Finite Element Analysis

of
Transient Problems

Jayadeep U. B.
M.E.D., NIT Calicut
Ref.: Finite Elements and Approximation, Zienkiewicz,
O. C., and Morgan, K., John Wiley & Sons.

Department of Mechanical Engineering, National Institute of Technology Calicut

Introduction
In the problems considered so far, the is assumed to be in the
static condition i.e., independent of time.
However, many of the more challenging problems in
engineering/physics involve dynamic systems the
parameters defining the system varies w.r.t. time.
The examples include, transient heat transfer problems as seen
in casting process (which involve the phase-change process
also) and dynamic problems in solid mechanics like
free/forced vibrations.
The time dependent problems generally belong to the type of
initial value problems, since we can only step forward in time
an event occurring at any time can not influence the system
parameters before its occurrence.
However, the pure initial value problems are of little practical
significance the combined initial value boundary value
problems are the ones in which engineers will be interested in.
Lecture - 01

Department of Mechanical Engineering, National Institute of Technology Calicut

Transient Heat Transfer

In case of 2D transient heat transfer problems, the governing
differential equation:

0
k k Q c
x x
y y
t
To fully define the problem we need to have the B.C. defined
at any time:

0 on , k

k
h
n

q
n

on h

And the initial conditions:

x, y , 0 0 x, y
Lecture - 01

on

on q

&

Department of Mechanical Engineering, National Institute of Technology Calicut

Transient Heat Transfer contd.

To proceed with the formulation, we note that the
temperature:

x, y , t

This can be approximated conveniently in the form:

x, y, t N j x, y j t
j

The shape functions are assumed to be functions of space

coordinates only, while the nodal variables are assumed to be
functions of time.
This is a case of partial discretization, where the discretization
is performed only in space coordinates.
If the space coordinates themselves are functions of time, we
will have a non-linear problem. Here it is assumed that the
space coordinates are time invariant.
Lecture - 01

Department of Mechanical Engineering, National Institute of Technology Calicut

Transient Heat Transfer contd.

Using a Galerkin type W.R. formulation:

Ni x k x y k y Q d N i c t 0

If the natural boundary conditions are present, they can be

incorporated in the formulation at this stage (as seen earlier).
Substituting for the approximation, the weak form of the first
integral can be obtained as:

K f , where:
e

K

e

j
N i N
N i N j
& K k

d k
d

x x
y
y
e
e
e
ij

Lecture - 01

Department of Mechanical Engineering, National Institute of Technology Calicut

Transient Heat Transfer contd.

The second integral gives:

N
i

c
Ni c

t
t

N d
j

c N i N j j d c N i N j &j d
t
j
j

The elemental form can be written as:

C e

& ,

j
&
j
t

where:
& Cije

c N N
i

Assembling, the global system is obtained as:

K t C & t f t

Lecture - 01

Department of Mechanical Engineering, National Institute of Technology Calicut

Transient Heat Transfer contd.

This gives the algebraic system of equations corresponding to
the given system at any instant of time.
However, this system cannot be directly solved, due to the
presence of time derivatives of the nodal variables.
It is convenient to express this time derivatives using finite
difference equations:

t+t

For a time-dependent variable, the forward finite difference

formula gives:
&

t t t t t

Or using the backward finite difference formula:

t t t &
t t t

Lecture - 01

Department of Mechanical Engineering, National Institute of Technology Calicut

Transient Heat Transfer contd.

In general, we can write:

t t t &
t t t ,

0 1

Substituting various values for theta:

0 t t t &
t t : Forward Difference Formula
1 & t : Backward Difference Formula
t t

t t

1 2 t t t &
t 1 2 t t : Crank-Nicholson Formula
2 3 t t t &
t 2 3 t t : Galerkin Formula
The stability of the method (which tells, whether a small error
introduced at any stage will remain within bounds as time
increases) is based on theta:

If 1 2 The scheme is conditionally stable, whereas,

if 1 2 The scheme is unconditionally stable.
Lecture - 01

Department of Mechanical Engineering, National Institute of Technology Calicut

Transient Heat Transfer contd.

Substituting in the original equation, assuming that the
information up to time t is known:

t t t
C
K 1 t t t
t

1 f t f t t
At what instant are we writing the above equation?
Re-arranging the terms, we get the time-marching formula:

Lecture - 01

t t 1 K
t
t
t

1 f t f t t

Department of Mechanical Engineering, National Institute of Technology Calicut

Transient Heat Transfer contd.

We can write this formula as:

t t R

A method using such a formula is called an explicit method, if

the variable at time t+t depends only on the system
parameters at time t or before. Substituting:

0
t t K t f t
t
t

Hence, the Forward difference formula leads to an explicit

method.
An explicit method is obtained if there is time-invariant heat
generation.

f t f t t

Otherwise, we get an implicit method.

Lecture - 01

Department of Mechanical Engineering, National Institute of Technology Calicut

Transient Heat Transfer contd.

