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Finite Element Method: From Wikipedia, The Free Encyclopedia

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Finite element method


From Wikipedia, the free encyclopedia

The finite element method (FEM) (its practical application


often known as finite element analysis (FEA)) is a numerical
technique for finding approximate solutions of partial differential
equations (PDE) as well as of integral equations. The solution
approach is based either on eliminating the differential equation
completely (steady state problems), or rendering the PDE into an
approximating system of ordinary differential equations, which
are then numerically integrated using standard techniques such as
Euler's method, Runge-Kutta, etc.

In solving partial differential equations, the primary challenge is


to create an equation that approximates the equation to be
studied, but is numerically stable, meaning that errors in the 2D FEM solution for a
input and intermediate calculations do not accumulate and cause magnetostatic configuration (lines
the resulting output to be meaningless. There are many ways of denote the direction of calculated
flux density and colour - its
doing this, all with advantages and disadvantages. The Finite
magnitude)
Element Method is a good choice for solving partial differential
equations over complicated domains (like cars and oil pipelines),
when the domain changes (as during a solid state reaction with a
moving boundary), when the desired precision varies over the
entire domain, or when the solution lacks smoothness. For
instance, in a frontal crash simulation it is possible to increase
prediction accuracy in "important" areas like the front of the car
and reduce it in its rear (thus reducing cost of the simulation);
Another example would be the simulation of the weather pattern
on Earth, where it is more important to have accurate predictions
over land than over the wide-open sea.

Contents 2D mesh for the image above (mesh


is denser around the object of
 1 History interest)
 2 Application
 3 Technical discussion
 3.1 Variational formulation
 3.2 A proof outline of existence and uniqueness of
the solution
 3.3 The variational form of P2

 4 Discretization
 4.1 Choosing a basis
 4.2 Small support of the basis
 4.3 Matrix form of the problem
 4.4 General form of the finite element method

 5 Comparison to the finite difference method


 6 Various types of finite element methods

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 6.1 Generalized finite element method


 6.2 hp-FEM
 6.3 hpk-FEM
 6.4 XFEM
 6.5 Spectral methods
 6.6 Meshfree methods
 6.7 Discontinuous Galerkin methods
 6.8 Finite Element Limit Analysis
 7 See also
 8 References
 9 External links

History
The finite element method originated from the need for solving complex elasticity and structural
analysis problems in civil and aeronautical engineering. Its development can be traced back to the work
by Alexander Hrennikoff (1941) and Richard Courant[1] (1942). While the approaches used by these
pioneers are dramatically different, they share one essential characteristic: mesh discretization of a
continuous domain into a set of discrete sub-domains, usually called elements.

Hrennikoff's work discretizes the domain by using a lattice analogy while Courant's approach divides
the domain into finite triangular subregions for solution of second order elliptic partial differential
equations (PDEs) that arise from the problem of torsion of a cylinder. Courant's contribution was
evolutionary, drawing on a large body of earlier results for PDEs developed by Rayleigh, Ritz, and
Galerkin.

Development of the finite element method began in earnest in the middle to late 1950s for airframe and
structural analysis[2] and gathered momentum at the University of Stuttgart through the work of John
Argyris and at Berkeley through the work of Ray W. Clough in the 1960s for use in civil engineering.
By late 1950s, the key concepts of stiffness matrix and element assembly existed essentially in the form
used today. NASA issued a request for proposals for the development of the finite element software
NASTRAN in 1965. The method was again provided with a rigorous mathematical foundation in 1973
with the publication of Strang and Fix's An Analysis of The Finite Element Method[3] has since been
generalized into a branch of applied mathematics for numerical modeling of physical systems in a wide
variety of engineering disciplines, e.g., electromagnetism, thanks to Peter P. Silvester[4][5] and fluid
dynamics.

Application
A variety of specializations under the umbrella of the
mechanical engineering discipline (such as aeronautical,
biomechanical, and automotive industries) commonly use integrated FEM in design and development of
their products. Several modern FEM packages include specific components such as thermal,
electromagnetic, fluid, and structural working environments. In a structural simulation, FEM helps
tremendously in producing stiffness and strength visualizations and also in minimizing weight,
materials, and costs.

FEM allows detailed visualization of where structures bend or twist, and indicates the distribution of

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stresses and displacements. FEM software provides a wide


range of simulation options for controlling the complexity of
both modeling and analysis of a system. Similarly, the
desired level of accuracy required and associated
computational time requirements can be managed
simultaneously to address most engineering applications.
FEM allows entire designs to be constructed, refined, and
optimized before the design is manufactured.

