586 ADVANCED TOPICS

While the Bubnov-Galerkin and least-squares models have the same form as
the Ritz model, .e., they are defined by integral expressions, the collocation model
does not. In the latter, one simply evaluates the coefficient ~ matrices aod
column vector at the collocation points, instead of evaluating the
integral expressions. The number of collocation points should be equal to the
number of unknowns, after imposition of the boundary conditions of the
problem. Far second-order equations, we have two boundary conditions and
2(N + 1) nodal degrees of freedom for an N-element model. Hence, a total of
2N collocation points, two per element, are needed. Also, note that the
coefficient matrix in (14.26) is of arder 2 x 4 (i = 1, 2), and there is no overlap
of elemeot matrices because there is no summation of equations over the
number of elements. However, the continuity conditions on nodal variables
are imposed in ali other models. ,..
I'

Example 14.2. Consider the boundary value problem

- dx d [(l+x) ux ] =O for O<x<l (14.27a)

u(O)=O, [<l+x)!]I . _, =1 (14.27b)

The exact solution of this problem is

u= In (1 +x) (14.28)

We wish to solve the problem using various weighted-residual finite element models.
Consider a two-eiement discretization of the problem. There are three nodes and
six degrees of freedom. The known degrees of freedom for the weighted-residual
rnodels are

u, = o, U = o.s (14.29)

whereas, in the four-element Ritz model (i.e., the weak form nite element model)
with linear elements, they are

U, = O, U5 = 1.0 (14.30)

For the collocation model, the two-point Gauss quadrature 'points are used as the
collocation points. The two- and four-elernent finite element solutions obtained from
three weighted-residual finite eiement models, ali using the Hermite cubics, are
compared with the exact solution and the solution of the weak form finite element
model in Table 14.2. Ali models give accurate results.

2-D SECOND-ORDER EQUATIONS. Here we describe the Bubnov-Galerkin,

least-squares, and collocation finite element models of a second-order equation
in two dimensions. We consider the Poisson equation (Au = f)

_ !_ (a11
ax
au) _ !_ay (a22 au)
ax ay
=f in Q (14.31)
 WEIGHT.ED-RESIDUAL FINITll ELEMEITT MODELS 587

TABLE 14.2
Comparison of weighted-residual finte-element solutons+
with the exact solution of the problem in (14.27)

Bubnov- Least-
x Exact Collocation Galerkin squares Ritz

u O. 00000 O. 00000 O. 00000 O. 00000 O. 00000

0.00
11' 1.00000 0.99390 0.99604 0.99902 0.99612
0.99967 0.99930 0.99993 0.99930

u 0.22314
0.22326 0.22313 0.22315 0.22313
0.25
u' 0.80000
0.80028 0.80004 0.79997 0.80004

0.40487 0.40537 0.40554 0.40538

u 0.40547
0.40562 0.40546 0.40547 0.40546
0.50
11' 0.66667 0.66299 0.66707 0.66645 0.66728
0.66646 0.66673 0.66665 0.66674

u 0.55962
0.55975 0.55961 0.55962 0.55961
0.75
11' 0.57143
0.57123 0.57146 0.57142 0.57148

0.69202 0.69309 0.69324 0.69315

u 0.69315
0.69325 0.69314 0.69315 0.69315
1.00
u' 0.50000 0.50000 0.50000 0.50000 0.50102
0.50000 0.50000 0.50000 0.50010

t The first lne in cach case corresponds to two elements and the second line to
four.

In the weghted-residual finite element model, we seek an approximate

solution U" of u in ge in the form
16
ir = L uJw<x, y) (14.32)
1-1

where 1/Jj(x, y) are the conforming Hermite interpolation functions of the

four-node rectangular element (see Table 9.1), and u1, u~, ut and uh are the
nodal values of U" at the four nades of the element, u2, u6, u10, and u14 are
the nodal values of aue / ax
at the four nades, and so on. The weighted-
residual statement of (14.31) over an element is given by

0= (
Jn,
w[-!_ax(au au)-a
ax y
(a22 au)-ldxdy
ay J (14.33)
588 ADVANCED TOPICS

Substituting w = <Pi and replacing u by (14.32), we obtain the usual form of the
element equations

(14.34)
The specific forros of [K e ] and {e} are defined below for various models.

The Bubnov-Galerkin model. For w = 1/J, the coefficient matrix

column vector {r} are defined by

Kq:e: -
Lo 1/J [-axa ( ""ax") +-ay
a11--1 1/ayJ"1)]
a (a22- dx dy (14.35a)

1, = L 1/Jt dx dy (14.35b)
Q<
"
The least-squares model. For w = A( 1/J),
where A is the differential operator
in (14.31), the coefficients of [K e ] and {/"} are defined by'

L[
K7 = ' aax ( 11 "a"x"' ) + aay (22 ay a1/Jf)J[ aax ( 11 ~1/J . ) + aay ( ::.1.J.1":)]
22 dx dy
(14.36a)

(14.36b)

Tbe collocation model. In this model, we select four collocation points per
element and satisfy (14.31) exactly at those four points of each element. For
the best results, the Gauss quadrature points are selected. We have

K .1.= [ -- a (aue - ""i) -- a ( 2e2 !!J!l)] j (14.37a)

ax ax ay ay (x,y)-(x,,y,)

Ji= fe(x,, Y1) (14.37b)

for i = 1, ... , 4 and j = 1, 2, ... , 16. Note that the coefficient matrix is
rectangular (4 X 16) and that each coefficient of the global matrix and column
vector has a contribution from no more than one element. After imposing the
boundary conditions of the problem, the number of linearly independent
equatioos (which is equal to four times the oumber of elements in the finite
element mesh) will be equal to the number of unknown nodal degrees of
freedom.
We now consider an application of the weighted-residual models de-
scribed in (14.35)-(14.37).

