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1

Overview

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Chapter 1: OVERVIEW

TABLE OF CONTENTS
Page
§1.1 Foreword . . . . . . . . . . . . . . . . . . . . . . 1–3
§1.2 Contents . . . . . . . . . . . . . . . . . . . . . . 1–3
§1.3 Where the Material Fits . . . . . . . . . . . . . . . . . 1–3
§1.3.1 Top Level Classification . . . . . . . . . . . . . 1–3
§1.3.2 Computational Mechanics . . . . . . . . . . . . . 1–4
§1.3.3 Statics versus Dynamics . . . . . . . . . . . . . 1–6
§1.3.4 Linear versus Nonlinear . . . . . . . . . . . . . . 1–6
§1.3.5 Discretization Methods . . . . . . . . . . . . . 1–6
§1.3.6 FEM Formulation Levels . . . . . . . . . . . . . 1–7
§1.3.7 FEM Choices . . . . . . . . . . . . . . . . . 1–7
§1.3.8 Finally: What The Book Is About . . . . . . . . . . 1–8
§1.4 The Analysis Process . . . . . . . . . . . . . . . . . 1–8
§1.5 The Big Picture . . . . . . . . . . . . . . . . . . . . 1–9
§1.6 Model Form Transformations . . . . . . . . . . . . . . 1–10
§1.7 Why Variational Methods? . . . . . . . . . . . . . . . . 1–10
§1.8 Methods of Approximation: Discretization . . . . . . . . . . 1–11
§1.8.1 Finite Difference Method . . . . . . . . . . . . . 1–12
§1.8.2 Weighted Residual Methods . . . . . . . . . . . . 1–12
§1.8.3 Rayleigh-Ritz Methods . . . . . . . . . . . . . . 1–12
§1.9 Boundary Element Methods: Where Are You? . . . . . . . . 1–13
§1.10 An Example . . . . . . . . . . . . . . . . . . . . . 1–13
§1. Exercises . . . . . . . . . . . . . . . . . . . . . . 1–16

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§1.3 WHERE THE MATERIAL FITS

§1.1. Foreword

This book covers advanced techniques for the analysis of linear elastic structures by the Finite
Element Method (FEM). It has been constructed from Notes prepared for the course Advanced
to Finite Element Methods or AFEM. This is a doctoral level course that may also be taken as
an MS elective. The main prerequisite is an introductory FEM course at the first-year MS level;
for example Introduction to Finite Element Methods or IFEM (ASEN 5007); see [273], which is
taught every year. AFEM has been taught at the Department of Aerospace Engineering Sciences,
University of Colorado at Boulder since 1990. It is offered every 2 or 3 years in the Spring semester.

§1.2. Contents

The AFEM book, as presently configured in its web site, embodies the following parts:
Part 0 Introduction. An overview provided in this Chapter.
Part 1 Variational Methods in Mechanics. The formulation of problems of engineering and
physics in Strong, Weak and Variational Form. The material used here is part of a separate
web-posted book in preparation, entitled Advanced Variational Methods in Mechanics,
with acronym AVMM.
Part 2 Axisymmetric Solids. Axisymmetric solids, also called Structures of Revolution, or
SOR. This formulation provides a gentle transition between the strict two-dimensional
coverage of IFEM and the more realistic 3D world.
Part 3 General Solids. Solid elements: bricks, wedges, tetrahedra, pyramids. A first glance at
techniques to improve element performance.
Part 4 Advanced Element Derivation Tools. The Free Formulation. The Assumed Natural
Strain (ANS) formulation and its variants, primarily ANDES. The patch test. Variational
crimes. Drilling freedoms.
Part 5 Thin Plates, Membranes, Templates. Application of the advanced element derivation
techniques of the previous Part to construct plate elements as well as membrane ele-
ments with drilling degrees of freedom. Plate bending models: Kirchhoff, and Reissner-
Mindlin. Elements based on conventional displacement expansions, as well as the Free
Formulation (FF), Assumed Natural Strain (ANS), and Assumed Natural Deviaric Strain
(ANDES), culminating with the introduction of finite element templates.
Part 6 Shell Structures. Facet and quadrilateral thin shell elements. Treatment of junctures.
Transition elements. Thick shell elements.
The course concludes with student presentations on progress and achievements in group projects.
Several Chapters posted on the web site are aimed to facilitating these projects, although they are
not covered in class.

