Chapter 2

Steady-State Heat Conduction

2.1 One-Dimensional Steady-State Heat Conduction

Our first example of solving a partial differential equation by finite elements is the one-dimensional
steady-state heat equation. The equation arises from a simple heat balance over a region of con-
ducting material:
Rate of change of heat flux = heat source per unit volume
or

!
(heat flux) + heat sink per unit volume = 0

or
w D ¿ï8ªN¤
-7
!

1 î !
x
where  is temperature, ï28ªN¤
 the heat sink and î the thermal conductivity (ð3ñUò¤òYá
ÎuóôÎ6õö ).
Consider the case where ïŒ
w D
1 !
î !
x ¿v7 7Ìt
§Ì/ (2.1)

subject to boundary conditions: B7D-7 and 0/P-$/ .

This equation (with �/ ) has an exact solution

B
k L  L 1:/÷ L¥ø¾1°Luù,øPú (2.2)

with which we can compare the approximate finite element solutions.

To solve Equation (2.1) by the finite element method requires the following steps:
1. Write down the integral equation form of the heat equation.
2. Integrate by parts (in 1D) or use Green’s Theorem (in 2D or 3D) to reduce the order of
derivatives.
24 S TEADY-S TATE H EAT C ONDUCTION

3. Introduce the finite element approximation for the temperature field with nodal parameters
and element basis functions.

4. Integrate over the elements to calculate the element stiffness matrices and RHS vectors.

5. Assemble the global equations.

6. Apply the boundary conditions.

7. Solve the global equations.

8. Evaluate the fluxes.

2.1.1 Integral equation

Rather than solving Equation (2.1) directly, we form the weighted residual
û©ü¾ý
#‡!
«7 (2.3)
ü
where is the residual
ü w D
r1 !
î !
x ¿ (2.4)
ý
ü function to be chosen below. If 
for an approximate solution  and is a weighting were an exact
solution over the whole domain, the residual would be zero everywhere. But, given that in real
engineering problems this will not be the case, we try to obtain an approximate solution  for which
the residual or error (i.e., the amount by which the differential equation is not satisfied exactly at a
point) is distributed evenly over the domain. Substituting Equation (2.4) into Equation (2.3) gives

û( w D ý ýÕÿ
1 î   !
«7
¿
¼ þ !
!
x
(2.5)

ý of as forcing the residual or error to

This formulation of the governing equation can be thought
be zero in a spatially averaged sense. More precisely, is chosen such that the residual is kept
orthogonal to the space of functions used in the approximation of  (see step 3 below).

2.1.2 Integration by parts

A major advantage of the integral equation is that the order of the derivatives inside the integral can
ý equivalently for 2D problems, by applying
be reduced from two to one by integrating by parts (or,
D
Green’s theorem - see later). Thus, substituting  and
r1}î
!
into the integration by parts
2 .1 O NE -D IMENSIONAL S TEADY-S TATE H EAT C ONDUCTION 25

formula
û( 
( û(

¼ !
!
£#
 ¼ 1 ¼

!
!

gives

û( ý w  ý w ( û( w ý
!
1î ,D
Óx !
 1}î D!
q x  1 1î D
, D
@x !

¼ ¼ ¼
and Equation (2.5) becomes

û ( w , ý ý 
D ý (
î D
D
¿ x !
 î !
 (2.6)
¼ ¼
2.1.3 Finite element approximation
We divide the domain 7aÌÑ
Ì / into 3 equal length elements and replace the continuous field
variable 
 within each element by the parametric finite element approximation

 *D- = )( B*D4)() =  B *D4   = E2*,4FE

B*D- = )( B*DC
)(> =  B *DC
  = E2*,C
FE
(summation implied by repeated index) where = ()B*, /1°* and = *,2$* are the linear basis
functions for both  ý and
.
 ü
We also choose  =   1
(called the Galerkin assumption). This forces the residual to be
orthogonal to the space of functions used to represent the dependent variable  , thereby ensuring
that the residual, or error, is monotonically reduced as the finite element mesh is refined (see later
for a more complete justification of this very important step) .
The domain integral in Equation (2.6) can now be replaced by the sum of integrals taken sepa-
rately over the three elements

û( û  û  û(
!
«  D
  !
 !