Example 14.3. Consider the Dirichlet problem for the Poisson equation [cf. (8.150)]
-V2u =2 in Q
(14.38)
u=O on r
 WElGHTEDRESlDUAL FINITE ELEMEl'IT MODELS 589

y y

11 = 0
11=0 11 =O
..._ +--...,. X ~ax =0 11=0

- X
~=O
----1-2b----i ay
11 = 0
(a)

y y

ax t su =u= O

t ~ =11=0
ax ...

--
011
-= o
ax \ ar
ilu = 0
ay y

-----+----- 11 = 0 11 =O

-
2
o =0 ..)
x ay = ax ay

=0
ay
ar, \ "ay a211
=O
ax ay
(b)
FIGURE 14.1

(a) Domain, boundary conditions, and (b) finite elemcnt meshcs of the problem in Example 14.3.

where Q is a square region (see Fig. 14.la). The exact solution of this problem is given
by (8.152a). Exploiting the biaxial symmetry, we model ooly a quadrant, say the region
bounded by the positive axes.
Two different uniform meshes (see Fig. 14.lb) of Hermite rectangular elemeots
are used to solve the problem, employing various finite element models. Since the
element has u, au/ax, au/ay, and a2u/ax ay as nodal degrees of freedom, we must
impose ali known boundary values of these quantities (which are not readily known a
priori). This can be considered as a drawback of the weighted-residual finite element
models (especially, the coUocation fnite-element model) compared with the Ritz finite
element model of a second-order equation, where the only boundary conditions are on
u and au/an. For the problem at hand, we irnpose the followingboundary conditions:
u= O on the lines x = 1 and y= 1, au/ax = O on the line x = O, and au/ay = O on the
line y = O. The boundary conditions for the weighted residual models are indicated in
Fig. 14.l(b ). Por the 2 x 2 mesh, the number of k.nown boundary conditions is 20,
whereas the number of total nodal variables is 36. Thus, for the collocation model, we
have 16 unknowns and 16 equations, 4 from each element. Similarly, for the 4 X 4
590 ADV ANCED TOP!CS

mesh, we have 36 boundary conditions among 100 nodal variables, requiring 64

collocation equations, which are provided by the 16 elements.
The finite element solutions obtained from the three finite element models for the
two meshes are compared with the exact solution (8.152a) in Table 14.3. The
collocation finite element solution is relatively more accurate than: the other' two
solutions. The numerical convergence of ali three models is apparent from the results.

14.2.3 Mixed Formulations

The equation governing bending of beams according to the Euler-Bernoulli
beam theory is

d2 ( d2
dx2 El dx2 -
w) f = O (14.39)
I' '
TABLE 14.3

Comparison of the various finite element solutionst with trie exact solution of
the Dirichlet problem for the Poisson equation (14.38) (Example 14.3) ,,..

11(x, y) au/ax

Bubnov- Least- Col- Bubnov- Least- Col-

X y Exact Galerkln; squa.res location Exact Galerkln; squares locatlon

0.58903 0.58902 0.58932

o.o o.o 0.58936 0.58935 0.58935 0.58937 0.00000 0.00000 0.00000 0.00000

0.25 o.o 0.55776 0.55774 0.55774 0.55776 0.25538 0.25568 0.25568 0.25570
0.45837 0.45846 0.45862 0.54436 0.54540 0.54548
0.50 o.o 0.45868
0.45866 0.45886 0.45868
0.54549
0.54541 0.54543 0.54555
0.75 o.o 0.27945 0.27944 0.27945 0.27946 0.90265 0.90176 0.90184 0.90192
1.34628 1.34912 1.35068
1.00 0.00 0.00000 0.00000 0.00000 0.00000 1.33490
1.35040 1.35064 1.35064
0.25 0.25 0.52830 0.52827 0.52827 0.52829 0.23827 0.23680 0.23859 0.23859
0.50 0.25 0.43560 0.43557 0.43558 0.43559 0.51168 0.51162 0.51162 0.51166
0.75 0.25 0.26665 0.26664 0.26665 0.26665 0.85513 0.85416 0.85432 0.85440
LOO 0.25 0.00000 0.00000 0.00000 0.00000 1.28190 1.29712 1.29744 1.29752
0.36192 0.36197 0.36225 0.40744 0.40692 0.40724
o.so 0.50 0.36230
0.36226 0.36226 0.36228
0.40785
0.40789 0.40783 0.40782
0.75 0.50 0.22548 0.22544 0.22545 0.22547 0.70416 0.70317 0.70314 0.70337
1.11576 1.1182 1.12268
1.00 o.so 0.00000 0.00000 0.00000 0.00000 1.1102
1.12448 1.1252 1.12552
0.75 0.75 0.14564 0.14557 0.14557 0.14563 0.42422 0.42355 0.42309 0.42315

t The rst line in each case corresponds to the solution obtained using a 2 x 2 mesh and the second to a 4 x 4
mesh.
t The Ritz nite-element solution coincides wilh the Galerkin solution for thc same choice of the Hcrroite
inlcrpolation.
 WEIGHTED-RESIDUAL FINITE ELEMENT MODELS 591

