Dipartimento di Ingegneria

Università degli Studi di Napoli “Parthenope”

Numerical models for

engineering
Lesson 8

Galerkin Finite Element for 1-D

Boundary Value Problems: Robin
Boundary Conditions
A.A. 2014/2015 NUMERICAL MODELS FOR ENGINEERING PROF. N. MASSAROTTI 1
 Outline

Finite element method for 1-d Boundary Value problems: application

to a thermal problem

Derivation of weak formulation (with the nodal approach and with the
element by element approach):

 Matrix form

 Stiffness matrix;

 Load vector;

Matlab implementation.

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 Finite element method for second order ODEs

Case study:
Strong form can be written as:
h=10 W/m2°C
d 2T T∞1=20°C
−k =0 0<x <L h=10 W/m2°C
dx T∞2=0°C
k=1.2
dT W/m°C
−k = h (T∞1 − T1 )
dx x = 0
dT
k = h (T∞2 − TL )
dx x =L

Strong form
x=0 x=L=0.4 m

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 FEM for ODEs

Derivation of weak form:
T
= ∑ i N i ( x )Ti approximate solution
x1 x2 x3 x4 x5
shape function
discretization of
spatial domain

By substituting this solution into the original
ODE we have a residuum R:
d 2T

R = −k with B.C .
2
dx

We obtain the approximate solution by
posing:
d 2T

∫ w ( x ) ⋅ R = 0 ⇒ −∫ w ( x ) ⋅ k dx 2 = 0 with B.C .
L L
weight function

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 FEM for ODEs

By applying the integration by parts we get:

L
dw ( x ) dT ( )

x  
dT ( x ) 


−k ∫ 
+ w (x ) ⋅ k  =0 0<x <L
L
dx dx  dx 
0

1 2 3 4 5
e1 e2 e3 e4

dT

( )
discretization of
−k = h T∞1 − T
1 spatial domain
dx x =0
dT

k
dx
(
= h T∞2 − T
L )
x =L

T
= ∑ i N i ( x )Ti approximate solution

definition of w and N → definition of the method

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 FEM for ODEs

We can adopt linear shape functions:

T (x )
Ti

Ti-1

Ni-1 Ni Ni+1 Ni-1 Ni

xi-1 xi xi+1
ℓe


 (x − x )

 i −1
 x i −1 ≤ x ≤ x i xi-1 xi

 ℓei


(x
 −x)
N i ( x ) =  i +1 ( ) i −1 ( x )Ti −1 + N i ( x )Ti
x i ≤ x ≤ x i +1
x =N
T

 ℓei +1








0, elsewhere



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 FEM for ODEs

In Galerkin method:
1 2 3 4 5
e1 e2 e3 e4

w ( x ) = ∑i Ni ( x ) wi wi = 1

shape function

T
= ∑ i N i ( x )Ti Ti= values of functions on nodes

L
dw ( x ) dT ( )

x  
dT ( x ) 


−k ∫ 
+ w (x ) ⋅ k  =0 0<x <L
L
dx dx  dx 
0
dT

−k
dx x = 0
(
= h T∞1 − T
1 )
dT

k
dx x =L
(
= h T∞2 − T
L )
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 FEM for ODEs

dT

dw ( x ) dT ( )

x 


dT ( x ) 

L −k
dx
(
= h T∞1 − T
1 )
−k ∫ + w (x ) ⋅ k  =0 x =0
dx dx  dx 

L 0 k
dT
dx x =L
(
= h T∞2 − T
L )

Weight functions
1

1 2 3 4 5 x
e1 e2 e3 e4

1 Shape functions for

approximate solution

1 2 3 4 5 x
e1 e2 e3 e4

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 FEM for ODEs

For internal nodes:
So for node i we obtain:
i

dwi ( x ) dT

L


dT  
−k ∫ dx +  w ⋅ k
L
dx dx  dx 
0
=
 xi   xi
 1  
  
⋅  − Ti dx + ∫ − ⋅  − Ti + Ti +1 dx 
 1 1 1 1 1
−k  ∫ Ti −1 +
 x ℓei −1  ℓei −1  ei   
ℓ i −1  
e ei ei
i −1 xi −1 ℓ ℓ ℓ 
=
  1 1  

