Lecture 02

pk285@
Boundary
Value
Problems
Finite Element
Method

Introduction to the Finite Element Method

Lecture 02

Function Spaces
Weak Forms

P.S. Koutsourelakis
pk285@cornell.edu
369 Hollister Hall

September 3 2008

Boundary Value Problem

Lecture 02

Example

pk285@
Boundary
Value
Problems
Finite Element
Method

Consider a bar of length L, cross-sectional area A which is held

fixed on the left end and pulled with a force F on the right end and
stretched with a distributed force b(x) along its length. Whats will
be the deformation of the bar u(x) at each point x?

Function Spaces
Weak Forms

b(x)
F

A
u(x)
L
Boundary Value Problem (BVP)

d 2 u(x)
+ b(x) = 0 x (0, L)
(1)
dx 2
with boundary conditions: u(0) = 0, E A du
dx |x=l = F
EA

Boundary Value Problem

Lecture 02
pk285@
Boundary
Value
Problems
Finite Element
Method
Function Spaces
Weak Forms

Boundary Value Problem (BVP)

EA

d 2 u(x)
+ b(x) = 0 x (0, L)
dx 2

(2)

with boundary conditions: u(0) = 0, E A du

dx |x=l = F
Although it is straightforward to derive a closed-form
solution (right?) things are not necessarily so if:
elastic modulus varies E(x)
cross-sectional area varies A(x)
if we are considering two or three dimensional versions
with arbitrary boundary shapes/conditions.

we need a general computational method that is able to

produce efficiently, accurate solutions of BVPs.

Boundary Value Problem

Lecture 02
pk285@
Boundary
Value
Problems
Finite Element
Method

Boundary Value Problem (BVP)

EA

d 2 u(x)
+ b(x) = 0 x (0, L)
dx 2

(3)

Function Spaces
Weak Forms

Approximate derivatives with finite differences, i.e.:

du
u(x + h) u(x)
u(x + h) u(x)
= lim

for 0 < h << 1

h0
dx
h
h

Boundary Value Problem

Lecture 02
pk285@
Boundary
Value
Problems

Boundary Value Problem (BVP)

EA

d 2 u(x)
+ b(x) = 0 x (0, L)
dx 2

(4)

Finite Element
Method
Function Spaces
Weak Forms

define N grid points xi = i h where h =

ui = u(xi )

L
N

and let

if h is small enough then I can approximate:

ui+1 2ui + ui1
d 2 u(x)
|x=xi
dx 2
h2
substitute in Equation (4) for x = xi , i to obtain N
algebraic equations w.r.t N unknowns ui .
this is the the Finite Difference Method

(5)

Finite Difference Method (FDM)

Lecture 02
pk285@
Boundary
Value
Problems
Finite Element
Method
Function Spaces
Weak Forms

d 2 u(x)
+ b(x)
dx 2

= 0 x (0, L)

ui+1 2ui + ui1

+ b(xi )
EA
h2

(discretization)

= 0 xi , i = 1, 2, . . . , N

Observe that in FDM we approximate the PDE itself

FDM is still used in a wide range of problems and we
will use it in time-dependent problems to discretize
time derivatives.
In the Finite Element Method (FEM) we approximate
the solution of the PDE.

Finite Element Method

Lecture 02
pk285@
Boundary
Value
Problems
Finite Element
Method

Roadmap to FEM approximations:

1

We are going to define where we are going to to be looking

for solutions, i.e. which function space

We are going to reformulate the original problem, i.e. PDE

and BC.

We are going to show that this new form is actually

equivalent to the original, i.e. any solution of the former is a
solution of the latter and vice versa.

We are going to show that the solution is unique.

If that wasnt enough, we are going to look at some

equivalent forms which can be considered as special cases.
We are going to propose ways to discretize these alternate
forms.

Function Spaces
Weak Forms

Function Spaces
Lecture 02
pk285@
Boundary
Value
Problems
Finite Element
Method
Function Spaces
Weak Forms

Since we are going to be approximating solutions of PDEs

i.e. functions, it makes sense to recap some of the basic
function spaces and their properties. If is an open subset
of R (or Rn ) in general, then:
C() contains all functions defined on which are
continuous.
C k () contains all functions defined on which have
continuous derivatives up to order k.
Cbk () same as C k () plus the function is bounded
L2 () contains all functions defined on which are square
integrable i.e.:
Z
u 2 (x) dx < +

(6)

H 1 () contains all functions in L2 whose derivatives are also

square integrable i.e.:
Z
|du/dx|2 (x) dx < +
(7)

Function Spaces
Lecture 02
pk285@
Boundary
Value
Problems
Finite Element
Method
Function Spaces
Weak Forms

Boundary Value Problem (BVP)

EA

d 2 u(x)
+ b(x) = 0
dx 2

with boundary conditions: u(0) = u0 ,

x (0, L)
EA

du
dx |x=l

(8)
=F

We are going to look for solutions in the space S:

Z
du
S = {u(x) : (0, L) R|u(0) = u0 ,
E A| |2 (x) dx < +}
dx
(0,L)
Observe that:
u S satisfy exactly only one of the two boundary
conditions. This BC is called essential.
u S have finite strain energy!
u S are continuous and bounded.

