CEE598 - Finite Elements For Engineers: Module 1
CEE598 - Finite Elements For Engineers: Module 1
 Pr ogr am  120 
 
Sol vi ng Li near  Al gebr ai c  Equat i ons  123 
 
I ndex   140 
 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
S. D. Raj an, 1998-2005  1 
Int roduct ion 
Change is inevitable, growth is optional. Anon. 
his  course  is  the  first  in  a  three-part  series  or  modules  titled  Finite  Elements  for 
Engineers  that  meets  the  mathematics  requirements  for  the  Master  of  Engineering 
(M. Eng.) degree in the College of Engineering at Arizona State University. 
Who should take this course? 
Finite  elements  has  become  the  defacto  industry  standard  for  solving  multi-disciplinary 
engineering  problems  that  can  be  described  by  equations  of  calculus.  Applications  cut  across 
several industries by virtue of the applications  solid mechanics (civil, aerospace, automotive, 
mechanical,  biomedical,  electronic),  fluid  mechanics  (geotechnical,  aerospace,  electronic, 
environmental,  hydraulics,  biomedical,  chemical),  heat  transfer  (automotive,  aerospace, 
electronic,  chemical),  acoustics  (automotive,  mechanical,  aerospace),  electromagnetics 
(electronic, aerospace) and many, many more. 
Course Objectives 
-  To understand the basic ideas behind the finite element method. 
-  To  understand  and  apply  the  Galerkins  Method  in  solving  (multi-disciplinary)  one-
dimensional engineering problems. 
 
Prerequisites 
-  Mathematics  Linear Algebra, Numerical Analysis, Partial and/or ordinary differential 
equations. 
-  Knowledge of undergraduate core material from (at least two of) solid mechanics, fluid 
mechanics,  heat  transfer  and  electromagnetics.  Knowledge  in  one  area  should  be  at  an 
advanced level (aligned with the undergraduate major). 
-  Knowledge of a high level programming language and use of computer-based tools. 
 
Instructor-Student Interaction 
To successfully meet the course objectives it is necessary that the students avail themselves of all 
the  resources    discussion  forums,  e-mail,  chat  rooms,  libraries.  Keep  the  instructor  and 
teaching assistant informed of all your concerns. The web pages connected with this course will 
 T 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
1998-2010, S. D. Raj an  2 
contain instructions on how to communicate with the instructor regarding the questions you 
may have or turning in the assignments etc. 
 
Computer Programs and Computer Aids 
There  is  one  computer  program  1DBVP
 program 
                                                                       
1
 Texts T1, T2 and/or T3 are strongly recommended. 
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F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
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Inst ruct or 
"Minds are like parachutes. They only function when they are open. Sir James 
Dewar. 
Subramaniam (Subby) D. Rajan 
Professor of Civil and Environmental Engineering 
I received my doctoral degree in Structural Mechanics from the University of Iowa in 1983. I 
joined the Department of Civil Engineering at Arizona State University during Fall 1983. 
Over  the  years  I  have  taught  a  variety  of  undergraduate  and  graduate  courses   
Introduction to Engineering, Statics, Deformable Solids, Computer Programming for Civil 
Engineers,  Structural  Analysis  and  Design,  Matrix  and  Computer  Applications  in 
Structural  Engineering,  Stress  Analysis,  Finite  Elements  for  Civil  Engineers,  Advanced 
Finite Element Analysis, Applied Optimal Design, and CAD Tools for Engineers. On and 
off  I  have  conducted  workshops  on  Finite  Elements,  Design  Optimization  and  Use  of 
Engineering Computer Tools. 
 
My  research  interests  are  primarily  in  the  areas  of  finite  element  analysis,  design 
optimization and engineering software development. The research efforts have been aimed 
at  solving  engineering  design  problems  in  biomedical,  civil  structures,  automotive, 
mechanical,  aerospace  and  electronic  packaging  areas.  I  have  had  the  pleasure  of 
collaborating  with  my  colleagues  on  research  projects  sponsored  by  the  government 
agencies  such  as  National  Science  Foundation,  NASA,  Arizona  DOT,  and  FHWA,  and 
private sector companies such as Motorola, Allied Signal, Allied American. My consulting 
clients  have  included  Special  Devices  Inc.,  York  International,  U-Haul,  APS,  Interstate 
Assessment Technology etc. 
 
You can reach me  
-  By phone at (480)965-1712 
-  By e-mail at s.rajan@asu.edu 
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Not at ion 
As complexity rises, precise statements lose meaning, and meaningful statements 
lose precision. Lotfi Zadeh 
Vectors 
 
1  n
a   column vector with  n  rows 
 
i
a   element  i  of vector  a  
 
m  1
b   row vector with  m  columns 
 
Matrices 
 
n m
A   matrix with  m  rows and  n  columns 
 
ij
A   element row  i  and column  j  of matrix  
 
Others 
  ' y   Derivative of  y  (or, 
dx
dy
) 
  L  (Units of) length 
  F   (Units of) force 
  M  (Units of) mass 
  t   (Units of) time 
  T  (Units of) temperature 
  E   (Units of) energy 
 
Greek Alphabets 
Lower 
Case 
Upper 
Case 
English 
Word 
Lower 
Case 
Upper 
Case 
English 
Word 
Lower 
Case 
Upper 
Case 
English 
Word 
o  
A 
alpha  |  
B 
Beta 
  
I 
Gamma 
o  
A  
delta  c  
E 
epsilon  ,  
Z 
zeta 
q  
H 
eta  u   O  theta  i  
I  
lota 
k   K 
kappa     A  
lambda 
  
M 
mu 
v   N  nu    
  
xi  o   O  omicron 
t  
H 
pi 
  
P  
rho  o  
E  
sigma 
t  
T 
tau  u  
T  
upsilon  |  
u 
phi 
_  
X 
chi 
  
+ 
psi  e  
O 
omega 
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F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
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Lesson Plan 
"Problems cannot be solved by the same level of thinking that created them. A. 
Einstein. 
Module  1  is  divided  into  four  topics.  Each  topic  has  several  lessons  designed  to  focus  on  the 
critical issues. With each lesson there is a set of objectives. I have also listed the relevant pages 
from the list of textbooks that appear in the syllabus. There are several review problems at the 
end of every topic. Solutions to most problems are also provided. Note that the set of problems 
represents the minimal set needed to understand the material. You should solve more problems 
from some of the referenced texts. 
Topic 1 covers most of the prerequisites. Hence I have not listed the books to refer to nor 
added  my  comments.  Your  undergraduate  books  or  similar  books  are  adequate.  The 
review problems should be very handy and bring you up to speed. 
 
Topic 1: Review of Background Material. 
Lesson 1: Solid Mechanics. 
Lesson 2: Heat Transfer. 
Lesson 3: Fluid Mechanics. 
Lesson 4: Electrostatics & Electromagnetics 
Lesson 5: Linear Algebra and Numerical Analysis. 
Lesson 6: Differential Equations and Calculus 
Review Exercises 
 
Topic  2  is  an  introduction  to  finite  elements. I have provided almost all of the material  
text, examples and exercises. 
 
Topic 2: The Six Major Steps. 
Lesson 1: Overview of Finite Elements. 
Lesson 2: The Six Steps. 
Review Exercises 
 
Topics  3  and  4  form  the  backbone  of  Module  1.  The  solution  technique  that  is  very 
commonly  used,  the  Galerkins  Method,  forms  Topic  3.  You  should  spend  an  adequate 
amount of time here to understand the basics. 
 
Topic 3: The Galerkins Method. 
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Lesson 1: Method of Weighted Residuals. 
Lesson 2: Applying the Galerkins Method. 
Review Exercises 
 
In  Topic  4  we  will  look  at  the  engineering  problems  described  as  one-dimensional 
boundary-value  (BVP)  problems.  These  problems  will  be  solved  using  the  Galerkin-Based 
Finite Element Method. 
 
Topic 4: One-Dimensional Problems. 
Lesson 1: The Element Concept. 
Lesson 2: Solid Mechanics Examples. 
Lesson 3: Heat Transfer and Fluid Flow Examples. 
Lesson 4: Higher-Order Elements. 
Lesson 5: Mesh Refinement and Convergence. 
Review Exercises 
 
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Topic 1: Review 
I'll play with it first and tell you what it is later. Miles Davis. 
Lesson 1: Solid Mechanics 
Objectives:  Knowledge  of  the  following  ideas  and  topics  is  crucial  to  understanding  the 
subsequent lessons. The major objectives are listed below. 
 
-  To recognize and know the properties of simple structural systems 
Truss 
Beam 
Frame 
 
-  To understand the concepts associated with  
Equilibrium 
Stress and Strain 
Strain-Displacement Relations 
Stress-Strain Relations 
Simple theories of failure 
Plane Elasticity  Plane stress and strain 
 
-  To be able to compute 
Strain energy 
Work potential 
Total Potential Energy 
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Lesson 2: Heat Transfer 
Objectives:  Knowledge  of  the  following  ideas  and  topics  is  crucial  to  understanding  the 
subsequent lessons. The major objectives are listed below. 
 
-  To understand the concepts associated with  
Conservation of energy 
Newtons Law of Cooling 
Fouriers Law 
Conduction, convection and radiation  
 
-  To recognize and know the properties of simple heat transfer problems involving 
Steady-state conduction 
Steady-state conduction and convection 
 
-  To be able to compute 
Thermal energy 
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Lesson 3: Fluid Mechanics 
Objectives:  Knowledge  of  the  following  ideas  and  topics  is  crucial  to  understanding  the 
subsequent lessons. The major objectives are listed below. 
 
-  To understand the concepts associated with  
Mass balance 
Energy balance 
Momentum balance 
Pipe flow 
 
-  To recognize and know the properties of simple fluid mechanics problems involving 
Inviscid compressible and incompressible flow 
Viscous flow (newtonian/non-newtonian, laminar/transition/turbulent, 
compressible/incompressible) 
Flow through porous media 
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Lesson 4: Electromagnetics & Electrostatics 
Objectives:  Knowledge  of  the  following  ideas  and  topics  is  crucial  to  understanding  the 
subsequent lessons. The major objectives are listed below. 
 
-  To understand the concepts associated with 
Electrostatic Fields 
Magnetostatic Fields 
 
-  To recognize and know the numerical solution to  
Maxwells Equations 
Wave Equations 
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Lesson 5: Linear Algebra & Numerical Analysis 
Objectives:  Knowledge  of  the  following  ideas  and  topics  is  crucial  to  understanding  the 
subsequent lessons. The major objectives are listed below. 
 
-  To understand the concepts associated with  
Vectors 
Matrices 
Polynomial approximation and interpolation 
 
-  To recognize and know the numerical solution to  
Linear algebraic equations 
Linear eigenvalue problem 
Numerical integration 
Numerical differentiation 
 
-  To be able to write a program in a high-level language to generate 
A library of matrix operations (addition, transpose, multiplication etc.) 
The solution to a set of linear algebraic equations 
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Lesson 6: Differential Equations and Calculus 
Objectives:  Knowledge  of  the  following  ideas  and  topics  is  crucial  to  understanding  the 
subsequent lessons. The major objectives are listed below. 
 
-  To understand the concepts associated with  
Ordinary Differential Equations 
Partial Differential Equation 
Divergence Theorem 
 
-  To recognize and know the properties of  
Initial Value Problems 
Boundary Value Problems 
Elliptic and Parabolic Partial Differential Equations 
 
-  To be able to 
Integrate by parts  
Derive classical solution to simple ODEs 
Derive classical solution to simple PDEs 
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Review Exercises 
SOLID MECHANICS 
Problem T1L1-1 
In  a  plane  strain  problem  for  a  material  with  modulus  of  elasticity  psi E ) 10 ( 20
6
=   and 
Poissons  ratio  3 . 0 = v ,  the  state  of  stress  at  a  point  is  given  by 
{   } ksi ksi
  xy y x
7 , 0 , 20    = = =   t o o . Compute (a) 
z
o , and (b) 
x
c . 
 
Problem T1L1-2 
In  a  two-dimensional  (plane  stress)  body,  the  y x    displacements  designated  as  ) , (   v u   are 
given as (in  mm) 
  y y x y x u 8 3 ) , (
2 2
+  =  
  xy y x y x v 8 6 3 ) , (    + =  
Determine  the  state  of  strain  at  the  point  ) 4 , 2 (    .  Using  the  material  properties  from 
Problem 1, determine the state of stress at the point. 
 
Problem T1L1-3 
In  a  solid  body,  the  state  of  stress  at  a  point  is  given  by 
{   }
zx yz xy z y x
  t t t o o o , , , , , ={   }MPa 5 , 10 , 20 , 15 , 5 , 10     .  Find  the  state  of  stress  on  a  plane 
whose normal has the direction cosines  |
.
|
\
|
  
3
1
,
3
1
,
3
1
. Find the principal stresses at the 
point and the orientations of the principal planes.  
 
Problem T1L1-4 
Consider the slender rod as shown in the Fig. T1LR-1. The rod has a circular cross-section 
of  radius  cm 0.5 .  The  strain  at  any  point  is  given  as  x x
x
8 2
2
 = c .  What  is  the  strain 
energy in the bar if the bar is made of aluminum? 
 
L= 20cm
u,x
 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
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Fig. T1LR-1 
Problem T1L1-5 
Consider the slender rod as shown in Fig. T1LR-2. The rod has a circular cross-section of 
radius  cm 0.5 and is made of aluminum. What is the potential energy of the bar? 
 
L= 20cm
u,x
1 kN
 
Fig. T1LR-2 
 
Problem T1L1-6 
A  simply  supported  beam  is  shown  in  the  Fig.  T1LR-3.  Compute  the  largest  transverse 
displacement and rotation in the beam.  EI  is a constant. 
 
5 kN/m
10 m
A B
 
 
Fig. T1LR-3 
 
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HEAT TRANSFER 
Problem T1L2-1 
The inside and outside surfaces of a window glass are at  C
40 and C
10 , respectively. The 
glass  has  a  thermal  conductivity  of 
C m
W
04 . 0 . 
Determine the thickness of the insulating board. 
 
Problem T1L2-3 
The inside surface of an insulation layer is maintained at  C T
  
200
1
 = . The outside surface is 
dissipating heat by convection into air at  C T
  
20 =
100 . 
 
Problem T1L2-4 
Determine  the  interface  temperature 
1
T   and  the  surface  temperature 
3
T   of  the  composite 
wall shown in the Fig. T1LR-4. 
C m
W
k
= 1 . 0
1
, 
C m
W
k
= 0 . 1
2
 and 
C m
W
k
= 0 . 2
3
. 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
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2 cm
150 C
k k k
T T T T
3 2 1
1 2 3 0
50 C
4 cm 3 cm  
 
Fig. T1LR-4 
 
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FLUID MECHANICS 
Problem T1L3-1 
A  pipeline  with  a  28  cm  inside  diameter  is  carrying  liquid  at  a  flow  rate  of 
s
m
3
03 . 0 .  A 
reducer is placed in the line, and the outlet diameter is 15 cm. Determine the velocity at the 
beginning and end of the reducer. 
 
Problem T1L3-2 
For the piping system shown below, the distance from A to B is 4500 ft, and the main line 
is  made  of  10-nominal,  schedule  40  wrought  iron  pipe.  The  attached  loop  is  8-nominal, 
schedule 40 wrought iron pipe. The flow 
1
Q  is 
s
ft
3
3 . 0  of water. Determine the flow rate 
in both branches. 
 
A
A
A
A
,V ,Q
Q
,Q
,Q
1
2
3
1 1
1
2
3
B
 
 
Fig. T1LR-5 
 
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LINEAR ALGEBRA & NUMERICAL ANALYSIS 
Problem T1L5-1 
Define the following terms. 
(a) Symmetric matrix 
(b) Singular matrix 
(c) Rank of a matrix and rank deficiency 
(d) Positive definite matrix 
 
Problem T1L5-2 
Given the matrix 
 
(
(
(
  
=
10 8 6
8 3 5
6 5 4
A  
Compute its determinant. Is the matrix positive definite? 
 
Problem T1L5-3 
Solve the set of linear equations given below. 
(
(
(
  
10 2 1
2 8 3
1 3 7
3
2
1
x
x
x
=
 2
0
4
 
Problem T1L5-4 
Numerically  integrate  the  following  expressions  and  compare  the  answers  with  the 
analytical solution. 
(a) 
}
  +  
5
3
2 3
) 10 3 12 (   dx x x x  
(b) 
}
  + 
 
1
1
2
13 6
1 2
dx
x x
x
 
 
Problem T1L5-5 
Numerically  differentiate  the  following  expressions  and  compare  the  answers  with  the 
analytical solution. 
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(a)  10 8 12 ) (
3
 + =   x x x f  at  3  = x . 
(b)
10 4
4 3
) (
+
=
x
x
x f  at  1 = x . 
 
Problem T1L5-6 
Given  a  set  of  four  points ) 8 , 1 ( ,  ) 12 , 2 ( ,  ) 10 , 3 ( ,  and  ) 8 , 4 ( ,  do  a  least-squares  fit  of  a 
quadratic polynomial. 
 
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DIFFERENTIAL EQUATIONS & CALCULUS 
Problem T1L6-1 
Differentiate  between  an  ordinary  differential  equation  (ODE)  and  a  partial  differential 
equation (PDE)? 
 
The  boundary  conditions  to  a  differential  equation  can  be  classified  as    essential 
(Dirichlet), natural (Neumann) or mixed (Robin). What are the traits of each of these types 
of boundary conditions? 
 
What is meant by a problem being well-posed? 
 
Problem T1L6-2 
Explain  the  terms  -  Initial  Value  Problems,  Boundary  Value  Problems,  Elliptic  and 
Parabolic Partial Differential Equations. 
 
Problem T1L6-3 
Integrate the following expressions 
(a)
}
  dx x x cos
2
 
(b)
}
  
dx xe
  x
 
 
Problem T1L6-4 
Solve the differential equations given below. 
(a)  0 1 2
2
= +  +   x xy
dx
dy
x   0 ) 1 (   = y  
(b)  (   ) 0
) (
1   =
|
.
|
\
|
  +
dx
x dy
x
dx
d
    2 1   < < x  
  1 ) 1 (   = = x y     1 ) 1 (
2
=
|
.
|
\
|
  + 
= x
dx
dy
x  
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Topic 2: The Six Major St eps 
A common mistake that people make when trying to design 
something completely foolproof is to underestimate the ingenuity of 
complete fools. Douglas Adams 
Lesson 1: Overview of Finite Elements 
Objectives: In this lesson we will look at the what and when of finite element analysis. 
The major objectives are listed below. 
 
-  To understand what is meant by finite element method. 
-  To understand when the finite element method can be used. 
 
Suggested Reading 
Reference  Pages 
T1  1-2 
T2  4-7 
T3  3-32 
 
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What is the Finite Element Method? 
 
Definition  
The  Finite  Element  Method  (FEM)  is  a  numerical  technique  to  obtain  approximate 
solutions  to  a  wide  variety  of  engineering  problems  where  the  variables  are  related  by 
means of algebraic, differential and integral equations. 
 
Ponder over the keywords that are underlined. 
 
Approach 
Briefly,  the  engineering  problem  that  is  described  by  governing  differential  or  integral 
equations is transformed to a set of algebraic equations or eigenequations. These equations 
are solved numerically. 
 
Flavors of FEM 
FEM  is  not  one  technique  or  methodology.  There  are  several  different  approaches  to 
formulating the problem solution. Three approaches are presented below. 
 
Direct Stiffness Method: Historically this was the first approach used in the area of structural 
mechanics. We will see the details of this method in the next lesson. 
 
Variational  Approach:  The  original  problem  is  converted  to  a  functional
2
  that  is 
extremized.  The  extremum  gives  the  solution.  We  will  look  at  this  approach  very  briefly 
with respect to solid mechanics problems. 
 
Weighted Residuals Approach: An approximate solution is assumed symbolically. The error 
in  the  approximate  solution  is  weighted  over  the  domain  of  the  problem  and  minimized. 
We will use this approach as the major approach throughout the course. 
 
Let us revisit the definition. What are the characteristics of the governing equations and the 
solution? The characteristics will determine whether we have a 
-  Time-independent problem  static (solid mechanics), steady-state (heat transfer) 
-  Time-dependent problem  dynamic and wave propagation (solid mechanics), diffusion 
(heat transfer) 
-  Linear  problem    Solution  obtained  in  one  pass  since  the  problem  parameters  are 
constants 
-  Nonlinear problem - Solution obtained in several passes since the problem parameters 
are not constants but interdependent 
                                                                       
2
 A functional is a function of a function. 
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-  Eigenproblem  modal analysis (solid mechanics), acoustics, heat transfer 
 
There  are  further  differences  in  problem  formulation    p-finite  elements,  stress  hybrid 
finite elements (solid mechanics), edge elements (electromagnetics). 
 
Usage 
There are three major stages in any finite element solution. 
Pre-Processing: The physical system is converted to a finite element model. This is the most 
labor intensive and time-consuming step. 
Solution:  Once  the  pre-processor  has  been  used  to  build  the  model,  the  finite  element 
analysis can take place. This is the most compute intensive step. 
Post-Processing: A post-processor is a program or part of a program that is used to examine 
the results from the FE analysis. Post-processing is usually graphical but can also be query 
or report based. 
 
Applications of the Finite Element Method  
Finite elements have been used to solve problems in a variety of industries such as 
  Automotive  stress analysis, heat transfer, crashworthiness. 
  Civil structures  stress analysis, structural dynamics. 
  Mechanical  stress analysis, dynamics. 
  Aerospace  structural analysis, fracture mechanics, fluid flow. 
  Biomedical  stress analysis, fluid flow. 
  Electromagnetics  parasitic, harmonic. 
  Semiconductor (Electronic) Packaging  stress analysis, contact, impact. 
 
Commercial Codes 
Some of the commercial programs that are finite-element based are listed below. 
  ABAQUS: http://www.hks.com/ 
ADINA: http://www.adina.com/ 
  ALGOR: http://www.algor.com/ 
ANSYS: http://www.ansys.com/ 
COSMOS: http://www.cosmosm.com/ 
MSC-NASTRAN: http://www.msc.com/ 
 
Specialized Preprocesors 
  Parametric Technology: http://www.ptc.com/ 
  PATRAN: http://www.msc.com 
  Solidworks: http://www.solidworks.com/ 
  Unigraphics: http://www.ugs.com 
 
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Finite Element Terminology (the basics) 
 
Fig. T2L1-1 shows a model of a roof truss that is commonly used in residential buildings. 
The  truss  members  are  usually  made  of  wood.  Note  that  the  model  contains  numbers  (1 
through 14) that denote locations of certain key points on the truss. 
 