§1.3. Where the Material Fits

This Section outlines where the book material fits within the vast scope of Mechanics. In the
ensuing multilevel classification, topics addressed in some depth in this book are emphasized in
bold typeface.

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Chapter 1: OVERVIEW

§1.3.1. Top Level Classification


Definitions of Mechanics in dictionaries usually state two flavors:
• The branch of Physics that studies the effect of forces and energy on physical bodies.1
• The practical application of that science to the design, construction or operation of material
systems or devices, such as machines, vehicles or structures.
These flavors are science and engineering oriented, respectively. But dictionaries are notoriously
archaic. For our objectives it will be convenient to distinguish four flavors:


 Theoretical

Applied
Mechanics (1.1)

 Computational
Experimental

Theoretical mechanics deals with fundamental laws and principles studied for their intrinsic sci-
entific value. Applied mechanics transfers this theoretical knowledge to scientific and engineering
applications, especially as regards the construction of mathematical models of physical phenomena.
Computational mechanics solves specific problems by model-based simulation through numerical
methods implemented on digital computers. Experimental mechanics subjects the knowledge de-
rived from theory, application and simulation to the ultimate test of observation.
Remark 1.1. Paraphrasing an old joke about mathematicians, one may define a computational mechanician
as a person who searches for solutions to given problems, an applied mechanician as a person who searches
for problems that fit given solutions, and a theoretical mechanician as a person who can prove the existence
of problems and solutions. As regards experimentalists, make up your own joke.

§1.3.2. Computational Mechanics


Computational Mechanics represents the amalgamated integration of several disciplines, as depicted
in the “pizza slice” Figure 1.1. It is presently an enormous subject. One useful classification can
be done according to the physical scale of the focus of attention:



Nanomechanics




 Micromechanics  Solids and Structures
Computational Mechanics (1.2)

 Continuum mechanics Fluids



 Multiphysics

Systems

Nanomechanics deals with phenomena at the molecular and atomic levels. As such, it is closely
related to particle physics and chemistry. At the atomic scale it transitions to quantum mechanics.
Micromechanics looks primarily at the crystallographic and granular levels of matter. Its main
technological application is the design and fabrication of customized materials and microdevices.
1 Here the term “bodies” includes all forms of matter, whether solid, liquid or gaseous; as well as all physical scales, from
subatomic through cosmic.

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§1.3 WHERE THE MATERIAL FITS

COMPUTATIONAL MECHANICS

Finite Theoretical
Element and Applied
Methods Mechanics

Applied
Computer &
Mathematics
Information
& Numerical
Sciences
Analysis

Figure 1.1. The “pizza slide:” Computational


Mechanics integrates aspects of four disciplines.

Computational continuum mechanics considers bodies at the macroscopic level, using continuum
models in which the microstructure is homogenized by phenomenological averaging. The two
traditional areas of application are solid and fluid mechanics. Structural mechanics is a conjoint
branch of solid mechanics, since structures, for obvious reasons, are fabricated with solids. Com-
putational solid mechanics favors a applied-sciences approach, whereas computational structural
mechanics emphasizes technological applications to the analysis and design of structures.
Computational fluid mechanics deals with problems that involve the equilibrium and motion of
liquid and gases. Well developed related subareas are hydrodynamics, aerodynamics, atmospheric
physics, propulsion, and combustion.
Multiphysics is a more recent newcomer.2 This area is meant to include mechanical systems that
transcend the classical boundaries of solid and fluid mechanics. A key example is interaction
between fluids and structures, which has important application subareas such as aeroelasticity and
hydroelasticity. Phase change problems such as ice melting and metal solidification fit into this
category, as do the interaction of control, mechanical and electromagnetic systems.
Finally, system identifies mechanical objects, whether natural or artificial, that perform a distin-
guishable function. Examples of man-made systems are airplanes, building, bridges, engines, cars,
microchips, radio telescopes, robots, roller skates and garden sprinklers. Biological systems, such
as a whale, amoeba, virus or pine tree are included if studied from the viewpoint of biomechanics.
Ecological, astronomical and cosmological entities also form systems.3
In the progression of (1.2), system is the most general concept. Systems are studied by decompo-
sition: its behavior is that of its components plus the interaction between the components. Com-
ponents are broken down into subcomponents and so on. As this hierarchical process continues
the individual components become simple enough to be treated by individual disciplines, but their

2 This unifying term is in fact missing from most dictionaries, as it was introduced by computational mechanicians in the
1970s. Several multiphysics problems, however, are older. For example, aircraft aeroelasticity emerged in the 1920s.
3 Except that their function may not be clear to us. “What is that breathes fire into the equations and makes a universe
for them to describe? The usual approach of science of constructing a mathematical model cannot answer the questions
of why there should be a universe for the model to describe. Why does the universe go to all the bother of existing?”
(Stephen Hawking).