Function Spaces
Lecture 02

Boundary Value Problem (BVP)

pk285@
Boundary
Value
Problems
Finite Element
Method
Function Spaces
Weak Forms

EA

d 2 u(x)
+ b(x) = 0
dx 2

with boundary conditions: u(0) = u0 ,

x (0, L)
EA

du
dx |x=l

(9)
=F

We are going to look for solutions in the space S:

Z
du
E A| |2 (x) dx < +}
S = {u(x) : (0, L) R|u(0) = u0 ,
dx
(0,L)
Observe that:
The space S is much larger than what the PDE and BC
would imply.
Even though a 2nd order derivative of appears in
Equation (9), we are looking for solutions that are
guaranteed to have a 1st order derivative
Even though a force BC must be satisfied, we are
looking for solutions that are not a priori guaranteed to
satisfy it.

Finite Element Method

Lecture 02
pk285@
Boundary
Value
Problems
Finite Element
Method

Roadmap to FEM approximations:

1

We are going to define where we are going to to be looking

for solutions, i.e. which function space

We are going to reformulate the original problem, i.e. PDE

and BC.

We are going to show that this new form is actually

equivalent to the original, i.e. any solution of the former is a
solution of the latter and vice versa.

We are going to show that the solution is unique.

If that wasnt enough, we are going to look at some

equivalent forms which can be considered as special cases.
We are going to propose ways to discretize these alternate
forms.

Function Spaces
Weak Forms

Weak Forms
Lecture 02

Boundary Value Problem (BVP)

pk285@
Boundary
Value
Problems
Finite Element
Method
Function Spaces
Weak Forms

EA

d 2 u(x)
+ b(x) = 0
dx 2

with boundary conditions: u(0) = u0 ,

x (0, L)
EA

du
dx |x=l

(10)
=F

We are going to look for solutions in the space S:

Z
du
E A| |2 (x) dx < +}
S = {u(x) : (0, L) R|u(0) = u0 ,
dx
(0,L)
A u S will not satisfy Equation (10) exactly (unless it is the
solution) and in general there will be a residual R(x)
R(x) = EA

d 2 u(x)
+ b(x)
dx 2

There will also be a residual R(L) = E A

u S do not a priori satisfy this BC

du
dx |x=l

(11)

F because

Weak Forms
Lecture 02
pk285@
Boundary
Value
Problems
Finite Element
Method
Function Spaces

How can we make those residuals zero?

R(x) = EA

d 2 u(x)
+ b(x)
dx 2

R(L) = F EA

(Bubnov)-Galerkin approach

Weak Forms

Figure: Boris Galerkin (1871-1945)

du
|x=l
dx

Weak Forms
Lecture 02
pk285@
Boundary
Value
Problems
Finite Element
Method
Function Spaces
Weak Forms

How can we make those residuals zero?

R(x) = EA

d 2 u(x)
+ b(x)
dx 2

R(L) = F EA

du
|x=l
dx

(Bubnov)-Galerkin or Weighted Residual approach: define

another set of functions called weighting functions v V:
Z
dv
V = {v (x) : (0, L) R|v (0) = 0,
E A| |2 (x) dx < +}
dx
(0,L)
Find u S such that for all v V:
Z L
v (x)R(x) dx + v (L)R(L) = 0

(12)

Note that the residual is not zero in the STRONG sense i.e.
R(x) = 0 x but the condition is enforced WEAKLY as above.

Weak Forms
Lecture 02
pk285@
Boundary
Value
Problems
Finite Element
Method
Function Spaces
Weak Forms

STRONG form:

2
EA d dxu(x)
+ b(x) = 0
2
u(0) = u0

F = EA du
dx |x=l

WEAK form:
RL
RL
dv
0 EA du
dx dx dx = 0 A b(x)v (x)dx + v (L)F
uS

v V

v V

Does the weak form remind you of something?

Principle of Virtual Work
The necessary and sufficient condition for a system in
equilibrium is that the work done by internal forces should be
equal to the work done by externals loads for any
kinematically acceptable virtual displacement

Weak Forms
Lecture 02
pk285@
Boundary
Value
Problems
Finite Element
Method
Function Spaces
Weak Forms

WEAK form:
RL
RL
dv
0 EA du
dx dx dx = 0 A b(x)v (x)dx + v (L) F
uS

v V

v V

Principle of Virtual Work:

a virtual kinematically acceptable displacement v (x) is
one that does not violate displacement boundary
conditions u(0) = u0 , i.e. v (0) = 0.
Work of internal forces:
Z
Z
du dv
v (x) dx = A
E
dx
Wint (v ) = A
u (x)
| {z }
| {z }
dx dx
stress from u strain from v

Work of external forces:

Z
Wext (v ) = A
b(x) v (x) dx + F v (l)