 MODEL
 UNDO : V4.4 T0A-112
 1
2
 4
5
 7
 8
 3
 2  5
 6
2
 11 11
 12 12
 8
 1  99  7
 8
 13 13
 14 14
 5
 7  10 10  4
 11
 9
 12
 7
 13
 7
 14
 10
 X
 Y
 Z
 
Fig. T2L1-1 Model of roof truss 
 
Fig. T2L1-2 shows the finite element model of   a  barricade  that  is  used  to  test  air  bag 
explosive charges. The barricade is made of two chambers - the supply chamber and the main 
chamber.  The  top  of  the  chambers  is  vented  (opening  as  shown  in  the  figure).  The  isometric 
view shows a collection of triangles used to model the walls. 
Using  these  two  examples,  we  will  look  at  some  of  the  commonly  used  terms  with  finite 
element models. 
Elements 
Elements  can  be  thought  of  as  the  basic  building  blocks.  The  collection  of  the  finite 
number elements forms the finite element mesh. In Fig. T2L1-1, the elements are the truss 
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members between two key points. In Fig. T2L1-2, the triangles are the elements. The finite 
element mesh
3
 is an approximation to the physical problem. 
 
 
 
Fig. T2L1-2 Finite element model of a barricade 
 
 
Nodes 
Nodes are the key points. Nodes are used to define elements. In Fig. T2L1-1, two nodes are 
needed  to  define  an  element    a  straight  line.  In  Fig.  T2L1-2,  three  nodes  are  needed  to 
define an element  the triangle. 
 
Element Properties 
Since the elements have a physical sense, they are described in terms of element properties - 
geometry,  dimensions  and  material.  To  describe  the  members  in  the  truss,  we  need  to 
know  the  shape  of  the  members  (typically  rectangular),  the  dimensions  (sides  of  the 
rectangle)  and  the  material  properties  (properties  of  the  wood).  To  describe  the  triangles, 
we  need  to  know  the  thickness  of  the  triangle  (the  thickness  of  the  walls  etc.  of  the 
chambers) and the material properties of the material making the chamber walls or sides. 
 
Loads 
                                                                       
3
 The collection of finite elements forms the finite element mesh. 
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In  both  the  above  examples,  loads  are  applied  to  the  structure.  The  responses  that  we  are 
looking  for  are  quantities  such  as  displacements,  stresses,  strains  etc.  that  result  from  the 
loads applied on the structure. 
 
Boundary Conditions  
Finally,  in  order  to  compute  the  response  quantities,  we  need  to  know  how  the  truss  or 
the  barricade  is  supported.  Since  the  supports  are  on  the  boundary  of  the  structure,  they 
are called boundary conditions. As we will see later, there are other examples of boundary 
conditions apart from supports. 
 
 
An Illustrative Example T2L1-1 
 
Problem Statement  
Consider the following problem. We need to estimate the area of a circle of radius R. We 
will  assume  that  we  do  not  know  the  exact  answer.  However,  we  know  some  of  the 
rudiments of trigonometry and geometry. 
 
Solution 
Step  1:  We  will  assume  that  we  know  the  formula for the area of a triangle. We will split 
the circle into a collection of triangles (that can be used as an approximation to the circle) 
as  shown  as  Mesh  A.  Note  that  the  mesh  of  triangles  will  provide  a  lower  bound  to  the 
exact solution. 
 
Mesh A  
Fig. T2L1-3 
 
We can see the concept of elements (and nodes) with this example. The continuous region 
(circle) is represented in each mesh by a finite number of triangles. Each triangle is a finite 
element. Note that in the mesh every triangle is the same as all the others. When we have 
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this  situation,  the  mesh  is  known  as  a  uniform  mesh.  While  it  is  not  always  necessary  to 
work with a uniform mesh, it is appropriate for this problem.  
 
Step  2:  For  a  typical  triangle  that  subtends  an  angle  u at  the  center  of  the  circle  as  shown 
below 
 
R
h
u/2
u/2
b
 
Fig. T2L1-4 
 
  ) 2 / sin(u R b =                 (T2L1-1) 
  ) 2 / cos(u R h =                 (T2L1-2) 
 
If there are  n  triangles in the mesh, 
n
t
u
2
= . Hence, the area of one triangle is 
 
|
.
|
\
|
=
n
R
a
e
t 2
sin
2
2
                (T2L1-3) 
 
Step 3: Now the estimate the area of the circle we use the obvious concept  the sum of the 
areas of all the triangles is the area of the circle. In other words 
 
=
  |
.
|
\
|
= =
  n
e
e
n
A
n
nR
a A
1
2
) (
2
sin
2
t
              (T2L1-4) 
 
Step  4:  Given  the  numerical  value  of  R ,  we  can  estimate  the  area  of  the  circle  by 
substituting the numerical values in the above equation. It is apparent that the accuracy is a 
function  of  n .  In  other  words,  increasing  n   decreases  the  error.  However  note  that  one 
has to contend with the numerical problems by increasing  n . 
 
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100
150
200
250
300
350
10 20 30 40
n
A
r
e
a
Area of a circle of radius 10 units
 
Fig. T2L1-5 
 
Now, consider the collection of triangles that can be used as an approximation to the circle 
as  shown  as  Mesh  B.  The  mesh  of  triangles  will  provide  an  upper  bound  to  the  exact 
solution. 
 
Mesh B  
 
Fig. T2L1-6 
 
 
Conclusions 
Lets  summarize  the  steps.  First,  we  split  the  circle  (problem  domain)  into  simple  shape 
whose  properties  are  known.  The  process  of  splitting  the  problem  domain  into  elements 
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(or, creating the finite element mesh) is known as discretization. Second, we computed the 
properties of a typical element. Third, we estimated the area of the circle used the concept 
of  summing  the  areas  of  the  individual  triangles.  This  is  known  as  assembly  where  the 
properties  of  the  elements  are  assembled  to  form  the  properties  of  the  system.  In  this 
example,  the  property  of  the  system  was  a  scalar  (a  single  unknown).  Last,  the  equation 
was solved numerically to obtain the solution. 
 
In the next lesson we will see these steps in greater detail. 
 
 
When should finite elements be used? 
 
Finite elements while extremely powerful should be used with caution. FEM should NOT 
be used as a black box.  
 
Let us look at some of the sources of error in a finite element solution. 
 
Translating the Physical System to the FE Model 
There  are  inherent  approximations  when  a  physical  system  is  transformed  into  a  finite 
element  model.  The  approximations  include  not  only  those  involving  the  geometry, 
boundary conditions, and like, but also the approximations inherent in the FE formulation 
(arising out of the assumptions). 
 
Errors in Parameter Values 
The material properties, the loads etc. are best estimates when input into a model. 
 
Numerical Errors 
The  solution  is  obtained  numerically  and  is  susceptible  to  numerical  errors    truncation 
and round-off. 
 
Of these three, the first two play a very major role for most of the problems. 
 
Finally, note that there are some classes of problems that can be solved more appropriately 
by other techniques such as finite differences, finite strips, boundary elements, etc. 
 
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Lesson 2: The Six Steps 
Objectives: In this lesson we will look at the six steps in a typical finite element solution. 
-  To understand the basics of the direct stiffness method. 
-  To  understand  the  concepts  associated  with  primary  unknowns,  elements,  nodes, 
element equations, assembly, boundary conditions and solution. 
-  To be able to apply the method to solving a variety of one-dimensional problems. 
 
Suggested Reading 
Reference  Pages 
T1  The direct stiffness method is not discussed here. However you 
may read the pages 9-13 that discusses the Rayleigh-Ritz Method 
that  is  closely  tied  to  the  Variational  approach  that  we  will  see 
later. 
T2  While  the  term  direct  stiffness  method  is  not  used,  pages  7-37 
illustrate the basic ideas. 
T3   
 
 
You can also refer to Huebner and Thornton, The Finite Element Method for Engineers, 2
nd
 
Edition, Wiley (Chapter 2). 
 
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The Six Steps 
 
We will look at the six major steps in a typical finite element problem by using examples 
from different engineering areas. These examples will deal with discrete systems. These are 
systems similar to the roof truss example shown earlier. The elements are essentially one-
dimensional.  Their  geometry  and  properties  are  described  by  a  single  spatial  variable  x . 
Refer to the Illustrative Example T2L1-1 from the previous lesson to reflect on some of the 
terminology. 
 
Step 1: Discretization 
The  process  of  breaking  the  system  or  structure  into  elements  is  quite  simple  (unlike 
creating  the  triangles  in  the  barricade  example)  for  systems  involving  discrete  elements. 
The discrete elements are the finite elements. 
 
Step 2: Element Equations 
To develop the equations that capture the behavior of a typical element, we need to know 
the physics of the problems. In the next few sections we will illustrate how this is done for 
discrete problems in a variety of engineering problems. 
 
We  will  look  at  some  engineering  applications  in  the  areas  of  solid  mechanics,  heat 
transfer,  fluid  flow  and  electrical  networks.  The  motivation  is  to  show  the  similarities 
between  these  different  specialty  areas  and  point  out  that  the  differences  are  purely  based 
on the physics of the problem. 
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Linear Springs (Primary unknowns: Displacements) 
The  physical  problem  is  one  involving  a  collection  of  springs  that  are  acted  upon  by 
external  forces.  The  intent  is  to  calculate  the  deformation  and  force  in  every  spring.  We 
will use the following terminology - the primary unknown is displacement (this is what we 
wish  to  compute  first)  and  the  force  in  the  spring  is  a  derived  variable  (one  that  can  be 
computed  provided  we  have  the  values  of  the  primary  variables).  Consider  the  free-body 
diagram of a typical linear spring  i  as shown in the figure below. 
 
x
a
b
k
u
u
f
f
i
a
b
a
b
 
Fig. T2L2-1 
 
The  spring  element  is  defined  in  terms  of  two  nodes  that  are  labeled  a   and  b . 
a
u  
represents the displacement of node  a  and 
a
f  is the force acting at node  a . Note that the 
displacements  and  forces  are  all  shown  acting  in  the  positive  coordinate  direction.  In  a 
general  derivation  we  always  assume  that  all  the  unknown  quantities  are  positive  (the 
solution to an actual problem will tell us the sign associated with a specific unknown). The 
spring constant of the element is 
i
k . In any linear spring 
 
k
f
u =                    (T2L2-1) 
Now let us look at the free-body diagrams of the two nodes. 
 
x
a
b
f
f ) )
k k (u (u - u - u
a
b
i i
a b b a
 
 
Using the concept of equilibrium 
 
b i a i b a i a
  u k u k u u k f    =  = ) (               (T2L2-2) 
 
a i b i a b i b
  u k u k u u k f    =  = ) (               (T2L2-3) 
 
These two equations can be written in the form of matrix equations as 
 
)
`
=
)
`
  
b
a
b
a
i
f
f
u
u
k
1 1
1 1
              (T2L2-4) 
 
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or, 
1 2 1 2 2 2     
  = f u k                   (T2L2-5) 
 
where 
2 2
k  is the element stiffness matrix 
 
1 2
u  is the element nodal displacements vector 
 
1 2
f  is the element nodal forces vector 
 
These are the element equations that capture the concepts of equilibrium-compatibility for 
a typical spring. 
 
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1D Heat Flow (Primary unknowns: Temperature) 
The physical problem is one involving a collection of thermal elements that are essentially 
in a one-dimensional heat flow. The intent is to calculate the temperature distribution and 
the heat flux. Consider the diagram of a typical thermal element  i  as 
 
x
k
T
q
q
T
a b
t
i
a
a
b
b
  
Fig. T2L2-2 
 
Using Fouriers Law 
 
dx
dT
kA q    =                   (T2L2-6) 
where  q   is  the  heat  flux  or  energy  flow  in  the  x   direction(positive  if  entering  the 
element),  k   is  the  thermal  conductivity  that  is  assumed  to  be  a  constant,  T   is  the 
temperature and  A is the area. With reference to the typical element, at the two nodes we 
have 
 
t
T T
A k q
  b a
i a
) (   
=                 (T2L2-7) 
 
t
T T
A k q
  a b
i b
) (   
=                 (T2L2-8) 
These equations can be written in the matrix form as  
)
`
=
)
`
  
b
a
b
a
i
q
q
T
T
t
A k
1 1
1 1
              (T2L2-9) 
 
or, 
1 2 1 2 2 2     
  = q T k                  (T2L2-10) 
 
where 
2 2
k  is the element thermal conductivity matrix 
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1 2
T  is the element nodal temperature vector 
 
1 2
q  is the element nodal flux vector 
These  are  the  element  equations  that  capture  the  concepts  of  conservation  of  energy  or 
energy balance for a typical thermal element. 
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Pipe Flow (Primary unknowns: Pressure) 
The physical problem is one involving a collection of pipes. The intent is to calculate the 
pressure (at the ends of the pipe) and the flow. Let us assume that the pipes are circular and 
the flow is fully developed laminar flow. Consider a typical fluid pipe element  i  as 
 
p
p
Q
Q
a
L
b
b
a
b
a  
Fig. T2L2-3 
 
Using Darcys Law, the pressure drop between the ends of a pipe 
 
4 2 1
128
D
QL
p p
t
  
=                  (T2L2-11) 
where  L  is the length of the pipe,  Q is the flow (positive if entering the element),    is the 
dynamic  viscosity  and  D is the pipe diameter. The flows entering the ends of the typical 
pipe are given as 
  ) (
128
4
b a a
  p p
L
D
Q    =
t
              (T2L2-12) 
  ) (
128
4
a b b
  p p
L
D
Q    =
t
              (T2L2-13) 
These equations can be written in the matrix form as  
)
`
=
)
`
  
b
a
b
a
Q
Q
p
p
L
D
1 1
1 1
128
4
t
            (T2L2-14) 
 
or, 
1 2 1 2 2 2     
  = Q p k                 (T2L2-15) 
 
where 
2 2
k  is the element fluidity matrix 
 
1 2
p  is the element nodal pressure vector 
 
1 2
Q  is the element nodal flow vector 
 
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These are the element equations that capture the concepts of conservation of mass or mass 
balance for a typical fluid pipe element. 
 
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Electrical Network (Primary unknowns: Voltage) 
The physical problem is one involving an electrical network. The intent is to calculate the 
voltage (at the ends of the resistors or elements). Consider a typical element  i  as 
 
x
a
b
r
V
V
I
I
i
a
b
a
b  
 
Fig. T2L2-4 
 
Using Ohmss Law, the voltage drop between the ends of an element 
  rI V V   = 
2 1
                  (T2L2-16) 
where  r  is the resistance,  I  is the current (positive if entering the element), and  V  is the 
voltage. The current entering the ends of the typical element are given as 
  ) (
1
b a
i
a
  V V
r
I    =                 (T2L2-17) 
  ) (
1
a b
i
b
  V V
r
I    =                 (T2L2-18) 
These equations can be written in the matrix form as  
)
`
=
)
`
  
b
a
b
a
i
  I
I
V
V
r 1 1
1 1
1
              (T2L2-19) 
 
or, 
1 2 1 2 2 2     
  = I V k                  (T2L2-20) 
 
where 
2 2
k  is the element resistivity matrix 
 
1 2
V  is the element nodal voltage vector 
 
1 2
I  is the element nodal current vector 
 
These are the element equations that capture the concepts of electrical flow and continuity 
in a typical resistor. 
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Step 3: Assembly 
The obvious question is What do we do with the element equations? The answer is provided 
with respect to an example shown below. 
 
Illustrative Example T2L2-1 
The figure shows a collection of 4 springs that is loaded with two concentrated forces. 
 
1
1
2
3 4
2
4
3
X
5
k
k
k
P
P
k
2
1
3
3
4
4
 
Fig. T2L2-5 
 
The  first  task  is  to  number  the  nodes.  We  have  labeled  the  nodes  starting  at  1, 
consecutively  all  the  way  to  5.  Designating  a  node  as  1  or  2    is  arbitrary.  Next,  the 
elements are labeled starting at 1 consecutively all the way to 4. Hence, the finite element 
mesh has 5 nodes and 4 elements. Each node has one unknown variable associated with it  
the  displacement  at  the  node.  In  FE  terminology,  we  state  that  there  is  one  degree  of 
freedom  (DOF)  per  node.  The  problem  is  described  in  terms  of  a  total  of  5  DOF  - 
{   }
5 4 3 2 1
, , , ,   D D D D D .  What  we  have  done  here  is  what  needs  to  be  done  in  Step  1  with 
respect to discretizing a problem. 
 
Lets go ahead and implement Step 2 for this problem. 
 
Element 1:  2 = a  and  3 = b  
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)
`
=
)
`
  
1
3
1
2
3
2
1
1 1
1 1
f
f
D
D
k               (T2L2-21) 
 
Element 2:  1 = a  and  2 = b  
)
`
=
)
`
  
2
2
2
1
2
1
2
1 1
1 1
f
f
D
D
k               (T2L2-22) 
 
 
 
Element 3:  2 = a  and  4 = b  
)
`
=
)
`
  
3
4
3
2
4
2
3
1 1
1 1
f
f
D
D
k               (T2L2-23) 
 
Element 4: 4 = a  and  5 = b  
)
`
=
)
`
  
4
5
4
4
5
4
4
1 1
1 1
f
f
D
D
k               (T2L2-24) 
 
A  slightly  different  notation  is  used  above  with  respect  to  applying  Eqn.  (T2L2-4).  The 
element  nodal  displacements  are  mapped  from  the  generic 
a
u   and 
b
u   to  the  appropriate 
global  designation 
n
D .  The  forces  acting  at  the  ends  of  the  element  are  denoted 
j
i
f  
meaning  that  the  force  is  acting  at  end  i   of  element  j   (the  superscript  j   is  necessary  to 
differentiate the contributions made by different elements that share a node). 
 
The  assembly  process  is  now  to  take  these  8  equilibrium-compatibility  equations  and 
construct  5  equilibrium-compatibility  equations  for  the  entire  system.  The  system 
equations look like 
 
(
(
(
(
(
(
5
4
3
2
1
5
4
3
2
1
55 54 53 52 51
45 44 43 42 41
35 34 33 32 31
25 24 23 22 21
15 14 13 12 11
F
F
F
F
F
D
D
D
D
D
K K K K K
K K K K K
K K K K K
K K K K K
K K K K K
          (T2L2-25a) 
 
or, 
1 5 1 5 5 5     
  = F D K                 (T2L2-25b) 
where  K  is the global (or, structural, or, system) stiffness matrix,  D and  F are the vector 
of global nodal displacements and global nodal forces respectively. 
 
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But how do we construct Eqns. (T2L2-25)? Now back to the element equations. The first 
equation  for  element  1  is  the  equilibrium-compatibility  of  element  1  along 
2
D . Similarly, 
the second equation for element 2 and the first equation for element 3 are the equilibrium-
compatibility  along 
2
D .  Hence  these  three  equations  combine  to  generate  the  second 
global equation. In a similar manner we can collect the appropriate equations for the other 
four DOFs. 
 
However, one recommended way to assemble is to go through sequentially one element at 
a time and update Eqn. (T2L2-25). Hence after using the Eqns. (T2L2-21) for element 1 we 
have 
 
(
(
(
(
(
(
  
0
0
0
0 0 0 0 0
0 0 0 0 0
0 0 0
0 0 0
0 0 0 0 0
1
3
1
2
5
4
3
2
1
1 1
1 1
f
f
D
D
D
D
D
k k
k k
           (T2L2-26) 
 
After using Eqns. (T2L2-22) for element 2 we have 
 
+
=
(
(
(
(
(
(
   + 
  
0
0
0 0 0 0 0
0 0 0 0 0
0 0 0
0 0
0 0 0
1
3
2
2
1
2
2
1
5
4
3
2
1
1 1
1 2 1 2
2 2
f
f f
f
D
D
D
D
D
k k
k k k k
k k
        (T2L2-27) 
 
After using Eqns. (T2L2-23) for element 3 we have 
 
+ +
=
(
(
(
(
(
(
    + + 
  
0 0 0 0 0 0
0 0 0
0 0 0
0
0 0 0
3
4
1
3
3
2
2
2
1
2
2
1
5
4
3
2
1
3 3
1 1
3 1 3 2 1 2
2 2
f
f
f f f
f
D
D
D
D
D
k k
k k
k k k k k k
k k
    (T2L2-28) 
 
Finally, after all the four elements have been assembled 
 
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+
+ +
=
(
(
(
(
(
(
    + + 
  
4
5
4
4
3
4
1
3
3
2
2
2
1
2
2
1
5
4
3
2
1
4 4
4 4 3 3
1 1
3 1 3 2 1 2
2 2
0 0 0
0 0
0 0 0
0
0 0 0
f
f f
f
f f f
f
D
D
D
D
D
k k
k k k k
k k
k k k k k k
k k
    (T2L2-29) 
 
Now comparing the system load vector to the Fig. T2L2-5,  0
3
2
2
2
1
2
  = + +   f f f , 
3
1
3
  P f   =  and 
4
4
4
3
4
  P f f   = + . 
1
F  and 
5
F  are not known and are the support reactions that develop at the 
two  supports.  Interestingly  enough 0
1
 = D   and  0
5
 = D ,  a  fact  that  we  will  use  in  the  next 
step. 
Hence the equations reduce to 
(
(
(
(
(
(
    + + 
  
5
4
3
1
5
4
3
2
1
4 4
4 4 3 3
1 1
3 1 3 2 1 2
2 2
0
0 0 0
0 0
0 0 0
0
0 0 0
F
P
P
F
D
D
D
D
D
k k
k k k k
k k
k k k k k k
k k
      (T2L2-30) 
 
The rest of the problem will be solved using numerical data. Let  
 
4 1
10   k
in
lb
k   = = , 
in
lb
k 15
3
 = , 
in
lb
k 20
2
 = ,  lb F 100
3
 = ,  lb F 50
4
 =  
 
 
Step 4: Imposition of Boundary Conditions 
 
Eqns. (T2L2-29) cannot be solved for two reasons  first we do not know the RHS vector 
completely  and  second,  the  K   matrix  is  singular!  The  boundary  conditions  for  the  given 
problem  refer  to  the  essential  boundary  conditions  (EBC),  i.e.  0
1
 = D and  0
5
 = D . 
Imposing the EBCs will make it possible to solve the system equations. 
 
Since 0
1
 = D , the first equation is not necessary to solve for the other unknowns. Similarly, 
since  0
5
 = D ,  the  last  equation  is  not  necessary  to  solve  for  the  other  unknowns.  These 
two  conditions  can  be  simply  imposed  by  modifying  the  first  and  the  last  equations  and 
the columns corresponding to 
1
D  and 
5
D , i.e. the first and the last columns
4
. Hence, 
 
                                                                       
4
 The LHS is  KD and involves matrix multiplication. 
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(
(
(
(
(
(
    + +
0
0
0
1 0 0 0 0
0 0 0
0 0 0
0 0
0 0 0 0 1
4
3
5
4
3
2
1
4 3 3
1 1
3 1 3 2 1
P
P
D
D
D
D
D
k k k
k k
k k k k k
        (T2L2-31a) 
 
or,  1 5
1 5
5 5   
   = F D K                 (T2L2-31b) 
 
where  the  parameters  are  the  modified  global  stiffness,  global  displacement  and  modified 
global load vector respectively. 
 