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Chapter 1: OVERVIEW

interactions may get more complex. Thus there are tradeoff skills in deciding where to stop.4
§1.3.3. Statics versus Dynamics
Continuum mechanics problems may be subdivided according to whether inertial effects are taken
into account or not:
 
 Time Invariant
Statics
Continuum mechanics Quasi-static (1.3)

Dynamics

In statics inertial forces are ignored or neglected. These problems may be subclassified into time
invariant and quasi-static. For the former time need not be considered explicitly; any time-like
response-ordering parameter (should one be needed) will do. In quasi-static problems such as
foundation settlements, creep flow, rate-dependent plasticity or fatigue cycling, a more realistic
estimation of time is required but inertial forces are ignored as long as motions remain slow.
In dynamics the time dependence is explicitly considered because the calculation of inertial (and/or
damping) forces requires derivatives respect to actual time to be taken.
§1.3.4. Linear versus Nonlinear
A classification of static problems that is particularly relevant to this book is

Linear
Statics (1.4)
Nonlinear
Linear static analysis deals with static problems in which the response is linear in the cause-and-
effect sense. For example: if the applied forces are doubled, the displacements and internal stresses
also double. Problems outside this domain are classified as nonlinear.
§1.3.5. Discretization Methods
A final classification of computational solid and structural mechanics (CSSM) for static analysis is
based on the discretization method by which the continuum mathematical model is discretized in
space, i.e., converted to a discrete model of finite number of degrees of freedom:



Finite Element Method (FEM)




Boundary Element Method (BEM)
Finite Difference Method (FDM)
CSM spatial discretization (1.5)

 Finite Volume Method (FVM)



 Spectral Method
Mesh-Free Method
For linear problems finite element methods currently dominate the scene, with boundary element
methods posting a strong second choice in selected application areas. For nonlinear problems the
dominance of finite element methods is overwhelming.

4 Thus in breaking down a car engine, say, the decomposition does not usually proceed beyond the components that may
be bought at a automotive shop.

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§1.3 WHERE THE MATERIAL FITS

Classical finite difference methods in solid and structural mechanics have virtually disappeared
from practical use. This statement is not true, however, for fluid mechanics, where finite dif-
ference discretization methods are still important although their dominance has diminished over
time. Finite-volume methods, which focus on the direct discretization of conservation laws, are
favored in highly nonlinear problems of fluid mechanics. Spectral methods are based on global
transformations, based on eigendecomposition of the governing equations, that map the physical
computational domain to transform spaces where the problem can be efficiently solved.
A recent newcomer to the scene are the mesh-free methods. These are finite different methods on
arbitrary grids constructed using a subset of finite element techniques
§1.3.6. FEM Formulation Levels

The term Finite Element Method actually identifies a broad spectrum of techniques that share
common features. Since its emergence in the framework of the Direct Stiffness Method (DSM)
over 1956–1964, [834,?] FEM has expanded like a tsunami, surging from its origins in aerospace
structures to cover a wide range of nonstructural applications, notably thermomechanics, fluid
dynamics, and electromagnetics. The continuously expanding range makes taxology difficult.
Restricting ourselves to applications in computational solid and structural mechanics (CSSM), one
classification of particular relevance to this book is

 Mechanics of Materials (MoM) Formulation

Conventional Variational Formulation
FEM-CSSM Formulation Level (1.6)

 Advanced Variational Formulation
Template Formulation

The MoM formulation is applicable to simple structural elements such as bars and beams, and does
not require knowledge of variational methods. This level is accesible to undergraduate students
(typically at the junior level) because it only uses basic linear algebra, a subject that is usually
learned at the sophomore level.
The second formulation level is characterized by two features:
1. Use of standard work and energy methods, such as the Total Potential Energy principle;
2. Strict compliance with the requirements of the classical Ritz-Galerkin direct variational meth-
ods (for example, interelement continuity).
This level is approriate for first-year MS students with basic exposure to variational methods, which
actually may be taught as “recipes” if necessary. The two lower levels were well established by
1970, with no major changes since. They are those used in the Introduction to Finite Element
Methods (IFEM) book [273].
The next two levels are emphasized in this book. The third one requires deeper exposure to varia-
tional methods in mechanics, notably multifield and hybrid principles. The pertinent knowledge is
accordingly introduced in Part 1. The template level is the pinnacle “where the rivers of our wisdom
flow into one another.” Reaching this rarified level requires both mastery of advanced variational
principles, as well as the confidence and fortitude to discard them along the way.