The weak form finte element model of this equation requires Hermite cubic
interpolation of the transverse deflection w. On the other hand, a weighted-
integral finite element model of (14.39) requires' the approximation W e of w to
have a nonzero fourth-order derivative, and the element should include w,
dwldx, El d'wl dx", and (d/dx)(El d2w/dx2) as the nodal degrees of freedom
(i.e., seventh-degree Hermite polynomials). To reduce the differentiabilty
requirernents on w in the weak form and include the bending moment (or
stress) as a nodal degree of freedom, (14.39) can be decomposed into a pair of
lower-order equations:

(14.40)
The assumption that the function b =El'* O always holds in practice because
neither the modulus of elasticity nor the moment of inertia is zero; in fact, we
alwayshave b > O. We can develop either a weak form finite element model or a
weighted-integral finite element model of (14.40). Here we discuss the weak
form finite element model.

WEAK FORM. The weak form associated with the pair (14.40) over a typical
1-D element (a two-node line element) is given by

O= Jf."' u (ddxM2 - f ) dx
:C,4
2

= -L: (~;~:+uf) 8 dx- u(xA)(~~)l:c,. + u(xs)(~:)l:cs

(14.41a)
O= f:cs v(d2:- M) dx
:CA dx b '
= -f:cs (dv dw + vM) dx _ v(xA)(dw) 1 + v(xo)(dw) 1 (14.41b)
x,. dx dx b dx x,. dx :es

where u and.v are the weight functions, which can be viewed as the variations
of w and M, respectvely (u - ow and v- oM). The boundary terms in (14.41)
indicate that the specifications of w and M consttute the essential boundary
conditions, and the specifications of the derivatives dw/dx and dM/dx
constitute natural boundary conditions of the problem:

Essential boundary condition

specify w and M (primary variables) (14.42a)
Natural boundary conditioris
. dw dM
specify dx and--;; (secondary variables) (14.42b)

Note that the natural boundary condition on the bending moment M in the
conventional formulation (.e., the Euler-Bernoulli beam element) becomes
592 ADVANCED TOPICS

FIGURE 14.2
Generalized displacements and
forces Cor the mixed finite ele-
ment formulation of the fourth-
order equation (14.39) [or the
weak form model of (14.40)).

the essential boundary condition in the present formulation. Since both the
displacement variable and force variables are used as the nodal degrees of
freedom, the finite element model of (14.42) is called a mixed finite element
model.

FINITE ELEMENf MODEL. The finite element model of (14.41) is obtained

by substituting finite element approximations of the forro (see Fig. 14.2 for the
nodal variables) /
111 n
IV = W'I/J, M= L Mcf, (14.43)
/=l J=l

into the weak forms (14.41). Note that, in general, w and M can be
interpolated by different sets of interpolation functions 1/J and <f,1. The finite
element equations can be expressed conveniently in the form
[Ku]
[ [K12r
{K12JJ{ {
[K22] {M}
w}} = { {F1}}
{F2} (14.44a)

where the matrix coefficients KijfJ of the matrix [KfJ] (a, f3 = 1, 2) are given by
XB 1
K~-1 = o K~-2:::: IXB d'I/J, dcf, dx = J<ll
IJ ) 1/
XA
dx dx JI ) Ki2 =
Ib x,.
tf><f, dx

Toe quantities Vj and 81 are the secondary variables (shear force and rotation,
respectively) associated with w and M at the nodes. lt should be pointed out
that (14.41) are used in a specific order that gives a symmetric coefficient
matrix in (14.44a).
In order to compute the matrix coe:fficients in (14.44b), we must choose
appropriate functions for 1/J, and cf,;. For the sake of simplicity, we take 1/J1 = cf,1
and 1/J; to be the linear interpolation functions. We obtain (m = 11 = 2), for
constant b and f,
[K12]=_!_[
he -l
1 -1],
1
[K22]=~[2 1]
Sb; 1 2
(14.45)
{Fl} = -;heG}-{~:}, {F2}:::: {!~}
 WEIOHTEDRESIDUAL FINITE ELEMENT MODELS 593

Rearranging the primary variables, the element equations (14.44a) can be

expressed as

~ [ ! -1
1 . -l]{Wt}
2e -1
O
a'e'
1
M1 = _fehe
w2 2
{1} {-V}
O
1
+ 01
-V2
(14.46)
-1 cr._. 1 2ae M2 O 82
where cr., = h~/6b e-

The usual assembly procedure, which assumes interelement continuity of

the primary variables, would result in a continuous bending moment field. This
feature is not desirable when the problem involves specified concentrated (i.e.,
point) moments. Therefore, in general, the moment degrees of freedom should
be either eliminated at the element level or not made continuous during the
assembly of elernent equations (14.46). The following example illustrates this
point.