This powerful design tool has significantly improved both


the standard of engineering designs and the methodology of
the design process in many industrial applications.[6] The
introduction of FEM has substantially decreased the time to Visualization of how a car deforms in an
asymmetrical crash using finite element
take products from concept to the production line.[6] It is analysis.[1]
primarily through improved initial prototype designs using
FEM that testing and development have been accelerated.[7]
In summary, benefits of FEM include increased accuracy, enhanced design and better insight into
critical design parameters, virtual prototyping, fewer hardware prototypes, a faster and less expensive
design cycle, increased productivity, and increased revenue.[6]

Technical discussion
We will illustrate the finite element method using two sample problems from which the general method
can be extrapolated. It is assumed that the reader is familiar with calculus and linear algebra.

P1 is a one-dimensional problem

where f is given, u is an unknown function of x, and u'' is the second derivative of u with respect to
x.
The two-dimensional sample problem is the Dirichlet problem

where Ω is a connected open region in the (x,y) plane whose boundary is "nice" (e.g., a smooth
manifold or a polygon), and uxx and uyy denote the second derivatives with respect to x and y,
respectively.

The problem P1 can be solved "directly" by computing antiderivatives. However, this method of solving
the boundary value problem works only when there is only one spatial dimension and does not

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generalize to higher-dimensional problems or to problems like u + u'' = f. For this reason, we will
develop the finite element method for P1 and outline its generalization to P2.

Our explanation will proceed in two steps, which mirror two essential steps one must take to solve a
boundary value problem (BVP) using the FEM.

 In the first step, one rephrases the original BVP in its weak, or variational form. Little to no
computation is usually required for this step. The transformation is done by hand on paper.
 The second step is the discretization, where the weak form is discretized in a finite dimensional
space.

After this second step, we have concrete formulae for a large but finite dimensional linear problem
whose solution will approximately solve the original BVP. This finite dimensional problem is then
implemented on a computer.

Variational formulation

The first step is to convert P1 and P2 into their variational equivalents, or Weak formulation. If u solves
P1, then for any smooth function v that satisfies the displacement boundary conditions, i.e. v = 0 at
x = 0 and x = 1,we have

(1)

Conversely, if u with u(0) = u(1) = 0 satisfies (1) for every smooth function v(x) then one may
show that this u will solve P1. The proof is easier for twice continuously differentiable u (mean value
theorem), but may be proved in a distributional sense as well.

By using integration by parts on the right-hand-side of (1), we obtain

(2)

where we have used the assumption that v(0) = v(1) = 0.

A proof outline of existence and uniqueness of the solution

We can loosely think of to be the absolutely continuous functions of (0,1) that are 0 at

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x = 0 and x = 1 (see Sobolev spaces). Such function are (weakly) "once differentiable" and it turns
out that the symmetric bilinear map then defines an inner product which turns into a

Hilbert space (a detailed proof is nontrivial.) On the other hand, the left-hand-side is

also an inner product, this time on the Lp space L2(0,1). An application of the Riesz representation
theorem for Hilbert spaces shows that there is a unique u solving (2) and therefore P1. This solution is
a-priori only a member of , but using elliptic regularity, will be smooth if f is.

The variational form of P2

If we integrate by parts using a form of Green's identities, we see that if u solves P2, then for any v,

where denotes the gradient and denotes the dot product in the two-dimensional plane. Once more
can be turned into an inner product on a suitable space of "once differentiable" functions of Ω
that are zero on . We have also assumed that (see Sobolev spaces). Existence and
uniqueness of the solution can also be shown.

Discretization
The basic idea is to replace the infinite dimensional linear
problem:

Find such that

with a finite dimensional version:

(3) Find such that A function in H10, with zero values


at the endpoints (blue), and a
piecewise linear approximation
(red).
where V is a finite dimensional subspace of . There are many
possible choices for V (one possibility leads to the spectral method). However, for the finite element
method we take V to be a space of piecewise polynomial functions.

For problem P1, we take the interval (0,1), choose n values of x with

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0 = x0 < x1 < ... < xn < xn + 1 = 1 and we define V by

where we define x0 = 0 and xn + 1 = 1. Observe that functions in V are not differentiable


according to the elementary definition of calculus. Indeed, if then the derivative is typically not
defined at any x = xk, k = 1,...,n. However, the derivative exists at every other value of x and
one can use this derivative for the purpose of integration by parts.