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Chapter 1: OVERVIEW

SF FDM

WF FEM

VF FEM
IDEALIZATION DISCRETIZATION SOLUTION

Physical Mathematical Discrete Discrete


system model model solution

Solution error
Verification: discretization + solution error
Validation: modeling + discretization + solution error
RESULT INTERPRETATION

Figure 1.2. The main stages of computer-based simulation: idealization, discretization and solution.
This is a slightly expanded version of a similar picture shown in Chapter 1 of [273].

§1.3.7. FEM Choices


A more down to earth classification considers two key selection attributes: Primary Unknown
Variable(s), or PUV, and solution method:5

 Displacement (a.k.a. Primal) 
 Stiffness
Force (a.k.a. Dual or Equilibrium)
PUV Choice Solution Choice Flexibility (1.7)

 Mixed (a.k.a. Primal-Dual) Combined
Hybrid
The PUV selection governs the variational framework chosen to develop the discrete equations; if
one works at the two middle levels of (1.6). It is possible, however, to develop those completely
outside a variational framework, as noted there. The solution choice is normally dictated by the
PUV; exceptions are possible but relatively rare.
§1.3.8. Finally: What The Book Is About
Using the classification of (1.1) through (1.5) we can now state the book subject more precisely:

The model-based simulation of linear static structures discretized by FEM,


paying extra attention to formulations at the two highest levels of (1.6). (1.8)

Of the variants listed in the classification (1.7), emphasis will be placed here on the displacement
PUV and stiffness solution, exactly as in in [273]. (The hybrid choice will be also covered, but
limited to cases in which solution unknowns can be reduced to displacements only.) That particular
combination is called the Direct Stiffness Method or DSM.6
5 Alternative PUV terms shown in (1.7): primal, dual and primal-dual, are those used in FEM non-structural applications,
as well as in more general areas of computational mathematics such as optimization.
6 On first glance this seems just one of 12 possible combinations. However, the DSM combination is that used by the
overwhelming majority of public-domain FEM codes, as well as all commercial ones. The hybrid PUV will be also
covered, but it will be shown that it can be reduced to displacement unknowns.

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§1.5 THE BIG PICTURE

VF

Homogenize variations
and integrate
The Inverse Perform variation(s)
Problem and homogenize

Enforce all relations


pointwise
SF WF
Weaken selected
relations

Figure 1.3. Diagram sketching Strong, Weak and Variational Forms, and relationships
between form pairs. Weak Forms are also called weighted-residual equations, Galerkin
equations, variational equations, variational statements, and integral statements in the literature.

§1.4. The Analysis Process

Recall from IFEM that the analysis process by computer methods can be characterized by the
stages diagrammed in Figure 1.2. This is an expansion of a similar figure in [273]. The stages are
idealization, discretization and solution.
Idealization, also called mathematical modeling, leads to a mathematical model of the physical
system. In Figure 1.3 this model has been subdivided into three broad classes: Strong Form (SF),
Weak Form (WF) and Variational Form (VF). These are discussed further in the rest of this Chapter.

§1.5. The Big Picture

Figure 1.3 depicts three alternative forms of a mathematical model. The yellow circles zoom into
the three smaller circles of Figure 1.2.
SF Strong Form. Presented as a system of ordinary or partial differential equations in space
and/or time, complemented by appropriate boundary conditions. Occasionally this form
may be presented in integraodifferential form, or just reduce to algebraic equations
WF Weak Form. Presented as a weighted integral equation that “relaxes” the strong form into
a domain-averaging statement.
VF Variational Form. Presented as a functional whose stationary conditions generate the weak
and strong forms.
Variational Calculus or VC comprises a set of rules and techniques by which one can pass from
one of these forms to another.

