Appendix A The Finite Element Method

Appendix A : The Finite Element Method

A1 Historical background

The search for methods to discretize continuum mechanics problems has historically been
tackled with different approaches by engineers and mathematicians (figure A1).

Engineers Mathematicians

Trial functions Finite differences

Richardson 1910
Varational Weighted Liebman 1918
methods residuals Southwell 1940
Rayleigh 1870 Gauss 1795
Ritz 1909 Galerkin 1915
Biezeno-Koch 1923

Structural Piecewise
analogue continous
substitution trial function
Hrenikoff 1941 Courant 1943
McHenry 1943 Prager-Synge 1947
Newmark 1949

Direct continuum Variational finite

elements differences
Argyris 1955 Varga 1962
Turner et al. 1956

Modern FEM

Figure A1. Historical background to modern finite element methods,

after O. C. Zienkiewicz [Zie75].

Mathematicians have developed general methods, directly applicable to solve the

governing set of differential equations. Examples of this direct approach are the finite
difference method, residual procedures, and methods to determine the extreme value for some
functional. Engineers, on the other hand, have in general attacked the problem from a
”physical” point of view, by using different types of analogies. Examples of this indirect
approach are Hrenikoff , McHenry and Newmark, that as early as in the 1940´s showed that it
was possible, with an acceptable accuracy, to analyze a continuum by substituting a piece of
the body with an arrangement of trusses. In the middle of the 1950´s, Argyris [ArKe55] and
Turner [Tu56] showed that a more direct substitution of properties could be done. Their works

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Appendix A The Finite Element Method

were based upon basic assumptions of the behavior of small pieces, or elements. The term
”finite element” was mentioned for the first time in a report by Clough from 1960 [Clo60],
where the technique was presented for the special case of plain stress. After the work done by
these pioneers, mathematicians and engineers suddenly realized that they, but from completely
different angles, had been working on the same basic problem. This insight caused a
convergence between the ”pure” mathematical approach, and the ”analogue” based approach.
A convergence which was a prerequisite for the further development of the finite element
method. For many years now, the finite-element-method can be considered to be a general, and
mathematically well defined, discretization method for analyzing and simulating a broad range
of boundary value problems.

A2 Basic theory
Literally, tons of articles, papers and books have been written about the finite element
method, from different points of view - theory, engineering application, etc. The method was
first developed to solve the stress field in continuum mechanics problems. Although the
method today is a general method that can be used to solve a wide variety of boundary value
problems, it is still mainly used for stress analysis. Let’s first have a quick look at the
fundamentals of continuum mechanics.

A2.1 Stress analysis

dS n, fS
x
z
dV fB
uy
ux
uz

Figure A2. A general three-dimensional body.

Figure A2 above shows a general body in a three-dimensional Cartesian space that is

supported in some way. Any point in the solid is defined by the Cartesian co-ordinates (x,y,z),
and any point on the surface has an outward surface normal direction n, which has an
orientation that usually is described by its three direction cosines (∂n/∂x, ∂n/∂y, and ∂n/∂z).
There may be two sets of forces acting on the body. They are body forces fB and surface forces
fS. The body forces (per unit volume - N/m3) that are acting inside the body volume V, have
three components in the fixed cartesian frame (fBx , fBy , and fBz). There may also be a set of

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Appendix A The Finite Element Method

tractions acting per unit area (N/m2), that are not necessarily acting in the normal direction of
the surface. Also surface tractions have three components (fSx , fSy , and fSz).

For the further operations, it is convenient to represent the displacements u, and the
components of the stress and strain tensors, σ and ε, at an arbitrary point in the body, as single
column matrices :
σxx εxx
ux σyy εyy
u = uy ; σ = σzz ; ε = εzz
uz σxy εxy
σyz εyz
σzx εzx

By looking at small linear stressincrements across an infinitesimal volume dV= [ dx dy dz],

we may formulate an equilibrium equation for each of the three Cartesian directions :
∂σxx / ∂x + ∂σxy / ∂y + ∂σzx / ∂z + fBx = 0
∂σxy / ∂x + ∂σyy / ∂y + ∂σyz / ∂z + fBy = 0
∂σzx / ∂x + ∂σzy / ∂y + ∂σzz / ∂z + fBz = 0

These three equilibrium equations may be condensed into a matrix form :

∂ Tσ + fB = 0 (A.1)

where ∂ T is the transpose of the 3x6 array of operators ∂.