For problem P2, we need V to be a set of functions of Ω. In the


figure on the right, we have illustrated a triangulation of a 15
sided polygonal region Ω in the plane (below), and a piecewise
linear function (above, in color) of this polygon which is linear
on each triangle of the triangulation; the space V would consist
of functions that are linear on each triangle of the chosen
triangulation.

One often reads Vh instead of V in the literature. The reason is


that one hopes that as the underlying triangular grid becomes
finer and finer, the solution of the discrete problem (3) will in
some sense converge to the solution of the original boundary A piecewise linear function in two
value problem P2. The triangulation is then indexed by a real dimensions.
valued parameter h > 0 which one takes to be very small. This
parameter will be related to the size of the largest or average triangle in the triangulation. As we refine
the triangulation, the space of piecewise linear functions V must also change with h, hence the notation
Vh. Since we do not perform such an analysis, we will not use this notation.

Choosing a basis

To complete the discretization, we must select a basis of V. In


the one-dimensional case, for each control point xk we will
choose the piecewise linear function vk in V whose value is 1
at xk and zero at every , i.e.,

Basis functions vk (blue) and a


linear combination of them, which is
piecewise linear (red).

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for k = 1,...,n; this basis is a shifted and scaled tent function. For the two-dimensional case, we
choose again one basis function vk per vertex xk of the triangulation of the planar region Ω. The
function vk is the unique function of V whose value is 1 at xk and zero at every .

Depending on the author, the word "element" in "finite element method" refers either to the triangles in
the domain, the piecewise linear basis function, or both. So for instance, an author interested in curved
domains might replace the triangles with curved primitives, and so might describe the elements as being
curvilinear. On the other hand, some authors replace "piecewise linear" by "piecewise quadratic" or even
"piecewise polynomial". The author might then say "higher order element" instead of "higher degree
polynomial". Finite element method is not restricted to triangles (or tetrahedra in 3-d, or higher order
simplexes in multidimensional spaces), but can be defined on quadrilateral subdomains (hexahedra,
prisms, or pyramids in 3-d, and so on). Higher order shapes (curvilinear elements) can be defined with
polynomial and even non-polynomial shapes (e.g. ellipse or circle).

Examples of methods that use higher degree piecewise polynomial basis functions are the hp-FEM and
spectral FEM.

More advanced implementations (adaptive finite element methods) utilize a method to assess the quality
of the results (based on error estimation theory) and modify the mesh during the solution aiming to
achieve approximate solution within some bounds from the 'exact' solution of the continuum problem.
Mesh adaptivity may utilize various techniques, the most popular are:

 moving nodes (r-adaptivity)


 refining (and unrefining) elements (h-adaptivity)
 changing order of base functions (p-adaptivity)
 combinations of the above (hp-adaptivity)

Small support of the basis

The primary advantage of this choice of basis is that the inner


products

and

will be zero for almost all j,k. (The matrix containing


Solving the two-dimensional
in the (j,k) location is known as the Gramian matrix.) In the
problem uxx + uyy = − 4 in
one dimensional case, the support of vk is the interval the disk centered at the origin and
[xk − 1,xk + 1]. Hence, the integrands of and radius 1, with zero boundary
conditions.

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φ(vj,vk) are identically zero whenever | j − k | > 1. (a) The triangulation.

Similarly, in the planar case, if xj and xk do not share an edge


of the triangulation, then the integrals

and

are both zero.

Matrix form of the problem

If we write and then problem (3) becomes

for j = 1,...,n. (4)

If we denote by and the column vectors (u1,...,un)t and (f1,...,fn)t, and if we let

L = (Lij)

and

M = (Mij)

be matrices whose entries are

Lij = φ(vi,vj)

and

then we may rephrase (4) as

. (5)

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As we have discussed before, most of the entries of L and M are zero because the basis functions vk
have small support. So we now have to solve a linear system in the unknown where most of the
entries of the matrix L, which we need to invert, are zero.

Such matrices are known as sparse matrices, and there are efficient solvers for such problems (much
more efficient than actually inverting the matrix.) In addition, L is symmetric and positive definite, so a
technique such as the conjugate gradient method is favored. For problems that are not too large, sparse
LU decompositions and Cholesky decompositions still work well. For instance, Matlab's backslash
operator (which uses sparse LU, sparse Cholesky, and other factorization methods) can be sufficient for
meshes with a hundred thousand vertices.

