Introduction to the Mathematics of the Finite Element Method

Kathryn Gillow
22nd January 2007

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FEM Motivation
Partial differential equations model a wide range of problems in biological and physical sciences.

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FEM Motivation
Partial differential equations model a wide range of problems in biological and physical sciences. The most interesting (and realistic) PDE models are typically complex and cannot be solved analytically.

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FEM Motivation
Partial differential equations model a wide range of problems in biological and physical sciences. The most interesting (and realistic) PDE models are typically complex and cannot be solved analytically. Need to resort to numerical methods to get an approximate solution to the PDE.

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Finite Element vs Finite Difference Methods

Finite element methods handle complex geometries more easily;

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Finite Element vs Finite Difference Methods

Finite element methods handle complex geometries more easily; handle boundary conditions in a systematic way;

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Finite Element vs Finite Difference Methods

Finite element methods handle complex geometries more easily; handle boundary conditions in a systematic way; treat nonlinearities more easily;

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Finite Element vs Finite Difference Methods

Finite element methods handle complex geometries more easily; handle boundary conditions in a systematic way; treat nonlinearities more easily; are built on a rigorous mathematical framework which allows algorithms to compute the solution to within a prescribed error tolerance;

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Finite Element vs Finite Difference Methods

Finite element methods handle complex geometries more easily; handle boundary conditions in a systematic way; treat nonlinearities more easily; are built on a rigorous mathematical framework which allows algorithms to compute the solution to within a prescribed error tolerance; are slightly more complex / less intuitive (at least at rst).

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Model D Problem
Consider the ODE
        

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Model D Problem
Consider the ODE
        

Also need boundary conditions at

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Model D Problem
Consider the ODE
        

Also need boundary conditions at

 

prescribe solution value, Dirichlet boundary condition; e.g.

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Model D Problem
Consider the ODE
        

Also need boundary conditions at

 

prescribe solution value, Dirichlet boundary condition; e.g. prescribe ux of solution value, Neumann boundary condition; e.g.
  

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Model D Problem
Consider the ODE
        

Also need boundary conditions at

 

prescribe solution value, Dirichlet boundary condition; e.g. prescribe ux of solution value, Neumann boundary condition; e.g.
  

prescribe combination of both, mixed or Robin e.g. boundary condition.

  

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Weak Formulation
(Also known as variational formulation or integral form.) Idea: multiply the equation by a (test) function and integrate over the range of interest. Gives

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Weak Formulation
(Also known as variational formulation or integral form.) Idea: multiply the equation by a (test) function and integrate over the range of interest. Gives

Integrate rst term on left by parts to get

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Weak Formulation: Dirichlet B.C.s

We have
      
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Weak Formulation: Dirichlet B.C.s

for all

We have

Suppose and then we choose and . Then the weak formulation is: nd such that , and


with


   

and

 

 

  

 

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Weak Formulation: Neumann B.C.s

We have
      
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We have

Suppose

  

 

and

 


 

 

    

Weak Formulation: Neumann B.C.s

then we have

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We have

Weak Formulation: Neumann B.C.s

for all .

Suppose

  

  

 

and




Thus the weak formulation is: nd

 

 


 

such that


 

then we have

 

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Weak Formulation: Robin B.C.s

We have
      
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Suppose have

Weak Formulation: Robin B.C.s

if

 

We have

 

 

   

   

 

and

 

 

   

then we

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Weak Formulation: Robin B.C.s contd

Thus the weak formulation is: nd

such that

and

for all

with

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The Finite Element Method

Look for an approximate solution to the integral form of the problem.

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The Finite Element Method

Look for an approximate solution to the integral form of the problem.

into subintervals FEM idea: split the interval (elements) and approximate the solution by a polynomial on each subinterval.
 

Nodes:

  

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Piecewise Linear Finite Elements

Easiest to approximate the solution by a linear polynomial (straight line) in each element, e.g.

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Piecewise Linear Basis Functions

We dene

  






otherwise

1
   

0
   

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The Finite Element Method

We let



and take for (Note the unknowns solution at the nodes

in . are the values of the nite element .)

 



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The Finite Element Method

This gives


i.e.

 



This may be rewritten as a matrix system is the vector of unknowns and

where

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Example
  

Let

and

so we solve

in

with boundary conditions and . The exact solution is . The weak formulation is to nd such that and

for all

with

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Element Load Vectors

Can work out entries in and element by element. Recall and . Let



and

is the element load vector.

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From

. . .

 

   

 

we get

 




Global Load Vector

 

 

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Global Load Vector

Hence
 

. . .
   