The solution can be obtained by stepping (marching) in time,
starting from the (known/prescribed) initial conditions.
For a stable solution scheme, the time increment size need to
be smaller than a critical limit in case of a finite difference
scheme with conditional stability (like Forward Difference
Method).
Generally, the implicit methods require iterations to be
performed at each time increment, while the explicit methods
need the algebraic system to be solved only once.
Similarly, as general rule the implicit methods lead to
unconditionally stable time marching formulae, while the
explicit methods lead to conditionally stable schemes.
However, the unconditional stability does not guarantee that
the results obtained will be accurate for any time step The
time step size may be limited by the accuracy requirement.
Lecture - 01

Department of Mechanical Engineering, National Institute of Technology Calicut

Dynamic Elasticity Problems

In case of 2D, the governing differential equations:

x xy
2u
&

X 2 u&
x
y
t
xy y
2v
&

Y 2 v&
x
y
t
To fully define the problem we need to have the B.C. defined
at any time and the initial conditions.
Proceeding with Galerkin W.R. formulation as in case of the
heat transfer problem, we get the global system:

M u&& t K u t f t
Here the stiffness matrix and the force vector are similar to
those obtained in the static analysis.
Lecture - 02

Department of Mechanical Engineering, National Institute of Technology Calicut

Dynamic Elasticity Problems contd.

The elemental mass matrix is given by:

M ije

e Ni N j d &
T

M
e

e
M

Here we are using the same shape functions for interpolating

the mass distribution also this leads to Consistent Mass
Matrix.
Another, commonly adopted procedure is to lump the mass at
the nodes This leads to a diagonal mass matrix called
Lumped Mass Matrix.
The consistent mass matrix leads to a more accurate
representation of the mass sharing between the nodes,
however, the Lumped mass matrix will have some
computational advantage due to the diagonal nature of the
mass matrix.
Lecture - 02

Department of Mechanical Engineering, National Institute of Technology Calicut

Dynamic Elasticity Problems contd.

Free Vibration:
If there are no forces, we obtain, what is known as free
vibrations. In the absence of any energy loss due to damping,
we can have steady free vibrations:

M u&& t K u t 0
This is what we call as a generalized Eigen value problem. To
show it, let us assume harmonic motion for each point of the
system.

u (t ) u eit u eit

On substitution, we obtain:

2 M u eit K u eit 0

K 2 M u eit 0
Lecture - 02

Department of Mechanical Engineering, National Institute of Technology Calicut

Dynamic Elasticity Problems contd.

Free Vibration contd.:
For this system to have non-trivial solutions, we have:

det K 2 M 0
Or in the standard form:

det K M 0, where 2

This is an nth order polynomial, with n real and positive roots,

since both the matrices above are symmetric & positive
definite.
The Eigen values obtained here are the natural frequencies of
the system, while corresponding displacement vectors give the
mode shapes.

Lecture - 02

Department of Mechanical Engineering, National Institute of Technology Calicut

Dynamic Elasticity Problems contd.

Few Comments on Finding Eigen Values:
Finding the Eigen values and Eigen vectors is arguably, the
most computationally expensive operation in matrix algebra.
The method taught in the first level matrix algebra courses,
viz., the method of finding the roots of polynomial given by
the equation below, is impossible, except for extremely small
systems.

det K M 0, where 2

The usually adopted methods are called Vector Iteration

Methods, where an initial (starting) vector is assumed, which
after a number of iterations, tends to an Eigen Vector.
Once an Eigen vector is obtained, corresponding Eigen value
can be easily obtained. Further Eigen vectors can be obtained
using the Orthogonality property of Eigen vectors.
Lecture - 02

Department of Mechanical Engineering, National Institute of Technology Calicut

Dynamic Elasticity Problems contd.

Forced Vibration:
If the force vector is not a null vector, we obtain, what is
known as forced vibrations. The general equation is:

M u&& t K u t f t
This equation can be solved, by developing a time marching
formula using various finite difference schemes, as seen in
case of transient heat transfer analysis.
Another very common approach is called Mode superposition
method, in which the Eigen value problem corresponding to
free vibration is solved first. Then this Eigen values and
vectors are used to de-couple the algebraic equations above
and hence can be independently solved.
There are other methods including the state-space methods,
which are commonly used for solving this system of
equations.
Lecture - 02

Department of Mechanical Engineering, National Institute of Technology Calicut

Dynamic Elasticity Problems contd.

An explicit time-marching scheme:
Let us consider the general equation:

M u&& t K u t f t
An explicit time marching scheme can be obtained using the
central difference formula:

u t t 2 u t u t t

u&& t
2

t

On substitution, we get:

2
u

t
t t
K u t f t
M t t
2

Lecture - 02

Department of Mechanical Engineering, National Institute of Technology Calicut

Dynamic Elasticity Problems contd.

An explicit time-marching scheme contd.:
Re-arranging the terms:

M u 2 M K u M u f
t
t
2 t t
2
2 t t

t
t
t

In this scheme, the displacement solution at a later time step,

depends only on the parameters up to the present time step
Hence this is an explicit scheme.
It can be proved that this scheme is only conditionally stable,
i.e., the scheme is stable only if the time step size is less than a
critical step size.
An unconditionally stable, implicit scheme can be developed
by using the backward difference formula.
Which of these available schemes are computationally
advantageous, depends on the problem at hand.
Lecture - 02

Department of Mechanical Engineering, National Institute of Technology Calicut

Concluding Remarks
The general methodology adopted in transient problems is the
concept of partial discretization to have different types of
discretization in space and time domains.
Though it is possible to use a shape functions in time, due to
the special properties of time coordinate, it is convenient to
use various finite difference schemes for time marching.
There are a number of finite difference schemes, some of this
lead to explicit time-stepping algorithms, while others lead to
implicit schemes.
Another significant concept in transient analysis is the
stability of the time marching algorithm it deals with the
time step size that can be used, without having the errors
growing out of bounds.
As the final word, the choice of the algorithm for any given
problem, is highly dependent on the parameters of the
problem, even though guidelines are available for it.
Lecture - 02