Non linear finite element method

J. Besson
Centre des Matériaux, École des Mines de Paris,
UMR CNRS 7633, BP 87 Evry cedex 91003

Non linear finite element method 1

 Introduction — Outline

• The finite element method

• Application to mechanics
• Solving systems of non linear equations
• Incompressibility

Introduction 2
 Recalls about the finite element method
Spatial discretisation
nodes, edges, faces (3D), elements
Node position

actual coordinates x = (x, y, z)

reference coordinates η = (η, ζ, ξ)
ζ
y

η
x

espace reel espace de reference

FEM 3
Coordinates of the nodes belonging to one element:
xi , i = 1 . . . N
X
x= N i (η) xi
i

N i interpolation function (or shape functions) such that:

X
i
N (η j ) = δij et N i (η) = 1, ∀η
i

Jacobian matrix of the transformation η → x(η)

∂x
J =
∼
∂η

∂xi ∂(N k xki ) k ∂N

k
Jij = = = xi
∂ηj ∂ηj ∂ηj
Jacobian:
J = det(J
∼
)

FEM 4
 Discrete integration methods
• Gauss method 1D Z 1
f (x)dx = w i f (xi )
−1

xi positions where the function is evaluated

wi weight associated to the Gauss points

A Gauss integration with n Gauss points can exactly eval-

uate the integral of a 2n − 1 order polynom.

• Extension to 2D and 3D cases.

Gauss points are very important in the case of the non linear FEM as
the material behavior is evaluated at each Gauss point. State variables
must be stored for each Gauss point

FEM 5
Integral over one finite element Ve (reference element Vr )
Z Z X
f (x)dx = f (η)Jdη = f (η i )(Jw i )
Ve Vr i

It is possible to define the volume associated to a given Gauss point i:

v i = Jw i

FEM 6
 Discretisation of unknown fields

ζ
noeud

η point de Gauss

The unknown fields (displacement, temperature, pressure,. . . ) are discretized in order to

solve the problem:
at nodes : displacement, temperature, pressure
at elements: pressure in the case of incompressible materials
at element sets : periodic elements (homogeneosation), 2D elements inclusing
torsion/flexion on the third direction

FEM 7
• Mechanics (ui displacement at node i)
u(η) = N k (η)uk

• Thermal problem (T : temperature) :

T (η) = N i (η)T i

• Computation of the gradients:

n
∂ui ∂ui ∂ηk n ∂N ∂ηk
(gradu)ij = = = ui
∼ ∂xj ∂ηk ∂xi ∂ηk ∂xi
n
∂T ∂T ∂ηk n ∂N ∂ηk
(gradT )i = = =T
∂xi ∂ηk ∂xi ∂ηk ∂xi
These formula can be rewritten in a compact form as:
n o
gradu = [B] . {u}
∼

gradT = [A] . {T }

FEM 8
{u} and {T } are vectors of nodal variables:
 
1 


 u 1 

 
1
u

 



 2 

  
 
1  1
u T

   

 3 
 
 

.. ..
   
{u} = .  {T } = .

  
 

N  TN
u

 
  



 1 


 
N 
u2 



 

 
 uN 
 
3

Isoparametric elements Isoparametric elements are el-

ements for which the unknowns and the coordinates are
interpolated using the same shape functions.

FEM 9
 Voigt Notations
n o
gradu = [B] . {u}
∼
???
• The Voigt Notation is in fact used
• standard notation / recommanded notation :
     
ε σ x
 11   11   11 
ε  σ   x 
 22   22   22 
     
ε  σ   x 
 33   33   33 
ε∼ =  , σ∼
=   x
∼
= √ 
2ε12  σ12   2x12 
√
     
     
2ε23  σ23   2x23 
    √ 
2ε31 σ31 2x31

FEM 10
 Application to mechanics
Sf

f
Ω
Fd

Ud
Sd deplacement impose

Sd Sf force imposee

In the static case, the problem to be solved is as follows:

divσ
∼
+f =0 sur Ω
σ∼
.n = T sur Sf
u = ud sur Sd
where Ω is the volume of the solid, Sd surfaces where displacements are imposed, Sf
surfaces where efforts are imposed. f represents bodu forces (i.e. gravity)