Example 14.4. Consider the clamped, simply supported beam shown in Fig. 14.3. We
wish to determine its deflection and bending moment using the Euler-Bernoulli beam
theory, i.e., (14.40). We take b = El= constant and f = O. The boundary condtions are

w(O) =O, w(2h) = (}(2/i) = O (14.47)

We wish to analyze the problem using the mixed finite element in (14.44).
For sirnplicity, we shall use the mnimum number of elements that allows us to
impose the specified generalzed displacements and forces. Thus, we have two elements
and three nodes in the mesh. The assembled stiffness matrix is given by

o 1 o -1 o o u. - v 1

1 2 -1 ('.Y o o U2 e~
-' 1
-
-1 oo 2 o -1 U3 -Vi- V (14.48)
h -1 (l' 2 4a -1 (l' U4 O}+ Oi
o o o -1 o 1 u, -
y2 2
o o -1 (l' 1 2a u; (}~

Toe boundary conditions and equilibrium of secondary variables require

U, = U2 = U, = O, - Vi - Vi= O, 8J + 8~ = O, (}i = O (14.49)

Equations (14.48) become

1[ O
h- . 2 (14.50)

-1

t.-
,
x h
0 $

0

1.
. .. 1 FIGURE 14.3
4.4.
. .:-' Clamped, simply supported beam considered in Example
-~,._-h--,. 1
594 ADV ANCED TOPJCS

If we use the additional boundary condition U4 = M0, we obtain an inconsistent set of

equations. This is the result of the assumption
Mi=Mf= U4 (14.51)
used in the assembly. In the present problem, the moment is discontinuous and
therefore (14.51) <loes not hold. Toe correct condition is
Mi-Mf=Mo

Suppose that U4 = M} = M1- M0 Then the equations of element 2 become

(14.52) - \
1 -1]{ {-Vi}
i[ f 2a -1Q a MJ I-V~ M0} = ef (14.53)

-1 0 1 IY~ -V~
-1 a 1 2a M~ e~ /

Toe assembled equations for the unknowns, after using the boundary condition (14.52),
becorne

(14.54)
where the right-hand side comes from the second element when Mi is replaced by Mf
= Mi - M0 The solution is

Recalling the sign convention for the bending moments in the mixed element (see Fig.
14.2), we note that the solution (14.55) coincides with that given by the conventional
model. Toe reader should verify this statement.

14.3 NONLINEAR PROBLEMS

14.3.1 General Comments
Many engineering problems are described by nonlinear differential equations. \.
Under certain simplifying assumptions, these problems can be described by
linear differential equations. For example, the equations governing the
large-deflection bending of elastic beams are

(14.56)

where u is the longitudinal displacement, w is the transverse deflection, E is

the modulus of elasticity, A is the cross-sectional area, q is the axial distributed
Load, and f is the transverse loading. Under the assumption that the slope
 WEIGHTEO-RESIDUAL FINITE ELEMENT MOOELS 595

dwldx is small compared with unity [i.e., (dw/dx) (du/dx), (dw/dx)2=0],

(14.56) become uncoupled and reduce to (3.1) and (14.39), respectively.
However, when the slope dwldx is not too small, we must solve the coupled
set of nonlinear equations (14.56) ..
Another example of a nonlinear problem is provided by the equation
governing the flow of a viscous incompressible fluid. When the convective
effects are larger than the viscous effects, (11.1) should be modified to include
the convective terrns, that is, the Navier-Stokes equation should be solved:

p (ua-u+v- lu - a (-
") - [2-f+ u+- av)] +-ap=fx
ax ay Jx2 )y ay ax ax
p ( ua-v +v- av) - [ -a (-u+- av) +2- flv] +-
ap=fi (14.57)

ax ay ax ay ax ay2 ay Y

au + av =O
ax ay
where p is the density of the fluid, and all other symbols have the same
meaning as in Chapter 11.
The finite element formulation of nonlinear problems proceeds in much
the same way as for linear problems. The main difference lies in the solution of
the finite element algebraic equations. Here we describe sorne details of the
formulation, and comment about the solution procedure using equations of
large-deection bending of beams and the Navier-Stokes equations.

14.3.2 Large-Deftection Bending of (Euler-Bernoulli)Beams

Here we use the weak forms of (14.56) to develop the finite element model.
These weak forms over an element (xA, xB) are

O= fxa {

xA
EA du, [du + 21 (dw)
dx dx dx
2]
- v1q
}
dx - Q1vi(xA) - Q4v1(xB)
e

(14.58a)
where v1 is the weight function (v1 - u) and

Q!= -{EA[: +~(:rn1x/ Q:= {EA[: +~(~:rn1x 8

(14.58b)
Similarly,

O= fx { El ddxv ddxw + EA dvdx dw

x..
2 2
2
2
2
[du !(dw)
2
dx dx + 2 dx
2]-
Vi
t}

- Q;vi(xA)- Q3(-:2 )L- Q;vi(xn)-Q6 (-1 )lxs 2 (14.59a)

596 ADVANCED TOPICS
where v2 is the weight function (v2 - c5w), and

Q;={.!!_(Eld2w)-EA dw[du +!(dw) ]}1 , 2

Qj= w) x,.
El d2x2 1

(
dx dx2 dx dx 2 dx x,.
(14.59b)
Qs- -{ d (Eld2w)-EA dw [du +
dx dx2 dx dx
12 (dw)
dx
]}1 '2
x8
Q~= -(Eldzw)I
dx .:ca