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Chapter 1: OVERVIEW

VF
Usually impossible Usually impossible
within SVC within SVC

Always possible

Always possible
SF WF

Always possible

Figure 1.4. Feasibility of transformations between SF, WF and VF.

§1.6. Model Form Transformations

Much of variational theory and practice is concerned with the transformation of one form into
another. As the diagram of Figure 1.4 illustrates, four transformation paths are always possible:

From SF to WF and vice-versa. From VF to WF or from VF to SF. (1.9)

The last two transformation constitute an important part of standard variational calculus (SVC).
The rules to pass directly from VF to SF essentially represent a generalization of the differentiation
rules of ordinary calculus, and were largely established by Euler, Lagrange, Hamilton and Jacobi in
the XVIII and XIX Centuries. They comprise the so-called standard variational calculus or SVC.
The following two transformation paths are generally impossible under the SVC framework:

From SF to VF. From WF to VF. (1.10)

Passing from a given SF to a VF is called the Inverse Problem of Variational Calculus, and may
be viewed as a generalization of the problem of integrating arbitrary functions. It is therefore
understandable that no general solution to this problem exists. Under extended variational calculus
(EVC), however, such paths become possible.

§1.7. Why Variational Methods?

The Strong Form (SF) states problems in ordinary or partial differential equation format. This is
an old and well studied branch of calculus and mathematical physics. For example the famous
Newton’s Second Law: F = ma, is a Strong Form.
Why then the interest in Weak and Variational Forms? The following reasons may be offered.
1. Unification. The functional of the VF embodies all properties of the modeled system, including
field equations, natural boundary conditions and conservation laws. In the SF and WF versions
these may have to be specified as separate pieces.

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§1.8 METHODS OF APPROXIMATION: DISCRETIZATION

Rayleigh-Ritz Methods

VF Finite Element Methods

SF WF
Galerkin
Collocation
Finite Difference Methods Weighted Residual Methods Least Squares
Subdomain
Petrov-Galerkin

Figure 1.5. Strong, Weak and Variational Forms as natural


source of numerical approximation methods.

2. Invariance. Because functionals are scalars, and scalars are invariant with respect to coordinate
transformations, the VF provides automatically for that property between different coordinate
frames.7
3. Basis For Approximation. VFs and WFs provide well-tested platforms for developing
computer-based methods of approximation, notably the Finite Element Method (FEM).
4. Easy Totalization. VFs, and to less extent WFs, directly characterize “overall” or “agregate”
quantities of interest to scientists and engineers. For example: mass, momentum, energy, flux
resultants. Mathematically those forms are said to lead naturally into conservation laws.
5. Boundary and Interface Treatment. VFs clarify and systematize the treatment of boundary
and interface conditions, particularly in connection with discretization schemes. [WFs are
also useful in handling of BCs, but less powerful.]
6. Mathematical Sugar. VFs permit a deeper and more powerful mathematical treatment of
questions of existence, stability, error bounds, convergence of numerical solutions, etc. More
importantly, they provide general guidelines on how to achieve desirable behavior of the related
discrete schemes. [WFs are better than SFs in this regard, but not as satisfactory as VFs.]

§1.8. Methods of Approximation: Discretization

Transforming a SF to WF or VF does not make a problem easy to solve. Complicated problems


still have to be treated by methods of approximation. These may be hand-based or (since the advent
of the digital computer) computer-based.
The essence of approximation is discretization. Continuum mathematical models stated in SF, WF
or VF have an infinite number of degrees of freedom. Through a discretization method this is
reduced to a finite number, yielding algebraic equations than can be solved in a reasonable time.

7 In other words, the solution of a variationally formulated problem will not depend on the choice of coordinate system,
which may be done simply by convenience considerations. This feature: consistency-across-coordinate-bases is of great
importance in applications — can you imagine the reaction of a structural engineer if changing the global coordinate
system yields a different solution — and provides a way to check computer implementations by doing exactly that.