¼ Ä ¼ Ä 
Ä 
Ä
1
Boris G. Galerkin (1871-1945). Galerkin was a Russian engineer who  published his first technical paper on the
buckling of bars while imprisoned in 1906 by the Tzar in pre-revolutionary Russia. In many Russian texts the Galerkin
finite element method is known as the Bubnov-Galerkin method. He published a paper using this idea in 1915. The
method was also attributed to I.G. Bubnov in 1913.
26 S TEADY-S TATE H EAT C ONDUCTION

and each element integral is then taken over * -space

ûø û(
!
` D*
 Ä ¼ Ä
ø
where  ¹ !
D*¾¹ is the Jacobian of the transformation

from
coordinates to * coordinates.
 ¹¹ ¹¹
¹ ¹
2.1.4 Element integrals
The element integrals arising from the LHS of Equation (2.6) have the form

û ( w D ý ý
î !
!
5 x !* (2.7)
ý ¼ 

where ` = EuFE and  = . Since = E and = are both functions of * the derivatives with respect
to
need to be converted to derivatives with respect to * . Thus Equation (2.7) becomes

û ( w =  D* = E !*
E î !* !
!* !
 == E x D* (2.8)
¼ 

Notice that FE has been taken outside the integral because it is not a function of * . The term
D* is
/ !

evaluated by substituting the finite element approximation
*,Ö = E4#nE . In this case
 i * or
!* ;i and the Jacobian is  !
 ( . The term multiplying the nodal parameters FE is called
D
 !* "
the element stiffness matrix,   E
û ( w =  !* = E D* û ( w =  = E
  EQ î !* !
!* !
 =Ö= E x !*Õ î D* i D* i¾ =Ö= E x i/ D*
¼  ¼
where the indices  and G are / or j . To evaluate   E we substitute the basis functions

= ()B*D-$/213* = (
or
!*= r  1Q/
= B *D-{*   /
 or
!* r
2 .1 O NE -D IMENSIONAL S TEADY-S TATE H EAT C ONDUCTION 27

Node 1 2 3 4
Node 1
X X 0 0 U( X

Node 2
X X X 0 U
 X
=
Node 3
0 X X X U
" X

Node 4
0 0 X X Ul X

F IGURE 2.1: The rows of the global stiffness matrix are generated from the global weight
functions. The bar is shown at the top divided into three elements.

Thus,

/ û( é w = (  / û( é / wé /
Œ(z(k =
î D*™x  (s  D*Q i ÷ îŒ01Q/P  s/213*,  ú!*Q i Žî  i)x
i ¼ ¼

and, similarly, ²
w
/ 1 é Õî  /
Œ(  (-
 w i x
/ é /

z  i  îŽ i)x
( é îŽ ( ú ( 1 é îÕ ( ú
 EQ

( " ÷1 é îÕ " ( ú " ( ÷ é îŽ ( ú 
" ÷ " ÷ "¬
¬
Notice that the element stiffness matrix is symmetric. Notice also that the stiffness matrix, in this
particular case, is the same for all elements. For simplicity we put înr/ in the following steps.

2.1.5 Assembly
The three element stiffness matrices (with î  / ) are assembled into one global stiffness matrix.
This process is illustrated in Figure 2.1 where rows /6N%#ä# NYh of the global stiffness matrix (shown here
multiplied by the vector of global unknowns) are generalised from the weight function associated
with nodes /!N%# # NYh .
Note how each element stiffness matrix (the smaller square brackets in Figure 2.1) overlaps
28 S TEADY-S TATE H EAT C ONDUCTION

with its neighbour because they share a common global node. The assembly process gives
 µ ±
1µ ( µ" µ
!#"  #! "
  ± 7± 7 "  Hk( "
1 ( "µ   ± 
µ 1 ( µ" µ 7 ± µ $ H  $
7 1 ( "µ
  ±  1 µ( " H "
7 1 ( µ"
7  H]l
Notice that the first row (generating heat flux at node / ) has zeros multiplying H and HOl since
"
nodes i and h have no direct connection through the basis functions to node / . Finite element
matrices are always sparse matrices - containing many zeros - since the basis functions are local
to elements.
The RHS of Equation (2.6) is