The primary variables of the formulation (as in the frame element

formulation of the Euler-Bernoulli beam theory) are

u, w,
dw
dx
From the discussions presented in Chapters 3 and 4, it is clear that we must use
a Lagrange interpolation of u and a Hermite interpolation of fv:
n m
u=
/=l
U/IP(x), w= s</>(x)
j=l
(14.60)

where t/) are the Lagrange interpolation functions of degree n - 1, and </> are
the Hermite interpolation functions of degree m - l. For n = 2 and m = 4, the
elements used for u and w contain the same number of nades, which is
convenient in the computer implementation of the model (see Fig. 14.4).
Substituting the approximations (14.60) for u and w, and v1 = 1/J and
v2 = </>'I, into (14.58a) and (14.59a), we obtain the finite element model
[Ku] [K12]]{{u}} = {{F1}}
[ [K21] [K22] {s} {Fz} (14.61a)
where

K;11 = JXB EA-dd1jJ d1jJddx, f;1 = J.:Cs 1/J;q .dx + Q31_2 (z ,J = 1, 2, ... , n)
.:C,4 X X X,4

K!~ =
IJ
fx 1zEA dw d1jJ; d</> d
dx dX dx X,
K2.1 =
/t
fx EA dw d</> d1/J1 dx
dX dX dx
.:e,. .:e,.

(i = 1, 2, ... , n; j = 1, 2, ... , m)
(14.61b)
Ki2 = fx El d2~1 d2~1dx + J.xs !EA(dw)z dqi, d</> dx
x,. dx dx x,. dx dx dx .
(i, j = 1, 2, .. : , m)
xs {I =1 if i = 1 or 2
Ff =
Jx.. </>J dx + Q1+i, 1= 2 if i = 3 or 4

This completes the finite element model of the nonlinear bending of beams.

FIGURE 14.4
Nonlinear beam bending element
based on linear interpolation of the
axial displacement u and Hermite
cubic interpolation of the transverse
Generalized displacements Generalized forces deflection.
 WEIGHTEDRESIDUAL FINITE ELEMEITT MODELS 597

14.3.3 Solution Methods for Nonlinear

Algebraic Equations
Note that the element stiffness matrix in (14.61a) is nonlinear and asymmetric.
Therefore, the assembled equations will be nonlinear and asymmetric. The
assernbled nonlinear equations must be solved, after imposing boundary
conditions, using an iterative method, whch seeks an approximate solution to
the algebraic equations by linearization. The direct iteration method, also
known as the Picard method, is based on the scheme

1 [K({A}')]{A}'+1 = {F} 1 (14.62)

where {A}' denotes the solution at the rth iteration. Thus, in the direct
iteration method, the coefficients K;j (and hence Kt) are evaluated using the
solution {A}' from the previous iteration, and the solution at the (r + l)th
iteration is obtained by solving (14.62):

(14.63)
At the beginning of the iteration (i.e., r=O), we assume a solution {A},
based on our qualitative understanding of the solution behavior. For example,
{A} 0 = {O} for large-deflection bending would reduce the nonlinear stiffness
matrix to a linear one, and (14.63) would yield the linear solution of the
problem at the end of the first iteration, { A }1 The iteration is continued [i.e.,
(14.63) is solved in each iteration] until the difference between {A}' and
{A}'+1 reduces to a preselected error tolerance. Toe error criterion is of the
form (other criteria can also be used)

(say, 10-3). (14.64)

where Nis the total number of primary unknowns (i.e., generalized displace-
ments) in the finite element mesh.
The other iterative method is the Newton-Raphson method, which is
based on the Taylor series expansion of the algebraic equations (14.62) about
the known solution {A}'. To describe the method, we rewrite (14.62) in the
form

{R} = [K]{A} - {F} = O (14.65)

where {R} denotes the residual. Expanding {R} about {A}', we obtain

{O}= {R} = {R}' + (o{R})'( {A}'+i _ {A}')

o{A}

+
1 (2{R})'
o{A}
,+1
{A} )
, 2 + ... (14.66a)
2! 2 ({~} -
598 ADVANCEDTOP!CS

or
= {RY + [KT]' {<'>A}+ O({ DA} )2 (14.66b)
where [KT] is the tangent (stijfness) matrix,

[Kr]',s [{R}]
c9{A}
evaluated at {A}= {AY
(14.66c)
{DA} = { A }'+1 - {A}' (incremental solution)

For structural problems with variational principies, it can be shown that [KT] is
symmetric even if [K) is not. From (14.66b ), we have

(14.67a)
and the total solution at the (r + l)th iteration is given by,

(14.67b)
The iteration in (14.66a) is continued until the convergence criteria in (14.64) is
satisfied or the residual {R} [measured in the same way as the solution error in
(14.64)] in (14.65) is less than a certain preselected value. For additional
details on iterative methods, the References at the end of the chapter.