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Chapter 1: OVERVIEW

Each form: SF, WF and VF has a natural class of discretization methods than can be constructed
from it. This attribute is illustrated in Figure 1.5, and briefly described below.
§1.8.1. Finite Difference Method
The natural discretization class for SFs is the finite difference method (FDM). These are constructed
by replacing derivatives by differences. This class is easy to generate and program for regular
domains and boundary conditions, but runs into serious difficulties when geometry or boundary
conditions become arbitrary. The other problem with conventional FDM is that the approximate
solution is only obtained at the grid points, and extension to other points is not always obvious or
even possible. Nevertheless the FDM class is theoretically universal because any problem stated
in WF or VF can be put into SF.
§1.8.2. Weighted Residual Methods
The natural discretization class for WFs is the weighted residual method (WRM). There are well
known WRM subclasses: Galerkin, Petrov-Galerkin, collocation, subdomain, finite-volume, least-
squares. Sometimes these subclasses, excluding collocation,8 are collectively called trial function
methods, an alternative name that accurately reflects the discretization technique. Unlike the FDM,
trial-function methods yield approximate solutions defined everywhere. Before computers such
analytical solutions were obtained by hand, a restriction that limited considerably the scope and
accuracy of the approximations. That barrier was overcome with the development of the Finite
Element Method (FEM) on high speed computers.
One particularly important subclass of WRM is the Finite Volume Method or FVM, which is used
extensively in computational gas dynamics.
§1.8.3. Rayleigh-Ritz Methods
The natural discretization class for VFs is the Rayleigh-Ritz method (RRM). Although historically
this was the first trial-function method, it is in fact a special subclass of the Galerkin weighted-
residual method. The Finite Element Method was originally developed (during the 1960s) along
these lines, and remains the most powerful computer based RRM.
Note that FEM, like FDM, can be viewed as an universal approximation method, because any
problem can be placed in WF. This statement is no longer true, however, if one restricts FEM to the
subclass of Rayleigh-Ritz method, which relies on the VF.
Remark 1.2. In complex problems treatable within today’s computer technology, combinations of these
numerical methods, sometimes with a “sprinking” of analytical techniques, are common. Some examples
serve to illustrate the richness of possibilities:
1. Fluid-structure interaction: FEM for the structure, FDM or FVM (fluid volume method, which is a
special WRM) for the fluid.
2. Structural dynamics: FEM in space, FDM in time.
3. Semi-analytical methods: some space directions are treated by FEM (or FDM), while others are treated
analytically. The so-called methods of lines is a prime example.

8 Trial functions for collocation methods are delta functions.

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§1.10 AN EXAMPLE

y(2) = 4

y(x)
y(0) = 1 x
x=0 x=2
The problem domain

Figure 1.6. Function y(x) for the example in §1.10. The drawn
function satisfies the boundary conditions y(0) = 1 and y(2) = 4, which
together with the ODE (1.11) defines a boundary value problem, or BVP.

4. Finite difference schemes may be constructed from VF and WF in combination with a sprinkling of FEM
ideas. The resulting schemes are collectively known as Finite Difference Energy Methods (FDEM). More
recently the so-called mesh free methods have emerged through a blend of FDM and FEM technques.

§1.9. Boundary Element Methods: Where Are You?


In addition to FEM and FDM, Boundary Element Methods (BEM) represents a third important class of
computer-based discretization methods. The BEM is essentially a dimensionality-reducing technique that
combines analytical reduction of one space dimension with the FEM discretization of the remaining space
dimension(s). It does not have the generality of FEM or FDM, as it is primarily restricted (in its “pure” form)
to linear problems with known fundamental solutions.
Originally BEMs were based on a fourth form not shown in Figures 1.3–1.5: the integro-differential form or
IDF. Over the past three decades substantial attention has been given to “merging” BEMs within the framework
of the Finite Element Method. The effort has been motivated by the idea of integrating FEM and BEM in
the same programming framework. Thus a subclass of BEM called Variational Boundary Element Methods
(VBEM) has emerged. These methods can be constructed from VFs and WFs with nonstandard application
of trial functions. As of this writing, the future and importance of such methods is not clear. (This was written
in the early 1990s. By now BEM has reached its usful limits and has largely disappeared from scientific
meetings.)