This  method  of  imposing  the  EBC  is  known  as  the  direct  or  elimination  approach. 
Examine the above equations  the first and the last equations are decoupled from the rest 
and solving them yields  0
1
 = D  and  0
5
 = D  which is what we set out to do. 
 
Now substituting the numerical values, we have 
 
(
(
(
(
(
(
   
0
50
100
0
0
1 0 0 0 0
0 25 0 15 0
0 0 10 10 0
0 15 10 45 0
0 0 0 0 1
5
4
3
2
1
D
D
D
D
D
          (T2L2-32) 
 
 
Step 5: Solution of Primary Unknowns 
 
The system equations can be solved using a variety of techniques. Some of the more important 
techniques used in FE programs are 
(a)  Direct  Method:  Gaussian  Elimination  Technique  (examples  include 
T
LDL   or  Cholesky 
Decomposition for symmetric, positive definite coefficient matrix), and 
(b) Iterative Method: Preconditioned Conjugate Gradient Method. 
While  the  theory  is  somewhat  standard  for  these  techniques,  there  exist  tens  of  ways  of 
implementing the solution techniques. 
 
Solving Eqns. (T2L2-32), we have  {   }   {   } 0 , 5 , 15 , 5 , 0 , , , ,
5 4 3 2 1
  = D D D D D   in . 
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Step 6: Obtaining Derived Variables 
 
Using  the  nodal  displacements  we  can  now  compute  the  forces  in  the  springs  and  the 
support reactions. 
 
Using Eqns. (T2L2-4) for each element (units are  in  and  lb ). 
 
Element 1:  
)
`
=
)
`
=
)
`
  
b
a
f
f
100
100
15
5
1 1
1 1
10             (T2L2-33) 
 
 
 
Element 2:  
)
`
=
)
`
=
)
`
  
b
a
f
f
100
100
5
0
1 1
1 1
20             (T2L2-34) 
 
Element 3:  
)
`
=
)
`
=
)
`
  
b
a
f
f
0
0
5
5
1 1
1 1
15             (T2L2-35) 
 
Element 4: 
)
`
=
)
`
=
)
`
  
b
a
f
f
50
50
0
5
1 1
1 1
10             (T2L2-36) 
 
Lets interpret one of these results by selecting Element 2. The FBD for the element is 
 
x
1
100 100
2
k
2
 
 
Fig. T2L2-6 
 
indicating that the spring is in equilibrium (and in tension). Draw the FBDs for all the 
other elements. 
 
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Finally, lets draw the FBD for nodes 1 and 2. 
 
X
1
2
100
100
0
100
F
1
 
 
Fig. T2L2-7 
 
Again note that each node should be in equilibrium. Using the FBD of node 1 
 
 
+ 
=  +  = = 100 100 0
1 1
  F F F
x
 
and  the  reaction  at  node  1  (a  support)  is  lb 100 .  An  examination  of  Node  2  FBD  shows 
that it is in equilibrium. 
 
 
Some Important Observations 
 
-  The element stiffness matrix  k  is symmetric and singular. 
-  The global stiffness matrix  K  is symmetric, banded and singular. 
-  The modified global stiffness matrix  K  is symmetric, banded and nonsingular (positive 
definite). 
-  It  will  be  necessary  to  look  at  the  imposition  of  the  EBC  again  in  order  to  handle 
situations where the EBCs are non-homogeneous. 
 
Consider the set of equations shown below. 
(
(
(
3
2
1
3
2
1
33 32 31
23 22 21
13 12 11
b
b
b
x
x
x
A A A
A A A
A A A
              (T2L2-38) 
 
We will first rewrite the equations as 
1 3 13 2 12 1 11
  b x A x A x A   = + +  
2 3 23 2 22 1 21
  b x A x A x A   = + +                (T2L2-39) 
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3 3 33 2 32 1 31
  b x A x A x A   = + +  
 
Let the EBC be such that  c x =
2
, a known constant. Imposing the EBC in the first and last 
equations, we have 
  c A b x A b x A x A
12 1 2 12 1 3 13 1 11
   =  = +  
  c A b x A b x A x A
32 3 2 32 3 3 33 1 31
   =  = +  
 
Since  c x =
2
, the second equation can be modified to 
  c x x x   = + +
3 2 1
) 0 ( ) 1 ( ) 0 (  
Collecting the three modified equations, we now have 
(
(
(
c A b
c
c A b
x
x
x
A A
A A
32 3
12 1
3
2
1
33 31
13 11
0
0 1 0
0
            (T2L2-40) 
which can be solved for the unknown vector  x . Note that  c  can be any known number 
including zero. 
 
 
 
Summary 
 
The six major steps in a typical finite element solution are as follows. 
 
Step 1: Discretization 
The problem domain is discretized into a collection of simple shapes (or, elements). 
 
Step 2: Element Equations 
Knowing the physics of the problem once can develop the element equations for a typical 
element.  These  equations  are  symbolic,  and  can  be  evaluated  numerically  by  substituting 
the  numerical  values  for  the  symbols  (problem  parameters).  The  primary  unknowns  are 
evaluated at the nodes of the elements. 
 
Step 3: Assembly 
The element equations for each element in the FE mesh needs to be assembled into a set of 
global equations that represent the properties of the entire system. 
 
Step 4: Imposition of Boundary Conditions 
The  global  equations  cannot  be  solved  unless  the  boundary  conditions  are  imposed.  The 
boundary conditions reflect which of the primary unknowns have known values. 
 
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Step 5: Solution of Primary Unknowns 
The modified global equations from Step 4 are solved for the primary unknowns. One has 
to  be  careful  about  issues  like  condition  number  of  the  stiffness  matrix  and  round-off 
errors. 
 
Step 6: Obtaining Derived Variables 
The evaluated values of the primary unknowns are used to obtain derived values using the 
relationships between the primary unknowns and the derived variables. 
 
Finally, one must use the computed answers to check whether the physical solution makes 
sense. In the example, we checked for the equilibrium of the nodes and elements. 
 
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Review Exercises 
Problem T2L1-1 
Estimate the area of the circle of unit radius using Mesh A and Mesh B. Compare the two 
solutions. 
Problem T2L2-1 
A uniform bar is made up of two sections is loaded by concentrated nodal forces as shown. 
Use  a  two-element  finite  element  model  to  compute  the  nodal  displacements,  element 
forces and stresses. Hint: The stiffness  k  of a bar of length  L , uniform cross-sectional area 
A and modulus of elasticity  E  is 
L
AE
k = .  
 
0.5 k
3
2
A =  2 in
   60 in
1 k
120 in
E =  10  psi
 
E =  5(10 ) psi
2
1
A=  1.25 in
2
2
7
6
 
 
Problem T2L2-2 
A  composite  wall  consists  of  layers  of  aluminum,  copper,  and  steel.  The  surface 
temperatures  are  K
264 and K
. 
 
1
2
3
1
3
3
4
3
P = 0 0.085m /s
 
Problem T2L2-4 
The voltages at the output terminals of the DC circuit have the values shown. Use a four-
node  finite  element  model  to  compute  the  voltages  at  each  node  and  the  current  in  each 
resistor. 
1
2
3
4
1
1
4
4
4 5
3
2
V =20 V
V =0
I
I
O O
O
O
1
2
3
4
 
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 Topic 3: The Galerkins Met hod 
"Engineering problems are under-defined, there are many solutions, good, bad 
and indifferent. The art is to arrive at a good solution. This is a creative activity, 
involving imagination, intuition and deliberate choice.  Ove Arup 
Lesson 1: Method of Weighted Residuals. 
Objectives:  In  this  lesson  we  will  look  at  Method  of  Weighted  Residuals  to  solve  one-
dimensional differential equations and the Galerkins method in particular. 
  
-  To understand the Method of Weighted Residuals. 
-  To  understand  the  Galerkins  Method  and  concepts  associated  with  trial  solution, 
optimizing criteria, accuracy. 
 
Suggested Reading 
Reference  Pages 
T1  13-16 
T2  Section 2.3 
T3  Chapter 3 
 
 
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Background 
 
One-dimensional  boundary-value  problems  have  several  applications  some  of  which  we 
saw  in  the  context  of  the  direct  stiffness  method  in  the  previous  topic.  We  will  list  some 
additional problems below. 
 
Solid Mechanics  Transverse deflection of a cable 
Hydrodynamics  One-dimensional  flow  in  an 
inviscid, incompressible fluid 
Magnetostatics  One-dimensional  magnetic 
potential distribution 
Heat Conduction  One-dimensional  heat  flow  in  a 
solid medium 
Electrostatics  One-dimensional  electric  potential 
distribution 
 
Consider a one-dimensional boundary value problem (also known as equilibrium problem) 
given by 
  ) ( ) ( ) (
2
2
x F y x Q
dx
dy
x P
dx
y d
= + +             (T3L1-1) 
If  P  and  Q are constants, then 
) (
2
2
x F Qy
dx
dy
P
dx
y d
= + +               (T3L1-2) 
The total solution is 
  ..... ) ( ' ) ( ) (
1 0
2 1
+ + + + =   x F C x F C Be Ae x y
  x x    
        (T3L1-3) 
where  the  constants  of  integration  A  and  B   can  be  found  by  substituting  the  two 
boundary conditions into Eqn. (T3L1-2). Note that we need two boundary conditions for 
the problem to be well-posed. 
 
The boundary conditions are of three types. 
(a) The function  y  may be specified. This is known as the Dirichlet or Essential boundary 
condition. 
(b)  The  derivative ' y   may  be  specified.  This  is  known  as  the  Neumann  or  Natural 
boundary condition. 
(c) The function  y  and the derivative  ' y  may be specified. This is known as the Mixed or 
Robin boundary condition. 
 
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In  the  FE  solution,  an  approximate  or  trial  solution 
~
( ) y   x   is  constructed  and  solved  for
5
. 
The FE approach has three distinct operations. 
(a) A trial solution 
~
( ) y   x is constructed. 
(b) An optimizing criterion is applied to 
~
( ) y   x . 
(c) An estimation of the accuracy of 
~
( ) y   x  is made. 
 
Trial Solution 
The trial solution is constructed with a finite number of terms as 
  ) ( ...... ) ( ) ( ) ( ) ; (
2 2 1 1 0
~
x a x a x a x a x y
  n n
| | | |   + + + + =         (T3L1-4) 
where  ) (x
i
|   are  known  trial  or  basis  functions  and  the  coefficients 
i
a   are  undetermined 
parameters known as degrees of freedom (DOF). The purpose of the trial function  ) (
0
  x |  is 
to  satisfy  some  or  all  of  the  boundary  conditions.  The  most  common  form  of  trial 
solutions is to use polynomials. We will see more about this later. 
 
Optimizing Criterion 
The optimizing criterion is used to generate the appropriate equations so that we can solve 
for the numerical values of the coefficients 
i
a . As you can guess, the optimizing criterion is 
not  unique  and  different  approaches  define  what  is  meant  by  the  best  possible 
approximation to the exact solution. The two most common forms are 
(a)  The Method of Weighted Residuals (MWR)  applicable when the problem is described 
by differential equations, and 
(b)  The Ritz Variational Method (RVM) - applicable when the problem is described by integral 
(or, variational) equations. 
 
In  this  lesson,  the  focus  is  on  the  former  method.  In  the  MWR,  the  criteria  minimize  an 
expression  of  error  in  the  differential  equation.  In  the  RVM,  an  attempt  is  made  to 
extremize  (typically,  minimize)  a  physical  quantity.  We  will  see  this  approach  in  the 
second module of this course. 
 
Accuracy Estimate 
Since the FE solution is usually approximate and since for practical problems it is virtually 
impossible  to  generate  or  estimate  the  exact  solution,  we  need  a  measure  to  tell  us  how 
                                                                       
5
 Those familiar with the finite difference solution will note that there are two approaches to solving the boundary-value 
ODE  the shooting (initial-value) method and the equilibrium (boundary-value) method. 
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close  the  FE  solution  is  to  the  exact  solution.  We  will  illustrate  the  ideas  and  estimates 
later. 
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Method of Weighted Residuals 
 
There  are  at  least  four  different  optimizing  criteria  and  we  will  see  them  in  this  lesson. 
Consider the differential equation (T3L1-1) rewritten as 
  0 ) ( ) ( ) (
2
2
=  + +   x F y x Q
dx
dy
x P
dx
y d
            (T3L1-5a) 
or,  0 ) ( ) (   =     x F y                 (T3L1-5b) 
 
Substituting the trial solution, we have, in general 
0 ) ( ) ( ) ; (
~
=   =   x F y a x R               (T3L1-6) 
 
) ; (   a x R   is  known  as  the  residual  or  error  in  the  solution.  In  the  MWR,  the  optimizing 
criterion is to find the numerical values for 
i
a  which will make  ) ; (   a x R  as close to zero as 
possible  for  all  values  of  x   throughout  the  domain  of  the  problem.  Once  a  specific 
criterion is applied, a set of algebraic equations is produced. As you can see, the process is 
to transform the original (linear) ODE to a set of linear algebraic equations. 
 
Collocation Method 
In this method, for each of the parameter 
i
a  a point 
i
x  is chosen and the residual is set to 
zero at that point. 
  0 ) ; (   = a x R
  i
    n i ,.., 1 =             (T3L1-7) 
The points
  i
x  are known as the collocation points. Note that we are setting the error in the 
residual, not the error in the solution, to zero. 
 
Subdomain Method 
In this method, for each of the parameter 
i
a  an interval 
i
x A  is chosen and the average of 
the residual is set to zero. 
  0 ) ; (
1
=
A
 }
A
  i
x i
dx a x R
x
    n i ,.., 1 =           (T3L1-8) 
The intervals 
i
x A  are called the subdomains. 
 
Least-squares Method 
In this method, with respect to each 
i
a  we minimize the integral over the entire domain, 
the square of the residual. 
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0 ) ; (
2
=
c
c
}
O
  dx a x R
a
i
    n i ,.., 1 =           (T3L1-9) 
 
The Galerkins Method 
In  this  method,  for  each 
i
a   we  require  that  a  weighted  average  of  the  residual  over  the 
entire  domain  be  zero.  The  weighting  functions  are  the  trial  functions  ) (x
i
|   associated 
with each 
i
a . 
0 ) ( ) ; (   =
}
O
  dx x a x R
  i
|     n i ,.., 1 =           (T3L1-10) 
 
The  natural  question  is  Which  of  these  techniques  is  the  most  appropriate?  A  detailed 
answer  is  outside  the  scope  of  this  course.  However,  experience  has  shown  that  the 
Galerkins  Method  is  the  most  suitable  for  the  type  of  finite  element  applications  to  be 
seen in this course. 
 
In the next lesson, we will apply the Galerkins Method in the classical sense. In the next 
topic we will overcome the drawbacks of the classical approach and use the finite element 
concepts. 
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Lesson 2: Galerkins Method 
Objectives:  In  this  lesson  we  will  look  at  applying  the  Galerkins  Method  (in  the 
theoretical or classical sense) and understanding its traits. 
  
-  To apply the Galerkins Method. 
-  To  understand  the  concepts  of  trial  solution,  accuracy,  classical  solution,  numerical 
solution and convergence. 
 
Suggested Reading 
Reference  Pages 
T1   
T2  56-60 
T3  Chapter 3 
 
 
 
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An Illustrative Example T3L2-1 
 
Let us look at an example to see how the Galerkins Method works. Consider the problem 
 
DE: 
2
2 ) (
x dx
x dy
x
dx
d
=
|
.
|
\
|
    2 1   s s x           (T3L2-1) 
BC:  2 ) 1 (   = = x y                   (T3L2-2) 
 
2
1
2
=
|
.
|
\
|
= x
dx
dy
x                 (T3L2-3) 
 
Classical (or, Theoretical) Solution 
Let us assume the trial solution as 
 
3
4
2
3 2 1
~
x a x a x a a y   + + + =               (T3L2-4a) 
Hence, 
 
2
4 3 2
~
3 2   x a x a a
dx
y d
+ + =               (T3L2-4b) 
In order to satisfy the BC, we need 
 
3
4
2
3 2 1
~
) 1 ( ) 1 ( ) 1 ( 2 ) 1 (   a a a a x y   + + + = = =  
or,  2
4 3 2 1
  = + + +   a a a a                 (T3L2-5) 
And, 
 
4 3 2
2
~
24 8 2
2
1
a a a
dx
y d
x
x
   = =
|
|
|
.
|
\
|
=
 
or, 
4
1
12 4
4 3 2
   = + +   a a a                (T3L2-6) 
Eqns.  (T3L2-5)  and  (T3L2-6)  are  known  as  constraint  equations  since  the  4 
i
a s  in  Eqn. 
(T3L2-4a)  are  no  longer  independent.  The  two  constraint  equations  render  only  2  out  of 
the  4 
i
a s  as  independent  parameters  (or,  DOF).  Using  the  two  constraint  equations  to 
write 
1
a  and 
2
a  in terms of the other two, we have 
 
4 3 2 1
2   a a a a      =                 (T3L2-7) 
 
4 3 2
12 4
4
1
a a a      =                (T3L2-8) 
Substituting these two equations in (T3L2-4a) 
  ) 11 )( 1 ( ) 3 )( 1 ( ) 1 (
4
1
2
2
4 3
~
 +  +   +   =   x x x a x x a x y       (T3L2-9) 
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This equation is now in the familiar form 
  ) ( ) ( ) ( ) ; (
2 2 1 1 0
~
x a x a x a x y   | | |   + + =             (T3L2-10) 
where    ) 1 (
4
1
2 ) (
0
    =   x x |  
    ) 3 )( 1 ( ) (
1
    =   x x x |  
    ) 11 )( 1 ( ) (
2
2
   +  =   x x x x |  
and we will assume for the sake of convenience that 
1
a and 
2
a  in (T3L2-10) are the same as 
3
a  and 
4
a  in (T3L2-9). 
 
We will now write the residual as 
  0
2 ) (
) ; (
2
~
= 
|
|
|
.
|
\
|
=
x dx
x y d
x
dx
d
a x R             (T3L2-11) 
Substituting (T3L2-10) in the above equation, we have 
 
2 2
2
1
2
) 4 3 ( 3 ) 1 ( 4
4
1
) ; (
x
a x a x a x R     +  +  =         (T3L2-12) 
Now using the Galerkins Method (Eqn. (T3L1-10)) 
  0 ) 3 )( 1 (
2
) 4 3 ( 3 ) 1 ( 4
4
1
2
1
2 2
2
1
  =  
|
.
|
\
|
    +  + 
}
  dx x x
x
a x a x  
  0 ) 11 )( 1 (
2
) 4 3 ( 3 ) 1 ( 4
4
1
2
2
1
2 2
2
1
  =  + 
|
.
|
\
|
    +  + 
}
  dx x x x
x
a x a x     (T3L2-13a) 
Integrating yields two equations 
 
+ 
+ 
=
)
`
(
(
(
2 ln 24
16
211
2 ln 8
6
29
2
81
5
41
5
41
3
5
2
1
a
a
            (T3L2-13b) 
And solving 
  138 . 2
1
 = a  and  348 . 0
2
   = a  
Hence, substituting in Eqn. (T3L2-10) yields 
 
839 . 4 629 . 4 138 . 2 348 . 0
) 11 )( 1 ( 348 . 0 ) 3 )( 1 ( 138 . 2 ) 1 (
4
1
2 ) ; (
2 3
2
~
+  +  =
 +     +   =
x x x
x x x x x x a x y
 
                      (T3L2-14) 
 
There is an important concept associated with a derived term -  flux that we have not seen 
before and should have. Flux is defined as 
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dx
dy
x x    = ) ( t                   (T3L2-15) 
Flux  has  a  physical  interpretation  and  we  will  discuss  the  concepts  in  the  next  topic. 
Substituting in Eqn. (T3L2-15), we have 
 
x x x
x x x x x x a x
629 . 4 276 . 4 043 . 1
) 2 )( 2 ( 043 . 1 ) 2 ( 276 . 4 ) 2 (
4
1
2
1
) ; (
2 3
~
+  =
+  +    + = t
    (T3L2-16) 
Finally, note that this solution is called the theoretical (or, classical) solution because of the 
manner  in  which  the  two  boundary  conditions  were  imposed.  In  this  methodology,  the 
BCs  were  imposed  on  the  trial  solution  itself  so  that  the  trial  solution  would  satisfy  the 
BCs exactly. However, this in no way implies that the solution is correct in the interior of 
the problem domain.  
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Some Important Observations 
 
-  Why did we start with a trial solution that is a cubic polynomial? Since there are two 
BCs that must be imposed, the lowest order polynomial that we could have used would 
have  been  a  quadratic  polynomial.  Imposing  the  BCs  then  would  have  left  one  free 
parameter  (or,  one  DOF).  The  choice  of  using  a  cubic  polynomial  was  an  arbitrary 
choice and we were left with two free parameters. 
-  The  classical  way  of  applying  the  BCs  can  become  extremely  cumbersome  with  more 
complex problems. 
-  How do we know whether the solution is good? One way to answer this question is to 
look at the concept of convergence. The exact solution to the problem is 
  x
x
x y ln
2
1 2
) (   + =                 (T3L2-17a) 
and 
 
2
1 2
) (    =
x
x t                   (T3L2-17b) 
Convergence  can  be  checked  by  starting  with  a  low-order  polynomial  and  increasing 
the order of the polynomial gradually. The different trial functions should converge to 
a  solution.  If  we  had  started  with  a  quadratic  polynomial,  the  Galerkins  solution 
would have been 
 
531 . 3 958 . 1 427 . 0
) 3 )( 1 ( 427 . 0 ) 1 (
4
1
2 ) ; (
2
~
+  =
  +   =
x x
x x x a x y
          (T3L2-18) 
and 
  x x x x x 958 . 1 854 . 0 ) 2 ( 854 . 0 ) 2 (
4
1
2
1
2
~
+  =    + = t       (T3L2-19) 
In the previous section, with the trial solution as a cubic polynomial the solution was 
 
839 . 4 629 . 4 138 . 2 348 . 0
) 11 )( 1 ( 348 . 0 ) 3 )( 1 ( 138 . 2 ) 1 (
4
1
2 ) ; (
2 3
2
~
+  +  =
 +     +   =
x x x
x x x x x x a x y
 
and 
 
x x x
x x x x x x a x
629 . 4 276 . 4 043 . 1
) 2 )( 2 ( 043 . 1 ) 2 ( 276 . 4 ) 2 (
4
1
2
1
) ; (
2 3
~
+  =
+  +    + = t
 
What if we had started with a quartic polynomial? The solution is then 
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277 . 5 848 . 5 3725 . 3 888 . 0 0864 . 0
) 31 )( 1 ( 0864 . 0
) 11 )( 1 ( 8881 . 0 ) 3 )( 1 ( 3725 . 3 ) 1 (
4
1
2 ) ; (
2 3 4
2 3
2
~
+  +  =
   + +  +
+  +     +   =
x x x x
x x x x
x x x x x x a x y
   (T3L2-20) 
and 
x x x x
x x x x x x x x x x a x
848 . 5 745 . 6 664 . 2 346 . 0
) 4 2 )( 2 ( 346 . 0 ) 2 )( 2 ( 664 . 2 ) 2 ( 745 . 6 ) 2 (
4
1
2
1
) ; (
2 3 4
2
~
+  +  =
+ +   +  +    + = t
 
(T3L2-20) 
We will now plot the three trial functions and the exact solution both for the function and 
the flux. 
 