14.3.4 The 2-D Navier-Stokes Equations

The weak formulaton of (14.57) over an element is given by (see Section 11.3
for details)

( {w p(u ca9ux +
J o,
1 V u) + [ ]} dx dy - J. '.1lx
ay jr'
ds =

(14.68)

i (-auax+-av)ay
Q'
W3 dxdy =O

where [ ] denotes the expressions (omitting the time-derivative terms) in the

square brackets of (11.7). The finite element model of these equations is given
by

[K13]]{
[K23]
{u}}
{v)
{{F1{F2}}}
= (14.69)
[O] {P} {O}
 WEIOHTED-RESIDUAL FINITE ELEMEITT MODEl.S 599

where [KPJ and {F} (t:V, fJ = 1, 2, 3) are as defined in (11.9b), and

f01/ .1= K~1/- + p Lp -( 1/Jj +

.,1,, "'.'.\
ax
fJ "l'.'.J\ l1) dx dy
dJ

K-2-2=K-+22p L tp-u( 1/J+

; v- -1/Jj) dx dy
1/ 1/ g l ax ay (14.70)
r r
a= L 1/J;, ii = L V;1/J
;-1 . /=l

where and v are velocity components that are assumed to be known.

Clearly, the element coefficient matrix, and hence the global coefficient
matrix, are unsymmetric, and they depend on the velocity field, which is not
known a priori. Therefore, an iterative solution procedure, such as the direct
iteration method, is required. At the beginning of the first iteration, the
velocity field can be set equal to zero to obtain the linear solution. In the
second iteration, the coefficient matrices are evaluated using the velocity field
obtained in the first iteration, and the assembled equations are solved again for
the nodal velocities, This procedure is repeated until the velocity field obtained
at the end of two consecutive iterations differs by a small preassigned number.
The convergence criterion can be expressed as

(14. 71)

where (U, Vi) denote the velocities at node i at the rth iteration. We note that
the tangent matrix for the Navier-Stokes equations is not symmetric (because
no variational principie exists for this case). The iterative solution methods
discussed in Section 14.3.3 are also applicable here.

14.4 TREE-DIMENSIONAL PROBLEMS

Most of the basic ideas covered in Chapters 3 and 8 for one- and two-
dimensional problems can be extended to three-dimensional problems. Por the
sake of completeness, we discuss here the finite element formulation of the
Poisson equation in three dimensions, and describe sorne of the three-
dimensional elements.
Consider the Poisson equation
_!...(k1
ax au)-!...(k2
ax ay au)-!...(k3
ay az au)az = f in Q (14.72a)

au au k au A

u=u on r., k1 ax nx + k2 ay ny + 3 )z nz = q on r2 (14.72b)

600 ADVANCEDTOPICS

,,,.,,.----- ...
Curv
e between the two
z boundary surfaces

~X

FIGURE 14.5 '-

Three-dmensional domain showing a surface element ds, unit normal a'nd its components
= (n.,, ny, n,), and two portions of the bouadary r.

where k = k;(x, y, z) and f = f(x, y, z) are given functions of position in a

three-dimensional domain g, and and q are specified functions of position
on the portions I', and r2, respectively, of the surface r of the domain (see
Fig. 14.5). Suppose that the domain g is discretized by sorne three-
dimensional elements ge, such as tetrahedral and prism elements (which are
the three-dimensional extensions of the triangular and rectangular elements).
The variational formulation of (14.72) over an element ge is given by

O=L ' v[-!_(k1

ax
Ju)-!_(k2 au)-!_(k3 au)-!]dxdydz
ax ay ay az )z

where

(14.73b)

Clearly, the primary variable is u and the secondary variable is q,..

Assuming a finite element interpolation of the form
n
u= U/1/J(x, y, z) (14.74)
j=l

over the element ge, and substituting v = 1/)1 and (14.74) into (14.73a), we
 WEIGHTED-RESIDUAL FfNITE ELEMENT MOOELS 601
obtain
(14.75a)
where

K =
iJ
L (k
11'
1 atp; ot/J; + k2 1/J; 1/J; +
ax ax ay ay
k 3 1/J; 1/1) dx dy dz
az az
(14.75b)
n- {/1/J;dxdydz, Q=t q,.1jJ1ds

The interpolation functions 1/J have the same general properties as for
two-dimensional elements:
n
L 1/J'f(x, y,
1=1
z) = 1, 1/l(x, Y;, z) = D1 (14. 76)

The assembly of equations, the imposition of boundary conditions, and

the solution of the equations are completely analogous to those described in
Chapter 8 far the two-dimensional problems. Next, we comment on the
geometry of two linear 3-D elements and the element calculations.
The element matrices in (14. 75b) require the use of interpolation
functions that are at least linear in x, y, and z. Here we consider two linear
elements: the tetrahedral element and the prism (or brick) element. These
elements are described by approximations of the form
u(x, y, z) = a0 + a1x + a2y + a3z (four-node tetrahedral eleroent)
u(x, y, z) = a0 + a1x + a2y + a3z + a4yz (14. 77)
+ a5xz + ar,.ty + a1xyz (eight-node prism element)
The interpolation functions can be determined as described in Chapters 8 and
9 for two-dimensional elements.
If the element matrices are to be evaluated numerically, the isopara-
metric element concept can be used. The geometry of the elements can be
described by the transformation equations
n n n
x= L x,{j,;(t 7J, ,), Y= L y;{i,;(~, 7J, t), z= L
1=1
Z{i,;(;, 7], ') (14. 78)
l=l f-1

Under these transformations, the master tetrahedral and prism elements

transform to arbitrary tetrahedral and hexahedral elements, as shown in Fig.
14.6. The definition of the Jacobian matrix and the numerical quadrature rules
described in Chapter 9 can 'easily be extended to the three-dimensional case.