∂ /∂x 0 0 ∂ /∂y 0 ∂ /∂z

∂T = 0 ∂ /∂y 0 ∂ /∂x ∂ /∂z 0
0 0 ∂ /∂z 0 ∂ /∂y ∂ /∂x

The three equilibrium equations on the surface, due to tractions, may be summarized as:

∂Tn σ - fS = 0 (A.2)

where ∂ Tn implies that all the operators in ∂ T are acting upon n to form ∂n/∂x, ∂n/∂y,
and ∂n/∂z, which are the direction cosines of the surface normal.

We can formulate compatibility equations, relating strains to displacement components ux ,

uy , and uz :
εxx = ∂ux / ∂x
εyy = ∂uy / ∂y
εzz = ∂uz / ∂z
εxy = ∂ux / ∂y + ∂uy / ∂x
εyz = ∂uy / ∂z + ∂uz / ∂y
εzx = ∂uz / ∂x + ∂ux / ∂z

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Appendix A The Finite Element Method

The six compatibility equations may be summarized in matrix form :

ε = ∂u (A.3)

The constitutive matrix D relates the stress components to the strain components :

σ= Dε (A.4)
For an isotropic material and a full three-dimensional condition, the stress-strain matrix D is :

1-ν ν ν 0 0 0
ν 1-ν ν 0 0 0
D=
E ν ν 1-ν 0 0 0
(1-2ν)(1+ν) 0 0 0 0.5-ν 0 0
0 0 0 0 0.5-ν 0
0 0 0 0 0 0.5-ν

where E is Young’s modulus and ν is Poisson’s ratio.

To make it possible to solve the stress field for a general body, the most practical approach
is to discretize the structure and to prepare it for numerical methods and computers. In the
finite element method, the body is divided into a finite number of elements that are
interconnected at nodal points. Each elements characteristics are integrated and condensed to
its nodes. Elements that share a node, all add characteristics to that common node. The, by far,
most common method to formulate the equations for the complete set of body nodes is called
the displacement- or stiffness-method, because it is the stiffness contribution for each element
that is condensed to its nodes, and the nodal displacements are the primary variables that are
first solved.

fL

fc
y
Finite Element #e,
with nodes i, j, k, l, m,
x uyk n o and p
z j
k uxk i
uzk n l
o p m Node #i

Figure A3. A general three-dimensional body.

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Appendix A The Finite Element Method

An essential aspect of the finite element method is that, for each type of element, there is an
assumption on how the primary variable (displacements in the stiffness method) may vary
inside the element. This assumption is in the form of an interpolation polynomial He(x,y,z) :

ue(x,y,z) = He(x,y,z) u (A.5)

where ue(x,y,z) are the displacements at any point inside element #e, or at the element
border. ue T = [ uxi uyi uzi ].
u are the nodal displacements for element #e. uT = [ uxi uyi uzi uxj uyj uzj ........] .

To make the discretization complete, all loading on the structure must be condensed to a set
of equivalent discrete nodal forces. The set of simultaneous equations thus formulated with
the stiffness based method for the set of discrete nodes in a general dynamic case, represents a
balance between the internal forces (i.e. inertia, damping and elastic forces) and the externally
applied forces.

.. .
Mu + Cu + Ku = F( t ) (A.6)

..
where M u = {inertia forces [N, Nm]}
.
C u = {damping forces [N, Nm]}
K u = {elastic forces [N, Nm]}
u = {nodal displacement vector [m, radians]}
.
u = {nodal velocity vector [m/s, rad/s]}
..
u = {nodal acceleration vector [m/s2, rad/s2]}
M = {mass matrix [kg, kg m2]}
C = {damping matrix [Ns/m, Ns/radian]}
K = {stiffness matrix [N/m, Nm/rad] } = å Ke = å ò BeT De Be dVe
F = { nodal load vector [N, Nm] = Concentrated nodal loads ( FC ) +
+ equivalent body forces ( FB ) + equivalent surface tractions ( FS ) +
+ equivalent line loads ( FL ) - equivalent initial stress loads ( FI )} =
= å fC + ò fB dv + ò fS ds + ò fL dl - å ò BeT σIe dVe
n V S L e Ve

By adopting the principle of virtual displacements and virtual work, it can be shown [Zie75,
Bat82, NAF86] that the overall nodal stiffness matrix K may be formed by assembling the
element stiffness matrices Ke, that are integrated for each of the finite elements.

K = å Ke = å ò BeT De Be dVe (A.7)

e e Ve

The typical matrices for a general dynamic stress analysis, which needs to be evaluated in
order to form the equilibrium equations for all the discrete nodal degrees of freedoms in the
body, are summarized in table A1.

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Appendix A The Finite Element Method

Table A1. Finite element matrices i stiffness based stress analysis [Bat82].