The matrix L is usually referred to as the stiffness matrix, while the matrix M is dubbed the mass
matrix.

General form of the finite element method

In general, the finite element method is characterized by the following process.

 One chooses a grid for Ω. In the preceding treatment, the grid consisted of triangles, but one can
also use squares or curvilinear polygons.
 Then, one chooses basis functions. In our discussion, we used piecewise linear basis functions, but
it is also common to use piecewise polynomial basis functions.

A separate consideration is the smoothness of the basis functions. For second order elliptic boundary
value problems, piecewise polynomial basis function that are merely continuous suffice (i.e., the
derivatives are discontinuous.) For higher order partial differential equations, one must use smoother
basis functions. For instance, for a fourth order problem such as uxxxx + uyyyy = f, one may use

piecewise quadratic basis functions that are C1.

Another consideration is the relation of the finite dimensional space V to its infinite dimensional
counterpart, in the examples above . A conforming element method is one in which the space V is a
subspace of the element space for the continuous problem. The example above is such a method. If this
condition is not satisfied, we obtain a nonconforming element method, an example of which is the space
of piecewise linear functions over the mesh which are continuous at each edge midpoint. Since these
functions are in general discontinuous along the edges, this finite dimensional space is not a subspace of
the original .

Typically, one has an algorithm for taking a given mesh and subdividing it. If the main method for
increasing precision is to subdivide the mesh, one has an h-method (h is customarily the diameter of the
largest element in the mesh.) In this manner, if one shows that the error with a grid h is bounded above

by Chp, for some and p > 0, then one has an order p method. Under certain hypotheses (for
instance, if the domain is convex), a piecewise polynomial of order d method will have an error of order

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p = d + 1.
If instead of making h smaller, one increases the degree of the polynomials used in the basis function,
one has a p-method. If one combines these two refinement types, one obtains an hp-method (hp-FEM).
In the hp-FEM, the polynomial degrees can vary from element to element. High order methods with
large uniform p are called spectral finite element methods (SFEM). These are not to be confused with
spectral methods.

For vector partial differential equations, the basis functions may take values in .

Comparison to the finite difference method


The finite difference method (FDM) is an alternative way of approximating solutions of PDEs. The
differences between FEM and FDM are:

 The most attractive feature of the FEM is its ability to handle complicated geometries (and
boundaries) with relative ease. While FDM in its basic form is restricted to handle rectangular
shapes and simple alterations thereof, the handling of geometries in FEM is theoretically
straightforward.[citation needed]

 The most attractive feature of finite differences is that it can be very easy to implement.
[citation needed]

 There are several ways one could consider the FDM a special case of the FEM approach. One
might choose basis functions as either piecewise constant functions or Dirac delta functions. In
both approaches, the approximations are defined on the entire domain, but need not be continuous.
Alternatively, one might define the function on a discrete domain, with the result that the
continuous differential operator no longer makes sense, however this approach is not FEM.
[citation needed]

 There are reasons to consider the mathematical foundation of the finite element approximation
more sound, for instance, because the quality of the approximation between grid points is poor in
FDM.[citation needed]

 The quality of a FEM approximation is often higher than in the corresponding FDM approach, but
this is extremely problem dependent and several examples to the contrary can be provided.
[citation needed]

Generally, FEM is the method of choice in all types of analysis in structural mechanics (i.e. solving for
deformation and stresses in solid bodies or dynamics of structures) while computational fluid dynamics
(CFD) tends to use FDM or other methods like finite volume method (FVM). CFD problems usually
require discretization of the problem into a large number of cells/gridpoints (millions and more),
therefore cost of the solution favors simpler, lower order approximation within each cell. This is
especially true for 'external flow' problems, like air flow around the car or airplane, or weather
simulation in a large area.[citation needed]

Various types of finite element methods

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Generalized finite element method

The Generalized Finite Element Method (GFEM) uses local spaces consisting of functions, not
necessarily polynomials, that reflect the available information on the unknown solution and thus ensure
good local approximation. Then a partition of unity is used to “bond” these spaces together to form the
approximating subspace. The effectiveness of GFEM has been shown when applied to problems with
domains having complicated boundaries, problems with micro-scales, and problems with boundary
layers.[8]

hp-FEM

The hp-FEM combines adaptively elements with variable size h and polynomial degree p in order to
achieve exceptionally fast, exponential convergence rates.[9]

hpk-FEM

The hpk-FEM combines adaptively elements with variable size h, polynomial degree of the local
approximations p and global differentiability of the local approximations (k-1) in order to achieve best
convergence rates.