14.5 SUMMARY
Three advanced tapies have been discussed briefly in this chapter: (i)
weighted-residual and mixed finite element formulations of differential equa-
 \
602 ADVANCED TOPICS

Tetrahedral
element
/

2
Master elements Transformed elements
FIGURE 14.6
Linear three-dimensional elements: tetrahedral element and prism element (whose surfaces are two-
dimensional triangular and rectangular elements, respectively).

tions; (ii) finite element models of nonlinear equations; and (iii) finite element
models of three-dimensional problems. Toe weighted-residual models dis-
cussed include the Petrov-Galerkin model, Bubnov-Galerkin model, colloca-
tion model, subdomain model, and Ieast-squares model. First- and second-
order differential equations have been considered. Nonlinear finite element
models of the Euler-Bernoulli beam theory and the Navier-Stokes equations
governing 2-D viscous incompressible flows have been developed. Two
iterative schemes, Picard and Newton-Raphson, for solving nonlinear al-
gebraic equations have been discussed. Finally, the finite element formulation
of the Poisson equation governing 3-D field problems has been developed.
Each of these topics deserves detailed discussion. However, they are not
within the scope of the present study. For further study, the reader should
consult the books listed in the References.
PROBLEMS
14.1. Consider the second-order equation

- .!!_
dx
(a dxdu) = f (i)
 WEIOHTED-RESIDUAL rmrrs ELEMENT MODELS 603
and rewrite itas a pair of first-or~er equations,
dP
---f=O (ii)
dx

Construct the weighted-residual finite element model of the equations, and

specialize it to the Galerkin model. Assume interpolation in the form
m n
u= L u,w;(x ),
1-1
P= L ~<P(x)
;-1
(iii)

and use the equations in (ii) in a sequence that yelds symmetric element
equations:

(K11) [K'2JJ{{u}} {{F'}} (iv)

[ [K'2]7 [K22] {P} = {F2}

The model can also be called a mixed model because (u, P) are of different
kinds.
14.2. Evaluate the coefficient matrices [K'1 in Problem 14.1 for a= constant and
column vectors {F"'} for f = constant. Assume that 1/J, = <J,1 are the linear
interpolation functions. Eliminate {P} from the two sets of equations (iv) to
obtain an equation of the form
[K]{u} = {F}
Compare the coefficient matrix [.K] and {F} wth those obtaned with the weak
forro finite element model of (i). What conclusions can you draw?
14.3. Develop the least-squares finite element model of (ii) in Problem 14.1, and
compute element coefficient matrices and vectors when 1/J, = 4>1 are the linear
interpolation functions.
14.4. Solve the problem in Example 3.1, Set 3 boundary conditions, using two linear
elements of the least-squares model developed in Problem 14.3. Compare the
results with the exact solution and those of the weak form finite element model.
14.5. For a cantilevered beam of length L and flexura! rigidity El, subjected to a
concentrated moment M at x = 4L, obtain the mixed finite elernent solution and
compare it with the exact solution. Do you see any discrepancy in the solutions?
14.6. Consider the pair of equations
Vu-q/k=O, Vq+f=O in Q
where u and q are the dependent variables, and k and f are given functions of
position (x, y) in a two-dimensional domain Q. Derive the finite element
formulation of the equations in the form

Caution: Do not eliminate the variable u from the given equations.

14.7. Compute the element coefficient matrices [K"'ltj and vectors {F} of Problem
14.6 using linear triangular elements for ali variables. Assurne that k is constant.
14.8. Repeat Problem 14.7 with lnear rectangular elements.
604 ADVANCEDTOPICS

14.9. Consider the following equations governing a thin, elastic, isotropic plate:
a21V a21V
-S(M1 - vM2) - ax2 = O, -S(M2 - vM1) - ayz = O

2 ~- a2M1_ a2M2_ -O
(1 + v)S ax2 ay2 ax1- ay2 f-
Where M1 and M2 are the bending moments, IV is the transverse deection, q is
the distributed load, v is the Poisson ratio, and S is a constant. Give
(a) the weak form of the equations, and
(b) the finite element model (M1, M2, and IV are the dependent unknowns) in
the form

14.10. Use the interpolation

2 2 ,
M1 = L mi1<P}, M2= m~c/>i
,-1
JI

with

1/11 = (1-x)(l-y), 1J12 = x(l - y), 1J13 =xy, 1/14 = (1- x)y
1/>!=l-x, q>~=x, cp;=l-y, c/>i=Y
far a rectangular element with sides a and b to evaluate the matrices [ K<>11]
(a, {3 = 1, 2, 3) in Problem 14.9.
14.11. Repeat Problem 14.10 for the case in which c/>J = cp = 1J11
14.12. Evaluate the element matrices in (14.61b) by assuming that the nonlinear parts
in the element coefficients are elernent-wise-constant.
14.13. Give the finite element formulation of the following nonlinear equation over an
element (xA, Xs):

du) 1 = O,
( dx u(l) = V2
xO

14.14. Compute the tangent coefficient matrix for the nonlinear problems in Problem
14.13. What restriction(s) should be placed on the initial guess vector?
14.15. Compute the tangent stiffness matrix [KT] in (14.66c) for the Euler-Bernoulli
beam element in (14.61b ).
14.16. Develop the nonlinear finite element model of the Timoshenko beam theory.
Equations (14.56) are valid for this case, with the following changes. In place of
(d2/dx2)(b d2w/dx2) use -(d/dx)(b dlJ!/dx) + GAk(dlV/dx + lJ!) and add the
following additional equation for w:

See Section 4.4 for additional details.