Application to mechanics 11
 Principle of virtual work
∗
• Statically admissible stress field: A stress field σ
∼
is statically admissible if:
∗
divσ
∼
+f =0 on Ω
∗
σ
∼
.n = Fd on Sf

• Kinematically admissible displacement field: A displacement field u0 is

kinematically admissible if:

u0 = ud sur Sd

Application to mechanics 12
 ∗ 0
• Principle of virtual work: Let σ∼
be a statically admissible stress field and let u be a
kinematically admissible displacement field
Z Z Z
∗ 0 0 0
σ
∼
: 
∼
dΩ = f .u dΩ + T.u dS
Ω Ω S

0 1 0 0 T

 = (gradu ) + (gradu )
∼
2 ∼ ∼

Le left hand side corresponds to the internal virtual work and the right handside to
the external virtual work.

Application to mechanics 13
 Equilibrium (MEF)
• The discretized displacement field is KA
• The associated stress field is not necessarily SA (σ (ε(~u))))
∼ ∼

• Solving the problem: Find the displacement fiel such that the associated stress field
verifies the PVW.

Application to mechanics 14
 Discretisation of the PVW : internal virtual work

wi ≡ {Fi ({u})} . {u̇0 }

Z
0
= σ
∼
(u) : ε̇
∼
( u̇ )dV
Ω
XZ 
e e0

= σ
∼
({u }) . [B] . {u̇ } dV
e Ve
X Z T

e0
. {u̇e0 }

= [B] . σ
∼
({u }) dV
e Ve
X
= {Fie } . {u̇e0 }
e

e0
σi Bij u̇e0 T e0 T
u̇e0


{σ} . [B] . {u̇ } = j = σi Bji u̇j = Bji σi j

Application to mechanics 15
Discretisation of the PVW : external virtual work (imposed volume forces)

we ≡ {Fe ({u})} . {u̇0 }

Z
= f .u̇0 dV
Ω
XZ
= f . [N ] . {u̇e0 } dV
e Ve
X Z T

= [N ] .f dV {u̇e0 }
e Ve
X
= {Fee } . {u̇e0 }
e

Application to mechanics 16
 Resolution

wi = we

⇒ {Fi ({u})} . {u̇0 } = {Fe ({u})} . {u̇0 } ∀ {u̇0 }

⇒ {Fi ({u})} = {Fe ({u})}

This system can be solved using an iterative Newton method (in the following) which
requires the calculation of:
∂ {Fi ({u})}
[K] =
∂ {u}
Note that
e ∂ {Fie ({ue })}
[K ] =
∂ {ue }
 
∂ σ ∂ ε
Z Z h i
T T
= [B] .  .
∼ ∼
e}
dV = [B] . L
∼c
. [B] dV
Ve ∂ ε
∼
∂ {u Ve ∼

Application to mechanics 17
 Assembly of the global stiffness matrix
The global stiffness matrix is obtained by assembling the [K e ] matrices.
The internal forces vector {Fi } ({Fe }) is obtained by assembling the {Fie } ({Fee })
vectors.

Example 6 7
4 3

1 2
4 5
4 3
3

B
A

1 2 1 2
1 2 3

Application to mechanics 18
 u1x , u1y , u2x , u2y , u3x , u3y , u4x , u4y , u5x , u5y , u6x , u6y , u7x , u7y

{u} =
A

For element A, the local unknown vector u is:
 A  A1 A1 A2 A2 A3 A3  1 1 2 2 4 4
u = ux , u y , u x , u y , u x , u y = ux , u y , u x , u y , u x , u y

The associated internal forces vector associated to element A is:

 A  A1 A1 A2 A2 A3 A3
Fi = Fx , F y , F x , F y , F x , F y

Application to mechanics 19
 Internal Forces
 

 Fx1 = FxA1 


 

Fy1 = FyA1

 


 

 
Fx2 FxA2 + FxB1
 



 = 



 
Fy2 = FyA2 + FyB1

 


 


 

Fx3 = FxB2

 


 

 
Fy3 FyB2
 



 = 



 
Fx4 = FxA3 + FxB4 + FxC1

 

{Fi } =


 Fy4 = FyA3 + FyB4 + FyC1 


 
B3 C2
Fx5
 



 = Fx + Fx 



 
B3 C2
Fy5 = Fy + Fy

 


