order that equation (51) can be homogeneous. The different finite elements are compatibilized through the specification of reduced continuity conditions. These require that the values of the field components and their
principal derivatives be the same at coincident nodes of adjacent elements and equal the _{p}_{r}_{e}_{s}_{c}_{r}_{i}_{b}_{e}_{d} _{o}_{n}_{e}_{s} _{a}_{t} _{t}_{h}_{e} _{n}_{o}_{d}_{e}_{s} _{l}_{o}_{c}_{a}_{t}_{e}_{d} _{o}_{n} _{S}_{2}_{,} the portion of S where the principal boundary conditions are specified.
dimension of the element, for instance its maximum diameter, and
which 1’ is a typical
of the element. This is
A point
of the domain
is said to be a node ofthe
system if it is a node for one or more
elements. Let qn be the vector
node of the system but those which are located
can be expressed
of the field components
by writing for each element
and
their
principal
_{o}_{n} _{S}_{2}_{.} The reduced
derivatives
at every
continuity
conditions
q’
= T”q,,
_{(}_{5}_{3}_{)}
where matrix
Equations
within every element
T’ depends
on the topology
of the system. of qn is enough
(53) show that the knowledge
of the system.
for the definition
of the field
The
reduced
continuity
conditions are generally not sufficient to make the field
components and their principal derivatives continuous across the element boundaries.
This depends
on the type of the element.
If
the
type
is such
that
the
reduced
continuity
conditions
are
sufficient
to ensure
continuity of the components and their principal derivatives across the element boundaries, the piecewise defined fields generated by the system of finite elements are said to be
conforming. Every conforming field thus belongs ing to Co.
are violated
the fields
to Con, i.e. to the subset of H,” correspond
across
the element
boundaries,
If the continuity requirements
are said to be nonconforming.
Let 
U,, be the subset 
of H, 
containing 
the elements 
whose 
subfields are defined 
by 
equation 
(51) and compatibilized 
through 
the reduced continuity 
conditions. Any element 
*The allowedfields need not be introduced 
by giving 
the expression of the field components 
directly 
in terms 

of their 
own nodal 
values 
and 
the 
nodal 
values 
of their 
principal derivatives. 
They 
can indeed 
be given 
in terms 
of equal 
number of arbitrary 
parameters 
which 
in turn 
can be expressed in terms of those nodal 
values 
(see [9]). 
940
EDUARDO
R.
DE ARANTES E OLIVEIRA
u, 
E U, 
can 
be expressed, 
within 
R’, by 

ue 
= 
wq* 

where 

W 
= 
~I’T’. 
Take
_{b}_{e}_{t}_{w}_{e}_{e}_{n}
for
_{a}_{n}_{y}
space
H,,
(see Section
_{p}_{a}_{i}_{r}
_{o}_{f} _{e}_{l}_{e}_{m}_{e}_{n}_{t}_{s}
_{b}_{e}_{l}_{o}_{n}_{g}_{i}_{n}_{g}
5) the
space
spanned
by
U,
and
_{t}_{o} _{H}_{,}_{,}
is defined
by expression
H,,.
The
_{(}_{5}_{4}_{)}
_{(}_{5}_{5}_{)}
distance
(36). The discussion
of completeness 
and 
convergence 
will 
be based 
on 
that concept of distance. The distance 

between 
any 
element 
u, 
in 
U, 
and 
any 
element 
u 
in 
H, 
will indeed be measured 
by 
the 
distance 
between U, and the element 
in HA” corresponding 
to 
u. 

_{T}_{h}_{e} 
_{a}_{p}_{p}_{r}_{o}_{x}_{i}_{m}_{a}_{t}_{e} _{s}_{o}_{l}_{u}_{t}_{i}_{o}_{n}_{,} 
_{a}_{,}_{,}_{,} 
which 
the 
finite 
element 
method 
provides 
for equation 
(42)
and
thus
for equation
(l), is determined
by making
the functional
F,, stationary
in
U,,.
Such 
solution 
could 
be 
the 
exact 
one if nOn was 
contained 
in 
U,. 
As, generally, 
it 
is not, 

the solution yielded by the finite element method 
is only 
approximate. 