1.25
1.50
1.75
2.00
1.0 1.2 1.4 1.6 1.8 2.0
0.0864*x*x*x*x-0.888*x*x*x+3.3725*x*x-5.848*x+5.277
-0.348*x*x*x+2.138*x*x-4.629*x+4.839
0.427x*x-1.958*x+3.531
2/x+0.5*ln(x)
x
y
Comparison of Solutions
 
Fig. T3L2-1 Comparison of the function 
 
While some difference can be noted between the quadratic and the exact solution, there is 
very  little  difference  between  the  cubic,  quartic  and  the  exact  solutions.  Note  that  all  the 
solutions have the same function value at the left boundary point  1 = x . 
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0.25
0.50
0.75
1.00
1.25
1.50
1.0 1.2 1.4 1.6 1.8 2.0
-0.346*x*x*x*x+2.664*x*x*x-6.745*x*x+5.848*x
1.043*x*x*x-4.276*x*x+4.626*x
-0.854*x*x+1.958*x
(2/x)-0.5
x
t
Comparison of Solutions
 
Fig. T3L2-2 Comparison of the flux 
 
The differences between the exact solution and the three Galerkins solutions with respect 
to  the  flux  is  a  different  matter  altogether.  The  error  in  the  flux  from  the  quadratic 
solution  is  large.  However,  the  error  decreases  with  the  cubic  and  the  quartic  functions. 
Note that all the solutions have the same flux value at the right boundary point  2 = x . The 
message here is quite clear  (a) small errors in the function do not translate to small errors 
in  the  flux  that  involve  the  derivatives  of  the  function,  and  (b)  increasing  order 
(polynomials) trial functions yield better and converging solutions
6
. 
                                                                       
6
 Later we will see that the trial functions must have certain properties for this to be true. If we keep on increasing order 
of the trial solution will we converge to the exact solution for this problem? 
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Summary 
 
The  residual  function  is  the  function  corresponding  to  the  original  differential  equation 
(with  all  the  terms  on  the  LHS)  in  which  an  approximate  solution  is  substituted.  It 
measures  how  close  the  approximation  is  to  satisfying  the  DE  but  does  not  tell  us  how 
close  the  approximation  is  to  the  exact  solution.  The  Method  of  Weighted  Residuals 
converts  the  original  DE  into  a  set  of  algebraic  equations  that  are  much  easier  to  solve. 
There  are  different  approaches  used  in  terms  of  weighting  the  residual.  Of  all  the 
techniques  discussed,  the  Galerkins  Method  is  by  far  the  most  suitable  for  the  type  of 
problems encountered in engineering analysis. 
 
In the lessons in this topic, we saw how to assume the approximate solution called the trial 
solution  and  use  the  Galerkins  Method  to  generate  the  algebraic  equations.  The  trial 
solution  is  usually  a  polynomial  because  of  the  properties  that  they  possess  (continuous, 
differential,  easy  to  handle  etc.).  We  saw  how  to  enforce  the  boundary  conditions  on  the 
trial  solution.  We  also  looked  at  the  flux  term.  Finally,  we  also  saw  how  to  obtain  more 
accurate solutions by increasing the order of the polynomial in the trial solution. 
 
There  are  two  problems  with  this  classical  (or,  theoretical  approach).  First,  the  trial 
solution  is  valid  for  the  entire  problem  domain.  Hence  it  is  not  possible  to  accurately 
model  problems  in  which  there  are  known  discontinuities  in  the  solution  and  the  flux. 
Second,  the  manner  in  which  the  boundary  conditions  are  enforced  can  become 
cumbersome for more complex problems. In this next topic, we will see how to overcome 
both these drawbacks. 
 
 
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Review Exercises 
Problem T3L2-1 
Consider the differential equation 
  0
4
2
2
= +
  y
dx
y d
      t < < x 0  
with  1 ) 0 (   = y   and  0 ) (   = t y .  Find  the  solution  using  the  Galerkins  Method  by  assuming 
the trial solution as 
3
4
2
3 2 1
) ; (   x a x a x a a a x y   + + + = . Compare with the exact solution. 
 
Problem T3L2-2 
Consider the differential equation 
  (   ) x x x x
dx
dy
x
dx
d
110 351 204 30
12
1
2 3 4 2
+  +  =
|
.
|
\
|
      4 0   < < x  
with  1 ) 0 (   = y   and  0 ) 4 (   = y .  Find  the  solution  using  the  Galerkins  Method  by  assuming 
the trial solution as (i) a quadratic polynomial, and (ii) a cubic polynomial. Compare to the 
exact solution. 
 
Problem T3L2-3 
Consider the differential equation 
(   ) 0
) (
1   =
|
.
|
\
|
  +
dx
x dy
x
dx
d
    2 1   < < x  
with  1 ) 1 (   = = x y     1 ) 1 (
2
=
|
.
|
\
|
  + 
= x
dx
dy
x  
(a)  Using the Galerkins method with a quadratic polynomial for the trial solution obtain an 
approximate solution for both the function and the flux. 
(b)  Obtain a second approximate solution using a cubic polynomial for the trial solution. 
(c)  Compare the two solutions with each other and the exact solution. 
 
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Topic 4: 1D Problems 
""Mach 2 travel feels no different." a passenger commented on an early Concorde 
flight.  "Yes,"  Sir  George  replied.  "That  was  the  difficult  bit."-  Sir  George 
Edwards,  co-director  of  Concorde  development  Quoted  in  Kenneth 
Owen, "Concorde, New Shape in the Sky"  
Lesson 1: The Element Concept 
Objectives:  In  this  lesson  we  will  look  at  Galerkins  Method  to  solve  one-dimensional 
boundary-value problems. 
  
-  To understand the 1D Boundary Value Problems (BVP). 
-  To apply the Galerkins Method to solving the 1D BVP. 
 
Suggested Reading 
Reference  Pages 
T1  Chapter 3 
T2  Chapter 2 
T3  Chapters 4-9 
 
Integration by parts 
Evaluate    ( ) ( ) I   f   x  g  x  dx =
}
. 
Define   ( ) u   f   x =  
    ( ) dv   g  x  dx =  
Compute  ( ) du   f   x   dx ' =  
( ) v   g  x   dx =
}
 
Then    ( ) ( ) ( ) ( ) I   u  x  dv   u  x  v  x   v  x   du =   =   
}   }
 
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Overcoming Drawbacks 
In  the  previous  topic  we  looked  at  applying  the  Galerkins  Method  in  the  classical  (or, 
theoretical)  sense.  To  make  the  approach  general  and  useful  we  need  to  deviate  to  a  new 
format as shown below.  
 
Step 1: Let the trial solution be assumed as (Eqn. (T3L1-4)) 
~
0 1 1 2 2 0
1
( ; ) ( ) ( ) ( ) ...... ( ) ( ) ( )
n
n   n   j   j
j
y  x  a   x   a   x   a   x   a   x   x   a   x                
=
=   +   +   +   +   =   +
  (T4L1-1) 
 
We  will  stick  with  the  example  from  the  previous  topic.  Using  the  definition  of  the 
residual, we have 
2
~
2 ) (
) ; (
x dx
x y d
x
dx
d
a x R   
|
|
|
.
|
\
|
=             (T4L1-2) 
Since  we  have  n  parameter trial function, we need  n  residual equations (see Eqn. (T3L1-
10)) 
  0 ) ( ) ; (   =
}
b
a
x
x
i
  dx x a x R   |     n i ,..., 1 =           (T4L1-3) 
Notice  that  we  have  changed  the  limits  of  integration  (instead  of  using  1  and  2  as  the 
limits) just to make the derivation general and more useful. Substituting, we have 
  0 ) (
2 ) (
2
~
=
(
(
|
|
|
.
|
\
|
}
b
a
x
x
i
  dx x
x dx
x y d
x
dx
d
|     n i ,..., 1 =       (T4L1-4) 
 
Step  2:  Integrate  by  parts  the  highest  derivative  term  in  the  residual  equations  (which 
would  be  first  term  containing  the  second-order  derivative).  Rearranging  the  terms,  we 
have  
 
b
a
b
a
b
a
x
x
i i
x
x
i
x
x
  dx
y d
x dx
x
dx
dx
d
dx
y d
x
(
(
|
|
|
.
|
\
|
   =
 } }
  | |
|
~
2
~
2
  n i ,..., 1 =     (T4L1-5) 
Three  observations  here    (a)  the  highest  order  derivative  in  Eqn.  (T4L2-5)  is  now  lower 
(only  first  order  derivatives  compared  to  second-order  in  Eqn.  (T4L1-4)),  and  (b)  the 
stiffness term is on the LHS and the loading terms are on the RHS, and (c) the loading 
term contains the boundary flux term. 
 
Step 3: Substituting Eqn. (T4L1-1) in Eqn. (T4L1-5) and noting that 
 
=
+ =
  n
i
i
i
dx
x d
a
dx
x d
dx
a x y d
1
0
~
) ( ) ( ) ; (   | |
            (T4L1-6) 
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we have 
 
b
a
b
a
b
a
z
x
i
x
x
i j
n
j
j
x
x
i
dx
y d
x dx
x
a dx
dx
d
x
dx
d
(
(
|
|
|
.
|
\
|
   =
|
|
.
|
\
|
}
 }
=
  | |
|
|
~
2
1
2
 
        dx
dx
d
x
dx
d
b
a
x
x
i 0
| |
}
     n i ,.., 1 =     (T4L1-7) 
 
Let 
  dx
dx
d
x
dx
d
K
  j
x
x
i
ij
b
a
|
|
}
=  
and  dx
dx
d
x
dx
d
dx
y d
x dx
x
F
b
a
b
a
x
x
i
i
x
x
i i
0
~
2
2   | |
| |
  } }
  
(
(
|
|
|
.
|
\
|
   =         (T4L1-8) 
Then we can rewrite Eqn. (T4L1-7) in the matrix notation as 
 
(
(
(
(
(
(
n n nn n n
n
n
F
F
F
a
a
a
K K K
K K K
K K K
.
.
.
.
. .
. . . . .
. . . . .
. .
. .
2
1
2
1
2 1
2 22 21
1 12 11
           (T4L1-9) 
or, 
 
1 1     
  =
  n n n n
  F a K                 (T4L1-10) 
The above equations are remarkably similar to Eqns. (T2L2-25a) encountered in the Direct 
Stiffness Method. The stiffness matrix  K is symmetric since  
 
ij
i
x
x
j
ji
  K dx
dx
d
x
dx
d
K
b
a
= =
 }
  |
|
              (T4L1-8b) 
 
Step 4: Use a specific form of the trial solution 
In  the  previous  topic  we  used  a  polynomial  as  the  trial  solution.  Polynomials  are  easy  to 
deal with and we will stick with that approach here. Let us assume the solution as 
 
=
= + + =
  n
j
j j
  x a x a x a a y
1
2
3 2 1
~
) ( |             (T4L1-11) 
implying that 
  1 ) (
1
  = x |   x x = ) (
2
|  
2
3
) (   x x = |           (T4L1-12) 
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The only difference between Eqn. (T4L1-1) and the above equation is the 
0
|  term. In this 
modified approach we will be applying the BCs numerically and hence there is no need for 
the 
0
|  term. Now we are ready to compute the terms in Eqn. (T4L1-8). Using (T4L1-12) 
  0
1
=
dx
d|
  1
2
=
dx
d|
  x
dx
d
2
3
=
|
          (T4L1-13) 
 
We will compute a typical term in the stiffness matrix 
  (   )
3 3
23
3
2
) 2 )( )( 1 (
  a b
x
x
x x dx x x K
b
a
 = =
 }
            (T4L1-14) 
and a force term (in two parts) 
 
a
b
x
x
  x
x
dx x
x
F
b
a
ln 2
2
2
int
2
   =  =
 }
              (T4L1-15) 
and 
 
b
x
a
x
bnd
x
dx
y d
x x
dx
y d
x F
b a
|
|
|
.
|
\
|
 
|
|
|
.
|
\
|
 =
~ ~
2
          (T4L1-16) 
where  
int
2
F  is the interior load term and 
bnd
F
2
is the boundary load term. Similarly, the flux 
can be expressed as 
 
2
3 2
~
~
2   x a x a
dx
y d
x     =  = t               (T4L1-17) 
 
Step 5: Generate the algebraic equations as 
   (   )   (   )
(   )   (   )
  
|
|
.
|
\
|
(
(
(
(
(
(
 
 
2
~
2
~
~ ~
~ ~
3
2
1
4 4 3 3
3 3 2 2
| |
| |
| |
) ( 2
ln 2
1 1
2
3
2
0
3
2
2
1
0
0 0 0
b x a x
b x a x
x x
a b
a
b
a b
a b a b
a b a b
x x
x x
x x
x
x
x x
a
a
a
x x x x
x x x x
b a
b a
b a
t t
  t t
  t t
 (T4L1-18) 
We can now proceed further by substituting the problem data. 
 
Step 6: Substituting the numerical data. 
  1 =
a
x      2 =
b
x  
 
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(
(
(
(
(
(
= =
= =
= =
) 4 ( | |
) 2 ( | |
| |
2
2 ln 2
1
15
3
14
0
3
14
2
3
0
0 0 0
2
~
1
~
2
~
1
~
2
~
1
~
3
2
1
x x
x x
x x
a
a
a
t t
  t t
  t t
      (T4L1-19) 
 
Step 7: Applying the BCs 
First we will apply the natural boundary condition 
2
1
2
=
|
.
|
\
|
= x
dx
dy
x  
 
(
(
(
(
(
(
=
=
=
2 |
1 |
2
1
|
2
2 ln 2
1
15
3
14
0
3
14
2
3
0
0 0 0
1
~
1
~
1
~
3
2
1
x
x
x
a
a
a
t
t
t
        (T4L1-20) 
Since  the  NBC  is  applied  to  the  system  equations  it  does  not  guarantee  that  the  final 
solution will satisfy the NBC. In the classical approach, we enforced the NBC up front on 
the trial solution itself so that the final solution did satisfy the NBC. 
 
Applying  the  EBC  2 ) 1 (   = = x y   is  different  than  what  we  saw  in  the  Direct  Stiffness 
Method  (Topic  2).  This  is  because  there  is  no  equation  directly  associated  with  ) (x y . 
Imposing the EBC on the trial solution itself (Eqn. (T4L1-11)) 
  2
3 2 1
  = + +   a a a                 (T4L1-21) 
We can write 
3
a  in terms of the other two parameters as 
 
2 1 3
2   a a a     =                 (T4L1-22) 
Eliminating 
3
a  from Eqns. (T4L1-20) using the above equation, we have 
   
=
)
`
(
(
(
(
(
(
 
 
=
=
=
34 |
3
31
2 ln 2 |
2
3
|
15
3
14
15
3
14
2
3
3
14
0 0
1
~
1
~
1
~
2
1
x
x
x
a
a
t
t
t
        (T4L1-23) 
Eliminating the last equation (from above, Eqn. (1)-Eqn. (3), Eqn.(2)-Eqn. (3)) 
 
=
)
`
(
(
(
2 ln 2
3
71
2
65
6
43
3
31
3
31
15
2
1
a
a
            (T4L1-24) 
 
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The final equations are symmetric, do not contain any boundary terms and can be solved 
numerically. 
 
Step 8: Solving the system equations 
  719 . 3
1
 = a     254 . 2
2
   = a             (T4L1-25) 
Substituting in Eqn. (T4L1-22), 
535 . 0
3
 = a .                  (T4L1-26) 
Hence 
 
2
~
535 . 0 254 . 2 719 . 3   x x y   +  =             (T4L1-27) 
and 
 
2
~
070 . 1 254 . 2   x x  = t                (T4L1-28) 
 
While we have overcome some obstacles with this procedure, the process has still a major 
drawback. We again revisit the issue of imposing the boundary conditions.  
 
The Element Concept (Finally!) 
In  the  preceding  section,  the  trial  solution  was  assumed  to  be  applicable  for  the  entire 
problem  domain.  We  will  depart  from  this  approach  and  go  through  the  process  of 
discretization  (or,  creating  a  mesh  with  elements).  This  will  enable  us  to  develop  a  very 
general methodology making it convenient to do a variety of things including applying the 
boundary conditions. 
 
One-Element Solution 
Step  4:  We  will  once  again  stick  with  the  same  problem  as  the  last  section.  Let  us  assume 
that  the  domain  is  discretized  into  a  single  element.  But  just  as  in  the  Direct  Stiffness 
Approach, let us now assume a typical element as shown below. 
 
x
y
y
y
x
x
1
2
1
2
1
L
2
 
 
Fig. T4L1-1 
 
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The  element  is  described  by  two  nodes  that are labeled 1 and 2 and are located at 
1
x  and 
2
x  respectively, with the length of the element as  L . Let us also assume that the solution 
varies  linearly  over  the  element  and  is 
1
y   at  node  1  and 
2
y   at  node  2  noting  that  at  this 
stage these values (called nodal values) are unknowns. We can describe the variation of the 
solution  over  the  element  as  a  linear  interpolation  using  the  two  nodal  values.  In  other 
words 
 
2 2 1 1 2 1
~
) ( ) ( ) (   y x y x x a a x y   | |   + = + =             (T4L1-29) 
This  is  indeed  the  trial  solution  that  we  have  used  as  the  starting  point  in  the  preceding 
sections. Using the end conditions 
 
1 1
) (   y x x y   = =  
2 2
) (   y x x y   = =           (T4L1-30) 
and substituting in the first part of Eqn. (T4L1-29) we obtain 
 
1 2 1 1
  x a a y   + =  
 
2 2 1 2
  x a a y   + =                  (T4L1-31) 
Solving for the 
i
a s, we have  
 
1 2
2 1 1 2
1
x x
y x y x
a
=    
1 2
1 2
2
x x
y y
a
=           (T4L1-32) 
Therefore, 
  x
x x
y y
x x
y x y x
x y
1 2
1 2
1 2
2 1 1 2
~
) (
=             (T4L1-33) 
Rearranging 
 
2
1
1
2
2
1 2
1
1
1 2
2
~
) (   y
L
x x
y
L
x x
y
x x
x x
y
x x
x x
x y
  
+
=       (T4L1-34) 
The trial functions  
 
L
x x 
=
2
1
|    
L
x x
1
2
= |             (T4L1-35) 
are known as the shape functions. They have special properties as shown below. 
 
x
|
|   |
1
1
x
x
1
1 2
2
1
L
2
 
 
Fig. T4L1-2 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
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Going back to Step 4 in the preceding section, we have no  ) (
0
  x |
7
 and the 
i
| s are given by 
Eqn. (T4L1-35). Hence for a typical element 
 
)
`
=
)
`
2
1
2
1
22 21
12 11
F
F
y
y
k k
k k
              (T4L1-36) 
Let us evaluate couple of typical terms. 
 
L
x x
dx
L
x
L
dx
dx
d
x
dx
d
k
x
x
x
x
2 1 2 1
12
2
1 1
) (
1
2
1
2
1
+
=
|
.
|
\
|
|
.
|
\
|
= =
  } }
  | |
      (T4L1-37) 
 
1
2
1 2 1
1 2
int
1
ln
2 2 2
2
1
x
x
x x x
dx
x
F
x
x
  
+  =  =
 }
  |           (T4L1-38) 
 
b
x
bnd
dx
y d
x F
|
|
|
.
|
\
|
  =
~
2
                (T4L1-39) 
Step 5: With all the other terms evaluated similarly, 
 
(   )   (   )
(   )   (   )
  
)
+ 
=
)
`
+ + 
  +  +
=
=
2
~
1
~
1
2
2
1
2
1
2
1
2 1 2 1
2 1 2 1
|
|
ln
2 2
ln
2 2
2
1
x
x
x
x
L x
x
x
L x
y
y
x x x x
x x x x
L
t
t
    (T4L1-40) 
 
These are the element equations similar to Eqn. (T2L2-4) etc.  The flux expression is of the 
form 
  ) (
2 1
1 2
~
~
y y
x x
x
dx
y d
x   
=  = t             (T4L1-41) 
 
Step 6: Substituting the numerical values 
  1
1
 = x      
2
2 x =  
we have 
 
+
)
`
+ 
=
)
`
  
=
=
2
~
1
~
2
1
|
|
2 ln 2 1
2 ln 2 2
3 3
3 3
2
1
x
x
y
y
t
t
        (T4L1-42) 
 
Step 7: Applying the boundary conditions 
First we will apply the natural boundary condition 
2
1
2
 =
= x
t . This results in 
                                                                       
7
 It is not necessary to have this term since the BCs will be imposed numerically. 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
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+
)
`
+ 
=
)
`
  
  =
2
1
|
2 ln 2 1
2 ln 2 2
3 3
3 3
2
1 1
~
2
1
  x
y
y
  t
         (T4L1-43) 
Now  applying  the  EBC  2 ) 1 (
1
 = = =   y x y   is  done  in  a  manner  described  in  the  section 
containing Eqn. (T2L2-39). The equations reduce to 
=
)
`
(
(
(
2 ln 2
2
7
2
2
3
0
0 1
2
1
y
y
              (T4L1-43) 
 
Step 8: Solving 
  2
1
 = y    409 . 1
2
 = y               (T4L1-44) 
Hence, the approximate solution over the element is found by substituting these values in 
Eqns. (T4L1-34) and (T4L1-41) yielding 
  x y 591 . 0 591 . 2
~
 =                 (T4L1-45) 
and 
  x 591 . 0
~
= t                   (T4L1-46) 
 
Comparing this solution to the exact solution shows that the results are quite in error. This 
is because of the linear trial solution that was assumed and because of the fact that we used 
only one element. 
 
Two-Element Solution 
The finite element mesh for the two-element solution is shown below. 
 
x
1
1
2
3
y
y
y
1 2
x = 1 x = 1.5
x = 2
3 2
 
 
Fig. T4L1-3 
 
This is a uniform mesh since both the elements are geometrically identical. The unknowns 
at  the  three  nodes  are  labeled 
3 2 1
, ,   y y y .  Just  as  in  the  Direct  Stiffness  Method,  we  will 
generate the element equations. 
 