Entity Finite Element Definition

Displacement interpolation matrix H ue(x,y,z) = He(x,y,z) u

Strain-displacement matrix B εe(x,y,z) = Be(x,y,z) u

Elasticity matrix D σe(x,y,z) = De εe + σIe

Stiffness matrix K = å òe BeT De Be dVe

e V

Mass matrix M = å ò e ρ HeT He dVe

e V

Damping matrix C = å òe κe HeT He dVe

e V

Concentrated nodal load vector Rc = F

Body force nodal load vector RB = å òe HeT fBe dVe

e V

Surface force nodal load vector RS = å eò HSeT fSe dSe

e S

Initial stress nodal load vector RI = å òe BeT σIe dVe

e V

For static conditions, the inertia and damping effects are neglected, and equation (A.6) will
then be reduced to :

Ku=F (A.8)

This equation system is very straightforward in setting up and solving, as long as the
problem is linear (i.e. the stiffness matrix K is constant in the solution domain). Let us notice
three basic and very important characteristics of K :

a : K is banded. Typically the bandwidth is 10 percent of the number of degrees of freedom.

b : K is symmetric (i.e. kij = k ji due to the reciprocal work theorem).
c : K is positive definite, and a unique decomposition thus exists.

This implies that it might be possible to store and to handle only one symmetric half of the
stiffness matrix if there was a solution method available that could maintain the symmetric and
banded properties throughout the solution procedure. K, shown below, is a 5 by 5 matrix with
25 matrix components. The number of non-zero matrix components in K is in the order of
n(2b+1), where b is half the bandwidth, and n is the number of degrees of freedom. Due to
symmetry, only the diagonal matrix components and one symmetric half of the band (totally
12 matrix components) are required to completely define the stiffness matrix K.

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Appendix A The Finite Element Method

3 2 1 0 0 Diagonal matrix components and half

2 3 4 1 0
K= 1 4 5 6 1
0 1 6 6 4
0 0 1 4 3

A solution procedure based on inverting the stiffness matrix, as in (A.9) below, would be
very inefficient, because it would not take advantage of the banded and symmetric character of
the stiffness matrix :

u = K-1 F (A.9)

If we define a multiplication or a division between two values followed by an addition or a

subtraction of a third value as a numerical operation, then the number of numerical operations
required to invert K is 0.5n3 [Bat82], where n is the number of degrees of freedom in the
system to solve. As an extra disadvantage, K-1 is a full and non-symmetric matrix, thus
typically requiring about hundred times more space than the compacted storage of the initial
matrix K. A typical engineering model to solve today is in the order of 10000-100000 degrees
of freedom. A full stiffness matrix would thus typically contain 0.1-10 billion matrix
components. With double precision computer arithmetics, this would require 0.4-40
Gigabytes, just for handling the stiffness matrix in a simple linear analysis.

It is always possible to perform different types of Gaussian based decompositions of a

matrix like K. One example of a Gaussian type of decomposition is a LR-decomposition :
K =LR

where L is lower triangular matrix, with ones in the diagonal and just zeros above the
diagonal, and with the same band characteristics as the lower part of K. R is an upper
triangular matrix, also with the same banding as the upper part of K. Since K is symmetric
and positive definite, the matrix R may be decomposed into a diagonal matrix, with the same
diagonal terms as the diagonal in R, times a matrix that is the transpose of the left triangular
matrix L [Bat82] :
R = D LT

This means that it is possible to decompose K into a symmetric form that also has the same
banded structure as K, a so called LDLT -decomposition [Bat82] :
K = L D LT (A.10)

To solve the unknown nodal displacements we now have to perform two operations. The
first operation is usually called a forward substitution :
x = D LT u
x = L-1 F (A.11)

The second operation is a back substitution :

u = L-1 D-1 x (A.12)

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Appendix A The Finite Element Method

The most frequently method used to solve the unknown displacements in (A.8) is to first
carry out a matrix decomposition like (A.10), and then to do forward (A.11) and backward
substitutions (A.12) for each of the loadcases to be studied. This procedure takes full
advantage of the banded and symmetric characteristics of K, which reduces the required
computer storage space, and keeps the number of numerical operations required to solve the n
number of equations down to a minimum (i.e. 0.5nb2 numerical operations for the
factorization, and nb operations for each load case to be solved [Bat82]). With this method the
typical 400 Mbytes storage and 0.5x1012 numerical operations required to solve a 10000
degree of freedom system, by inverting the stiffness matrix, is reduced to a typical storage
requirement for the stiffness matrix of 4 Mbytes, and the number of numerical operations
required are reduced with a factor of 100, by using a Gaussian based decomposition method
like (A.10 - A.12). This makes a substantial difference, and it makes the finite element method
suitable to solve real world problems.

