Lecture 03

Boundary Value Problems
Finite Element Method
Introduction to the Finite Element Method

Lecture 02 & 03
P.S. Koutsourelakis
pk285@cornell.edu
369 Hollister Hall
August 30 - September 13 2010

Last Updated: September 13, 2010
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Lecture 02 & 03
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Boundary Value Problem

Example
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?
b(x)
F
u(x)
L
Boundary Value Problem (BVP)
EA
d 2 u(x)
+ b(x) = 0 x (0, L)
dx 2
with boundary conditions: u(0) = 0,

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EA
du
dx |x=L
=F
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EA
d 2 u(x)
+ b(x) = 0 x (0, L)
dx 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.
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EA
d 2 u(x)
+ b(x) = 0 x (0, L)
dx 2
Approximate derivatives with finite differences, i.e.:

du
dx
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= limh0 u(x+h/2)u(xh/2)
h
for 0 < h << 1
u(x+h/2)u(xh/2)
h
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EA
d 2 u(x)
+ b(x) = 0 x (0, L)
dx 2
(1)
define N grid points xi = i h where h = NL and let ui = u(xi )

if h is small enough then I can approximate:
d 2 u(x)
ui+1 2ui + ui1
|x=xi
2
dx
h2
substitute in Equation (1) for x = xi , i to obtain N algebraic
equations w.r.t N unknowns ui .
this is the the Finite Difference Method
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Finite Difference Method (FDM)
EA
d 2 u(x)
+ b(x)
dx 2
ui+1 2ui + ui1

+ b(xi )
h2
0 x (0, L)
(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 an equivalent form of the PDE.
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Figure: The FREU(E)D roadmap to Finite Elements
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Roadmap to FEM approximations:

Function Spaces: We are going to define where we are going to to be
looking for solutions, i.e. which function space
2 Reformulate: We are going to reformulate the original problem, i.e.
the PDE and Boundary Conditions - Weak form.
3 Equivalence: 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.
4 Unique: We are going to show that the solution is unique.
2
5 Equivalence : We are going to look at some equivalent forms which
can be considered as special cases.
6 Discretization: We are going to propose ways to discretize all these
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equivalent forms.
1
Lecture 02 & 03
Function Spaces
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 < +
H 1 () contains all functions in L2 whose derivatives are also square

integrable i.e.:
Z
|du/dx|2 (x) dx < +
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Function Spaces
EA
d 2 u(x)
+ b(x) = 0 x (0, L)
dx 2
with boundary conditions: u(0) = u0 ,
EA
du
|
dx x=L
=F
We are going to look for solutions in the trial or candidate solution space
S:

Z
du(x) 2
dx < +}

S = {u(x) : (0, L) R|u(0) = u0 ,
E A
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.
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Function Spaces
EA
d 2 u(x)
+ b(x) = 0 x (0, L)
dx 2
|
=F
with boundary conditions: u(0) = u0 , E A du
dx x=L
We are going to look for solutions in the space S:

Z
du(x) 2

dx < +}
S = {u(x) : (0, L) R|u(0) = u0 ,
E A
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 the BVP, 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.
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we have RELAXED already the original problem
Lecture 02 & 03

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 all these equivalent forms.
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Weak Forms
EA
d 2 u(x)
+ b(x) = 0 x (0, L)
dx 2
(2)
|
=F
with boundary conditions: u(0) = u0 , E A du
dx x=L
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)
An arbitrary u S will not satisfy Equation (2) 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)6= 0
dx 2
There will also be a residual R(L) = E A

not a priori satisfy this BC
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du
|
dx x=L
F because u S do
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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 approach
Figure: Boris Galerkin (1871-1945)

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Weak Forms
How can we make those residuals zero?
d 2 u(x)
du
+ b(x) R(L) = F EA
|x=L
dx 2
dx
(Bubnov)-Galerkin or Weighted Residual approach: define another set
of functions called weight functions w W:
Z
dw(x) 2
| dx < +}
W = {w(x) : (0, L) R|w(0) = 0,
E A|
dx
(0,L)
R(x) = EA
Find u S such that for all w W:

RL
0 w(x)R(x) dx = 0
w(L)R(L) = w(L) F EA
du
|
dx x=L
=0
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.
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Weak Forms
After some mainipulation (see Integration by parts)
STRONG form:
WEAK form:
RL
EA d dxu(x)
+ b(x) = 0
2
u(0)
=
u
0
F = EA du |
dx x=L
dw
dx =
EA du
dx dx
uS
0
RL
0
b(x)w(x)dx + w(L)F
w W
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
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Weak Forms
WEAK form:
RL
dw
dx =
EA du
dx dx
uS
0
RL
0
b(x)w(x)dx + w(L) F
w W
Principle of Virtual Work:

a virtual kinematically acceptable displacement w(x) is one that
does not violate displacement boundary conditions u(0) = u0 , i.e.
w(0) = 0.
Work of internal forces:
Z
Z
du dw
Wint (w) = A
u (x)
w (x) dx = A
E
dx
dx dx
| {z }
| {z }
stress from u strain from w
Work of external forces:
Wext (w) =
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Lecture 02 & 03
b(x) w(x) dx + F w(L)

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1

versa.

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Equivalence of Strong and Weak forms

A) Strong Weak:
EA u,xx + b(x) = 0
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(EA u,xx + b(x))w(x)dx = 0 w W

Z
[EA u,x v ]L0 EA u,x v,x dx
Z
+ b(x)w(x)dx = 0
Z
EAu,x (L)w(L) EA u,x v,x dx
Z
+ b(x)w(x)dx = 0 (since w(0) = 0)
Z
Fw(L) EA u,x v,x dx
Z
+ b(x)w(x)dx = 0 (since EAu,x (L) = F )
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B) Weak Strong:
Z L
Z L
du dw
EA
dx =
b(x)w(x)dx + w(L)F w W
dx dx
0
0
Z
w(L)(F EAu,x (L)) + [EA u,x w]L0 EA u,x w,x dx
Z
+ b(x)w(x)dx = 0 (since w(0) = 0)
Z
w(L)(F EAu,x (L)) + (EA u,xx + b(x))w(x)dx = 0 w W
Take w(x) = (EA u,xx + b(x)) x(L x)
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1

versa.

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Uniqueness
Uniqueness
Suppose u1 , u2 S that satisfy the weak form:
RL
RL
du
dx = 0 b(x)w(x)dx + w(L) F v W, j = 1, 2
EA dxj dw
dx
0
RL
2 dw
1
du
) =0
0 EA( du
dx
dx dx
Let w = u1 u2 (is this a legitimate member of W?)
Z L
du2 2
du1
) dx = 0
EA(
dx
dx
0
du1
du2
=0
dx
dx
u1 (x) u2 (x) = C
u1 (x) = u2 (x) (since u1 (0) = u2 (0) = u0 )

Note what happens if only force BC are given!
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Uniqueness

1

versa.

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Alternative/Special Forms
Lets rewrite the weak form (i.e principle of virtual work in mechanics):
RL
RL
dw
dx = 0 b(x)w(x)dx + w(L) F v W
0 EA du
dx dx
uS
w W
more compactly as:
a(u, w) = f (w) w W
where:
RL
dw
- a(u, w) = 0 EA du
dx
dx dx
RL
- f (w) = 0 b(x)w(x)dx + w(L) F
Define the functional (i.e. a function of functions) (u):
(u)
=
=
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1
a(u, u) f (u)
2Z
Z
1
du
EA| |2 dx
b(x)u(x)dx u(L) F
2
dx
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Principle of Minimum Potential Energy:
The equilibrium configuration u minimizes the potential energy of the
system
Does the solution of the weak form minimize the potential energy?
Consider configurations u = u + w where u S is the solution of the
weak form and w W (note that u S). Then
(u + w)
1
a(u + w, u + v ) f (u + w)
2

1
a(u , u ) f (u ) + (a(u , w) f (w))

2
a(w, w)
(u ) + 0 + a(w, w)
(u )
=
=
can you show the minimizer u is unique?