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Element 1:  1
1
 = x  and  5 . 1
2
 = x  
 
(   )   (   )
(   )   (   )
|
.
|
\
|
|
.
|
\
|
+
+ 
=
)
`
+ + 
  +  +
=
=
1
5 . 1
~
1
1
~
2
1
|
|
1
5 . 1
ln
5 . 0
2
5 . 1
2
1
5 . 1
ln
5 . 0
2
1
2
5 . 1 1 5 . 1 1
5 . 1 1 5 . 1 1
) 5 . 0 ( 2
1
x
x
y
y
t
t
  (T4L1-47) 
 
Element 2:  5 . 1
1
 = x  and 
2
2 x =  
 
(   )   (   )
(   )   (   )
|
.
|
\
|
|
.
|
\
|
+
+ 
=
)
`
+ + 
  +  +
=
=
2
2
~
2
5 . 1
~
3
2
|
|
5 . 1
2
ln
5 . 0
2
2
2
5 . 1
2
ln
5 . 0
2
5 . 1
2
2 5 . 1 2 5 . 1
2 5 . 1 2 5 . 1
) 5 . 0 ( 2
1
x
x
y
y
t
t
 (T4L1-48) 
 
We  need  to  expand  the  notation  to  differentiate  between  the  two  elements,  i.e. 
1
1
~
|
  |
.
|
\
|
= x
t  
represents  the  flux  at  1 = x   for  element  1.  Assembling  the  two  equations  to  create  the 
system equations, we obtain 
 
|
.
|
\
|
|
.
|
\
|
+
+ 
=
(
(
(
   
  
=
=
2
2
~
1
1
~
3
2
1
|
0
|
3
4
ln 4 1
9
8
ln 4
2
3
ln 4 2
5 . 3 5 . 3 0
5 . 3 0 . 6 5 . 2
0 5 . 2 5 . 2
x
x
y
y
y
t
t
     (T4L1-49) 
Note  that  the  second  term  in  the  boundary  load  vector  is  zero.  This  is  because  when  we 
assemble the system equations we assume that 
 
2
5 . 1
~
1
5 . 1
~
| |
  |
.
|
\
|
=
|
.
|
\
|
= =   x x
  t t                 (T4L1-50) 
In  other  words  the  flux  is  assumed  to  be  continuous  across  the  two  elements.  As  before, 
since this constraint is not enforced at the system level (but a mere substitution is made for 
the  flux  on  the  RHS),  the  final  solution  will  not  show  this  flux  continuity  across  the 
elements
8
. 
 
Now we need to impose the boundary conditions. Imposing the NBC first, we have 
                                                                       
8
 This is similar to the imposition of the natural boundary condition at the system level. 
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+ 
=
(
(
(
   
  
  =
2
1
0
|
3
4
ln 4 1
9
8
ln 4
2
3
ln 4 2
5 . 3 5 . 3 0
5 . 3 0 . 6 5 . 2
0 5 . 2 5 . 2
1
~
3
2
1
x
y
y
y
  t
      (T4L1-51) 
Now imposing the EBC yields 
 
1
2
3
2
1 0 0
8
0 6.0 3.5 4ln 5
9
0 3.5 3.5
1 4
4ln
2 3
y
y
y
   
   
   (    
     
         
   (
   =   +
   `      `
   (
         
   ( 
       )
     
   
   )
          (T4L1-52) 
 
Solving the equations yields 
  2
1
 = y    551 . 1
2
 = y     365 . 1
3
 = y         (T4L1-53) 
 
Hence, for element 1 (using Eqns. (T4L1-34) and (T4L1-41)) 
  898 . 2 898 . 0
5 . 0
1
551 . 1
5 . 0
5 . 1
2 ) (
1
~
+  =
|
.
|
\
|
  
+
|
.
|
\
|
  
=
|
.
|
\
|
  x
x x
x y       (T4L1-54) 
  x x 898 . 0 ) (
1
~
=
|
.
|
\
|
t                 (T4L1-55) 
and for element 2 
  109 . 2 372 . 0
5 . 0
5 . 1
365 . 1
5 . 0
0 . 2
551 . 1 ) (
2
~
+  =
|
.
|
\
|
  
+
|
.
|
\
|
  
=
|
.
|
\
|
  x
x x
x y     (T4L1-54) 
  x x 372 . 0 ) (
2
~
=
|
.
|
\
|
t                 (T4L1-55) 
 
Lets compare the one-element and the two-element solutions. 
 
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0.5
1.0
1.5
2.0
1.0 1.2 1.4 1.6 1.8 2.0
0.898*x
0.372*x
-0.372*x+2.109
-0.898*x+2.898
0.591*x
2.591-0.591*x
x
y
(
x
)
 
a
n
d
 
t
(
x
)
Comparison of the Solutions
 
Fig. T4L1-4 
 
(1)  Both the solutions satisfy the EBC at  . 1 = x  They should, as we have imposed the EBC 
on the final system equations. 
(2)  There is an improvement in the two-element solution with respect to  ) (x y  (An error 
of  4.6%  and  1.3%  for  the  one-element  and  two-element  solutions,  respectively  at 
2 = x ). 
(3)  The error in the one-element flux is large throughout the domain. The error in the flux 
from  the  two-element  solution  is  much  less  (An  error  of  136%  and  49%  for  the  one-
element and two-element solutions, respectively at  2 = x ). 
(4)  While the function is continuous throughout the domain, the flux is discontinuous for 
the two-element model at the element interface at  5 . 1 = x . 
 
Review of the Steps 
Step 1: Assume the trial solution of the form 
 
=
= + + + =
  n
i
i i
n
n
  x y x a x a a a x y
1
1 0
~
) ( .... ) ; (   |  
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where  n  is equal to the number of DOF in the element, 
i
y  are the nodal values and  ) (x
i
|  
are  the  shape  functions.  Construct  the  residual  and  substitute  the  trial  solution  in  the 
residual equations. Note that there are as many residual equations as there are DOF in the 
element. 
 
Step  2:  Integrate  by  parts  the  highest  derivative  term.  Integrating  by  parts  will  not  only 
lower the highest derivative term but also generate a boundary (flux) term. 
 
Step 3: Rewrite the equations so that the stiffness related terms are on the left and the load 
terms (interior and boundary) are on the right.  
 
Step 4: To generate the equations completely we need to assume the exact form of the trial 
solution,  i.e.  fix  the  value  of  n .  This  will  enable  us  to  generate  the  terms  in  the  stiffness 
matrix and the load vector. We can now generate the element equations in the form 
 
1 1     
  =
  n n n n
  f u k  
We also need to generate the expression for the flux. 
 
Step 5: Using the problem data, we can generate the element equations for all the elements 
in  the  model.  These  equations  are  then  assembled  into  the  system  or  global  equations  of 
the form 
 
1 1     
  =
  N N N N
  F U K  
for a model with  N  system DOF. 
 
Step  6:  Using  the  problem  data,  we  impose  the  NBCs  first.  Then  we  impose  the  EBCs 
resulting in equations of the form 
 
1 1     
  =
  N N N N
  F U K  
 
Step 7: Solve the system equations for the primary nodal unknowns  U. 
 
Step 8: Using the primary unknowns we can compute the flux in each element. 
 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
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Review Exercises 
In the following problems the quadratic element is to be used. To obtain the shape functions 
for the quadratic element refer to Lesson 4. 
Problem T4L1-1 
Consider the differential equation 
(   ) 0
) (
1   =
|
.
|
\
|
  +
dx
x dy
x
dx
d
    2 1   < < x  
with  1 ) 1 (   = = x y     1 ) 1 (
2
=
|
.
|
\
|
  + 
= x
dx
dy
x  
(a)  Using  the  element  concept,  use  the  linear  polynomial  as  the  trial  solution.  Apply  the 
steps  outlined  in  this  section  to  obtain  an  approximate  solution  for  both  the  function 
and the flux. 
(b)  Repeat the problem but now use a quadratic polynomial. Compare the two solutions. 
(c)  Are these solutions different than those obtained in Problem T3L2-3? 
 
Problem T4L1-2 
Consider the differential equation 
  (   ) x x x x
dx
dy
x
dx
d
110 351 204 30
12
1
2 3 4 2
+  +  =
|
.
|
\
|
      4 0   < < x  
with  1 ) 0 (   = y  and  0 ) 4 (   = y . Using the element concept, use a quadratic polynomial as the 
trial  solution.  Obtain  an  approximate  solution  for  both  the  function  and  the  flux. 
Compare  this  to  the  solution  obtained  for  Problem  T3L2-2.  (Hint:  While  a  linear  element 
goes  with  a  linear  polynomial  and  requires  an  element  with  2  nodes,  a  quadratic  element 
requires an element with 3 nodes. See Lesson 4 for details.) 
 
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One-Dimensional Boundary Value Problem 
 
The one-dimensional BVP is described by (with the positive  x  direction left to right) 
DE:  ) ( ) ( ) (
) (
) (   x f x y x
dx
x dy
x
dx
d
= +
|
.
|
\
|
   | o    
b a
  x x x   < <     (T4L1-56) 
BCs:  At 
a
x x =  either 
a
y y =  or 
a   a
c  y   d t =   +  
  At 
b
x x =  either 
b
y y =  or 
b   b
c  y   d t =   +           (T4L1-57) 
 
where  ) (x o , ) (x | ,  and ) (x f   are  known  functions, 
a
y , 
b
y , 
a
c , 
b
c , 
a
d   and 
b
d   are 
constants,  and 
dx
dy
o t    =   is  the  flux.  The  BCs  are  EBC,  NBC  or  mixed.  Note  that  the 
mixed  BC  reduces  to  a  NBC  by  setting  0
a
c =   and  0
b
c = .  We  will  look  at  specific 
engineering problems that are governed by this differential equation in the next lesson. 
 
We will use the Galerkins Method to generate the element equations. The following steps 
pertain to a typical element in the mesh. 
 
Step 1: Assume the trial solution as 
 
=
=
  n
j
j j
  x y a x y
1
~
) ( ) ; (   |                 (T4L1-58) 
As in the previous section, we do not have the  ) (
0
  x |  term since the boundary conditions 
will  be  imposed  numerically.  We  will  drop  the  ~(tilde)  notation  for  convenience  sake. 
Substituting  in  the  residual  equations  and  integrating  over  the  domain  O  of  the  element, 
we have 
  0 ) ( ) ( ) ( ) (
) (
) (   =
(
   +
|
.
|
\
|
}
O
  dx x x f x y x
dx
x dy
x
dx
d
i
| | o   n i ,.., 2 , 1 =   (T4L1-59) 
 
Step 2: Integrating by parts the highest-order derivative, we have 
|   |
I
O O
   =
(
  +
  } }
  i i i
i
dx x f dx x y x
dx
d
dx
dy
x   | t | | |
|
o ) ( ) ( ) ( ) (   n i ,.., 2 , 1 =   (T4L1-60) 
where  I represents the boundary of the element.  
Step 3: Using Eqn. (T4L1-58) in (T4L1-60) 
  =
(
 }   }
=
  O   O
  j
n
j
j i
j
i
y dx x x x dx
dx
d
x
dx
d
1
) ( ) ( ) ( ) (   | | |
|
o
|
 
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    |   |
I
O
}
  
  i i
  dx x x f   t| | ) ( ) (     n i , ., 2 , 1 =       (T4L1-61) 
Step 4: Let us use the linear interpolation two-node element from the earlier section  ) 2 (   = n  
L
x x 
=
2
1
|    
L
x x
1
2
= |             (T4L1-62) 
Substituting Eqn. (T4L1-62) in Eqn. (T4L1-61), we have the element equations as 
 
)
`
+
)
`
=
)
`
bnd
bnd
F
F
F
F
y
y
k k
k k
2
1
int
2
int
1
2
1
22 21
12 11
            (T4L1-63) 
Let us look at a typical stiffness term first. 
  dx
x x
x x
x
x x
x x
dx
x x
x
x x
k
x
x
x
x
|
|
.
|
\
|
|
|
.
|
\
|
+
|
|
.
|
\
|
|
|
.
|
\
|
 =
  } }
1 2
2
1 2
2
1 2 1 2
11
) (
1
) (
1
2
1
2
1
| o   (T4L1-64) 
To evaluate the above equation we need to know  ) (x o  and  ) (x | . The functions can then be 
substituted  and  the  integral  evaluated.  Instead,  we  will  assume  that  we  know  the  numerical 
value of these two functions at the centroid of the element, i.e. at 
2
2 1
  x x
x
  +
= . For this element 
in which the solution is assumed to vary linearly, this is the most accurate point to evaluate the 
integral. Let us denote the centroidal values (constants) as o  and  | . Now, integrating 
 
3
11
L
L
k
  | o
 + =                  (T4L1-65) 
We can use a similar strategy with the load terms. When all the terms are evaluated we have, 
 
|   |
|   |
 
)
(
(
(
(
+ + 
+  +
I
I
2
1
2
1
2
2
3 6
6 3
t|
t|
| o | o
| o | o
L f
L f
y
y
L
L
L
L
L
L
L
L
        (T4L1-66) 
The term that requires special treatment here is the last term. In general 
    |   |   |   |   |   |
1 2
  x i x i i
  t| t| t|    =
I
              (T4L1-67) 
From Eqn. (T4L1-57), we have 
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  ( ) cy   d t =   +  for 
a
x x =  and  ( ) cy   d t =   +  for 
b
x x = . 
Substituting this in Eqn. (T4L1-67) for  1 = i   
  |   |   |   |   |   |   | |   (   )
2 1 1 1
1 1 1 1 1 1
0
x   x   x   x
cy   d   c y   d t   t   t   t
I
=      =      =    +   =         (T4L1-68) 
Similarly, for   2 = i  
  |   |   |   |   |   |   | |   (   )
2 1 2 2
2 2 2 2 2 2
0
x   x   x   x
cy   d   c  y   d t   t   t   t
I
=      =      =   +   =   +      (T4L1-69) 
Note  that  the  unknown  y   appears  in  the  two  equations  and  must  be  moved  to  the  LHS. 
Therefore the modified element equations are 
1
1 2
2
1 0 0 0
3 6
0 0 0 1
6 3
L   L
y
L   L
c   c
y
L   L
L   L
o   |   o   |
o   |   o   |
   (    (
+      +
   (    (
         (      (
    
   (    (
   +   =
   `    (      (
   (    (
     
   )          
   +   +
   (    (
       
 
   
1
2
2
2
f L
d
d
f L
   
   
     
         
+
   `      `
   
   )    
   
   )
            (T4L1-70) 
The 
1
c  term exists provided 
a
x x =
1
. Similarly, 
2
c  term exists provided 
b
x x =
2
. The flux at 
the center of the element is given by 
  (   )
1 2
  y y
L dx
dy
  =  =
  o
o t               (T4L1-71) 
The  element  equations  are  ready  and  we  now  need  to  look  at  engineering  problems  that  are 
described as 1D BVP to illustrate these steps and the rest of the solution. 
Finally a warning  boundary conditions can be dangerous to your health! Applying the BCs 
incorrectly is one of the most common forms of errors. 
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Lesson 2: Solid Mechanics Examples 
Objectives:  In  this  lesson  we  will  look  at  Galerkins  Method  to  solve  one-dimensional 
solid mechanics problems. 
  
-  To understand the relationship between some of the solid mechanics problems and the 
general 1D BVP discussed in the previous lesson. 
-  To solve an example so as to understand the process. 
 
Suggested Reading 
Reference  Pages 
T1  Chapter 3 
T2  Chapter 2 
T3  Chapter 6 
 
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Axial Deformation of an Elastic Rod 
 
Consider  the  elastic  rod  as  shown  in  figure  below.  The  axial  displacement  is  denoted 
) (x u u =   and  the  axial  loading  (body  force)  on  the  rod  is  ) (x w w = .  A  sample  set  of 
boundary conditions is shown where  0 = u  (EBC) on the left end and the force  F  (NBC) 
on the right end is zero.  
 
u, x
w
u=0
F=0
 
 
Fig. T4L2-1 
 
The governing differential equation is given as 
  ) ( ) (
) (
) ( ) (   x A x w
dx
x du
x E x A
dx
d
=
|
.
|
\
|
            (T4L2-1) 
with the boundary conditions as 
  At 
a
x x = , 
a a
  u x x u   = = ) (  or  NBC             (T4L2-2) 
  At 
b
x x = , 
b b
  u x x u   = = ) (  or  NBC             (T4L2-3) 
The NBC is of the form 
 
x x
n X   o =                   (T4L2-3a) 
where 
x
n  is the direction cosine of the outward normal,  X  is the force per unit area and is 
positive if it acts in the positive  x  direction. Let us look at some possibilities with respect 
to the boundary conditions. 
Rod has a known displacement 
a
u (incl. zero) at the left end 
 
a
u u =  
There is a concentrated force 
a
F  applied at the left end in the positive x direction  (   ) 1
x
n =   
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a
x x
a
dx
du
AE F
=
 =  or  
a
a
x   x
du
E
dx
o
=
=   
There is a concentrated force 
b
F  applied at the right end in the positive x direction  (   ) 1
x
n =  
 
b
x x
b
dx
du
AE F
=
=  or 
b
b
x   x
du
E
dx
o
=
=  
 
Using the process discussed in the previous lesson, Eqn. (T4L1-70) reduces to 
(
(
(
2
1
2
1
2
2
1 1
1 1
F
F
L wA
L wA
u
u
L
AE
          (T4L2-4) 
1 2 1 2 2 2     
  = f u k                  (T4L2-5) 
A dimensional analysis will show that - 
2
L  A , 
2
F
L
E  ,  L  u  and 
L
F
 wA . The LHS and 
the  RHS  have  units  of  F .  While  we  will  look  formally  at  systems  modeled  with  discrete 
structural  elements  (truss  and  frame)  in  the  second  module,  it  should  be  noted  that  the 
stiffness matrix (in the local coordinate system aligned with the axis of the element) is the 
stiffness matrix for a truss element provided 
(a)  the end of the element are pin connections, 
(b)  the  cross-sectional  area  and  the  modulus  of  elasticity  are  constant  within  the  element, 
and 
(c)  0 ) (   = x f  since no element loads are allowed on a truss member. 
 
An Illustrative Example T4L2-1 
 
Figure shows a bar made of a material with modulus of elasticity of 200 GPa. Compute the 
nodal displacements, element stresses and support reactions. 
 
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150 mm 150 mm
X
2
2
P= 300 kN
250 mm
400 mm
300 mm
 
 
Fig. T4L2-2a 
Solution:  Let  us  use  m   and  N as  the  problem  units.  Let  us  use  a  three-element  model 
placing a node where the concentrated force acts
9
. The FE model is shown below. We have 
EBCs at the left and the right ends.  
 
2
2 3
4 3 1
1
0.3 m 0.15 m 0.15 m
X
 
 
Fig. T4L2-2b 
 
Element  1: 
2
9
) 10 ( 200
m
N
E = , 
2 6
) 10 ( 250   m A
  
= ,  m L 15 . 0 = ,  0 = w .  Hence  the  element 
equations are 
 
(
(
(
1
2
1
1
2
1
8 8
8 8
) 10 ( 333 . 3 ) 10 ( 333 . 3
) 10 ( 333 . 3 ) 10 ( 333 . 3
F
F
U
U
 
Element  2: 
2
9
) 10 ( 200
m
N
E = , 
2 6
) 10 ( 250   m A
  
= ,  m L 15 . 0 = ,  0 = w .  Hence  the  element 
equations are 
 
(
(
(
2
2
2
1
3
2
8 8
8 8
) 10 ( 333 . 3 ) 10 ( 333 . 3
) 10 ( 333 . 3 ) 10 ( 333 . 3
F
F
U
U
 
                                                                       
9
 This is not necessary since we can use a Dirac Delta function  ) (x w  to define the concentrated force and then compute 
the equivalent forces acting at the nodes of the element. 
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Element  3: 
2
9
) 10 ( 200
m
N
E = , 
2 6
) 10 ( 400   m A
  
= ,  m L 30 . 0 = ,  0 = w .  Hence  the  element 
equations are 
 
(
(
(
3
2
3
1
4
3
8 8
8 8
) 10 ( 667 . 2 ) 10 ( 667 . 2
) 10 ( 667 . 2 ) 10 ( 667 . 2
F
F
U
U
 
 
Assembling the equations, we have 
 
(
(
(
(
(
(
(
(
(
3
2
3
1
1
4
3
2
1
8
0
) 10 ( 300
667 . 6 667 . 6 0 0
667 . 6 6 333 . 3 0
0 333 . 3 667 . 6 333 . 3
0 0 333 . 3 333 . 3
10
F
F
U
U
U
U
 
Imposing the boundary conditions, we have 
 
(
(
(
(
(
(
(
(
(
0
0
) 10 ( 300
0
1 0 0 0
0 6 333 . 3 0
0 333 . 3 667 . 6 0
0 0 0 1
10
3
4
3
2
1
8
U
U
U
U
 
Solving, the nodal displacements are 
  {   }   {   }   m U U U U ) 10 ( 0 , 46 . 3 , 23 . 6 , 0 , , ,
4
4 3 2 1
=  
 
The  force  in  each  element  is  computed  as  follows.  Note  that  flux  is  negative  of  the  member 
force. 
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Element 1 
  N U U
L
E A
F ) 10 ( 077 . 2 ) 10 )( 23 . 6 (
15 . 0
) 10 ( 5
) (
5 4
7
1 2
1
1 1
1
  = =  =
  
 (Tension) 
This  should  also  be  equal  and  opposite  to  the  support  reaction  at  the  left  end,  i.e. 
 =   N R
left
) 10 ( 077 . 2
5
. 
Element 2 
  N U U
L
E A
F ) 10 ( 2333 . 9 ) 10 )( 23 . 6 46 . 3 (
15 . 0
) 10 ( 5
) (
4 4
7
2 3
2
2 2
2
   =  =  =
  
 (Compression) 
Element 3 
  N U U
L
E A
F ) 10 ( 2333 . 9 ) 10 )( 46 . 3 0 (
30 . 0
) 10 ( 8
) (
4 4
7
3 4
3
3 3
3
   =  =  =
  
 (Compression) 
This  should  also  be  equal  and  opposite  to  the  support  reaction  at  the  right  end,  i.e. 
 =   N R
right
) 10 ( 2333 . 9
4
.  
We can now examine the results. The displacements satisfy the EBC at the left and right ends. 
The  force  equilibrium  is  satisfied  since  the  sum  of  the  two  support  reactions  is  equal  to  the 
applied force. Also the forces in elements 2 and 3 are equal. 
Thermal Loads Example T4L2-2 
 
Consider  a  bar  of  length  L ,  constant  cross-section  A,  modulus  of  elasticity  E   and 
coefficient  of  thermal  expansion,  o .  Let  the  temperature  change  in  the  bar  be  T A .  The 
initial strain is given by 
 
 
0
  T c   o =   A                 (ET4L2-2-1) 
 
The  equivalent  nodal  loads  due  to  the  temperature  change  in  the  element  for  the  1D-C
0
 
linear element is given by 
 
 
1
2 1
2
1
1
f
AE   T
f
  o
            
=   =   A
   `      `
   )    )
f             (ET4L2-2-2) 
The resulting load vector is shown in Fig. ET4L2-2-1. 
 