D ý ø ­( w D ý w D ý
î !
  î !
x ¹ 1 î !
x ¹ (2.9)
­¼ ø ­( ­¼
¹¹ ø ý ¹¹ ø
ý consider the weighting¹ function corresponding
¹
To evaluate these expressions
(see Fig.1.6). For node / ( ý is obtained from the basis function
ý = to each global node
( associated with the first node
ý element / and therefore (&% ­¼  / . Also, since ( is identically zero outside element / ,
('% ­( 7 . Thus Equation (2.9)ø for node / reduces to
of
ø

D ý ø ­( w D
î !
(  r1 î !
qx ¹ = flux entering node / .
ø ­ ¼ ¹¹ ø ­¼
Similarly, ¹

D ý ø ­(
î !
E  7 (nodes j and i )
­ø ¼
and

, ý ø ­( w D

î D
l   î !
qx ¹ = flux entering node h .
ø ­ ¼ ¹¹ ø ­(
¹
Note: î has been left in these expressions to emphasise that they are heat fluxes.
Putting these global equations together we get
w D
 !"
 µ ± !#"  !#"
 1

 î !
qx ¹ """
  ± 1µ ( µ" µ 7± 7 "  Hk( " ­¼ "
7 ¹¹¹ ø "

1 ( "µ   ±  µ 1 ( "µ µ 7 ± H   
7 1 ( "µ   ±  1 µ ( " µ $ H "$ w D 7
(2.10)
7 7 1 ( µ"  ]H l î !
qx ¹
$

¹¹ ø ­(
or (*) ¹
,+
2 .1 O NE -D IMENSIONAL S TEADY-S TATE H EAT C ONDUCTION 29
( )

where is the global “stiffness” matrix, the vector of unknowns and + the global “load” vector.
Note that if the governing differential equation had included a distributed source term that was
independent of  , this term would appear - via its weighted integral - on the RHS of Equation (2.10)
rather than on the LHS as here. Moreover, if the source term was a function of
, the contribution
from each element would be different - as shown in the next section.

2.1.6 Boundary conditions

The boundary conditions B7DÕ 7 and z/PÕ/ are applied directly to the first and last nodal
values: i.e., Hq(Ñ7 and H]l / . These so-called essential boundary conditions then replace the
first and last rows in the global Equation (2.10), where the flux terms on the RHS are at present
unknown
/ st equation ± µ kH ( ± ±µ 7
j nd
equation 1 ( " kH (o ± H  1 ±( " H " ± µ 7
i 1 ( µ"¬ H   H 1 " ]H l 7
¬ " ( ]H l
rd
equation
h th
equation r/
Note that, if a flux boundary condition had been applied, rather than an essential boundary
condition, the known value of flux would enter the appropriate RHS term and the value of H at
that node would remain an unknown in the system of equations. An applied boundary flux of zero,
corresponding to an insulated boundary, is termed a natural boundary condition, since effectively
no additional constraint is applied to the global equation. At least one essential boundary condition
must be applied.
²
2.1.7 Solution ²
Solving these equations gives: H Ô7†#Sj
¶!¶ ‹ and H  74# 7 é!¶ . From Equation (2.2) the exact
solutions at these points are 74#Sj
¶6¶! é and 7†# "
/<7Dj , respectively. The finite element solution is shown
in Figure 2.2.

2.1.8 ² Fluxes
The fluxes at nodes / and h are evaluated by substituting the nodal solutions Hk(q7 , H
6¶ ¶
H v7†# 7 é!¶ and HOlr/ into Equation (2.10) ²  74#Sj ‹ ,
" w D
flux entering node /¾r1 î !
Óxô¹ $1¾7†# ¶ h é ( înr/ ; exact solution 7†#
¶ ‹67 é )
w D ¹¹ ø ­¼
h  î !
x ¹ ¹ $/!#Çi†/P‹ ·
flux entering node Q ( înr/ ; exact solution /!#Çi†/<i†/ )
¹¹ ø ­(
¹
These fluxes are shown in Figure 2.2 as heat entering node h and leaving node / , consistent with
heat flow down the temperature gradient.
30 S TEADY-S TATE H EAT C ONDUCTION

/ /!#Çi†/P‹ ·
²
7†# 7 é6¶

² 7†#Sj !¶ ¶ ‹
74# ¶ h é (

7 " " /
F IGURE 2.2: Finite element solution of one-dimensional heat equation.