 


 

C4
Fx6 = Fx

 


 

 
Fy6 FyC4
 



 = 



 
C3
Fx7 = Fx

 


 


 

C3
Fy7 = Fy
 

Application to mechanics 20
 Stiffness matrix

 
   A
 O O N N O O N N
 O O N N O O N N N B
NNNNNNNN
NNNNNNNN H C
 O O N N   
[K] =  O O N N    O A and B
N N N N  H H H H
N N N N  H H H H 4 A and C
HHHHHHHH
HHHHHHHH  B and C
HHHHHHHH
HHHHHHHH  A, B and C

Application to mechanics 21
 Incremental resolution
Small strain case
• Strong non linearity ⇒ incremental resolution
• current time increment: from t0 to t1 , ∆t = t1 − t0
• Many increments may be needed
• Quantities {Fi }, {Fe } and [KT ] are computed for each element and assembled. For
instancen the internal forces foe element e are computed as:
Z
T
X 
e
{Fi } = [B] . {σ} dV = BgT . {σg } (Jg wg )
Ve g

The elementaty stiffness matrix is computed as:

Z
T
[Bg ]T . [L] . [Bg ] (Jg wg )
X
e
[K ] = [B] . [L] . [B] dV =
Ve g

• Once assembled vectors {Fi } and {Fe } are vectors whose size is the number of
unknown quantities (nd ). [K] is a nd × nd matrix.

Application to mechanics 22
 Algorithm for the resolution
Material behavior in the finite element method

[U ] (t0 ) known obtain

σ
∼
(t1 ),
iteration i evaluate ∂∆σ
∆ [U ]i ε(t ), ∆ε∼
∼ 1 L =
∼
∼

for each element

∼
∼ ∂∆ε∼
time increment [t0 , t1 ]

for each element

i=i+1

compute evaluate [R] compute

δ∆ [U ] using no is [R] small enough [F ] using σ
∼
(t1 )
[R] and [K] ? [K] using L∼
∼

yes next increment

box : global computation
box : local time integration of the constitutive equations

Application to mechanics 23
 A generic interface between the material behavior and the FEM
• ∆t = t1 − t0

INPUT OUTPUT

[A] (t0 ) [A] (t1 )

ε(t1 )
∼
material behavior σ
∼
(t1 )
∆ε∼ L
∼
∼

Application to mechanics 24
 Numerical methods to solve not linear systems of equations
Non linear equations written as:
{R} ({U }) = {0}
FEM case:
{Fi } ({u}) − {Fe } ({u}) = {0}

Solving not linear systems of equations 25

 Newton methods
Linearisation of the system {R} ({U }) = {0}:

∂ {R} 
{R} ({U }) = {R} ({U }k ) + ({U } − {U }k )
∂ {U } {U }={U }

k

(k : iteration number) Notation

∂ {R} ∂Ri
[K] ({U }) = Kij ({U }) =
∂ {U } ∂Uj
After resolution
−1
{U }k+1 = {U }k − [K]k {R}k

Solving not linear systems of equations 26

Illustration

R
Newton

U1 U2 U0

Solving not linear systems of equations 27

 Quasi Newton methods
When the number of unknowns is large:

computational cost of [K]−1


−1
computational cost of {R} ({U }) and [K] {R}k

The inverse matrix computed at the first iteration is kept:

{U }k+1 = {U }k − [K]−1
0 {R}k

Solving not linear systems of equations 28

R
Newton modifie

U2 U1 U0

Solving not linear systems of equations 29

Other possibilities:
−1
{U }1 = {U }0 − [K]0 {R}0
{U }2 = {U }1 − [K]−1
1 {R}1
−1
{U }k+1 = {U }k − [K]1 {R}k

Solving not linear systems of equations 30

 One unknown case : order of convergence
Fixed Point Method
to be solved (x is scalar):
f (x) = 0
Transformation:
x = g (x)
Solution : fixed point .
Iterative resolution. x0 is given.
xn+1 = g (xn )

Let s be the solution of x = g (x).

If there exits an interval around s such that |g 0 | ≤ K < 1

then the xn serie converges toward s.

