The Finite Element Method

Fredrik Berntsson (fredrik.berntsson@liu.se)

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The Finite Element Method

Contents:
- Introduction. History. Simple 1D Example.
- Weak Derivatives. Sobolev spaces. Weak formulation.
- Finite Element method. Mesh. Stiffness Matrix.
- Example: Simple boundary value problem in 2D.
- Summary. Course Contents MAI0088.

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The Finite Element Method (FEM)

- A general purpose technique for solving boundary value problems for elliptic
PDEs in complicated domains.
- Mostly developed by engineers 19551965 (Ray W. Clough, John Argyris,. . . )
but building on earlier work by Courant, Rayleigh, Ritz, and Galerkin.
- Rigurous mathematical analysis in Strang and Fix, An Analysis of The Finite
Element Method, 1973.

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The Finite Element Method

Example: Find u such that

u + 2u = 1,
x (0, 1),
u(0) = 1, and, u(1) = 1.

(1)

Solution: Multiply by a test function and integrate,

Z 1
Z 1
(u + 2u)vdx =
1 vdx.
0

Integrate by parts
Z 1
Z 1
Z
(uv +2uv)dx = u(1)v(1)u (0)v(0)+ (uv +2uv)dx =
0

vdx.
0

Restrict test functions to V = {v C 1(0, 1) such that v(0) = 0}.

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We obtain a new problem: Find u such that

Z

(u v + 2uv)dx =

vdx + 1 v(1) for all v V.

(2)

Remarks:
- The problems are equivalent in the sense that any solution u C 2(0, 1) of
(2) also satisfies (1) except possibly the boundary value u(0) = 1. Also (2) is
called the weak form of (1).
- We have a(u, v) =< , v > for all v V , where a(, ) is a bilinear operator
and < , > is a linear functional.
- The condition u(0) = 1 is called an essential boundary condition and u(1) = 1
is a natural boundary condition.
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Introduce a grid Sh = {xi }N

i=0 and a space Vh = {v(x) piecewise linear on Sh}.
The discetized problem is: Find uh Vh such that


a(uh, v) =< , v > for all v Vh such that v(0) = 0,

uh(0) = 1.

Remarks:
- The solution uh Vh is called the finite element solution.
- The essential boundary condition u(0) = 1 appear explicitly in the formulation
of the problem.
- The natural boundary condition u(1) = 1 is included in the definition of the
functional < , >.
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A basis for Vh is
0

N1 N

i(x) =

x0 x1

1, x = xi,
0, x = xj , j 6= i.

xN1 xN

x2

The finite element solution can be written as a linear combination

uh(x) =

N
X

cii(x).

i=0

Remark: The boundary value uh(0) = c00(0) = 1 gives us an equation for c0.
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The relation a(uh, v) =< , v >, for v = j , gives us a system of linear

equations,
N
X
cia(i, j ) =< , j >, j = 1, 2 . . . , N.
i=0

or

1
c0
1
0 ...
0
c1 < , 1 >
a(0, 1)
. . . a(N , 1)

. =

.
.
.

.
.
.
< , N >
cN
a(0, N )
. . . a(N , N )
Remark This is a system Kc = f where K is the stiffness matrix and f is the
load vector.

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Elements are easy to compute

a(i, i+1) =

1
0

(ii+1+2ii+1)dx

h
0

i+1

xi h

xi+1

11
x x
1 h
{ +2(1 ) }dx = + .
hh
h h
h 6

Remark: Ki,j = 0 unless xi and xj are neighbours since othervise ij 0.

So typically the matrix K is sparse.
Exercise: Compute Ki,i = a(i, i) and fi =< , i >. Since i are simple
polynomials its easy to do this numerically.
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Matlab and Comsol example

Find u such that

u + 2u = 1,
x (0, 1),
(3)

u(0) = 1, and, u (1) = 1.

Use Comsol Multiphysics to: (module add comsol and comsol matlab on
Linux).
Create the computational grid {xi}.
Speficy the equation and boundary conditions.
Assemble the stiffness matrix and load vector.
Solve the problem and visualize the result.
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The Finite Element Method

What do we need to make the FEM work in 2D (or 3D)?
- Generalize integration by parts (Greens Identity, Divergence Theorem).
Z

u
vud = v ud +
v d

- Introduce proper function spaces for solutions and test functions (Weak derivatives, Sobolev spaces).
- Discretize the domain (Mesh of Triangles) and introduce a set of basis functions.
- Efficiently compute the stiffness matrix and load vector for a given problem.
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Weak Derivatives and Sobolev Spaces

Definition: Let u L2() and suppose u L2() satisfies
(v, ) = (u, x),

for all C0().

Then v is the weak derivative of u.