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f
1
f
2
 
Fig. ET4L2-2-1 
 
Example (a) 
Fig. ET4L2-2-2 shows a bar made of steel. The length of the bar is 2 m. The cross-sectional 
area  is 
2
0.001m .  The  bar  is  initially  at  25 C
. 
Compute the stress in the bar. 
 
 
Fig. ET4L2-2-2 
 
Solution:  We  will  solve  this  problem  using  a  one  element  mesh  with  the  linear  element. 
The element equations are as follows. 
 
 
(   ) (   )
  (   ) (   )(   ) (   )
9
1 9 6
2
0.001 200 10 1 1 1
0.001 200 10 11.7 10 75
1 1 1 2
D
D
                    (
  =      
   `      `
   (
     )        )
 
or 
8 8
1
8 8
2
175500 10 10
175500 10 10
D
D
    (             
=
   `      `
   (
     )    )    
 
 
Since these are the system equations, applying the essential BC at the left end, we have 
 
 
8
2 2
10 175500 0.001755m D   D =      =  
 
This indicates that the bar is expanding, as it should! Now 
 
2 1
0.001755
0.0008775
2
D   D
L
c
  
=   =   =  
 
(   )(   )
6
0
11.7 10 75 0.0008775 c
  
=      =  
(   )   (   )
9
0
200 10 0.0008775 0.0008775 0 E o   c   c =      =         =  
Since the bar is unstrained (free to expand), there is no stress in the bar. 
 
Example (b) 
Fig. ET4L2-2-3 shows a bar made of steel. The length of the bar is 2 m. The cross-sectional 
area  is 
2
0.001m .  The  bar  is  initially  at  25 C
. 
Compute the stress in the bar. 
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Fig. ET4L2-2-3 
 
Solution: We will solve this problem using a two element mesh with the linear elements. 
The element equations are as follows. 
 
Element 1 
 
 
(   ) (   )
  (   ) (   )(   ) (   )
9
1 9 6
2
0.001 200 10 1 1 1
0.001 200 10 11.7 10 75
1 1 1 1
D
D
                    (
  =      
   `      `
   (
     )        )
 
or 
( )
( )
8 8
1
8 8
2
175500 2 10 (2)10
175500 2 10 (2)10
D
D
   (                
=
   `      `    (
     )    )
   
 
Element 2 
 
 
(   ) (   )
  (   ) (   )(   ) (   )
9
2 9 6
3
0.001 200 10 1 1 1
0.001 200 10 11.7 10 75
1 1 1 1
D
D
                    (
  =      
   `      `
   (
     )        )
 
or 
( )
( )
8 8
2
8 8
3
175500 2 10 (2)10
175500 2 10 (2)10
D
D
   (                
=
   `      `    (
     )    )
   
 
 
Assembling the equations, applying the essential BC at the left and right ends, we have 
 
 
8
2 2
(4)10 0 0 D   D =      =    
 
This indicates that the bar is neither expanding nor contracting, as it should!  
 
Element 1 
 
2 1
0
D   D
L
c
  
=   =  
 
(   )(   )
6
0
11.7 10 75 0.0008775 c
  
=      =  
(   )   (   )
9 8
0
200 10 0 0.0008775 1.755 10 175 ( ) E   Pa   MPa  C o   c   c   o =      =         =          =  
(   )(   )
8
1.755 10 0.001 175500 F   A   N o =   =       =   
 
Element 2 
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3 2
0
D   D
L
c
  
=   =  
 
(   )(   )
6
0
11.7 10 75 0.0008775 c
  
=      =  
(   )   (   )
9 8
0
200 10 0 0.0008775 1.755 10 175 ( ) E   Pa   MPa  C o   c   c   o =      =         =          =  
(   )(   )
8
1.755 10 0.001 175500 F   A   N o =   =       =   
 
Since  the  bar  is  completely  restrained  (prevented  from  expanding),  the  bar  is  in 
compression as illustrated by the stress in both bars. The FBDs of the elements and node 2 
are shown in Fig. ET4L2-2-4. 
 
175500 175500
1
175500 175500
2
175500
175500
2
 
 
Fig. ET4L2-2-4 Element and nodal FBDs 
 
Example (c) 
Fig. ET4L2-2-5 shows a bar made of steel and aluminum of equal lengths. The total length 
of the bar is 2 m. The cross-sectional area is 
2
0.001m . The entire bar is initially at  25 C
. 
The  temperature  is  uniformly  increased  to  100 C
                    (
  =      
   `      `
   (
     )        )
 
or 
( )
( )
8 8
1
8 8
2
175500 2 10 (2)10
175500 2 10 (2)10
D
D
   (                
=
   `      `    (
     )    )
   
 
 
Element 2 (Aluminum) 
 
(   ) (   )
  (   ) (   )(   )(   )
9
2 9 6
3
0.001 70 10 1 1 1
0.001 70 10 23.0 10 75
1 1 1 1
D
D
                    (
  =      
   `      `
   (
     )        )
 
or 
(   )
(   )
8 8
2
8 8
3
120750 0.7 10 (0.7)10
120750 0.7 10 (0.7)10
D
D
   (                
=
   `      `    (
     )    )
   
 
 
Assembling the equations, applying the essential BC at the left and right ends, we have 
 
 
8
2 2
(2.7)10 175500 120750 54750 0.000202778 D   D   m =      =      =    
 
This indicates that the steel part of the bar is expanding and the aluminum part of the bar 
is contracting.  
 
 
Element 1 (Steel) 
 
2 1
0.000202778
D   D
L
c
  
=   =  
 
(   )(   )
6
0
11.7 10 75 0.0008775 c
  
=      =  
(   )   (   )
9 8
0
200 10 0.000202778 0.0008775 1.349 10 135 ( ) E   Pa   MPa  C o   c   c   o =      =         =          =
 
(   )(   )
8
1.349 10 0.001 134900 F   A   N o =   =       =   
 
Element 2 (Aluminum) 
 
3 2
0.000202778
D   D
L
c
  
=   =   
 
(   ) (   )
6
0
23.0 10 75 0.001725 c
  
=      =  
(   )   (   )
9 8
0
70 10 0.000202778 0.001725 1.349 10 135 ( ) E   Pa   MPa  C o   c   c   o =      =            =          =
 
(   )(   )
8
1.349 10 0.001 134900 F   A   N o =   =       =   
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Since  the  bar  is  completely  restrained  (prevented  from  expanding),  the  bar  is  in 
compression as illustrated by the stress in both bars. The FBDs of the elements and node 2 
are shown in Fig. ET4L2-2-6. 
 
134900 134900
1
134900 134900
2
134900
134900
2
 
 
Fig. ET4L2-2-6 Element and nodal FBDs 
 
Note that the support reaction at the left end is  (   ) 134900N   and the support reaction at 
the right end is  (   ) 134900N  . 
 
 
 
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Lesson 3: Heat Transfer and Electrostatic Examples 
Objectives: In this lesson we will look at Galerkins Method to solve one-dimensional heat 
transfer and fluid flow problems. 
  
-  To  understand  the  relationship  between  some  of  the  heat  transfer  and  fluid  flow 
problems and the general 1D BVP discussed in the previous lesson. 
-  To solve an example so as to understand the process. 
 
Suggested Reading 
Reference  Pages 
T1  Sections 10.1 and 10.2 
T2  Chapter 2 
T3  Chapter 6 
 
 
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One-Dimensional Heat Conduction and Convection Problem 
 
Consider a long, thin rod as shown in figure below. The temperature  ) (x T T = ,  ) (x q q =  
is the heat flux,  ) (x k k =  is the thermal conductivity,  ) (x Q Q =  is the interior volume heat 
source,  ) (x A A =   is  the  cross-sectional  area,  ) (x h h =   is  the  convective  heat  transfer 
coefficient,  ) (x l l =   is  the  circumference, 
q
Q
A
A+ dA T= T
0
perimeter, l
q
a
h
q+ dq
 
Fig. T4L3-1 
 
 
The governing differential equation is given as 
 
+ = +
|
.
|
\
|
   T x l x h x A x Q x T x l x h
dx
x dT
x k x A
dx
d
) ( ) ( ) ( ) ( ) ( ) ( ) (
) (
) ( ) (     (T4L3-1a) 
or, for a cylindrical rod with a constant cross-sectional area 
 
+ = +
|
.
|
\
|
   T
A
hl
x Q x T
A
hl
dx
x dT
x k
dx
d
) ( ) (
) (
) (         (T4L3-1a) 
with the boundary conditions as 
  At 
a
x x = , 
a
T T =  or 
a
c q =   or  ) (
  
 = 
  a a
  T T h q        (T4L3-2a) 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
1998-2010, S. D. Raj an  98 
  At 
b
x x = , 
b
T T =  or 
b
c q =  or  ) (
  
 =
  b b
  T T h q         (T4L3-2b) 
Looking  ahead  to  two  and  three-dimensional  problems,  these  boundary  conditions  are 
special cases of the general form (for specified heat flow) 
 
S z z y y x x
  q n q n q n q    = + +               (T4L3-3a) 
if  heat 
S
q   is  flowing  into  the  surface  S ,  and  (   )
z y x
  n n n , ,   are  the  direction  cosines  of  the 
outward normal from the surface. Similarly, for free convection from surface  S , we have 
  ) (
  
 = + +   T T h n q n q n q
  S z z y y x x
            (T4L3-3b) 
 
Possible boundary conditions at the left end  (   ) 1
x
n =   
Left end is at a known temperature, 
a
T T =  
 
a
T T =  
Heat (
  a
q ) is flowing into the left end  
 
a
q q =  
Left end is insulated  
  0 = q  
Free  convection  is  taking  place  at  the  left  end  (ambient  temperature  is 
a
T
> ) 
 
 = 
  a a a
  T h T h q   or  
+  =
  a a a
  T h T h q           (T3L3-3c) 
 
Possible boundary conditions at the right end  (   ) 1
x
n =  
Right end is at a known temperature, 
b
T T =  
 
b
T T =  
Heat (
  b
q ) is flowing out of the right end  
 
b
q q =  
Right end is insulated 
  0 = q  
Free convection is taking place at the right end (ambient temperature is 
b
T
> ) 
 
 =
  b b b
  T h T h q                 (T3L3-3d) 
 
Comparing these equations to the general form of the 1D BVP
10
, 
  ) ( ) (   x T x y   =     ) ( ) (   x k x = o    
A
hl
x = ) ( |       (T4L3-4a) 
                                                                       
10
 The sign convention is as follows  energy (or, heat flow) into the surface or boundary is positive. 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
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+    T
A
hl
x Q x f ) ( ) (     q
dx
dT
k   =  = t         (T4L3-4b) 
Compare 
a   a
c  y   d t =   +   and  
+  =
  a a a
  T h T h q  
and    
b   b
c  y   d t =   +   and 
 =
  b b b
  T h T h q , and we have 
1 a   a
c   h   c =    =  
2 b   b
c   h   c =   =  
1 a   a   a
d   h T   d
=   =  
2 b   b   b
d   h T   d
=    =     (T4L3-4c) 
 
Using the natural and mixed boundary conditions as discussed above, and substituting the 
above in to Eqn. (T4L1-70), we have 
1
1 2
2
1 0 0 0
3 6
0 0 0 1
6 3
k   hlL   k   hlL
T
L   A   L   A
h   h
T
k   hlL   k   hlL
L   A   L   A
   (
   (
+      +
   (
   (
         (      (
    
   (
   (
+   +   =
   `    (      (
   (    (
     
   )          
   +   +
   (
   (
   (
       
 
+
+
2
2
1
1
2
1
2
T h
T h
q
q
T
A
hl
Q
T
A
hl
Q
L
        (T4L3-5a) 
1 2 1 2 2 2     
  = f u k                  (T4L3-5b) 
Note  that  on  the  LHS  and  the  RHS  some  of  the  components  will  be  zero  depending  on 
whether  the  boundary  condition  is  NBC  or  mixed.  A  dimensional  analysis  will  show  that  - 
T  T , 
2
L  A , 
tLT
E
 k , 
T tL
E
2
 h ,  L = l , 
3
tL
E
 Q , 
2
tL
E
 c ,  the  LHS  and  the  RHS  have 
the units 
2
tL
E
.  
Illustrative Example T4L3-1 
The  figure  shows  a  composite  wall  made  of  three  materials.  The  outer  temperature  is  C
20 . 
Convection  heat  transfer  place  on  the  inner  surface  of  the  wall  with  C T
  
800 =
  and 
C m
W
h
=
2
25 .  The  thermal  conductivities  are 
C m
W
k
C m
W
k
C m
W
k
  
= 50 , 30 , 20
3 2 1
. 
We need to determine the temperature distribution in the wall. 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
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0.3 m 0.15 m
0.15 m
T
k k k
h, T
0
0 0
1 2 3
0
= 20 C
 
Fig. T4L3-2a 
Solution: We will use a three-element model as shown. Note the following: 
(a) This is a problem where the convective heat exchange (gain) takes place from the left end.  
The  mixed  boundary  condition  can  be  expressed  as 
(   )
x   x   a   a   a
q n   q   h   T   T
=   =     .  The  leading 
minus sign on the right is because heat is flowing into the surface. Or,  
a   a   a   a
q   h T   h T
=    +  (same 
as before). 
(b) There is no convective heat exchange from the top and bottom of the wall that are assumed 
to be very tall compared to the thickness of the wall. Hence,  l h   = = 0 . We will assume a unit 
area for all computations, i.e 
2
1m A = . There is no internal heat generation, i.e.  0 = Q . 
 (c) The right end is at a specified temperature (EBC). For the sake of convenience, we will not 
include the boundary flux load terms by assuming inter-element flux continuity. 
 
2
2 3
4 3 1
1
0.3 m 0.15 m 0.15 m
X
 
Fig. T4L3-2b 
Element  1: 
C m
W
k
= 20 ,  m L 3 . 0 = , 
2
1m A = ,  0 = h ,  0 = l , 
1 2
25
  W
h
m   C
=
,  C T
  
800
1
 =
, 
0
2
 = h ,  0 = Q ,  0
1
 = c  and  0
2
 = c . The element equations are as follows. 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
1998-2010, S. D. Raj an  101 
 
(
(
(
(
 +
0
) 800 ( 25
3 . 0
20
3 . 0
20
3 . 0
20
25
3 . 0
20
2
1
T
T
 
Element 2: 
C m
W
k
= 30 ,  m L 15 . 0 = , 
2
1m A = ,  0 = h ,  0 = l , 
1
0 h = ,  0
2
 = h ,  0 = Q ,  0
1
 = c  
and  0
2
 = c . The element equations are as follows. 
(
(
(
(
0
0
15 . 0
30
15 . 0
30
15 . 0
30
15 . 0
30
3
2
T
T
 
Element 3: 
C m
W
k
= 50 ,  m L 15 . 0 = , 
2
1m A = ,  0 = h ,  0 = l , 
1
0 h = ,  0
2
 = h ,  0 = Q ,  0
1
 = c  
and  0
2
 = c . The element equations are as follows. 
(
(
(
(
0
0
15 . 0
50
15 . 0
50
15 . 0
50
15 . 0
50
4
3
T
T
 
Assembling the equations 
 
(
(
(
(
(
(
(
(
(
0
0
0
000 , 20
3333 . 333 3333 . 333 0 0
3333 . 333 3333 . 533 0 . 200 0
0 0 . 200 6667 . 266 6667 . 66
0 0 6667 . 66 6667 . 91
4
3
2
1
T
T
T
T
 
There  is  no  natural  boundary  condition  (the  mixed  BC  was  taken  care  of  when  the  element 
equations were generated). To enforce the EBC  20
4
 = T , we use the elimination approach. The 
modified equations are 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
1998-2010, S. D. Raj an  102 
1
2
3
4
91.6667 66.6667 0 0 20, 000
66.6667 266.6667 200.0 0 0
0 200.0 533.3333 0 6666.6667
0 0 0 1 20
T
T
T
T
                (
             (
   
           
   (
  =
   `      `
    (
         
   (
         
   )        )
 
Solving the equations we have (note decreasing temperature from node 1 to 4), 
  {   }   {   } C T T T T
  
20 , 14 . 57 , 05 . 119 , 76 . 304 , , ,
4 3 2 1
  =  
We can now compute the flux in each element. 
Element 1: 
 
2 1 2
1
1 1
12380.95 ) 76 . 304 05 . 119 (
3 . 0
20
) (
m
W
T T
L
k
=   =   = t  
Element 2: 
 
2 2 3
2
2 2
12380.95 ) 05 . 119 14 . 57 (
15 . 0
30
) (
m
W
T T
L
k
=   =   = t  
Element 3: 
 
2 3 4
3
3 3
12380.95 ) 1 . 57 0 . 20 (
15 . 0
50
) (
m
W
T T
L
k
=   =   = t  
We will now examine the results. The solution satisfies the EBC at the right end. The flux is 
constant throughout the domain as it should be. 
 
Another Illustrative Example T4L3-2 
Fig. T4L3-3 shows a circular cross-section pin fin. It has a diameter of 0.3125 and a length of 
5.  At  the  root,  the  temperature  is  F T
  
150
0
 = .  The  ambient  temperature  is  F T
  
80 =
,  the 
convective coefficient is 
F ft h
BTU
h
 
=
2
6 , and the thermal conductivity is 
F ft h
BTU
k
 
= 8 . 24 . 
Determine the temperature distribution in the fin. 
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d
0
L
T
 
Fig. T4L3-3 
Solution:  We  will  use  a  two-element  model  to  solve  the  problem.  The  FE  model  is  shown 
below. 
2
2
3 1
1
2.5 2.5
X
 
Fig. T4L3-4 
Note  the  following  -  (a)  In  this  problem  the  left  end  is  tied  to  an  EBC.  (b)  There  is  no 
convective  heat exchange from the right end (NBC with  0 = q ). (c) There is no internal heat 
generation, i.e.  0 = Q . We will select  ft  as the units for length. 
Element 1: 
F ft h
BTU
k
 
= 8 . 24 ,  ft L 208 . 0 = , 
2 4
2
) 10 ( 326 . 5
4
  ft
d
A
  
= = t ,  F T
  
80 =
, 
F ft h
BTU
h
 
=
2
6 ,  ft d l 0818 . 0 = = t ,  0
1
 = h ,  0
2
 = h ,  0 = Q ,  0
1
 = c  and  0
2
 = c . The element 
equations are as follows. 
=
)
`
(
(
(
(
+ 
  
+ 
+
) 80 (
4 326 . 5
) 0818 . 0 ( 6
) 80 (
4 326 . 5
) 0818 . 0 ( 6
2
208 . 0
) 4 326 . 5 ( 3
) 208 . 0 )( 0818 . 0 ( 6
208 . 0
8 . 24
) 4 326 . 5 ( 6
) 208 . 0 )( 0818 . 0 ( 6
208 . 0
8 . 24
) 4 326 . 5 ( 6
) 208 . 0 )( 0818 . 0 ( 6
208 . 0
8 . 24
) 4 326 . 5 ( 3
) 208 . 0 )( 0818 . 0 ( 6
208 . 0
8 . 24
2
1
e
e
T
T
e e
e e
 
or,   
(
(
(
7667
7667
12 . 183 285 . 87
285 . 87 12 . 183
2
1
T
T
 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
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Element 2: Same as element 1 except we use 
2
T  and 
3
T . 
Assembling, we have 
 
(
(
(
(
(
(
7667
15334
7667
12 . 183 285 . 87 0
285 . 87 25 . 366 285 . 87
0 285 . 87 12 . 183
3
2
1
T
T
T
 
The NBC term is zero. To apply the EBC we use the elimination technique resulting in 
 
(
(
(
(
(
(
7667
28427
150
12 . 183 285 . 87 0
285 . 87 245 . 366 0
0 0 1
3
2
1
T
T
T
 
Solving, we have 
  {   }   {   } F T T T
  
97 . 88 , 82 . 98 , 150 , ,
3 2 1
  =  
The  temperature  decreases  from  left  to  right  as  expected.  The  element  flux  is  computed  as 
follows. 
Element 1:  
2 1 2
1
1 1
6102 ) 150 82 . 98 (
208 . 0
8 . 24
) (
ft h
BTU
T T
L
k
=   =   = t  
Element 2:  
2 2 3
2
2 2
1174 ) 82 . 98 97 . 88 (
208 . 0
8 . 24
) (
ft h
BTU
T T
L
k
=   =   = t  
Let us carry out a few checks. The solution satisfies the EBC of  F
(
(
(
(
(
(
3
2
1
2
1
0
2
3 3
2
2 2
2
1 1
1
1
1
y
y
y
a
a
a
x x
x x
x x
              (T4L4-3) 
These equations are similar to Eqn. (T4L1-31). Solving for the 
i
a s and collecting like terms, we 
have 
 
3
2 3 1 3
2 1
2
3 2 1 2
3 1
1
3 1 2 1
3 2
~
) )( (
) )( (
) )( (
) )( (
) )( (
) )( (
) (   y
x x x x
x x x x
y
x x x x
x x x x
y
x x x x
x x x x
x y
 
   
+
 
   
+
 
   
=  (T4L4-4) 
Hence, 
 
) )( (
) )( (
) (
3 1 2 1
3 2
1
x x x x
x x x x
x
 
   
= |               (T4L4-5a) 
 
) )( (
) )( (
) (
3 2 1 2
3 1
2
x x x x
x x x x
x
 
   
= |               (T4L4-5b) 
 
) )( (
) )( (
) (
2 3 1 3
2 1
3
x x x x
x x x x
x
 
   
= |               (T4L4-5c) 
There is an easier way to compute the shape functions that we shall see in the next module. We 
still  have  two  questions  to  answer  before  we  can  generate  the  element  equations  for  the 
quadratic  element.  First,  Where  is  node  2  located  within  the  element?  Again,  a  detailed 
answer will be generated in Module 2. For the time being let us assume that it is located at the 
center of the element. Hence,  
 
2
) ( ) (
2 3 1 2
L
x x x x   =  =      L x x   =  ) (
1 3
        (T4L4-6) 
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Second,  How  do  we  handle  the  ) (x o , ) (x |   and  ) (x f   terms?  We  will  develop  a 
sophisticated technique in Module 2. For the time being let us assume that they are constants 
within the element. Hence, 
 
(
(
(
(
(
(
(
(
(
(
(
(
(
+
(
(
(
(
(
(
(
0 0 0
0 0 0
0 0 1
30
4
30
2
30
30
2
30
16
30
2
30 30
2
30
4
3
7
3
8
3
3
8
3
16
3
8
3 3
8
3
7
1
g
L L L
L L L
L L L
L L L
L L L
L L L
| | |
| | |
| | |
o o o
o o o
o o o
 
 
1
3 2
3
0 0 0
0 0 0
0 0 1
y
h   y
y
(        (
    (    (
+   =
   `
(
   (
    
(
   (
    )    
3
1
0
6
6
4
6
c
c
fL
fL
fL
          (T4L4-7) 
The flux in the element is given by 
 
~
~
2 3 1 3
1 2 2 2
2(2 ) ( 4)(2 )
( )
 d y   x   x   x   x   x   x
x   y   y
dx   L   L
t   o   o
              
|
=    =    +   +
\
1 2
3 2
2(2 ) x   x   x
y
L
   
  |
|
.
 
