CHAP 0 MATHEMATICAL PRELIMINARY

FINITE ELEMENT ANALYSIS AND DESIGN

Nam-Ho Kim

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 MATHEMATICAL PRELIMINARY
Vector
a collection of scalars, defined using a bold typeface with braces
y
a1 a1
a a1 a2
a a2 or a
{a } 2 a a2
3 j
i x
aN a1
a a1i a2 j a3k a3
k

Matrix z

a collection of vectors, defined using a bold typeface with brackets

dimension = NK. When N = K, it is called a square matrix

M11 M12 M1K

M M22 M2K
[M] 21


MN1 MN2 MNK
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 MATRIX
Transpose of a matrix: Change of row and column
M11 M21 MN1
M MN2
[M]
T 12 M22
{a} T a1 a2 aN


M1K M2K MNK

Symmetric and Skew-symmetric matrices

M11 M12 M1N 0 M12 M1N
M M2N M

M22
0 M2N
[S] [S] [ A] [ A]T 12
T 12

M1N M2N MNN M1N M2N 0

Identity matrix
1 0 0
[I] 0 1 0

0 0 1
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 VECTOR-MATRIX CALCULUS
Addition
{c} {a} {b}, c i ai bi, i 1, ,N
{d} {a} {b}, di ai bi, i 1, ,N
k{a} {ka1 ka2 kaN } T
[C] [ A] [B], Cij A ij Bij, i 1, ,N, j 1, ,K
[D] [ A] [B], Dij A ij Bij, i 1, ,N, j 1, ,K
Scalar product between two vectors (must be the same dim)
a b a1b1 a2b2 a3b3 a1 b1

a a2 b b2
a b a b cos a b
3 3
Norm (Magnitude of a vector)
a aa

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 DETERMINANT
Similar to the norm of a vector
Only defined for a square matrix
If a determinant is zero, the matrix is not invertible
A matrix is singular when its determinant is zero
For a 2x2 matrix:
a11 a12
A a11a22 a12a21
a21 a22
For a 3x3 matrix
a11 a12 a13
A a21 a22 a23
a31 a32 a33
a22 a23 a21 a23 a21 a22
a11 a12 a13
a32 a33 a31 a33 a31 a32
a11(a22a33 a23a32 ) a12 (a21a33 a23a31 ) a13 (a21a32 a22a31 )
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 VECTOR-MATRIX CALCULUS cont.
Vector product
Scalar product result = scalar
Vector product result = vector

i j k
a b a1 a2 a3
b1 b2 b3
(a2b3 a3b2 )i (a3b1 a1b3 ) j (a1b 2 a 2b1 )k
a2b3 a3b2
ab
a3b1 a1b3
a b a b b
1 2 2 1

n
a b a b sin n

aa 0
b a a b a

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 MATRIX-VECTOR MULTIPLICATION
Matrix Vector = Vector
m11 m12 m13 a1 m11a1 m12a2 m13a3

c [M] a m21 m22 m23 a2 m21a1 m22a2 m23a3

m31 m32 m33 a3 m31a1 m32a2 m33a3

3 {c}N1 [M]NK {a}K1

c i mija j , i 1,2,3 K
c i mija j , i 1, N
j1

j1

Vector Matrix Vector = Scalar

bT [M] a b1(m11a1 m12a2 m13a3 )
b2 (m21a1 m22a2 m23a3 )
b3 (m31a1 m32a2 m33a3 )

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 MATRIX-MATRIX MULTIPLICATION
Matrix Matrix = Matrix
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[C] [ A][B] Cij A ikBkj , i, j 1,2,3
k 1

Inverse of a matrix:
A square matrix [A] is invertible, then
[ A][B] [I] [B][ A] [I]

1
1 a11 a12 1 a22 a12
[B] [ A] a
21
a a 22 A 21 a11

If a matrix is singular (|A| = 0), then the inverse does not exist

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 RULES OF MATRIX MULTIPLICATION

Associative rule:( AB)C A(BC)

Distributive rule:A(B C) AB AC

Non-commutative:AB BA

Transpose of product:( AB)T BT A T , ( ABC)T CTBT A T

Inverse of product: ( AB)1 B1A 1, ( ABC)1 C1B1A 1

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 MATRIX EQUATION
N unknowns (x1, x2, , xN) and N equations
unique solution if all equations are independent

a11x1 a12 x 2 a1N xN b1 a11 a12 a1N

a a2N
a21x1 a22 x 2 a2N xN b2
a22

[ A] 21

aN1x1 aN2 x 2 aNN xN bN aN1 aN2 aNN

Matrix form: x1 b1
x b
2
[ A] {x} {b} {x } , {b} 2

Solution: [A]1 exists or [A] is not singular xN bN
[ A]1[ A] { x } [ A]1 {b}

[I] {x } [ A]1 {b}

{x } [ A]1 {b}
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 EIGEN VALUE AND EIGEN VECTOR
Eigen value problem
[ A] { x } { x }