2.2 An . -Dependent Source Term

Consider the addition of a source term dependent on
in Equation (2.1):
w D
1 !
î !
qx ¿n13
7 7Ì®
ÌM/
Equation (2.6) now becomes

û ( w D ý ý 
D ý ( û( ý
î !
!
¿ x D
` î !
 
!
(2.11)
¼ ¼ ¼
where the
-dependent source term appears on the RHS because it is not dependent on  . Replacing
the domain integral for this source term by the sum of three element integrals

û( ý û ý û ý û( ý

D
` 
!
 
!

!

¼ ¼  

and putting
in terms of * gives (with

!
 / for  all three elements)

!* i
û( ý û/ ( * ý û/ ( 0/Ö°*, ý û/ ( Àj25*, ý

D
` i i !*@ i i D*2 i i !* (2.12)
¼ ¼ ¼ ¼
2 .3 T HE G ALERKIN W EIGHT F UNCTION R EVISITED 31

ý
where
(
is chosen to be the appropriate basis function within each element. For example, the first

term on the RHS of (2.12) corresponding to element / is

/é û * =  !* , where = (Ï/Q1{* and
= { ¼
  * . Evaluating these expressions,

û( /
é @* 0/21a*,Â!*Q ‹u/ h
¼
and
û( /
é *  !*Q j / ·
¼

± (l
Thus, the contribution to the element / RHS vector from the source term is (´  .
Similarly, for element j , 
û( / j· û( / ‹ 
´
é 0 /Ó5*,ys/213*,!*Q j and é  0 Ö
/ °
 ,
* C
 -
* D* Q  ‹uh gives ± ± l 
¼ ¼
and for element i ,
û( / · û( / 
± ´ l±
é Àj25*,ys/213*,!*Q U‹ h and é À j@°*,C*-D*Q ‹u‹ h gives ±l 
¼ ¼
Assembling these into the global RHS vector, Equation (2.10) becomes
 w D !"

  ±
µ ± µ !#"  !#"

 1 î "
" 
± (l !#"
1 ± (" 7± 7 "   Hk( "  !
qx ¹¹ ø ­¼ ""  "
±± ( ´

1 ( "µ ± 1 ± ( µ" 7 ± H    7 ¹¹ "    ´ ´
¬ µ
7 1 ( " ± 1 µ( " H " µ $ $
w , 7 l ± ± l $
7 7 1 ("  ¬ µ H]l $ ±l
î D
qx ¹
¹¹ ø ­(
¹
2.3 The Galerkin Weight Function Revisited
A key idea in the Galerkin finite element method is the choice of weighting functions which are
orthogonal to the equation residual) (thought of here as the error or amount by which the ) equation
) /102/
fails to 02
be/ exactly zero). This idea is illustrated in Figure 2.3.
In Figure 2.3a an exact vector V (lying in 3D space) )4 is3 approximated by a vector  )
where is a basis vector along the first coordinate axis (representing one degree of freedom
in the system). The difference between the exact vector and the approximate vector is the
32 S TEADY-S TATE H EAT C ONDUCTION

=
(a) (b)
" (c)

"
ü = ü 
V  
 
)
)( = ( ) )

{>( = (  )( = )( 5  = 

  )( = >( ¿  =  5
v   "= "
5 = (-7 #%#%#<75 =    7 #%#%#P65 = "   7
Ä Ä Ä
F IGURE 2.3: Showing how the Galerkin method maintains orthogonality between the residual
vector 8 and the set of basis vectors 9;: as < is increased from (a) to (b) to (c) .
)=3 )
^ ‰ Þ
)
error or residual 5  1 (shown by the broken= line in Figure 2.3a). The Galerkin technique
minimises this residual by) making 02/it orthogonal
0?> to ( and hence to the approximating vector . If

{  and the residual is now also made orthogonal to = 

a second degree ) of freedom (in the form of another coordinate axis in Figure 2.3b) is added, the
approximating vector is  )( )
=
and hence to . Finally, in Figure 2.3c, a third
permitted in the approximation  >( (k{ =
) degree
=
)=3 of freedom (a third axis in Figure 2.3c) is
) v " " with the result that the residual (now
=
also orthogonal to ) is reduced to zero and 
 