With non-linearities present, as material non-linearities, for example plasticity or creep, or

geometric non-linearities as large displacements, or instability, or change in boundary
conditions as opening or closing of gaps, no closed form solution is available. Non-linear
behavior requires iterative solution techniques in order to ensure a proper balance between the
externally applied forces and the computed internal forces. The iterative solution techniques
usually are Newton-Raphson based. Non-linear analyses requires a ”guiding hand” from an
experienced analyst, in order to give reliable and correct results.

A2.2 Heat transfer analysis

Other types of boundary value problems can be approached with the finite element method,
in the same way as stress analysis. An obvious and frequently used application of the finite
element method is in performing heat transfer analyses.

In the analysis of heat transfer, we usually can assume that the material in the continuum
obeys Fourier´s law of heat conduction :
∂T ∂T ∂T
qx = − k x ; qy = − k y ; qz = − k z
∂x ∂y ∂z
where x,y,z = the principal axes.
qx = the heat flow conducted per unit area in the direction of the principal axis x.
T = the temperature at a given point in the body.
kx = the thermal conductivity corresponding to the principle axis x.
To satisfy heat flow equilibrium in the body we get :

∂ ∂T ∂ ∂T ∂ ∂T ∂T
( k x ) + ( k y ) + ( k z ) = − q B + ρc (Α5)
∂x ∂x ∂y ∂y ∂z ∂z ∂t

where qB = the rate of heat generated per unit volume [W/m3].

ρ = density of the body material [ kg/m3].
c = specific heat for the body material [ Ws/(kg C) ].
t = time [ s ].

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Appendix A The Finite Element Method

Equation (A.13) can be summarized in terms of a gradient operator as :

•
∂ T k ∂T + qB = ρ c T (A.14)

where ∂ T = the transpose of the gradient operator = [ ∂ /∂x, ∂ /∂y, ∂ /∂z ]

kx 0 0
k = thermal conductivity matrix = 0 ky 0
0 0 kz

In finite element analysis of heat transfer problems, the primary variable solved for is the
temperature ( TT = [ T1 T2 T3 .... Ti Tj ...] ) for all nodes. It can be shown [Bat82] that the
equilibrium equations in a transient heat transfer analysis are :

•
C T + K T = QB + QS (A.15)
•
where T = vector with the time derivative of the nodal temperatures (∂ T / ∂ t ).
T = nodal temperatures vector.
C = specific heat matrix
K = thermal conductivity matrix
QB = body flux vector
QS = {surface flux vector} = QSradiation + QSconvection
QSradiation = σε [(T∞)4 - (TS)4] {σ = Stefan Bolzman´s constant, ε = emissivitivity,
T∞ = surrounding (bulk) temperature, TS = surface temperature}.
QSconvection = h (T∞- TS) { h = convection (or film) coefficient }.

In analogy with stress analysis, an interpolation polynomial He that defines the temperature
at any point inside the volume of an element Te(x,y,z) as a function of the nodal temperatures
T is the key to formulating the element matrices that are necessary for assembling the
complete set of equations for all the nodal temperature degrees of freedom :

Te(x,y,z) = He Te (A.16)

where Te( x,y,z) = Temperature at point (x,y,z) in element e.

ì Ti ü
e
T = Nodal temperatures for element e = í Tj ý
Tk
î . þ
He = He(x,y,z) = Temperature field interpolation matrix for element e.

As an example, the global conductivity matrix K is an assemblage of all the element

conductivity matrices :

K = å òe BeT ke Be dVe (A.17)

e V
where Be is the element temperature gradient matrix ( = ∂ T H ).

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Appendix A The Finite Element Method

A2.3 Analysis of field problems

The finite element discretization technique used to perform heat transfer analysis is directly
applicable to a number of other field problems, by simply using the appropriate field variables
[Bat82]. These analogies are summarized in table A2.

Table A2. Analogi es in analyses of field problems [Bat82].

Problem Variable θ Constants qB Input qS

kx, ky, kz

Heat transfer Temperature Thermal Internal heat Boundary heat

conductivity generation generation

Seepage Total head Permeability Internal flow Prescribed flow

generation condition

Torsion Stress function (Sheer (-2) x (Angle of 

modulus)-1 twist)

Inviscid, incomp- Potential function  Source or sink 

ressible irrotational
flow

Electric conduction Voltage Electric Internal current Externally

conductivity source applied boun-
dary current

Electrostatic field Field potential Permittivity Charge density 

analysis

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