: Eigen value
{x } : Eigen vector

How to solve?
[ A] {x} {x} {0}
[ A I] {x} {0}

{x} = {0} is a solution (trivial solution)

In order to have non-trivial solution, the determinant must be zero.
A I 0
Calculate from this equation and calculate {x } from the eigen value
problem

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 EIGEN VALUE AND EIGEN VECTOR
Characteristic equation
a11 a12 a1n
a21 a22 a2n
0 n C1n1 .....Cn1 Cn 0

an1 ann

The textbook has a solution for [A]3x3 case

Eigen vectors
After solving for eigen values, substitute each of them to eigen problem

[ A] {x i } i {x i }

Since A iI 0 is singular, no unique solution exists

Practice example in the textbook

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 QUADRATIC FORM
Quadratic form: quadratic function of all components

F a11x12 a22 x 22 ann xn2 a12 x1x 2 a13 x1x 3 an,n1xn xn1

Matrix notation a11 a12 a1n x1

a a2n x 2 n n

a22
aij x i x j
F {x } [ A]{x } {x1,x 2 , ,x n }
T 21

i1 j1

an1 an2 ann xn

Symmetric part is enough ([B] is not sym)

F {x } T [B]{ x } 1 1
[B] [B BT ] [B BT ] [BS ] [B A ]
2 2
FS {x} T [BS ]{x} F {x}T [B]{x} {x} T [BS ]{x} FS

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 POSITIVE DEFINITE MATRIX
Positive definite

{x } T [ A]{x} 0, for all {x} in Rn

{x } T [ A]{x} 0, only if {x} {0}

Positive semi-definite

{x } T [ A]{x} 0, for all {x} in Rn

{x } T [ A]{x} 0, for some {x} {0}

Positive definiteness = each column of the matrix is linearly

independent = the matrix is invertible = the matrix is not
singular = the matrix equation has a unique solution.

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 MAXIMA & MINIMA OF FUNCTIONS
Single Variable f(x)
Taylor series expansion
f 1 2f
f(x x) f(x) x ( x)2 HOT
x x x 2 x 2 xx

In order for f to be extremum,

f
0
x x x
2f
Condition for minima: 0
x 2 xx

2f
Condition for maxima: 2 0
x xx

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 MAXIMA & MINIMA OF FUNCTIONS cont.
Multi-Variable f(x)
Taylor series expansion
fn
1 n n 2f
f( x x ) f( x ) xi xi x j HOT
i1 x i x x
2 i1 j1 xix j
x x

In order for f to be extremum, Hessian

f f f matrix Hij
0
x1 x x x 2 x x
xn x x

Condition for minima: [H] is positive definite

Condition for maxima: [H] is negative definite

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 MINIMUM PRINCIPLE
Function in quadratic form

F(x) 21 {x}T [ A]{x} {x} T {b}

[A]: stiffness of the structure, {x}: displacement, {b}: applied force

Potential energy
structure is in equilibrium when F has a minimum value

Matrix equation
[ A]{x} {b}

Solution of the matrix equation minimizes the quadratic form F.

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 Homework #1
5. For the two matrices [A] and [B] in Problem 2, answer the
following questions.
(a) Evaluate the matrixmatrix multiplication [C] = [A][B].
(b) Evaluate the matrixmatrix multiplication [D] = [B][A].
1 7 2 3 7 2
A B 3 4 3 2 1 8
6 5 7 7 4 5

7. Calculate the inverse of the matrix

4 2
A 3 7

9. Solve the following simultaneous system of equations using

the matrix method: 4x 3x 3
1 2

x1 3x 2 3
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 Homework #1
11. Find the eigen values and eigen vectors
5 2 0
[ A] 2 2 0

0 0 1
14. A function f(x1, x2) of two variables x1 and x2 is given by
1 1 1 x1 0
f(x1,x 2 ) x1 x 2 1 x x 2 1
2 1 2 x 2 2
(a) Multiply the matrices and express f as a polynomial in x1 and x2.
(b) Determine the extreme (maximum or minimum) value of the function
and corresponding x1 and x2.
(c) Is this a maxima or minima?

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