Introducing 
(51) and 
(35) in (44), we obtain 
: 
where
F,
K’
=
=
1
[q’?‘K’q’
2qeTQ’]
s (Rcp’)TL(Rcp”) dR
W
_{(}_{5}_{7}_{)}
Introducing 
now 
(53) in (56) 
we obtain 

F,, = 
q;(c 
TeTK’T’)q, 
 
2q,T(x T”Q’). 

e 
e 

Making 
_{(}_{5}_{9}_{)}
K, 
= 
1 
T”K’T” 
Q, 
= 
1 TeTQe 
_{(}_{6}_{0}_{)}
there
results
Fn= s,TK,sn2d'Qw
equating
to
(62)
of
The 
stationary 
conditions 
for 
F, 
are 
obtained 
by 
F, with 
respect to the mutually 
independent 
parameters 

equations 

Knq,= Qn. 

Introducing 
(57) in (60) and 
using 
(55), we obtain 

K,=x 
(RW)TL(RW) 

e J 
R’ 
Q, = 1 s_a,“‘f’ d=l.
zero
the
derivatives
Qni. It results 
in the system 
of linear 
(63) 

dR 
(64) 

_{(}_{6}_{5}_{)} 
e W
Theoretical
foundations
of the finite
element
method
941
Matrix K, is nonsingular whenever the columns of W are linearly independent. As L is definite positive, K, is also definite positive. If K, is nonsingular, the parameters qni can be uniquely determined by solving the system of equations (63). Let qOnbe the vector of the parameters which verify equation (63). Functional F. can be expressed as
(66)
F,, = q,TK,a  2q$K,q,,
= (qn q,#‘K,(q,

q,,)  q&K,q,,
As K, is definite positive,
the first term in the righthand
q,, equals q,,.
This proves
that the solution
of (63) minimizes
side of (66) is positive F,, in U,.
unless
_{L}_{e}_{t} _{n}_{o}_{w} _{u}_{i}_{n} _{a}_{n}_{d} _{u}_{2}_{,}_{,} be two elements belonging to U,. Let qln and qzn, be the vectors
of the corresponding
parameters.
The energy product
of pi,, and uzn can be given by
[UIn9 %lln
=
c e ^{[} ne
(Ru;)~L(Ru;)
dR
=
q;,
1s
_{e}
(RW)=L(RW)
Re
dR qzn
(67) 

wheref;,, and&, are the right hand sides (of equation (as approximate solutions). 
(42)) which aln and u2,,correspond 
to 
It results from (67) that the functional
F, may take in U, the following
expression
FAun)= [u,,4,  2(u,>.I,&= [urn4,
 2[umGJ,
_{(}_{6}_{8}_{)}
which makes it clear that u,, minimizes F, in U,. Such expression
will be used in Section
10.
The method just
7. THE
RITZ
METHOD
described is justified if it can generate a sequence of fields converging
to u0 (the solution of equation (l)), when successive subdivisions are considered with elements of invariant type but decreasing size. Conditions to be met by matrix cp”in order that this convergence may be ensured can be established if it is remarked that the finite element method is related to the wellknown
Ritz method [l, 61. The Ritz method is a technique for generating a minimizing sequence for a given functional, say F. This technique, which can be used whenever H is a separable space, is based [6] on the determination of a sequence of families, {V,}, satisfying the following conditions :
(a) the sequence is complete in energy with respect to a class C c H, containing u0
(completeness
requirement) ;
(b) the nth family depends
on a finite number,
N, of arbitrary
parameters;
942
EDUARDO R. DE ARANTESE OLIVEIRA
(c) every element which can be obtained belongs to C, (conformity requirement).
by ascribing arbitrary
values to the parameters
In what concerns
condition
(a), it is remembered
that a sequence
is said to be complete in energy with respect
to a given
class
C
c
H,
of families of elements if it is possible, for a
specified 
E > 
0, to 
find 
an 
integer 
N such that, 
in each 
family 
with order 
n > N, there 
exists an element u,, which satisfies the inequality. 

d(u, u,,) < 
e 
_{(}_{6}_{9}_{)} 
where u is any element
in each
family V,. The elements of the nth family are generally given as a linear combination with coefficients qni of N linearly independent fixed elements Y’,i which are termed coordinate
elements :
of C.
The terms of the minimizing sequence {V,,j are obtained
by minimizing
F
N
%I = c Y”,%,= I”%
i=l
(70)
qn being the vector of the coefficients
qniand ‘I’,,the matrix
with columns
Yni.
Family
in which
V,becomes thus a linear Ndimensional
W4
K,
= dK,q,
=