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STRONG form WEAK form Min. Pot. Energy

the usefulness of the Min. Potential Energy Principle is (at least)
twofold:
By formulating the problem as an optimization problem we can
make use of all these methods/algorithms that have been
developped to solve them.
Since (u) (u ) u S we have an error bound. No matter
what approximation u of the solution we come up with, its potential
energy will always be greater than the potential energy of the true
solution u .
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1

versa.

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Discretization
Discretization
We started with the PDE and BCs (STRONG form):
EA d dxu(x)
+ b(x) = 0
2
u(0)
=
u
0
F = EA du |
dx x=L
and derived an equivalent WEAK form (Principle of Virtual Work):

RL
RL
dw
dx = 0 b(x)w(x)dx + w(L) F v W
0 EA du
dx dx
uS
w W
and another one (Principle of Minimum Potential Energy)

Z
Z
du
1
u = argminuS (u) =
EA| |2 dx A b(x)u(x)dx u(L) F
2
dx
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Discretization
Discretization
We now have to work with integrals (WEAK form) instead of differential

(STRONG form) operators which are more stable in numerical
operations.
In FEM we discretize the solution in order to find approximations, i.e.
discretize the functions appearing in the weak forms.
W finite dimensional subsets (approximations) to
Let S S and W
the function spaces of interest.
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Discretization
Discretization
W finite dimensional subsets (approximations) to
Let S S and W
the function spaces of interest.
Example:
= span{Nj (x), j = 1, . . . , n}
W
i.e. any w(x)

W can be written as:
w(x)
= c1 N1 (x) + c2 N2 (x) + . . . + cn Nn (x)
W
N2 (x) W
N1 (x)
Can
we select any Nj (x)? No we have to make sure that Nj (0) = 0 and
R
|dNj (x)/dx|2 dx < + since:
Z
dw 2
| (x) dx < +}
W = {w(x) : (0, L) R|w(0) = 0,
E A|
dx
(0,L)
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Discretization
Discretization
What about S S?
S = {u(x) : (0, L) R|u(0) = u0 ,
E A|
(0,L)
du 2
| (x) dx < +}
dx
We can define a similar approximation using different basis functions, or

we can simply add a N0 (x) such that N0 (0) = u0 and consider
approximations:
(x) = N0 (x) + d1 N1 (x) + d2 N2 (x) + . . . + dn Nn (x)
u
such that:
N0 (0) = u0
(0) = u0
Note that this way: u
Note that when u0 = 0 trivially N0 (x) = 0
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Discretization
Discretization
Discretize Principle of Minimum Potential Energy:
Z
Z L
2
1
du
) =
(x)dx u
(L) F
(u
EA|
| dx
A b(x)u
2
dx
0
or more succintly:
) =
(u
1
, u
) f (u
)
a(u
2
:
Substituting for u
)
(u
i=1
j=1
X
X
1
a(N0 (x) +
di Ni (x), N0 (x) +
dj Nj (x)
2
f (N0 (x) +
n
X
j=1
n
X
j=1
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n
n
1 XX
di dj a(Ni (x), Nj (x))
dj Nj (x)) =
2
dj a(N0 (x), Nj (x))
i=1 j=1
n
X
dj f (Nj (x)) + f (N0 (x))
j=1
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Discretization
Discretization
Discretized Principle of Minimum Potential Energy:
)
(u
n
n
n
X
1 XX
di dj a(Ni (x), Nj (x)) +
dj a(N0 (x), Nj (x))
2
i=1 j=1
n
X
j=1
dj f (Nj (x)) + f (N0 (x))
j=1
:
To minimize w.r.t. u
= 0 j = 1, 2, . . . , n
dj
which leads to n equations:
n
X
di a(Ni (x), Nj (x)) + a(N0 (x), Nj (x)) f (Nj (x)) j
i=1
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Discretization
Discretization
Discretized Principle of Minimum Potential Energy:
n
X
di a(Ni (x), Nj (x)) + a(N0 (x), Nj (x)) f (Nj (x)) j
i=1
or:
K d =F
where:
a(N1 (x), N1 (x))

a(N2 (x), N1 (x))
K =
.
a(Nn (x), N1 (x))
.
.
.
.
an (N1 (x), Nn (x)