§1.10. An Example

The following simple example will serve to illustrate the three forms introduced in §1.5 as well as
connecting them with terminology common in applied mathematics.
Consider a function y = y(x), sketched in Figure 1.6 that satisfies the ordinary differential equation

y  = y + 2 in 0 ≤ x ≤ 2. (1.11)

Here primes denote derivative with respect to x. This is a Strong Form because (1.11) is to be
satisfied at each point of the interval 0 ≤ x ≤ 2. This interval is called the problem domain or
(after discretization) the computational domain. By itself (1.11) is insufficient to determine y(x).
It must be complemented with two boundary conditions, two examples of which are

y(0) = 1, y(2) = 4, (1.12)

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Chapter 1: OVERVIEW

VF
Functional
2
1
J [y] = 2
(y  )2 − 12 y 2 + 2y d x
0

y(0) = 1 y(2) = 4

SF 2
WF
r (x) δv(x) d x + r0 δv0 + r2 δv2 = 0
y" = y + 2 in 0 ≤ x ≤ 2 0 Variational statement
y(0) = 1 y(2) = 4 2
Boundary value problem r (x)w(x) d x + r0 w0 + r2 w2 = 0
0
Weighted residual form

Figure 1.7. Diagramatic representation of the SF, WF and VF forms in the example of §1.10.

y(0) = 1, y  (0) = 0. (1.13)


(The first one is that pictured in Figure 1.6.) Equation (1.11) together with (1.12) defines a boundary
value problem or BVP. Equation (1.11) together with (1.13) defines an initial value problem or IVP.
BVPs usually model problems in spatial domains whereas IVPs model problems in the time domain.
A residual function associated with (1.11) is r (x) = y  − y − 2. The SF (1.11) is equivalent to
saying that r (x) = 0 at each point of the problem domain x ∈ [0, 2]. The boundary condition
residual for (1.12) is the expression pair r0 = x(0) − 1, r2 = x(2) − 4. Multiply the ODE residual
r (x) by a weight function w(x) and integrate over [0, 2]. Multiply r0 and r2 by weights w0 and w2
and add the three terms to get

2
r (x)w(x) d x + r0 w0 + r2 w2 = 0. (1.14)
0

This is a weighted integral form. It is a Weak Form (WF) statement. Plainly a solution of the BVP
(1.11)–(1.12) identically satisfies (1.14). The possibility is open, however, that other functions not
satisfying that BVP may verify (1.14). Thus the qualifier “weak.”
If w, w0 and w2 are formally written as the variations of functions v, v0 and v2 , respectively, (we
have not defined what a variation is, so what follows has to be accepted on faith) then (1.14) becomes

2
r (x) δv(x) d x + r0 δv0 + r2 δv2 = 0. (1.15)
0

Here δ denotes the variation symbol. The v’s are technically called test functions. Equation
(1.15) is called a variational statement. This equation leads directly to the important Galerkin and
Petrov-Galerkin forms.

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§1.10 AN EXAMPLE

Finally, for the BVP defined by (1.11) and (1.12) the Inverse Problem of VC has a solution. The
functional
2

1  2 1 2
J [y] = 2
(y ) − 2 y + 2y d x (1.16)
0

when restricted to the class of functions satisfying y(0) = 1 and y(2) = 4 becomes stationary
in the VC sense when y(x) satisfies (1.11), which is called the Euler-Lagrange equation of(1.16).
This is an example of a Variational Form. The foregoing forms are diagrammed in Figure 1.7.

1–15
Chapter 1: OVERVIEW

Homework Exercises for Chapter 1


Overview
The following material (Calculus of Variations in one page) is background for the two Exercises below.
The standard variational calculus (SVC) follows the rules established by Euler and his successors to pass
from the Variational Form (VF) to the Strong Form (SF). It is also called the Direct Problem. The reverse
process: go from SF to VF, is called the Inverse Problem, which is much tougher and does not necessarily
have a solution within SVC.
Euler studied the so-called classical variational problem posed for a function y = y(x), where x and y
are the independent and dependent variables, respectively.9 The computational domain is x ∈ [x A , x B ] in
which x B > x A . The function y(x) is assumed to be continuous, single-valued and twice differentiable over
the computational domain. The y-derivative abbreviations y  = dy/d x and y  = d 2 y/d x 2 are used. The
variational form (VF) of Euler’s classical problem is (s.t. means “subject to”)
xB
J [y] = F(x, y, y  ), s.t. y(x A ) = y A , y(x B ) = y B . (E1.1)
xA