(   )   (   )   (   )   (   )
1 2 3 1 2 3 2 1 3 3 1 2 2
4 8 4 4 2 2 2 2 x   y   y   y   x   y   y   x   y   y   x   y   y
L
o
    ( =       +   +         +      
   
(T4L4-8) 
In a similar manner we can generate higher order elements involving cubic, quartic, quintic etc. 
trial  functions  with  four,  five,  six  etc.  nodes  per  element.  The  manner  in  which  we  identify 
these elements is usually as follows. These elements are designated as 1D-C
m
interpolation order 
element  where 
m
C   denotes  that  the  problem  variable  and  its  derivatives  up  to  order  m  are 
continuous  across  element  boundaries.  In  the  element  formulation  that  we  have  discussed  so 
far, only the problem variable is continuous across the element boundaries. Hence the elements 
are designated 1D-C
0
linear element, or 1D-C
0
quadratic element etc. 
 
 
 
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Illustrative Example T4L4-1 
Let us resolve the last problem from the previous section. This time we will use the quadratic 
element. Let us assume that the number of nodes is the same. The FE model is shown in Fig. 
T4L4-3. 
2 3 1
1
2.5
2.5
X
 
Fig. T4L4-3 
Element 1: 
F ft h
BTU
k
 
= 8 . 24 ,  ft L 416 . 0 = , 
2 4
2
) 10 ( 326 . 5
4
  ft
d
A
  
= = t ,  F T
  
80 =
, 
F ft h
BTU
h
 
=
2
6 ,  ft d l 0818 . 0 = = t ,  0
1
 = h ,  0
2
 = h ,  0 = Q ,  0
1
 = c  and  0
2
 = c . The element 
equations are as follows (   k = o ,
A
hl
= | ,
A
hlT
f
  
= ) 
\
|
(
(
(
(
(
(
(
) 416 . 0 ( 3
) 8 . 24 ( 7
) 416 . 0 ( 3
) 8 . 24 ( 8
) 416 . 0 ( 3
) 8 . 24 (
) 416 . 0 ( 3
) 8 . 24 ( 8
) 416 . 0 ( 3
) 8 . 24 ( 16
) 416 . 0 ( 3
) 8 . 24 ( 8
) 416 . 0 ( 3
) 8 . 24 (
) 416 . 0 ( 3
) 8 . 24 ( 8
) 416 . 0 ( 3
) 8 . 24 ( 7
+ 
=
|
|
|
|
|
|
|
|
.
|
(
(
(
(
(
(
(
3
2
1
30
) 416 . 0 )( 52 . 921 ( 4
30
) 416 . 0 )( 52 . 921 ( 2
30
) 416 . 0 )( 52 . 921 (
30
) 416 . 0 )( 52 . 921 ( 2
30
) 416 . 0 )( 52 . 921 ( 16
30
) 416 . 0 )( 52 . 921 ( 2
30
) 416 . 0 )( 52 . 921 (
30
) 416 . 0 )( 52 . 921 ( 2
30
) 416 . 0 )( 52 . 921 ( 4
T
T
T
 
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1998-2010, S. D. Raj an  113 
6
) 416 . 0 )( 4 . 73721 (
6
) 416 . 0 )( 4 . 73721 ( 4
6
) 416 . 0 )( 4 . 73721 (
 
Or, 
(
(
(
(
(
(
 
 
 
3 . 5111
20445
3 . 5111
7 . 181 38 . 116 4256 . 1
38 . 116 33 . 488 38 . 116
4256 . 1 38 . 116 7 . 181
3
2
1
T
T
T
 
Applying the boundary conditions (EBC for 
1
T ), we have 
 
(
(
(
(
(
(
2 . 5325
37902
150
7 . 181 38 . 116 0
38 . 116 33 . 488 0
0 0 1
3
2
1
T
T
T
 
Solving, 
  {   }   {   } F T T T
  
26 . 93 , 84 . 99 , 150 , ,
3 2 1
  =  
The flux in the element is computed using Eqn (T4L4-8) and are given by 
 
2
( 0.0879') 6382
 BTU
x
h   ft
t   =   =
 
2
( 0.3281') 383.1
 BTU
x
h   ft
t   =   =
 
The reason for selecting the two locations will be explained in the next module. Bear in mind 
that  the  flux  distribution  in  this  element  is,  as  Eqn.  (T4L4-8)  shows,  linear  unlike  the  linear 
element in which the flux is a constant. Lets compare the two results. 
 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
1998-2010, S. D. Raj an  114 
 
Temperature (   F
) 
Flux 
|
|
.
|
\
|
2
ft h
BTU
 
Node  Linear 
Elements 
Quadratic 
Element 
Linear 
Elements 
Quadratic 
Element 
1  150  150     
2  98.92  99.84  6102  6382 
3  88.97  93.26  1174  383.1 
 
The nodal temperatures are close but the flux values are quite different.  
 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
1998-2010, S. D. Raj an  115 
Lesson 5: Mesh Refinement and Convergence 
Objectives: In this lesson we will look at the approach to applying the FE method to solve 
a problem. 
  
-  To understand the concepts associated with mesh refinement and convergence. 
-  To  resolve  one  or  more  previous  examples  with  different  meshes  and  use  the  concept 
of convergence to obtain the solution. 
 
Suggested Reading 
Reference  Pages 
T1   
T2  Section 2.12 
T3  Chapter 9 
 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
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Mesh Refinement 
 
In  the  previous  lessons  we  learnt  two  important  facts.  First,  increasing  the  number  of 
degrees  of  freedom  increases  the  accuracy  of  the  solution.  In  other  words,  if  we  keep  on 
increasing  the  number  of  elements  (and  nodes)  in  the  FE  model,  we  should  obtain  better 
solutions that converge to the exact result. This is known as h-convergence. The h notation 
refers  to  the  size  of  the  elements.  Second,  increasing  the  order  of  the  polynomial  in  the 
trial  solution  also  increases  the  accuracy  of  the  solution.  In  other  words,  if  we  keep  on 
increasing the element order (and hold the number of elements constant), we should obtain 
better  solutions  that  converge  to  the  exact  result.  This  is  known  as  p-convergence.  The  p 
notation refers to the polynomial order. We could also combine the two and obtain what 
is known as hp-convergence.  
 
The advantages of low-order finite elements are (a) the size of the element matrices is small, 
(b) the computational ease with which the elements can be generated, and (c) the size of the 
hand-band width of the structural stiffness matrix is small. The major disadvantage is that 
the  convergence  is  slow.  The  comments  pertaining  to  higher-order  elements  are  just  the 
opposite. 
 
The  FE  mesh  need  not  be  uniform  nor  contain  just  one  type  of  element.  It  may  be 
advantageous to use the lower-order elements where the solution does not change rapidly 
(flux has a low value) and use the higher-order elements in regions where higher accuracy is 
required. By the same token, the mesh can be finer where higher accuracy is required. 
 
The  biggest  disadvantage  of  any  FE  solution  is  the  computational  expense  in  solving  the 
system  equations.  Hand  calculations  (with  help  from  equation  solvers  in  calculators)  are 
tedious if the number of unknowns is greater than about 10. However, the finite element 
method  is  a  numerical  technique  that  is  ideal  for  computer-based  solutions.  As  we 
mentioned  in  the  first  topic,  the  amount  of  human  time  taken  to  create  the  data  and 
examine the results is far greater than the time taken to solve most FE problems. 
 
We will illustrate these ideas using the results from the computer program. If you wish you 
may  jump  to  the  section  Using  the  1DBVP
\
|
 
  
=
C cm s
cm cal
k
 2
12 . 0 , and the center 
section  is  made  of  copper 
|
.
|
\
|
 
  
=
C cm s
cm cal
k
 2
92 . 0   is  20  cm  long.  The  cross  section  is 
circular,  with  a  radius  of  2  cm.  Heat  is  flowing  into  the  left  at  a  steady  rate  of 
2
1 . 0   cm s cal    . The temperature of the right end is maintained at a constant   C
0 . The rod 
is in contact with air at an ambient temperature of  C
  
2
4
10 5 . 1 . 
Determine the temperature and flux distribution in the rod using (a) only linear elements 
and (b) only quadratic elements. 
 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
1998-2010, S. D. Raj an  123 
 
Problem T4L3-3 
A variable area rectangular cross-section fin transmits heat away from a mass as indicated in the 
figure.  The  thickness  of  the  fin  in  the  direction  perpendicular  to  the  paper  is  ten  times  that 
shown in the plane of the paper. There is convection on the entire lateral surface. 
h
L
L
M
a
s
s
 
a
t
t
e
m
p
e
r
a
t
u
r
e
,
 
T
3h T=
h  , T
h  , T
T
0
0
0
c
c
0
0
0
0
1
2
0
0
 
With  cm h 5
0
 = ,  cm L L 10
2 1
  = = ,  C T
  
400
0
 = ,  C T
  
100 =
,  C mm W h
c
 =
   2 3
10   and 
C mm W k
  
 =
2
30 . 0 , find the temperature and flux distribution. 
2
1 . 0
cm s
cal
= t
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
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Problem T4L3-4 
Consider  a  slab  of  thickness  0.1  m  with  a  thermal  conductivity 
(   )
40 k   W   m   C =   
  in  which 
energy is generated at a constant rate of 
6 3
10  W  m . The boundary surface at  0 x =  is insulated, 
and  the  one  at  0.1 x   m =   is  subjected  to  convection  with  a  heat  transfer  coefficient  of 
(   )
2
200W   m   C 
 is 
heated electrically by the passage of an electric current which generates energy within the rod at 
a  uniform  rate  of 
7 3
10  W  m .  The  surface  of  the  rod  is  subjected  to  convection  with  a  heat 
transfer  coefficient 
(   )
200 h   W   m   C =   
into an ambient at 30 C
 Program 
The OneDBVP program is designed to solve the problem described by equations (T4L1-56) 
and  (T4L1-57).  It  can  be  used  on  computer  systems  running  any  version  of  the  Windows 
OS  (98,  NT,  2000  and  XP).  Install  the  program  as  you  would  any  other  Microsoft 
Windows program. A few things to note before we get started with the program. 
 
(a)  The  first  step  is  to  get  the  problem  data  ready.  Note  that  the  program  solves  the 
problem as described by Eqns. (T4L1-56) and (T4L1-57). In other words, it does not 
specifically  solve  a  solid  mechanics  problem  or  a  heat  transfer  problem  etc.  You  must 
relate the parameters from the problem to the general one-dimensional BVP as we have 
done in Lessons 2-4.  
(b)  The program does not assume any units. The problem units must be consistent. 
(c) Finally we will discuss the program terminology. The FE mesh is described in terms of 
segments.  A  segment  contains  one  or  more  elements  that  have  exactly  the  same 
properties.  Only  the  nodes  that  make  up  the  elements  have  different  locations  and 
numbers.  The  problem  domain  is  divided  into  one  or  more  segments.  The  program 
numbers the nodes and elements (starting at 1) starting with the leftmost segment. Note 
that you create the segments; 1DBVP program creates the elements, nodes and loads. 
 
Once you launch the program, you should see the following window. 
 
 
 
Using the program is as easy as 1-2-3. Press F1 to invoke the on-line help. Go through the 
on-line help on understand how to use the program. The  ) (x o , ) (x |  and  ) (x f  terms are 
assumed to be described by a quadratic polynomial of the form  c bx ax   + +
2
 and the input 
to the program are the  c b a , ,  values. The type of boundary condition is recognized by the 
program  using  an  integer  code    -  0  denotes  an  EBC,  1  denotes  an  NBC  and  2  denotes  a 
mixed  BC.  The  first  two  need  an  additional  real  input.  The  mixed  BC  needs  two  values  - 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
1998-2010, S. D. Raj an  126 
the  h g /   and  c   values.  Finally,  an  interior  concentrated  flux  if  one  exists,  is  input 
separately . 
 
Problem  Example T2L2-1  Example T4L3-1  Example T4L3-2 
Units  N, m, C, s  N, m, C, s  lb, ft, F, s 
# of Segments  3  3  1 
Segment 1       
Element Order  1  1  1 
# of elements  1  1  2 
Left End Coor.  0  0  0 
Right End Coor.  0.15  0.3  0.416 
) (x o   0, 0, 5e7  0, 0, 20  0, 0, 24.8 
) (x |   0, 0, 0  0, 0, 0  0, 0, 921.517 
) (x f   0, 0, 0  0, 0, 0  0, 0, 73721.367 
Segment 2       
Element Order  1  1   
# of elements  1  1   
Left End Coor.  0.15  0.3   
Right End Coor.  0.30  0.45   
) (x o   0, 0, 5e7  0, 0, 20   
) (x |   0, 0, 0  0, 0, 0   
) (x f   0, 0, 0  0, 0, 0   
Segment 3       
Element Order  1  1   
# of elements  1  1   
Left End Coor.  0.30  0.45   
Right End Coor.  0.60  0.6   
) (x o   0, 0, 8e7  0, 0, 50   
) (x |   0, 0, 0  0, 0, 0   
) (x f   0, 0, 0  0, 0, 0   
Left End BC  EBC  Mixed  EBC 
Left  End  BC 
Value(s) 
0.0  -25, 20000  150 
Right End BC  EBC  EBC  NBC 
Right  End  BC 
Value(s) 
0.0  20  0 
Concentrated 
Flux Data 
     
Location, Value  0.15, 300e3     
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Program Limitations  
There are no limitations except those imposed by the operating system. 
 
Troubleshooting 
The program checks the input for a variety of errors. Most of these deal with the validity of the 
input data. The error messages are shown on the screen. Apart from the input errors the most 
common error message is Ill-posed problem. This usually is an indication that the boundary 
conditions have not been imposed correctly.  
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Solving Linear Algebraic 
Equat ions 
A  class  of  problems  in  finite  element  analysis  involves  the  solution  of  the  algebraic 
equations 
  K   D   F
n   n   n   m   n   m       
=                   (1) 
where  K
n   n 
 is the system matrix,  D
n   m 
 is the matrix of primary unknowns and  F
n   m 
 is the 
matrix  of  right-hand  side  (RHS)  vectors.  The  number  of  unknowns  is  n  and the number 
of RHS vectors is  m. Typically,  n   m >> . In the context of finite element analysis,  K
n   n 
 is 
mostly  symmetric  and  positive  definite.  We  will  assume  that  K
n   n 
  is  symmetric  and 
positive definite 
 
Equation  solvers  can  be  categorized  as  being  either  direct  or  iterative.  Direct  solvers  are 
those  that  solve  Eqns.  (1)  in  a  non-iterative  fashion.  The  procedure  involves  one  pass  or 
two  passes  through  the  n   equations.  On  the  other  hand,  iterative  solvers  transform  the 
problem into an equivalent problem and the solution is obtained iteratively. 
 
There are at least four major issues in solving Eqn. (1). 
(a)  How much of storage space will be used? 
(b)  How can numerically accurate solutions be obtained? 
(c)  How much time will be taken to obtain the solution? 
(d)  How much of additional effort is needed if an additional solution (to a new right-hand 
side vector) vector is to be generated? 
 
There  are  other  issues  such  as  parallelizing  and  vectorizing  the  solution  procedure  on 
specialized hardware and software systems but they are beyond the scope of the discussions 
here. 
 
Storage Schemes 
The structural stiffness matrix is usually sparse. Typically (especially for larger problems), the 
nonzero entries make up a few percent (1-10%) of the entire matrix. Researchers have devised 
several storage schemes to minimize the amount of storage space needed by recognizing that  K  
is sparse and that the locations of the nonzero entries are known once the structural model is 
defined. 
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Banded and Skyline: The  K  matrix is symmetric and banded. A banded matrix can be though 
of as a special case of a sparse matrix. Consider the planar truss shown below (Fig. 1). 
4
5 3
2 1
 
Fig. 1 A planar truss shows the node numbers and the global degrees-of-freedom at the nodes 
There are 10 degrees-of-freedom in the system. If we go through the process of constructing the 
element  equations  and  forming  the  system  equations  (symbolically  not  numerically),  we  can 
generate  the  map  for  the  K matrix.  Fig.  2  shows  only  the  nonzero  entries  in  the  upper 
triangular portion of the matrix. 
11 12 15 16
22 25 26
33 34 35 36
44 45 46
55 56 57 58 59 5,10
66 67 68 69 6,10
77 78
88
99 9,10
10,10
K   K   K   K
K   K   K
K   K   K   K
K   K   K
K   K   K   K   K   K
K   K   K   K   K
K   K
K
K   K
K
   (
   (
   (
   (
   (
   (
   (
   (
   (
   (
   (
   (
   (
   (
   (
   
 
Fig. 2 Upper triangular portion of the system stiffness matrix 
As can be deduced from Fig. 2, the HBW of the given matrix is 6. We can store this matrix as a 
rectangular matrix as follows. 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
1998-2010, S. D. Raj an  130 
11 12 15 16
22 25 26
33 34 35 36
44 45 46
55 56
10 6
66 67 68 69 6,10
77 78
88
99 9,10
10,10
0 0
0 0 0
0 0
0 0 0
0 0 0 0
0
0 0 0 0
0 0 0 0 0
0 0 0 0
0 0 0 0 0
banded
K   K   K   K
K   K   K
K   K   K   K
K   K   K
K   K
K   K   K   K   K
K   K
K
K   K
K
   (
   (
   (
   (
   (
   (
   (
=
    (
   (
   (
   (
   (
   (
   (
   (
   
K  
Fig. 3 Stiffness matrix stored as a banded matrix 
The  relationship  (mapping)  between  the  elements  in  the  original  K in Fig. 2 and the banded 
form K
banded
 in Fig. 3 can be derived simply as follows. 
  K
i   j ,
 = 0 if   j   i   HBW  +   > 1 b   g                 (2) 
  K
i   j ,
 = 0 if   j   i < b   g                  (3) 
else  K   K
i   j   i   j   i
banded
, ,
   +1
                   (4) 
As we can see in Fig. 4, a good number of the elements are zero. 
 
Fig. 4 The skyline profile 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
1998-2010, S. D. Raj an  131 
We can improve the storage scheme by storing only the elements that lie within the skyline of 
the matrix as shown in Fig. 4. The stiffness matrix is stored in a vector as follows. 
K
35 1 11 22 12 33 44 34 10 10 9 10 8 10 7 10 6 10 5 10 
  =
skyline
K   K   K   K   K   K   K   K   K   K   K   K , , , , , ,..., , , , , ,
, , , , , ,
m   r
    (5) 
Note that each column is stored starting with the diagonal element of that column followed by 
all the other elements in that column until the last nonzero entry in that column. To facilitate 
mapping  the  original  elements  of  the  stiffness  matrix,  an  additional  indexing  vector,  D
n
loc
+1
  is 
created that has ( ) n +1  elements. These elements store the location of the diagonal element (of 
each column) with the last element storing the (last element+1) in the stiffness matrix. In other 
words,  the  last  element  contains  one  more  than  the  total  number  of  entries  in  the  skyline 
profile. Going back to the current example, we have the following D
n
loc
+1
 vector. 
 
  D
11
1 2 4 5 71218 21 25 30 36
loc
= , , , , , , , , , , l   q              (6) 
The  relationship  (mapping)  between  the  elements  in  the  original  K  in  Fig.  1  and  the  skyline 
form K
skyline
 in Fig. 4 can be derived as follows. 
  K
i   j ,
 = 0 if   j   i   D   D
j
loc
j
loc
   >   
+
b   g   d   i
1
              (7) 
  K
i   j ,
 = 0 if   j   i < b   g                  (8) 
  K   l   D   j   i   K
i   j   j
loc
l
skyline
,
   =   +                   (9) 
For  example,  to  locate  K
68
  we  note  that  (a)  i   j =   = 6 8 , ,  (b)  D
loc
8
21 = ,  (c)  l =   +      = 21 8 6 23. 
Hence,  K   K
skyline
68 23
 . 
Finally,  let  us  compare  the  storage  requirements  of  the  three  schemes    full,  banded,  and 
skyline, assuming that the stiffness matrix is stored in the double precision format, and that two 
integer words make up a single double precision word ( , ) q   hbw m
  n
loc
=   =   
+
D
1
1 . 
Storage 
Scheme 
What  is  to  be 
stored? 
Equivalent integer words 
Full  K
n   n 
 
2
2
n  
Banded  K
n   hbw
banded
 
2nq 
Skyline  K
m
skyline
, D
n
loc
+1
 
2 1 m   n +   +  
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
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Using  our  example,  we  have  the  three  values  in  the  last  column  as  200 120 ,   and  81  integer 
words   significant savings with increasing sophistication of the storage scheme. 
Sparse:  It  is  not  evident  with  our  simple  example  that  the  stiffness  matrix  is  sparse.  The  % 
sparsity of the stiffness matrix is 
35
100
100 35%    = . As the size of the problem increases, in most 
instances,  the  sparsity  of  the  stiffness  matrix  increases  (or  the  number  of  nonzero  terms 
decreases). Consider the stiffness matrix shown in Fig. 4. In one of the sparse storage schemes, 
the stiffness matrix is stored in a vector rowwise with only the non-zero entries being stored
11
 in 
K
m
sparse
1
. Using our previous example, we have the following. 
  K
31 1 11 12 15 16 22 25 26 88 99 9 10 10 10 
  =
sparse
K   K   K   K   K   K   K   K   K   K   K , , , , , , ,..., , , ,
, ,
m   r
      (10) 
To access the entries in the matrix, two additional (indexing) vectors are needed. The first, C
m1
 
is used to store the column numbers of the nonzero entries. Again, we have with our example 
  C
31 1
1 2 5 6 2 5 6 3 4 5 6 8 91010
 = , , , , , , , , , , ,..., , , , l   q            (11) 
The second, R
( ) n+   1 1
, stores the starting location of each row. Again, we have with our example 
  R
11 1
15 81215 21 26 28 29 3132
 = , , , , , , , , , , l   q            (12) 
Discussion of sparse equation solvers is outside the scope of this document. 
 