an (N2 (x), Nn (x)
.
an (Nn (x), Nn (x)
F T = [f (N1 (x)) a(N0 (x), N1 (x)), .., f (Nn (x)) a(N0 (x), Nn (x))]
This is also called the Ritz-Galerkin method
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Discretization
Discretization
Example:
d 2 u(x)
du
+ b(x) = 0 u(0) = u0 , E A
|x=L = F
dx 2
dx
with: E = 1, A = 1, L = 1, u0 = 0, F = 1/2, b(x) = x and solution:
EA
u(x) = x 3 /6
For n = 2 and:
N1 (x) = x
N2 (x) = x 2
(x) = d1 x + d2 x 2
u
Since u0 , trivially N0 (x) = 0

K d =F
"R
# " R
#
R1
1
1
1 1dx
1 2xdx
(x) xdx + 1/2
d1
R 10
R 10
= R 10
1 2xdx
2x 2xdx d2
(x) x 2 dx + 1/2
0
0
0
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Discretization
Discretization
Example:
EA
d 2 u(x)
+ b(x) = 0 u(0) = u0 ,
dx 2
EA
du
|x=L = F
dx
with: E = 1, A = 1, L = 1, u0 = 0, F = 1/2, b(x) = x and solution:

u(x) = x 3 /6

1
1
1
4/3

d1
1/6
d
1/12
=
1 =
d2
1/4
d2
1/4
(x) =
u
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1
1
x + x2
12
4
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Discretization
Discretization
0.2
exact
approximation
u(x) - displacement
0.15
0.1
0.05
-0.05
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
(1/2) and u(1) = u

(1)
u(1/2) = u
E A ddxu |x=L =
5
12
6= F =
1
2
1
7
) = 288
> (u) = 40
(u
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Discretization
Discretization
Discretized WEAK form (Principle of Virtual Work):
Z L
Z L
dw
du
EA
dx =
b(x)w(x)dx
+ w(L)
F
dx dx
0
0
W
w
or more succintly:
, w)
= f (w)
a(u
W
w
and w:
Substituting for u
a(N0 +
n
X
di Ni (x),
i=1
XX
i
n
X
cj Nj (x))
f(
j=1
di a(Ni (x), Nj (x))cj
n
X
cj Nj (x))
j=1
a(N0 (x), Nj (x))
cj f (Nj (x))
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Discretization
Discretization
n
X
cj
j=1
n
X
di a(Ni (x), Nj (x)) + a(N0 (x), Nj (x)) f (Nj (x))
i=1
If this is to hold w(x)

=
should be 0:
n
X
=0
cj Nj (x), all the coefficient of cj above
di a(Ni (x), Nj (x)) + a(N0 (x), Nj (x)) f (Nj (x)) = 0 j
i=1
K d =F
where:
dNj
i
K is a n n matrix such that: Ki,j = a(Ni (x), Nj (x)) = EA R0L dN
dx
dx dx
d is a n-dimensional vector of dj
F is a n-dimensional vector such that Fj = f (Nj (x)) a(N0 (x), Nj (x))
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Discretization
Discretization
Observe that if the same basis functions are used for S and W
then the resulting system from the Principle of Virtual Work:
is symmetric
coincides with the system arising from the Principle of Minimum
Potential Energy.
This is also called the Bubnov-Galerkin method.

Note however that the WEAK form does not require that the
same basis functions are used for S and W.

For example in the previous problem, one could use:
(x) = d1 x + d2 x 2
u
and
w(x)
= c1 x 2 + c2 x 3
The resulting system will still be valid but non-symmetric

This is also called the Petrov-Galerkin method
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August 30 - September 13 2010

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Finite Element Method

Roadmap to FEM approximations:

We are going to define where we are going to to be looking for solutions,

We are going to show that the solution is unique.

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

Boundary Value Problems

Finite Element Method

An arbitrary u S will not satisfy Equation (2) exactly (unless it is the

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

Boundary Value Problems

Finite Element Method

Figure: Boris Galerkin (1871-1945)

Boundary Value Problems

Finite Element Method

Find u S such that for all w W:

Boundary Value Problems

Finite Element Method

Does the weak form remind you of something?