Solving not linear systems of equations 31

To prove this, one first notices that there exists value t (t ∈ [x, s]) such that (Mean Value
Theorem)
g (x) − g (s) = g 0 (t) (x − s)
as g (s) = s et xn = g (xn−1 ), one gets :

|xn − s| = |g (xn−1 ) − g (s) | ≤ |g 0 (t) ||xn−1 − s|

≤ K|xn−1 − s|
≤ · · · ≤ K n |x0 − s|
as K < 1, lim→∞ |xn − s| = 0.

Solving not linear systems of equations 32

 Order of an iterative method
n error on xn
xn = s +  n
The Taylor expansion of xn+1 leads to
1
xn+1 = g (xn ) = g(s) + g 0 (s) (xn − s) + g 00 (s) (xn − s)2
2
1
= g(s) + g 0 (s)n + g 00 (s)2n
2
One then gets
0 1 00
xn+1 − g(s) = xn+1 − s = n+1 = g (s)n + g (s)2n
2
The Order of an iterative method gives a mesure of its convergence rate. At orde 1 one
gets
n+1 ≈ g 0 (s)n
and at order 2
1
n+1 ≈ g 00 (s)2n
2

Solving not linear systems of equations 33

 Application to the Newton method
In the case of the Newton method, a Taylor expansion around xn is used to find xn+1 :
f (xn+1 ) = f (xn ) + (xn+1 − xn ) f 0 (xn ) = 0
so that:
f (xn )
xn+1 = xn − 0
f (xn )
This is therefore a fixed point method
f (x)
g(x) = x − 0
f (x)
One gets:
0 f (x)f 00 (x)
g (x) =
f 0 (x)
and
00 f 00 (x) f (x)f 00 (x)2 f (x)f 000 (x)
g (x) = 0 −2 +
f (x) f 0 (x)3 f 0 (x)2
Note that !!!
g 0 (s) = 0

Solving not linear systems of equations 34

 The Newton method is a second order method
In addition there always exist an interval around s such that |g 0 (s)| < 1. The Newton
method always converges provided the start value x0 is close enough to the solution.

Solving not linear systems of equations 35

 Application to the quasi Newton method
In that case, one gets:
f (xn+1 ) = f (xn ) + (xn+1 − xn ) K = 0
where K is constant. Therefore
f (xn )
xn+1 = xn −
K
and
f (x)
g(x) = x −
K
and
0 f 0 (x)
g (x) = 1 −
K
As g 0 (s) 6= 0, this method is a first order method. It converges for K such that:
f 0 (s)
−1 < 1 − <1
K

Solving not linear systems of equations 36

 Riks method
Control
The “natural” problem control mode is to impose the external forces {Fe }. This control
works if the load increases with displacement.
In the case of a limit load, a displacement control is needed.
In the case of snap-back instabilities, a mixte load—a displacement control is needed.

Solving not linear systems of equations 37

No problem
F

Solving not linear systems of equations 38

Problem under load control
F
A B

Solving not linear systems of equations 39

Problem under both load and displacement control

Solving not linear systems of equations 40

 Convergence
The convergence of the iterative resolution can be tested according to different methods:
• As the search solution verifies: {R} = {0}, the iterative process is stopped when
{R} is small enough:
||{R}||n < R
where R is the requested precision. With
! n1
X
||{R}||n = Rin
i

The ”inf.” norm is often used:

||{R}||∞ = max |Ri |
i

• In many cases, the equation {R} = {0} can be written as: {R}i − {R}e = {0}
where {R}e is prescribed. A relative error can then be defined:
||{R}i − {R}e ||
< r
||{R}e ||
where r is the requested precision. Note that in some cases (residual stresses during

Solving not linear systems of equations 41

 cooling) {R}e = {0} so that a relative error cannot be defined.
• The search can be stopped when the approximate solution is stable, i.e.
 
{U }
k+1 − {U }k n < U


This is not a strict convergence criterion For instance the serie: xn = log n verifies
the criterion (xn+1 − xn = log((n + 1)/n)) ibut does not converge !