space. Introducing
2Qh
(70) in (2), we obtain :
(71)
_{(}_{7}_{2}_{)}
_{(}_{7}_{3}_{)}
by solving
(74)
(R’I’,)TL(RY,) dn
and vector Q, is defined by
Q,
The values of the parameters the system of linear equations
= I_Y,Tf da
n
which make
F stationary
can be determined
CL = Qw
K, is a nonsingular matrix if the coordinate elements are linearly independent [l]. The system has thus a unique solution which provides the unique stationary point of F in V,,.
The finite element method can be considered as a technique for the application of the Ritz method only if the piecewise defined fields are conforming (conformity requirement).
Only thus can indeed condition (c) be respected. The sets V, are corresponding to the subsets U, c H,,.
may be obtained,
to meet condition (a), that is completeness. It will be seen later on how this can be obtained.
of H,
then
the subsets
In order that convergence
to the exact solution
it is thus only necessary
Comparing (70) with (54) it can be concluded that the coordinate fields used in the finite element method are defined by
The analytical
\y, 
= 
$T’ = @,” within element 
e. 
expression 
of the coordinate fields varies thus from element 
_{(}_{7}_{5}_{)}
to element
and this piecewise definition
is the main characteristic
of the finite element
method.
It is also important
Theoretical
to notice
foundations
of the finite
element
method
that such piecewise definition
and the reduced
943
continuity
conditions allow matrix K, and vector Q, to be assembled from simpler matrices, K’ and Q’, connected with the finite elements themselves (see equations (60) and (61)). This is one of the most interesting features of the method.
8. MONOTONIC
CONVERGENCE
_{A}_{s}_{s}_{u}_{m}_{e}
_{a} _{s}_{e}_{q}_{u}_{e}_{n}_{c}_{e}
_{o}_{f} _{f}_{a}_{m}_{i}_{l}_{i}_{e}_{s}_{,}
_{{}_{I}_{/}_{n}_{{}_{,}_{t}
fulfilling
the conditions
(b) and (c) stated
in the
preceding
order.
section
and suppose
that
the nth family contains
in V,, we have:
As u,, makes F a minimum
all the families with smaller
_{(}_{7}_{6}_{)}
By Bolzano’s theorem [7], the sequence {F(u,,)} converges to a limit which cannot be
smaller than F(u,). It is remarked that this conclusion is valid even if condition (a) of
Section
F(v,,)
5
F(u,J
5
F(t’,J
5
.
.
.
5
F(u,,)
5
F(u,).
7 is not obeyed.
If it is obeyed,
then we know that the limit is F(u,).
As the inequality
holds, for m < n, equation (9) yields
F(r,,)  F(a,,)
7
0
(77)
I&l%I
7
I&l,4.
(78)
This
means
that
the
distance
to
the
exact
solution
decreases
when
n increases.
Convergence is said to be monotonic.
Monotonic convergence does not ensure convergence to the exact solution. On the
other hand, convergence to the exact solution
Consider now a sequence of approximate solutions generated by finite elements with decreasing size. Conformity and the requirement that the family of fields corresponding to a given subdivision contains the families corresponding to elements with larger sizes have been proposed by Melosh [8] as sufficient conditions for monotonic convergence of such sequence. However, as the approximate solution minimizes F,, in U,, regardless of conformity being respected, the requirement that each family of fields contains the families correspond ing to elements with larger sizes stands by itself as a sufficient condition for convergence. We can indeed write the set of inequalities (76) once this condition is fulfilled.
is not necessarily
monotonic.
9. COMPLETENESS
CRITERION
In what concerns convergence to the exact solution, we know that the Ritz method generates a minimizing sequence and that a minimizing sequence actually converges in energy to the exact solution. Convergence to the exact solution can thus be ensured if conformity and completeness are both achieved. We shall see however that completeness is the truly important requirement. Before proceeding further we remark that completeness of a sequence of families with respect to a set C c H, has a meaning provided we can compute the distance between every field of each family and any element in C (see Section 6).
944
A general
criterion
criterion
as far
was presented
as we know.
EDUARDO R.
for
in a recent
completeness
book
DE ARANTES E OLIVEIRA
will
be
stated
and
[9] by Zienkiewicz
justified
but
it has
in
not
this
section.
This
yet been
justified
Let 
(pi  
1) be the maximum 
order 
of the principal 
derivatives 
for component 
ui. 

We 
wish 
to demonstrate 
that completeness 
will 
be 
obtained 
if the 
general 
analytical 
expression 
for 
UT, within 
element 
e (see equation 
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