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Global Load Vector


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Gives


Similarly

 

 

  








 

 

and
  

This is the element stiffness matrix.

 

Element Stiffness Matrices

  




so let


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Global Stiffness Matrix

In general

 

Also

etc.

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Global stiffness matrix is

...

 

     

Global Stiffness Matrix

...
   





 

 

...

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Global Stiffness Matrix


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Apply Dirichlet Boundary Condition

Since we require we have that corresponds to removing rst column from matrix problem.

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Apply Dirichlet Boundary Condition

Since we require we have that corresponds to removing rst column from matrix problem.

we should Since the test functions must satisfy not use corresponds to removing rst row from matrix.

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Apply Dirichlet Boundary Condition

Since we require we have that corresponds to removing rst column from matrix problem.

we should Since the test functions must satisfy not use corresponds to removing rst row from matrix.

Now we have a matrix problem solved to nd the unknown coefcients

which can be , .


 

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Matlab Code

% solve -u=1 on (0,1) with u(0)=0 and u(1)=0 using FEM N=4; % number of elements x=linspace(0,1,N+1); % set up mesh h=1/N; % h=constant mesh size K=zeros(N+1,N+1); % set up empty stiffness matrix f=zeros(N+1,1); % set up global load vector for i=1:N % loop over elements Kele=[1 -1;-1 1]/h; % compute entries in element stiffness matrix fele=[h/2;h/2]; % compute entries in element load vector K(i:i+1,i:i+1)=K(i:i+1,i:i+1)+Kele; % add to global stiffness matrix f(i:i+1)=f(i:i+1)+fele; % add to global load vector end K(1,:)=[]; % apply Dirichlet boundary condition by K(:,1)=[]; % removing first row and column of stiffness matr f(1)=[]; % and first row of load vector U=K\f; % compute solution to matrix problem U=[0;U]; % add value at x=0 to solution vector plot(x,U,rx-) % plot solution hold on fplot(x-0.5*x2,[0,1],b) % plot exact solution
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Results
0.5 FEM solution exact solution

0.4

0.3

0.2

0.1

0 0

0.2

0.4

0.6

0.8

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References
K ENNETH E RIKSSON , D ON E STEP, P ETER H ANSBO & C LAES J OHNSON . Computational Differential Equations. CUP 1996. J.N. R EDDY. An Introduction to the Finite Element Method. McGraw Hill 1993. E NDRE S LI . Finite Element Methods for Partial Differential Equations. See
http://web.comlab.ox.ac.uk/oucl/work/endre.suli/fem.ps

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1.5

0.5 2

2D Example

0.5

1.5

 
 

 

 

 


 

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2D Example: Solution Steps

Find the weak formulation of the problem.

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2D Example: Solution Steps

Find the weak formulation of the problem. Set up the nite element mesh.

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2D Example: Solution Steps

Find the weak formulation of the problem. Set up the nite element mesh. Work out the element stiffness matrices and load vectors.

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2D Example: Solution Steps

Find the weak formulation of the problem. Set up the nite element mesh. Work out the element stiffness matrices and load vectors. Assemble the full stiffness matrix and load vector.

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2D Example: Solution Steps

Find the weak formulation of the problem. Set up the nite element mesh. Work out the element stiffness matrices and load vectors. Assemble the full stiffness matrix and load vector. Solve the linear system.

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2D Weak Formulation
As before we multiply by interest to get

and integrate over region of

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2D Weak Formulation
As before we multiply by interest to get

and integrate over region of

Using Greens theorem (multi-dimensional version of integration by parts) gives

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2D Weak Formulation contd

Weak formulation: nd conditions such that

satisfying the Dirichlet boundary

for all functions

which are zero on the boundary.

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2D Weak Formulation contd

Weak formulation: nd conditions such that

satisfying the Dirichlet boundary

for all functions

which are zero on the boundary.

This might look a bit complicated but . . .

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2D Weak Formulation contd

Weak formulation: nd conditions such that

satisfying the Dirichlet boundary

for all functions

which are zero on the boundary.

This might look a bit complicated but . . . . . . fortunately there are software packages which will do it all for you!!

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2D Example: Solution
2

1.8

1.6

1.4
1.5

1.2
1

0.8

0.5

0.6
0 2

0.4
1.5 2 1 1 0.5 0.5 0 0 1.5

0.2

0.2

0.4

0.6

0.8

1.2

1.4

1.6

1.8

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2D Adaptive Example
2

1.8

0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 2 1.5 1 1 0.5 0 0 0.5 1.5 2

1.6

1.4

1.2

0.8

0.6

0.4

0.2

0.2

0.4

0.6

0.8

1.2

1.4

1.6

1.8

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