Solving not linear systems of equations 42

 Incompressibility / Quasi incompressibility
Some materials are incompressible or quasi–incompressible (rubber, metals during
forming, etc. . . ).
The incompressibility condition is written as: La condition d’incompressibilité se traduit
par la condition
div (u̇) = 0
A FE formulation based on displacement only does not “naturally” enforce this
condition. An enriched method must be used.
s and an hydrostatic
The stress tensor can be separated into a deviatoric component ∼
component p so that: que l’on a :
σ∼
= ∼s − p1
∼

Incompressibility 43
 Symptomes — 1

U2 =cte

MATRICE

U1 =uniforme

INCLUSION

boundary conditions mesh

Incompressibility 44
Inclusion Young’s modulus 400 GPa, Poisson coeffi-
cient 0.2
Matrix Young’s modulus 70 GPa, Poisson coeffi-
cient 0.3, yield stress 200 MPa

Incompressibility 45
• Result (pressure)

-3000 -2000 -1000 0 1000 2000 3000 4000

Incompressibility 46
 Symptomes — 2

Linear (3 nodes) triangles

Incompressibility 47
 Solution 1
• The first solution consists in post-processing the data in order to average the pressure
within each element:
1
Z
p̄ = pdV
V V
• A new stress field is build:
∗
σ
∼
= ∼s − p1
∼
→ σ
∼
= ∼s − p̄1
∼

• This solution can be useful but is not general (does not work for T3)

Incompressibility 48
 Approximated formulation : selective integration
One uses a selective integration of the volume variation.
• The strain tensor is related to the nodal displacement by
ε = [B] . {U }
∼

• [B] can be separated into a deviatoric part [Bdev ] and a dilatation part [Bdil ]:
[B] = [Bdev ] + [Bdil ]

• [Bdil ] is then avaraged over the element:

1
Z
 
B̄dil = [Bdil ] dV
|Ve | Ve

• A modified [B] is reconstructed;

∗
 
[B ] = [Bdev ] + B̄dil
• Deformation is then computed using [B ∗ ]:
ε∼ = [B ∗ ] . {U }

Incompressibility 49
• The volume variation is therefore constant in the element
• Once again the method cannot be applied to linear triangles and tetrahedrons. It can be
applied to quadraric triangles and tetrahedrons

Incompressibility 50
 Approximated Formulation : penalisation
• In that case the material behavior is incompressible; this implies that only ∼
s and not σ
∼
can be obtained from the material. • pressure is computed for each element
p = −κui,i
• κ : numerical penalisation factor (compressibility)
•σ∼
= ∼s − p1
∼

• Ifκ is large enough : divu ≈ 0

• Unknowns: displacements {U }.
• Internes forces are still given by:
Z
[B]T .σ
∼
dV
Ve

• the elementary stiffness matrix is now given by:

Z  
T T T
[Ke ] = [B] .L ∼
. [B] + λ([B] . [m] ) ⊗ ([m] . [B]) dV
∼
Ve

• [m] = [1 1 1 0 0 0]

Incompressibility 51
 Mixted pressure–displacement formualtion
New degrees of freedom are added to represent the pressure field which is defined as:
k0 k0
p=N p
Displacement and positions are given by:
k k k00 k00
u=N u x=N x
A higher order interpolation is used for the displacement than for the pressure so that
strains (derivative of the displacement) are the same order than the pressure.

Pression

Deplacement

Incompressibility 52
• For linear element with respect to ~u, the pressure is constant in each element

The mechanical equilibrium and the incompress-

ibility condition must be solved simultaneously
σ
∼
= ∼s − p1
∼

∆s∼ = L
∼
: ∆ε∼ material
∼

p = [Hp ] {p} element

T
∆σ
∼
= L
∼
. [B] . {∆u} − ([H p ] . {∆p}) [m]
∼

[m] = [1 1 1 0 0 0]
 
[Hp ] = N1 . . . Nnp

Incompressibility 53
 PVW
• PVW Z


Wi = ε̇ + p divu dV
σ :∼
V

• Internal forces
   
 {u}  R T

Ve
[B] .σ dV 
{I} = {Fi } = R T
∼

 {p}   [H p ] divudV 
Ve

• Stiffness matrix
 
R T R T
Ve
[B] .L
∼
. [B] dV Ve
([B] . [m]) ⊗ [Hp ] dV
[Ke ] =  R T
∼ 
Ve
[Hp ] ⊗ ([m] . [B])dV [0]

Incompressibility 54