Example: = (1, 1) and u = 1 |x|.
(u, x) =
0

ux dx =
1

ux dx+

u(x)
Z

ux dx =
0

ux dx =
uxdx+[u]0
[u]1
0
1
Z 0
Z 1

(+1)dx
(1)dx = (v, )
1

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v(x)

+1

1
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Definition: The Sobolev space H 1() is the set of functions u L2() that
have weak derivatives in L2().
Remarks:
- The set H 1() consists of piecewise differentiable and continous functions.
- The space H 1() is a Hilbert space with scalar product (u, v)1 and norm
1/2
kuk1 = (u, u)1 .
- Higher order Sobolev spaces H m() can be defined similarily.
Example: Suppose R2 then
Z
Z
Z
(u, v)1 =
uvd +
uxvxd +
uy vy d.

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Weak formulation
Example: Find u C 2 () such that

u = f,
u = g,
u
n = h,

in ,
on D ,
on N ,

Introduce V = {v H 1() and v = 0 on D }. Take a test function v V

and write
Z
Z
Z
Z
Z
u
u
vf d = vud =
vd +
vd =
v ud +
n
n

N
Z
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v ud +

hvd.

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The weak formulation is: Find u H 1() such that

Z
Z
Z

hvd,
v ud = f vd +

N

u = g, on D .

for all v V

(4)

Remarks
- Can introduce a bilinear operator a(u, v) and a linear functional < , v >.
- The next step is to pick a finite dimensional subspace Sh H 1() and
discretize the problem (4).

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Domain discretization
Introduce a discretization parameter h and a triangular mesh Th =
{T1, T2, . . . , TM } on .

Need to represent the mesh in an efficient way. Want to be able to compute area
and boundary integrals.

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Example:
N2

N3
T9

T8
T1

N9

T7
T3

T2
N1

N4

N7

T6
N5
N8
T4

T5

N6

Data structures needed:

- A 2N matrix Nodes, a 3M matrix Triangles, and a 2K matrix Edges.
Here we have Triangles(:,3)= (7 , 8 , 9)T .
- Is a node Nk subject to a Dirichlet boundary condition? Is an edge Ek subject
to a Neumann boundary condition?
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Linear basis functions

Introduce a space Vh H 1() of piecewise linear functions on a given mesh Th.
For each node Nk we obtain a basis function k . The functions k are uniqely
determined by k (xk , yk ) = 1, k (xj , yj ) = 0 for k 6= j, and k is linear on
each triangle Ti.
N2

N3

Example:

T9

T8
T1

N9

T7
T3

T2
N1

N4

N7

T6
N5
N8
T4

T5

N6

The basis function 8 is non-zero on the triangles T3, T4, T5, T6, and T7.
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Assembly of Stiffness matrix and load vector

The discretized problem is: Find uh Vh such that
a(uh, j ) =

N
X

cia(i, j ) =< , j >,

for all j such that j = 0 on D ,

i=1

and,
uh(xj , yj ) = g(xj , yj ), for nodes Nj = (xj , yj )T on D .
Remarks:
- Most elements Ki,j are integrals a(j , i). How to compute them?
- The linear system Kc = f is (very) sparse.

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Note that
a(i, j ) =

i j d =

XZ
Tk

i j d.

Tk

and only 3 basis functions are non-zero on each triangle Tk .

K=sparse(N,N), f=zeros(N,1)
for k = 1 : M
[N1,N2,N3]=Triangles(:,k);
Compute 9 local contributions ( KN 1,N 1 = a(Tk )(NR 1, N 1),. . . )
Compute 3 local contributions to < , j > (that is T f N 1d,. . . ).
k
end
This is an Element oriented algorithm. Have to fix rows corresponding to nodes
subject to Dirichlet conditions and need a loop over all the Edges subject to a
Neumann conditions to get final Kc = f .
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Comsol Multiphysics 2D Example

u=0
n u = 0

u = 0
u = 10

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n u = 0

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Summary
The Finite Element Method compared to Finite Differences
- A general purpose technique for solving (elliptic) PDEs in complex domains.
- Relatively easy to make good software that can handle many different types of
equations and domains.
- The linear system Kc = f is sparse but usually not very structured. Have to
use standard sparse linear equation solvers. Less efficient preconditioners.
- Assuming the mesh is of good quality error estimates are similar for Finite
Elements and Finite Differences.
- Can use different types of basis functions, e.g. j C 1(), without changing
the codes very much.
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MAI0088 Applied Functional Analysis and FEM

Course contents:
mathematical concepts: weak derivative, weak form of a boundary value
problem, and Sobolev spaces.
Use tools from functional analysis to analyze the finite element method:
Existance and Uniqueness. Various error estimates.
Implement the core of a realistic finite element solver. Try a commercial
software package.
Computational Techniques: Sparse linear equation solvers. Preconditioning.
Multigrid solvers.
Course literature: Braess, Finite elements, Cambridge University press.
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