Offline: There are special situations when the solution procedure operates on matrices that 
are written on and retrieved from computer hard disk. This is typically done when the size 
of the stiffness matrix and other associated vectors/matrices in any storage format is several 
times  the  size  of  the  computers  random  access  memory  (RAM).  Discussion  of  offline 
equation solvers is outside the scope of this document. 
 
DIRECT SOLVERS 
2.1 Gaussian Elimination 
There are two phases to the solution  forward elimination and backward substitution. In 
the  forward  elimination  phase,  the  basic  idea  is  to  take  the  set  of  equations  from  the 
original form  
                                                                       
11
 It should be noted that zero entries within the skyline profile may become nonzero during the solution phase. 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
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11 12 13 1 1 1 1
21 22 23 2 2 2 2
31 32 33 3 3 3 3
1 2 3
1 2 3
i   n
i   n
i   n
i   i   i   ii   in   i   i
n   n   n   ni   nn   n   n
K   K   K   K   K   D   F
K   K   K   K   K   D   F
K   K   K   K   K   D   F
K   K   K   K   K   D   F
K   K   K   K   K   D   F
             (
             (
             (
             (
             (
  =
   `      `
   (
         
   (
         
   (
         
   (
         
   (
   )      )    
          (13) 
 
to an upper triangular matrix of the form 
 
11 12 13 1 1 1 1
(1) (1) (1) (1) (1)
22 23 2 2 2 2
(2) (2) (2) (2)
33 3 3 3 3
( 1) ( 1) ( 1)
( 1) ( )
0
0 0
0 0 0
0 0 0 0
i   n
i   n
i   n
i   i   i
ii   in   i   i
n   n
nn   n   n
K   K   K   K   K   D   F
K   K   K   K   D   F
K   K   K   D   F
K   K   D   F
K   D   F
      
             (
             (
             (
             (
             (
  =
   `      `
   (
         
   (
         
   (
         
   (
         
   (
   )      )    
        (14) 
 
With each step through the equations one unknown is eliminated until only  D
n
 remains as 
the unknown in the equation. In step  k   k   n =    1 2 1 , ,..., b   g  
 
  K   K
  K
K
  K   i   j   k   n
ij
k
ij
k   ik
k
kk
k   kj
k ( ) ( )
( )
( )
( )
, ,..., =      =   +
   1
1
1
1
1           (15) 
  F   F
  K
K
  F   i   k   n
i
k
i
k   ik
k
kk
k   k
k ( ) ( )
( )
( )
( )
,..., =      =   +
   1
1
1
1
1             (16) 
If  K
kk
k ( ) 
s
1
c , where  c  is a small positive constant, then the system of equations is linearly 
dependent. 
 
In the backward substitution phase (dropping the superscript) 
 
  D
  F
K
n
n
nn
=                     (17) 
and  D
F   K  D
K
  i   n   n
i
i   ij   j
j   i
n
ii
=
  
=      
= +
1
1 2 1 , ,...,             (18) 
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Algorithm 
1: Forward Elimination. Loop through rows,  k   n =    1 1 ,..., . 
2: Check if  K
kk
 < c . If yes, stop. 
3: Loop through columns,  i   k   n =   +1,..., . 
4: Compute constant,  c
  K
K
ik
kk
= . 
5: Loop through  j   k   n =   +1,..., . 
6: Set  K   K   cK
ij   ij   kj
=    . 
7: End loop  j . 
8: Set  F   F   cF
i   i   k
=    . 
9: End loop  i . 
10: End loop  k . 
11: Backward substitution. Set  D   F   K
n   n   nn
= . 
12: Loop through all rows,  i   n =   1 1 ,..., . 
13: Compute  sum   K  D
ij   j
j   i
n
=
= +
1
. 
14: Compute  D
  F   sum
K
i
i
ii
=
  
. 
15: End loop  i . 
 
 
 
 
 
 
 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
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Example 1 
Solve the following set of equations using Gaussian Elimination method. 
 
1
2
3
10 5 2 6
3 20 5 58
2 7 15 57
D
D
D
                (
         
   (
  =
   `      `
   (
         
    (
   )      )    
 
Solution 
Forward Substitution  
Noting that n = 3, the successive snapshots as we go through the algorithm are as follows. 
k =  1
1
2
3
10 5 2 6
21.5 4.4 56.2
6 15.4 58.2
D
D
D
                (
         
   (
  =
   `      `
   (
         
   (
   )      )    
 
 
  k =    2
1
2
3
10 5 2 6
21.5 4.4 56.2
14.172 42.5163
D
D
D
                (
         
   (
  =
   `      `
   (
         
   (
   )      )    
 
 
Backward Substitution 
  D
3
425163
14172
3 =   =
.
.
 
  i =    2   D
2
56 2 4 4 3
215
2 =
  
=
. .
.
b g
 
  i =  1   D
1
6 4
10
1 =
   
  =
( )
 
Hence the solution is 
3 1
1
2
3
 
 
=
  `
 
 )
D . 
 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
1998-2010, S. D. Raj an  136 
2.2 Cholesky Decomposition or LDL
T
 decomposition is a 
variation  of  Cholesky  Decomposition,  and  provides  a  very  effective  solution  to  the  system 
equilibrium equations.  
 
The solution proceeds as follows. Starting with Eqns. (1) we first factor  K   LDL
T
=
  
 by finding 
the L and 
D matrices. 
1
11 12 1 21 1
12 22 2 21 2 2
1 2 1 2
0 . 0
. 1 0 . 0 1 .
. 1 . 0 0 . 0 0 1 .
. . . . . . . . . . . .
. . . .
. . 1 0 0 . 1
0 0 .
n   n
n   n
n   n   nn   n   n
n
D
K   K   K   L   L
K   K   K   L   D   L
K   K   K   L   L
D
   (
   (      (      (
   (
   (      (      (
   (
   (      (      (
=
     (
   (      (      (
   (
   (      (      (
   (
               
   
 
 
1 1 21 1 31 1 1
2
2 21 1 21 31 2 32 1 21 1 2 2
2 2
1 31 2 32 3 1 31 1 2 32 2 3 3
2 2
1 1 2 2
   
.
    
.
     
.
. .
  
...
n
n   n
n   n   n
n   n   n
D   D L   D L   D L
D L   D L  L   D L   D L  L   D L
D L   D L   D   D L  L   D L   L   D L
sym   D L   D L   D
+
+
   (
   (
+
   (
   (
=   +   +   +
   (
   (
   (
+   +   +
   (
   
    (19) 
In other words, we have the following. 
  LDL D   F
T
  =                     (20) 
Let  LQ   F =                     (21) 
Then 
DL D   Q
T
=                     (22) 
Note that 
DL
T
 is of the upper triangular form. 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
1998-2010, S. D. Raj an  137 
 
1 1 12 1 1
2 2 2
  
.
 
.
. .
n
n
n
D   D L   D L
D   D L
D
   (
   (
   (
=
    (
   (
   (
   
T
DL
0
            (23) 
We can solve Eqns. (21) for  Q through a process known as forward substitution starting with 
the first equation that has one unknown,  Q
1
, the second equation that then has one unknown, 
Q
2
 and so on until the last equation that is used to find Q
n
. Once Q has been computed, we can 
solve  Eqns.  (22)  through  a  process  known  as  backward  substitution  by  starting  with  the  last 
equation that has one unknown,  D
n
, then the second last equation that then has one unknown, 
D
n1
, and so on until the first equation that is used to compute  D
1
. 
 
By comparing the RHS of Eqn. (19) with the LHS we have the mechanism to compute the  L 
and 
2
1
1
. If 
D
i
 < c , stop. The matrix is not positive definite. 
Step 3: For  j   i   n = +1,..., , set  L
K   L   D L
D
ji
ji   jk   k   ik
k
i
i
=
  
=
1
1
. 
Step 4: End loop i. This ends the factorization phase. 
Step 5: Forward Substitution. Set Q   F
1 1
= . 
Step 6: For i   n = 2,..., , set Q   F   L Q
i   i   ij   j
j
i
=   
=
1
1
. This ends the Forward Substitution phase. 
Step 7: Backward Substitution. Set  D
  Q
D
n
n
n
=
  
. 
Step 8: For i   n =   1 1 ,..., , set  D
  Q
D
  L  D
i
i
i
ij   j
j   i
n
=   
= +
1
. This ends the Backward Substitution phase. 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
1998-2010, S. D. Raj an  138 
A  careful  examination  of  the  steps  will  show  that  no  extra  storage  is  required.  The  storage 
locations in K can be used to store both 
               (
         
=     (
   `      `
   (
         
         
   (
         
   (             
   )        )
 
Solution 
Factorization  n = 5 b   g 
i =  1
  
. D   K
1 11
35120 =   = . 
2 j =    L
  K
D
21
21
1
0 7679
35120
=   =
.
.
= 0.21865. Also,  L   L   L
31 41 51
0 =   =   = . 
i =    2
     
. . . . D   K   L  D
2 22 21
2
1
2
31520 0 21865 35120 29841 =      =      = b   g b   g . 
j =    3   L
  K   L  D L
D
32
32 31 1 21
2
0 =
  
  =
. 
j =    4   L
  K   L  D L
D
42
42 41 1 21
2
2 0
29841
=
  
  =
  
  = 
.
0.670219. Also,  L
52
0 = . 
i =    3
        
. . D   K   L  D   L   D
3 33 31
2
1 32
2
2
35120 0 0 35120 =         =         = . 
j =    4   L
  K   L  D L   L   D L
D
43
43 41 1 31 42 2 32
3
0 7679 0 0
35120
=
     
  =
       
  = 
   
.
.
0.21865. 
j =    5   L
  K   L  D L   L   D L
D
53
53 51 1 31 52 2 32
3
0 7679 0 0
35120
=
     
  =
     
  =
   
.
.
0.21865. 
i =    4
           
D   K   L   D   L   D   L   D
4 44 41
2
1 42
2
2 43
2
3
=           
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
1998-2010, S. D. Raj an  139 
=              = 31520 0 0 670219 29841 0 21865 35120
2
2
. ( . ) . . . b   g   b   g b   g 1.64366 
j =    5   L
  K   L   D L   L   D  L   L   D L
D
54
54 51 1 41 52 2 42 53 3 43
4
=
        
      
 
=
             
=
11520 0 0 0 21865 35120 0 21865
164366
. . . .
.
b   gb   gb   g
-0.598724 
i =    5
              
D   K   L   D   L   D   L   D   L   D
5 55 51
2
1 52
2
2 53
2
3 54
2
4
=              
=                = 31520 0 0 0 21865 35120 0598724 164366 23949
2
2
. ( . ) . . . . b   g   b   g b   g  
 
Forward Substitution  LQ   F = b   g 
1
2
3
4
5
1 0 0 0 0 0
0.21865 1 0 0 0 0
0 0 1 0 0 0
0 0.670219 0.21865 1 0 0.04
0 0 0.21865 0.598724 1 0
Q
Q
Q
Q
Q
             (
             (
             (
         
=    (
   `      `
   (
         
      
   (
         
   (             
   )        )
 
 
i =  1   Q   F
1 1
0 =   =  
i =    2   Q   F   L  Q
2 2 21 1
0 =      =  
i =    3   Q   F   L  Q   L  Q
3 3 31 1 32 2
0 =         =  
i =    4   Q   F   L  Q   L  Q   L  Q
4 4 41 1 42 2 43 3
0 04 =            =  .  
i =    5   Q   F   L  Q   L  Q   L  Q   L  Q
5 5 51 1 52 2 53 3 54 4
0 0598724 0 04 =               =          =  . . b   gb   g 0.023949 
 
 
 
 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
1998-2010, S. D. Raj an  140 
Backward Substitution 
DL D   Q
T
=
d   i
 
1
2
3
4
5
3.5120 0.21865 0 0 0 0
0 2.9841 0 0.670219 0 0
0 0 3.5120 0.21865 0.21865 0
0 0 0 1.64366 0.598724 0.04
0 0 0 0 2.3949 0.023949
D
D
D
D
D
             (
             (
               (
         
=     (
   `      `
   (
         
   
   (
         
   (             
   )        )
 
i =    5   D
5
0 023949
23949
0 01 =
 
  = 
.
.
.  
i =    4   D
  Q
D
  L   D
4
4
4
45 5
0 04
164366
0598724 0 01 =      =
 
         = 
.
.
. . b   gb   g 0.0303232 
i =    3   D
  Q
D
  L   D   L   D
3
3
3
34 4 35 5
=      
 
=                = 
0
35120
0 21865 0 0303232 0 21865 0 01
.
. . . . b   gb   g   b   gb   g 0.00444367 
i =    2   D
  Q
D
  L   D   L   D   L   D
2
2
2
23 3 24 4 25 5
=         
 
=                = 
0
29841
0 0 670219 0 0303232 0
.
. . b   gb   g 0.0203232 
1 i =   D
  Q
D
  L   D   L   D   L   D   L   D
1
1
1
12 2 13 3 14 4 15 5
=            
 
=                  =
0
35120
0 21865 0 0203232 0 0 0
.
. . b   gb   g 0.00444367 
 
It  should  also  be  noted  that  the  Cholesky  Decomposition  requires  no  special  effort  to  solve 
additional  RHS  vectors  since  the  factorization  and  the  forward/backward  substitutions  steps 
are  separate.  Once  the  factorization  step  is  completed  (once),  the  forward/backward 
substitutions steps can be repeated as many times as required. 
 
 
 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
1998-2010, S. D. Raj an  141 
ITERATIVE SOLVERS 
Consider a quadratic form  ( ) F  d  given by 
  ( ) 2
T   T
F   =    d   d  Kd   d  f                   (24) 
where  K  is a positive definite matrix. Minimizing the quadratic form yields 
  = Kd   f                     (25) 
 
The idea of minimizing the quadratic form obviously leads to unconstrained optimization 
techniques. Consider the Steepest Descent Method. Let  s  be a vector such that  
( ) ( )
k   k
F   F =   + d   d   s                   (26) 
Using Eqn. (24), we have 
  (   )   (   ) ( ) ( ) 2
  T
T
k   k   k   k
F   +   =   +   +      + d   s   d   s   K  d   s   d   s   f           (27) 
If  s  is considered to be small, the second order terms can be neglected and the above 
equation can be simplified as 
(   ) ( ) 2
T   T   T
k   k   k   k
F   F +   =   +       d   s   d   s  Kd   d  Ks   s  f             (28) 
However, due to Eqn. (26) we can rewrite the above equation as 
(   )   (   ) 0
T
T
k   k
   +      = s   Kd   f   Kd   f   s               (29) 
The residual vector 
 
k   k
=    g   Kd   f                     (30) 
is  thus  orthogonal  to  any  small  s   whose  addition  does  not  alter  F .  The  steepest  descent 
direction  is  the  direction  of 
k
g .  To  minimize  F ,  we  can  think  of  moving  along  the 
k
g  
direction.  In  other  words,  we  are  looking  for  the  point 
k   k   k
o + d   g   by  trying  to  find  the 
value of 
k
o  that minimizes  ( )
k   k   k
F   o + d   g .  
 
1
2
( ) ( )
( ) 2
k   k   k   k
T   T   T   T
k   k   k   k   k   k   k   k   k   k   k   k
F   F
F
o
o   o   o   o
+
  =   +
=   +   +   +   +
d   d   g
d   g  Kd   d  Kg   g  Kg   g  f
      (31) 
Minimizing 
  (   ) 0
k   k   k
k
d
F   d   g
d
  o
o
  +   =                 (32) 
yields 
  0
T   T   T
k   k   k   k   k   k
o +      = g  Kd   g  Kg   g  f                 (33) 
or 
 
T
k   k
k   T
k   k
o =
  g  g
g  Kg
                    (34) 
 
3.1 Conjugate Gradient Method 
The  Steepest  Descent  Method  while  providing  a  good  start,  is  not  effective.  It  takes  far  too 
many iterations.  Error corrected in one iteration is likely to be introduced in the next iteration 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
1998-2010, S. D. Raj an  142 
since  successive  directions  are  not  mutually  orthogonal.  The  Conjugate  Gradient  Method 
avoids this difficulty. Successive solutions are found by 
 
1 k   k   k   k
o
+
 =   + d   d   s                   (35) 
where the direction vectors 
k
s  are computed so that successive residuals are orthogonal to each 
other as 
 
1
0
T
k   k+
 = g  g                     (36) 
The correction step is computed as follows 
 
1
2
( ) ( )
( ) 2
k   k   k   k
T   T   T   T
k   k   k   k   k   k   k   k   k   k   k   k
F   F
F
o
o   o   o   o
+
  =   +
=   +   +   +   +
d   d   s
d   s  Kd   d  Ks   s  Ks   s  f
        (37) 
As before, minimizing  F  leads to 
  0
T   T   T
k   k   k   k   k   k
o +      = s  Kd   s  Kg   s  f                 (38) 
or 
 
T
k   k
k   T
k   k
o =
  s  s
s  Ks
                    (39) 
 
This expression is valid for any direction 
k
s . Multiplying Eqn. (35) by  K  and subtracting 
f  on both sides yields 
 
 
1 k   k   k   k
o
+
 =   + g   g   Ks                   (40) 
Using  the  orthogonality  relationship  in  Eqn.  (36)  and  premultiplying  both  sides  of  Eqn. 
(40) by 
k
g  yields an alternate form of Eqn. (39) (one that ensures that successive directions 
are orthogonal) as 
 
T
k   k
k   T
k   k
o =
  g  g
g  Kg
                    (41) 
 
Rewriting Eqn. (38) we have 
 
  (   ) 0
T   T
k   k   k   k   k
o    +   = s   Kd   f   s  Kg                 (42) 
Using Eqn. (40) we have 
 
1
0
T
k   k+
 = s  g                     (43) 
To create the search direction 
1 k+
s , we start by taking the residual 
1 k+
g  as we discussed in 
the steepest descent method. Adding a component orthogonal to 
1 k+
g  just large enough to 
satisfy Eqn. (35) we have 
   
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
1998-2010, S. D. Raj an  143 
 
1 k   k   k   k
|
+
 =   + s   g   s                   (44) 
where the scaling constant 
k
|  is yet to be determined. Premultiplying both sides by 
T
k
s  K, 
Eqn. (35) becomes 
 
1 1
T   T   T
k   k   k   k   k   k   k
|
+   +
=   + s  Kd   s  Kg   s  Ks                (45) 
and the multiplier 
k
|  is given by 
 
1 1
T   T
k   k   k   k
k   T
k   k
|
  +   +
=
 s  Kg   s  Ks
s  Ks
                (46) 
Orthogonality of residuals (Eqn. (35)) is the same as requiring Eqns. (39) and (41) to yield 
the same value for 
k
o . Premultiplying Eqn. (44) by 
1
T
k+
g  
 
 
1 1 1 1
T   T   T
k   k   k   k   k   k   k
|
+   +   +   +
=   + g   s   g   g   g   s                 (47) 
 
Using Eqn. (43), we have 
1 1
T   T
k   k   k   k +   +
 = g   g   g  s                   (48) 
or 
 
T   T
k   k   k   k
= g  g   g  s                     (49) 
Using this result in Eqn. (41), we have 
   
 
T
k   k
k   T
k   k
o =
  s  g
g  Ks
                    (50) 
Substitute Eqn. (44) in (55) 
 
1 1
T
k   k
k   T   T
k   k   k   k   k
o
|
    
=
s  g
s  Ks   s   Ks
                (51) 
If 
k
s  and 
1 k+
s  are made to be conjugate to each other with respect to  K  as in 
 
1
0
T
k   k +
  = s   Ks                     (52) 
then the second term in the denominator of Eqn. (51) vanishes and Eqns. (39) and (41) are 
identical. This requirement is met by setting 
 
1
T
k   k
k   T
k   k
|
  +
= 
s  Kg
s  Ks
                  (53) 
Eqn. (52) is the one that gives the method its name. 
 
AL GORI THM  ( FOR  A  S I NGL E  RHS   VECTOR)  
Start with an initial guess 
0
d . Set  0. k =  Set  c  as convergence tolerance and 
max
n  as the 
maximum number of iterations. 
1.  Construct  
0   0
g   = Kd   f  and 
0 0
=  s   g . 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
1998-2010, S. D. Raj an  144 
2.  Now form 
T
k   k
k   T
k   k
o =
  g  g
s  Ks
. 
3.  Update the solution vector as 
1 k   k   k   k
o
+
 =   + d   d   s . 
4.  Now update 
1 k   k   k   k
o
+
 =   + g   g   Ks . 
5.  Check if 
T
k   k
  c s g  g  and if so terminate iterations. Otherwise form 
1 1
T
k   k
k   T
k   k
|
  +   +
=
 g   g
g  g
. 
6.  Update 
1 1 k   k   k   k
|
+   +
=    + s   g   s . 
7.  Increment  k . Check if 
max
k   n < . If so, go to Step 2. Otherwise terminate iterations. 
 
 
3.2 Preconditioned Conjugate Gradient Method 
The basic idea in preconditioning is to devise a scheme to accelerate the convergence process. 
We would like to generate a preconditioning matrix,  B such that 
 
1 
~ B  K   I  
The area of finding the best pre-conditioner is a very active research area. One of the simplest 
scheme is called Jacobi preconditioning and is discussed next.  
Jacobi Preconditioning: Assume that 
1
1
ii
diag
K
  |   |
=
     |
\   .
B . 
Start with an initial guess 
0
0 = d . Set  0. k =  Set  c  as convergence tolerance and 
max
n  as the 
maximum number of iterations. 
1.  Construct 
0
r   = f , 
1
0 0
= z   B  r  and 
0 0
= s   z . 
2.  Now form 
T
k   k
k   T
k   k
o =
  r  z
s  Ks
. 
3.  Update the solution vector as 
1 k   k   k   k
o
+
 =   + d   d   s . 
4.  Now update 
1 k   k   k   k
o
+
 =    r   r   Ks . 
5.  Check if 
T
k   k
  c s r  r  and if so terminate iterations. Otherwise form 
1 1
T
k   k
k   T
k   k
|
  +   +
=
 r   z
r  z
. 
6.  Form 
1
1 1 i   i
+   +
= z   B  r  
7.  Update 
1 1 k   k   k   k
|
+   +
=   + s   z   s . 
8.  Increment  k . Check if 
max
k   n s . If so, go to Step 2. Otherwise terminate iterations. 
 
F I N I T E   E L E M E N T S   F O R   E N G I N E E R S :   M O D U L E   1  
1998-2010, S. D. Raj an  145 
 
Index 
1DBVP 
Input file, 115, 116 
Output file, 2, 118 
Program Limitations, 118 
Troubleshooting, 118 
1DBVP