" . For a 3D vector space we only need three
axes or basis vectors to represent the true vector , but in the infinite dimensional vector space
û ü a spatially continuous field +
 we need to impose the equivalent orthogonality
associated w with
= !
`7 =
condition
x for every basis function used in the approximate representation of
B
 . The key point is that in this analogy the residual is made orthogonal to the current set of basis
vectors - or, equivalently, in finite element analysis, to the set of basis functions used to represent
the dependent variable. This ensures that the error or residual is minimal (in a least-squares sense)
for the current number of degrees of freedom and that as the number of degrees of freedom is
increased (or the mesh refined) the error decreases monotonically.

2.4 Two and Three-Dimensional Steady-State Heat Conduction

Extending Equation (2.1) to two or three spatial dimensions introduces some additional complexity
which we examine here. Consider the three-dimensional steady-state heat equation with no source
terms:
w  w  w 
1ÑÅ
î ø Å Ö
x 1 Å ¦ Aî @4Å m¦ x 1 Å É î BDÅ ÉJx v7
Å Å Å Å Å Å
2 .4 T WO AND T HREE -D IMENSIONAL S TEADY-S TATE H EAT C ONDUCTION 33

where î NîA@ and îCB are the thermal diffusivities along the
, ¦ and É axes respectively. If the
ø
material is assumed to be isotropic, î î2
@ îÂB î , and the above equation can be written as
ø
1ED ÀîFDn-7 (2.13)
Ä
and, if î is spatially constant (in the case of a homogeneous material), this reduces to Laplace’s
equation îFD   ¨7 . Here we consider the solution of Equation (2.13) over the region G , subject
to boundary conditions on H (see Figure 2.4).

Solution region boundary: H

Solution region: G

F IGURE 2.4: The region I and the boundary J .

The weighted integral equation, corresponding to Equation (2.13), is

ûK ý
1?D ÈîFD LG®7 (2.14)
Ä
The multi-dimensional equivalent of integration by parts is the Green-Gauss theorem:
ûK ûR
MND 
DO
PDQ † G:
DO
@Å G
LH (2.15)
Ä Ä Å
ý
(see p553 in Advanced Engineering Mathematics” by E. Kreysig, 7th edition, Wiley, 1993).
This is used (with ¯ ,
 1}î4 and assuming that î is constant) to reduce the derivative
order from two to one as follows:
ûK ý ûK ý ûR  ý
1?D ÈîF D  LG® îFn
D  D G¿1 îkÅ LH
ÅG
(2.16)
Ä Ä
û w , ý û D ý 
D ý ø
cf. Integration by parts is 1 D
î D
qx !
 î !
!
!
ô1 î !
 .
ø ø ø
Using Equation (2.16) in Equation (2.14) gives the two-dimensional equivalent of Equation (2.6)

34 S TEADY-S TATE H EAT C ONDUCTION

(but with no source term):

ûK ý ý ûR
îSDn D G: î Å G H (2.17)
Ä Å
subject to  being given on one part of the boundary and Å
 being given on another part of the
boundary. ÅG
The integrand on the LHS of (2.17) is evaluated using
ý ý ý
Dn D  Å
U T Å
UT ÔÅ *  í Å
U* Tí Å *WV Å
U*WV T (2.18)
Ä Å Ä Å Å Å Ä Å Å
ý
where A = E6FE and   =  , as before, and the geometric terms Å * í are found from the
inverse matrix Å
UT

*Å í   Å U
T ù (
Å U
TX Å*í
or, for a two-dimensional element,

Å *u
( *Å u( !#" 
Å *u
(
Å !#" ù ( 
Å *¦ 1 Å *

!#"
/
Å Å *¦  $  Å ¦ Å *¦  $ 
¦ Å ¦ Å

Å *
 Å u* ( Å * 1ÒÅ *
Å *u¦ ( 1:Å *u( Å *u(
$
Å ¦ Å *u( Å*
Å Å Å Å  Å Å  Å  Å Å Å
2.5 Basis Functions - Element Discretisation
Z
Let G© Y G í , i.e., the solution region is the union of the individual elements. In each G í let
í 
­ (
 = EuFEÕ = z( >( =    ®#¥#%#¢ =\[  [ and map each G í to the *u(N¤*  plane. Figure 2.5 shows an
example of this mapping.
2 .5 BASIS F UNCTIONS - E LEMENT D ISCRETISATION 35