−k  −
1
Ti −1 +  +
1
Ti − Ti +1 
 ℓ i −1  ℓ i −1  
ℓi 
e e e e
ℓi

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 FEM for ODEs

For node 1:
1
dw ( x ) dT
( x )
dw ( x ) dT
( x )
dx + h (T∞ − T1 ) = 0
dT
−k ∫ dx − k = 0 ⇒ −k ∫
L
dx dx dx L
dx dx 1
0

w1(x) T ( )

x

T2
T1
N1(x) N1(x) N2(x)

x1 x2 x3 x4 x5 x x1 x2 x3 x4 x5 x

x2 − x
w1 ( x ) = N 1 ( x ) = T
( x )= N 1 ( x ) ⋅ T1 + N 2 ( x ) ⋅ T2
e1
ℓ
dw1 ( x ) dN 1 ( x ) 1 dT
( x ) dN 1 ( x ) dN 2 ( x )
= =− = ⋅ T1 + ⋅ T2
dx dx e1
ℓ dx dx dx

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 FEM for ODEs

For node 1:
dT
( x )
dw ( x ) dx
dx

x1 x2 x3 x4 x5 x x1 x2 x3 x4 x5 x

dT
( x ) dN 1 ( x ) dN 2 ( x )
= ⋅ T1 + ⋅ T2
dw1 ( x ) dN 1 ( x ) 1 dx dx dx
= =−
dx dx e1
ℓ dT
( x ) 1 1
= − ⋅ T1 + ⋅ T2
dx e1 e1
ℓ ℓ

dw ( x ) dT
( x ) 1  1 
x2
−k ∫ dx + h (T∞ − T1 ) = −k ∫ −  − T1 +
1 
T2 dx + h (T∞ − T1 )

ℓ 1  ℓ 1 ℓ1 
dx dx 1 e e e 1
L x1

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 FEM for ODEs

For node 1:

dw ( x ) dT
( x )
−k ∫ dx + h (T∞ − T1 ) = 0
L
dx dx 1

⇓
 1 1 

−k  1 T1 − 1 T2  − hT1 = −hT∞1
 ℓe ℓe 

Weak form for node 1

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 FEM for ODEs

For node 5:
dw ( x ) dT
( x )
dw ( x ) dT
( x ) 5
dx + h (T∞ − T5 ) = 0
dT
−k ∫ dx + k = 0 ⇒ −k ∫
L
dx dx dx L
dx dx 2
L
T5
w5(x)
T4

N4(x) N5(x)

x1 x2 x3 x4 x5 x x1 x2 x3 x4 x5 x

x − x4
w5 ( x ) = N 5 ( x ) = T
( x )= N 4 ( x ) ⋅ T4 + N 5 ( x ) ⋅ T5
e4
ℓ
dw5 ( x ) dN 5 ( x ) 1 dT
( x ) dN 4 ( x ) dN 5 ( x )
= = = ⋅ T4 + ⋅ T5
dx dx e4 dx dx dx
ℓ

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 FEM for ODEs

For node 5:
5

dw ( x ) dT
( x )
dx dx

x1 x2 x3 x4 x5 x x1 x2 x3 x4 x5 x

dT
( x ) dN 4 ( x ) dN 5 ( x )
dw5 ( x ) dN 5 ( x ) = ⋅ T4 + ⋅ T5
1 dx dx dx
= =
dx dx ℓe4
dT
( x ) 1 1
= − ⋅ T4 + ⋅ T5
dx e4 e4
ℓ ℓ

dw ( x ) dT ( )

x x5
1  1 
dx + h (T∞ − T5 ) = 0 ⇒ −k ∫  − e T4 + e T5 dx + h (T∞2 − T5 ) = 0
1
−k ∫
e4 
L
dx dx 2
x4 ℓ  ℓ4 ℓ4 

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 FEM for ODEs

For node 5:

dw ( x ) dT ( )

x
−k ∫ dx + h (T∞ − T5 ) = 0
L
dx dx 2

⇓
 1 1 


−k  − T4 + T5  − h ⋅ T5 = −h ⋅ T∞
 ℓe4 ℓe4  2

Weak form for node 5

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 FEM for ODEs

In matrix form:

1 e1 2 3 e3 4 e4 5
e2

 1 h 1 
 + − 0 0 0 
 e1 k e1 
ℓ ℓ 
 1 1 1 1    
 − + − 0 0  T1 
 
 −h ⋅ T∞1 

 e e1 e2 e2    
 ℓ1 ℓ ℓ ℓ  
T2    0 

 1 1 1 1    
−k  0 − + − 0  
  
T3  =  0 

 e e e3 e3    
 ℓ2 ℓ2 ℓ ℓ T 
 
 0 

 1 1 1 1  
4 
 
 