 WE!GHTED-RESIDUAL FlNJTE ELEMENT MODELS 605

14.17. Compute the . tangent stiffness matrix for the Timoshenko beam element in
Problem 14.16.
14.18. (Natural conuection in ftow between heated vertical plates) Consider the flow of a
viscous incornpressible fluid in the presence of a temperature gradient between
two stationary long vertical plates. Assuming zero pressure gradient between the
plates, we can write u = u(y), v = O, T = T(y ), and

d'u
O= pf3g(T - T"') + dy?'
d2
O=k-+ T
dy2
(-du)
dy
2

where T"'= HTa + 7;) is the mean ternperature of the two plates, g the
gravitational acceleration, p the density, (3 the coefficient of thermal expansion,
the viscosity, and k the thermal conductivity of the fluid. Give a finite element
formulation of the equations and discuss the solution strategy for the computa-
tional scheme.
14.19. The equations given in Problem 14.18 are a special case of the more general
Navier-Stokes equations (which are nonlinear and coupled) for two-dimensional
flow:
(a) Mass continuity

au au
ax a-y= O
-+

(b) Conservation of momentum

su+v-
p ( u- ap+2-a+2u-
au) =-- a (u
-+- av) +pg{J(T-Tm)
ax ay ax ax2 ay ay ax
p ( u- sr+,,- a (-u +-au) +2-a2v
av+v- au) =--
ax ay ay ax ay ax ay2
(e) Energy equation

pc(u ar+
ax v '!'\ ax + a27'\
ay J = k(a2T ay'-)
2

where e is the specic heat (the x coordinate is taken vertically downward).

Construct the finite element model of the equations, and discuss the
computational strategy through a flow chart.
14.20. Derive the interpolation functions 1/)1, 1/Js, and 1/Js for the eight-node prism
element using the alternative procedure described in Section 8.2.
14.21. Give the finite element formulation of the heat conduction equation in three
dimensions with convective boundary condition. Use a rectangular cartesian
system.
14.22. Give the penalty finite element model of the three-dimensional flow equations in
cartesian coordinates.
14.23. Repeat Problem 14.21 in cylindrical coordinates.
14.24. Repeat Problem 14.22 in cylindrical coordinates.
14.25. Evaluate the source vector components ff and coefficients K'f; over a master
prism element when f is a constant.f0, and k, = k2 = k3 = constant in (14.75b).
606 ADVANCED TOPICS

REFERENCES FOR ADDITIONAL READING

Baker, A. J.: Finite Element Computational Fluid Mechanics, McGraw-Hill, New
York/Hemisphere, Washington, DC, 1983.
Bathe, K. !.: Finite Elements in Engineering A11alysis, Prentice-Hall, Englewood Cliffs, NJ, 1982.
Carey, G. F., and J. T. Oden: Finite Elements: A Second Course, Prentice-Hall, Englewood Cliffs,
NJ, 1983a.
--- and ---: Finite Elements: Computational Aspeas, Prentice-Hall, Englewood Cliffs, NJ,
1983b.
Chandrupatla, T. R., and A. D. Belegundu: Introduction to Finite Elements in Engineering,
Prentice-Hall, Englewood Cliffs, NJ, 1991.
Cook, R. D., S. D. Malkus, and M. E. Plcsha: Concepts and Applications of Finite Analysis, 3d
ed., John Wiley, Ncw York, 1989.
Desai, C. S., and J. F. Abel: lntroduction to tire Finite Element Method, Van Nostrand-Reinhold,
Ncw York, 1972.
Gallaghcr, R. H.: Finite Element Analysis: Fundamentals, Prentice-Hall, Englewood Cliffs, NJ,
1975. r
Huebner, K. H., and E. A. Thornton: The Finite Element Method far Engineers, 2d ed., John
Wiley, New York, 1982.
Hughes, T. J. R.: Tite Finite Element Method, Prcntice-Hall, Englewood'Cliffs, NJ, 1986.
Irons, B., and S. Ahmad: Techniques of Finite Elements, EUis Horwood, Chichester, Sussex/
Halsted Press, New York, 1980.
---: "Quadrature Rules for Brick-Based Finite Elements," lnternational Journal for Numerical
Methods in Engineering, vol. 3, pp. 293-294, 1971.
Oden, J. T.: Finite Elements of Nonlinear Continua, McGraw-Hill, New York, 1972.
--- aod G. F. Carey: Finite Elements: Special Problems in So/id Mechanics, vol. V,
Prentice-Hall, Englewood Cliffs, NJ, 1984.
Rao, S. S.: The Finite Element Method in Engineerlng, Pergarnon Press, New York, 1982.
Reddy, J. N.: Energy and Variatio11al Methods in Applied Mechanics, John Wiley, New York,
1984.
---: Applied Functional Analysis and Variational Methods i11 Engineering, McGraw-HiU, New
York, 1986.
Zienkiewicz, O. C., and R. L. Taylor: The Finite Element Method, vols. 1 and 2, McGraw-Hill,
New York, 1989 and 1