Here J denotes a functional10 of y(x) subject to the two essential boundary conditions (B.C.) stated above.
The notation J [y] identifies y as the primary variable when written inside brackets. To display instead it as a
function of x, y and y  we would write J (x, y, y  ), using parentheses.
Two Weak (WF) forms of (E1.1) can be derived by taking the variation δy of y(x). The Weak Form Variational
Statement (WFVS) is
xB
δ J [y] = (Fy δy + Fy  δy  ) d x, s.t. δ y A = 0, δ y B = 0. (E1.2)
xA

in which Fy = ∂ F/∂ y and Fy  = ∂ F/∂ y  are partials of F taken with respect to y and y  as if these were
independent variables. In addition y A = y(x A ) and y B = y(x B ).
The Weighted Residual Form (WRF) is obtained by homogenizing the variations so that δy  disappears11 and
only δy is left:
xB  
d
δ J [y] = Fy − Fy  δy d x, s.t. δ y A = 0, δ y B = 0. (E1.3)
xA dx

We are interested in J [y] being stationary with respect to variations in y[x].12 For that to occur, the variation
δ J shown above must vanish. Using the so-called fundamental lemma of variational calculus, one can argue
that since δy is arbitrary outside of the end points (where it is zero a priori), the bracketed quantity in (E1.3)
must vanish at every point in (x A , x B ). Using that argument we obtain the Strong Form (SF):
d
Fy − Fy  = 0, s.t. y(x A ) = y A , y(x B ) = y B . (E1.4)
dx
The expression on the left of (E1.4) is called the Euler-Lagrange equation. For a functional of the form (E1.1)
it is generally an ODE of second order, since taking the d/d x of Fy  will produce y  .

9 For reasons explained later, y receives also the name primary variable. That is the function subjected to variation.
10 A functional is a function of a function. In (E1.1), J is a functiuon of y(x).
11 Variation homogenization is done using integration by parts. This technique was first used by Lagrange.
12 “Stationary” has a meaning similar to that of ordinary calculus. It may identify a minimum, a maximum, or an inflexion
condition. Those are collectively known as extrema (the plural of extremum). Functions y(x) that satisfy the Euler-
Lagrange differential equation (E1.4) are called extremals.

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Exercises

y (a) y (b)
y = y(x) = ? y = y(x) = ?
B (xB,yB)
yB x = xB
yA A (xA,yA) yA
A (xA,yA)

Computational domain x Computational domain x


xA xB

Figure E1.1. Diagrams for Exercises 1.1 and chapno.2: (a) essential B.C. at A and B; (b) essential
B.C. at A and natural B. C. at B. The ? means that y(x) is the unknown function.

The foregoing material is sufficient to do the first exercise. For the second exercise the B.C. at x = x B
changes: the solution y(x) must intersect the vertical line x = x B , but the intersection point is undefined.
Euler’s variational analysis shows that the SF (E1.4) becomes
d 
Fy − Fy  = 0, s.t. y(x A ) = y A , Fy  x=x = 0. (E1.5)
dx B

The condition at x B is now called a natural B.C. The difference is that an essential B.C. is imposed a priori,
whereas a natural B.C. is obtained as part of the solution process.

EXERCISE 1.1 [A:20] Consider two distinct given points: A(x A , y A ) and B(x B , y B ) on the (x, y) plane, with
x B > x A . Take y = y(x) as a function that passes through A and B, as shown in Figure E1.1(a). To fit within
the aforementioned framework, assume that y(x) is singled valued, continuous and has second derivatives.
Which function minimizes the distance between A and B?
Here the functional to be minimized is the arclength distance:
 2
xB xB  xB xB 
dy
J [y] = ds = + (d x)2 + (dy)2 = + 1+ dx = + 1 + (y  )2 d x, (E1.6)
xA xA xA dx xA

subject to the essential B.C. y(x A ) = y A , y(x B ) = y B .


(a) Show that the Euler-Lagrange equation given by (E1.4) has a first integral Fy  = ∂ F/∂ y  = C, where C
is a constant.
(b) From (a) deduce that y  is constant, whence the extremals satisfy y  = 0, and consequently the solution
is a straight line that passes through A and B. Show the equation of that line.

EXERCISE 1.2 [A:15] Consider now one given point: A(x A , y A ) and a given line: x = x B on the (x, y) plane,
with x B > x A . Take y = y(x) as a function that passes through A and intersects the line. See Figure E1.1(b).
The B.C. at B is now called natural. The assumptions on y(x) are the same as in the previous Exercise. Again
we want to find the function that minimizes the distance between A and the given line.
Using the SF recipe (E1.5) show that the solution is a horizonal line that passes through A: y = y A , and
is therefore normal to x = x B . In variational calculus, that condition (normal intersection) is called a
transversality condition.

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