 0 0 − + −     − ⋅ 
 e4  

T5
 


h T∞2 


 ℓe3 e3
ℓ ℓ
e4
ℓ 
 1 1 h
 0 0 0 − + 
 e4 e4 k  LOAD VECTOR
 ℓ ℓ 
b
STIFFNESS MATRIX K
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 FEM for ODEs

As we choose linear piece wise shape functions, each integral of

weak formulation is equal to the sum of the integral defined on
each element

∫ w ( x ) ⋅ Rdx =Itot
L

I 1 + I 2 + I 3 + I 4 + I 5

Therefore, we can solve the weak form of the problem by

finding the simultaneous solution of this form written for each
element of the computational domain.

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 FEM for ODEs

For internal elements: Tɶ ( x )
Ti+1

Ti
L
dw dT
 dT

−k ∫ + w ⋅ k  = 0 T1 = 20, TL = 0
L
dx dx  dx  Ni Ni+1
0
ei

i i+1
Ni Ni+1
ℓe

xi xi+1
xi xi+1
x i +1 − x dN i 1
N ie (x ) = , =−
e
ℓi dx ℓi
e
w ( x ) = Ni + Ni +1
x − xi dN i +1
T
( x ) = NiTi + Ni +1Ti +1
1
N ie+1 ( x ) = , =
ei dx ei
ℓ ℓ

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 FEM for ODEs

Matrix form for internal elements: ei

   2 
  i 
dN dNi dNi +1 
   
  dx  dx dx   
 Ti   

0 
−k ∫  2  = 
 Ni Ni+1

 dN dN  dNi +1    T 
i +1 

 0 

ℓei  i +1 i       

 dx dx  dx  
⇓ xi xi+1

k  1 −1    Ti 

  0 
  

−   
 T   0  =   x i +1 − x dN i
ei −1 1
ℓ   1  
 i +1     Ni (x ) = , =−
e dx e
ℓi ℓi
x − xi dN i +1 1
Matrix form for a N i +1 ( x ) = , =
ei dx ei
single internal element ℓ ℓ

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 FEM for ODEs

By writing this equation for each element and assembling we can
write the global (incomplete) matrix form:
e2 e3

 
 1 ℓe2 −1 ℓe2
 T2 
 
 0
    
   
−k  −1 ℓe2 1 ℓe2 + 1 ℓe3 − 1 ℓ  T3  =  0 
e3     
   
 e3    
 
 
 − 1 ℓe3 1 ℓ  T
 4  
  0 

 

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 FEM for ODEs

For boundary element e1: e1

dw ( x ) dT
( x ) 
x L
dT ( ) dw ( x ) (

x
dT ) ( )

x
dT
−k ∫ +  w ( x ) ⋅ k  = 0 ⇒ −k
 ∫ − w ⋅k =0
L
dx dx  dx 
0 L
dx dx dx
x =0

N1 ( x = 0 ) = 1 N 2 ( x = 0 ) = 0
dT

−w ⋅ k = h (T∞1 − T1 ) for B.C .
dx x = 0

dw ( x ) dT
( x )
−k ∫ + h (T∞1 − T1 ) = 0
L
dx dx

Weak form for element 1 w ( x ) = N1 ( x ) + N 2 ( x )

T
( x ) = N1 ( x )T1 + N2 ( x )T2

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 FEM for ODEs

For boundary element e1: e1

Weak form for element 1


  2

 

 −k    dN  dN dN
∫   dx  T1 + dx dx T2 dx + h (T∞1 − T1 ) = 0

1  1 2 

 e1  

 ℓ 

  dN dN  dN 2 2 
 −k 
 ∫ 
2 1
T1 +   T2 dx = 0

 
  
 ℓe1 

dx dx dx
w = N1w1 + N2w2
⇓
 1 h 1  T
= N1T1 + N2T2
 + −   
 ℓe1 k e 1  
T1   
 −hT∞1 


−k  ℓ   =  
 1 1  T   0  x2 − x dN 1 1
 −  
 2  
 
 N1 = , =−
 ℓe1 e1 
ℓ  ℓe1 dx ℓe1
x − x1 dN 2 1
Matrix form for element 1 N2 = , =
e1
ℓ dx ℓe1