XFEM

Main article: Extended finite element method

Spectral methods

Main article: Spectral method

Meshfree methods

Main article: Meshfree methods

Discontinuous Galerkin methods

Main article: Discontinuous Galerkin method

Finite Element Limit Analysis

Main article: Finite element limit analysis

See also
 Boundary element method
 Direct stiffness method
 Discontinuity layout optimization
 Discrete element method
 Finite element machine
 Finite element method in structural mechanics

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 Galerkin method
 Interval finite element
 Isogeometric analysis
 List of finite element software packages
 Movable Cellular Automata
 Multidisciplinary design optimization
 Multiphysics
 Patch test
 Rayleigh-Ritz method

References
1. ^ Giuseppe Pelosi (2007). "The finite-element method, Part I: R. L. Courant: Historical Corner".
doi:10.1109/MAP.2007.376627.
2. ^ Matrix Analysis Of Framed Structures, 3rd Edition by Jr. William Weaver, James M. Gere, 3rd Edition,
Springer-Verlag New York, LLC, ISBN 9780412078613, First edition 1966
3. ^ Strang, Gilbert; Fix, George (1973). An Analysis of The Finite Element Method. Prentice Hall.
ISBN 0130329460.
4. ^ Roberto Coccioli, Tatsuo Itoh, Giuseppe Pelosi, Peter P. Silvester (1996). "Finite-element methods in
microwaves: a selected bibliography". doi:10.1109/74.556518.
5. ^ Ronald L. Ferrari (2007). "The Finite-Element Method, Part 2: P. P. Silvester, an Innovator in
Electromagnetic Numerical Modeling". doi:10.1109/MAP.2007.4293978.
6. ^ a b c Hastings, J. K., Juds, M. A., Brauer, J. R., Accuracy and Economy of Finite Element Magnetic
Analysis, 33rd Annual National Relay Conference, April 1985.
7. ^ McLaren-Mercedes (2006). "Vodafone McLaren-Mercedes: Feature - Stress to impress".
http://www.mclaren.com/features/technical/stress_to_impress.php. Retrieved 2006-10-03.
8. ^ Babuska, Ivo; Uday Banerjee, John E. Osborn (June 2004). "Generalized Finite Element Methods: Main
Ideas, Results, and Perspective". International Journal of Computational Methods 1 (1): 67–103.
doi:10.1142/S0219876204000083.
9. ^ P. Solin, K. Segeth, I. Dolezel: Higher-Order Finite Element Methods, Chapman & Hall/CRC Press, 2003

External links
 Impact -- Dynamic Finite Element Program Suite
 Multiphysics Glossary (Glossary of Multiphysics and Finite Element Modeling terms by
COMSOL)
 NAFEMS -- The International Association for the Engineering Analysis Community
 IFER -- Internet Finite Element Resources - an annotated list of FEA links and programs
 Workshop "The Finite Element Method in Biomedical Engineering, Biomechanics and Related
Fields"
 Finite Element Analysis Resources- Finite Element news, articles and tips
 Finite-element Methods for Electromagnetics - free 320-page text
 CAD, Finite Element Analysis (Abaqus,Ansys), CAE, Programming- FEM, CAD, Programming,
discussion forums
 Finite Element Books- books bibliography
 Mathematics of the Finite Element Method
 Finite Element Methods for Partial Differential Equations - Lecture notes by Endre Süli
 FEM AVI-gallery at CompMechLab site, St.Petersburg State Polytechnical University, Russia
 Intro to FEA
 Introduction to FEA for EM modeling (includes list of currently available software)
 Finite Element modeling of light propagation

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 Finite Element Analysis- Rome Air Development Center


 World Association of Fatigue, Durability and Fracture Mechanics - Fatigue for Finite Element
Models
 Oofelie, Multiphysics for large industrial problems - Official site
Retrieved from "http://en.wikipedia.org/wiki/Finite_element_method"
Categories: Continuum mechanics | Finite element method | Numerical differential equations | Partial
differential equations | Structural analysis

 This page was last modified on 15 September 2010 at 17:37.


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