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 FEM for ODEs

For boundary element e4: e4

L
dw ( x ) dT ( )

x 

dT ( x )  dw ( x ) dT ( )

x
( )

x
dT

+ w (x ) ⋅ k
−k ∫  = 0 ⇒ −k ∫ + w ( x ) ⋅ k =0
L
dx dx  dx 
0 L
dx dx dx
x =L

N4 (x = L ) = 0 N5 (x = L ) = 1
N4 N5
dT

w (x ) ⋅ k = h (T∞2 − T5 ) for B.C .
dx
x =L

dw dT

+ h ⋅ (T∞2 − T5 ) = 0
x4 x5
−k ∫
dx dx
L w ( x ) = N4 ( x ) + N5 ( x )
Weak form for element 4 T
( x ) = N 4 ( x )T4 + N 5 ( x )T5

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 FEM for ODEs

For boundary element e4: e4

Weak form for element 4

N4 N5

  2

  dN dN dN

 −k ∫   4  T4 + 4 5
T5 dx = 0

   dx  dx dx 
 ℓe4  
  

  dN dN  dN 5  2

 −k  T4 +  
∫  T5 dx + h (T∞2 − T5 ) = 0
5 4

 
x4 x5
 
 
 ℓe4 

dx dx dx 
⇓ w ( x ) = N4 ( x ) + N5 ( x )
 1

1 
 T
( x ) = N 4 ( x )T4 + N 5 ( x )T5
−
 ℓe4 e4   T4   
 0 

−k  ℓ 
  =    

 1 1 h  T   −h ⋅ T  x5 − x dN 4 1
− e +   5   
∞2 
N4 = , =−
 ℓ 4 ℓe4 k  ℓe4 dx ℓe4
Matrix form for element 4 x − x4 dN 5 1
N5 = , =
e4
ℓ dx ℓe4

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 FEM for ODEs

Global matrix form:
e1 e2 e3 e4

 e1 
 1 ℓ + h k − 1 ℓe1 
   −T∞1 ⋅ h 
0 0 0 T1  
    
    
 −1 ℓe1 1 ℓe1 + 1 ℓe2 − 1 ℓe2 0 0 

T2 





0 


    
−k   T3  =  0 
 0 − 1 ℓe2 1 ℓe2 + 1 ℓe3 − 1 ℓe3 0   
 
 

  T4  0 
 0 0 − 1 ℓe3 1 ℓe3 + 1 ℓe4 −1 ℓ e4 
     

  T5  
 −T ⋅ h 

 0 0 0 − 1 ℓe4 1 ℓ +h k
e4  
 
 
 ∞2 

 

We obtain the same result of the

previous approach

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 FEM for ODEs

Global matrix form assuming a uniform grid:
e1 e2 e3 e4

 h 
 1 + ℓe −1 0 0 0  T1   −T∞1 ⋅ h 
 k  
 
 

 
    

 −1 2 −1 0 0 
T2  
 
0 

k     
−  0 − 1 2 −1 0  3 
T = 0 
ℓe   
 
 

 0 0 −1 2 −1   T4 
 0 

    
 h e T 
 
 −T ⋅ h 

 0 0 0 −1 1 + ℓ    
5    ∞ 2 

 k 
STIFFNESS MATRIX LOAD VECTOR

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 FEM for ODEs
MATLAB IMPLEMENTATION

First step: declaration of parameters and initialization of vectors
and matrixes

Parameters declaration

Initialization of vectors and

matrixes

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 Finite element method for second order ODEs
MATLAB IMPLEMENTATION

Second step: definition of non-zero values of stiffness matrix
and load vector
Stiffness matrix
 h 
 1 + ℓe −1 0 
    −T∞1 ⋅ h 
0 0 T1 
    
 −k1 2 −1 0  
 
 
 

 0 
T2 
 

0 

k     
−  0 −1 2 −1 0  T3  =  0 
e     
−1     
ℓ
 0 0 −1 2 
T4 
 0 

    
 h e T
 


 


 −T ⋅ h 


 0 0 0 −1 1 + ℓ   5 ∞ 2 
 k  

For uniform grid

Load vector

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 FEM for ODEs
MATLAB IMPLEMENTATION

Second step: definition of connectivity matrix and of non-zero
values of stiffness matrix and load vector
Connectivity
matrix

Stiffness matrix K

Load vector b

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 Finite element method for second order ODEs
MATLAB IMPLEMENTATION

Third step: solution of the algebraic system

Fourth step: solution plot

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 Conclusions

The application of finite element method to a BV
differential problem is equivalent to convert it into a
system of n+1 linear equations, where n is the number of
elements of the discretized domain

To derive this system is sufficient to write the weak form
of the problem for each element of domain

The correct formulation of weak form for boundary
elements is necessary for a correct implementation of the
method.

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