[ [
Ý ^ _
¸ ^ ¸
I
" I l
] ]
_
¸ ˆ ˆ‚ [( ˆ ˆ ³^ [(
^ ^
I l
I
" ^
]
³
‚ [ [
I
 ^ ‚ ] ^ ]
³
I ( Þ (
I I

‰ ˆ ˆ^ ‰
^ [( ˆ ˆ‰ Þ
^ [(
^

F IGURE 2.5: Mapping each I to the [ ( Ûz[  plane in a 2` ‰ n‰ element plane.

For each element, the basis functions and their derivatives are:
=
= (k¨0/Â13*u(ƒ¢s/21a* 
 Å *u( ( $  1s/213*   (2.19)
Å= (
Å * $1s/213*u(ƒ (2.20)
Å  (2.21)
= v =
  *U(¢s/Â13*   Å *u(  $/213*  (2.22)
Å= (
Å * $12*u( (2.23)
Å  (2.24)
= ¨ =
"  0/Â13*u(ƒz*  Å *u( " $12*  (2.25)
Å=
Å * " $/213*u( (2.26)
Å  (2.27)
=
= lÂv*U(z*
 Å *u( l {*  (2.28)
Å= l
Å * {*u( (2.29)
Å 
36 S TEADY-S TATE H EAT C ONDUCTION

2.6 Integration
The equation is
ûK ý ûR  ý
îSDn D G: -î Å G H (2.30)
Ä Å

w  ý ý
i.e.,
ûK ûR ý
î Å
Å
 Å ¦
Å ¦ x G: H (2.31) î ÅG 
Å Å Å
Å ý Å
u has already been approximated by = E6FE
andý is a weight function but what should this be
chosen to be? For a Galerkin formulation choose   =  i.e., weight function is one of the basis
functions used to approximate the dependent variable.
This gives
ûK w = E = = E = ûR
„ FE î Å
Å
 Å ¦ Å ¦ x G : î Å G = H (2.32)
í Å Å Å Å Å
where the stiffness matrix is   E where  r/!N%#%¥# #¢NYh and Gž$/6N%#%#%#>NYh and a  is the (element)
load vector.
The names originated from earlier finite element applications and extension of spring systems,
i.e., M
a îC
where î is the stiffness of spring and a is the force/load.
This yields the system of equations   E!FE ba  . e.g., heat flow in a unit square (see Fig-
ure 2.6).

¦ B *  
/

7 /
*u(ƒ
F IGURE 2.6: Considering heat flow in a unit square.
2 .7 A SSEMBLE G LOBAL E QUATIONS 37

The first component (z( is calculated as

û(û(
(z(qî
 0/213¦  s/21a
  !
£D¦
¼ ¼
 ij î
and similarly for the other components of the matrix.
Note that if the element was not the unit square we would need to transform from B
ªNY¦† to
B*U(N¤*  coordinates. In this case we would have to include the Jacobian of the transformation and
 =í = = = =
also use the chain rule to calculate Å

. e.g., Å
E  Å u* (E Å *u
(  Å * E Å *
  Å * íE Å *
í .
Å
The system of   E!FEÕca  becomes
LV
Å Å Å Å  Å Å Å

" ( 1 ( 1 (( 1 "(( ! ""  )( ! "" üedgf




î 11 ( 1 " ¬( 1  ¬" 11 ( $   $  (Right Hand Side) (2.33)

¬( "( " ( ¬
1 ¬" 1 1 " ¬ Fl"
¬ ¬
Note that the Galerkin formulation generates a symmetric stiffness matrix (this is true for self
adjoint operators which are the most common).
Given that boundary conditions can be applied and it is possible to solve for unknown nodal
temperatures or fluxes. However, typically there is more than one element and so the next step is
required.

2.7 Assemble Global Equations

Each element stiffness matrix must be assembled into a global stiffness matrix. For example,
consider h elements (each of unit size) and nine nodes. Each element has the same element stiffness
matrix as that given above. This is because each element is the same size, shape and interpolation.

1 ( ( (
 !"  !"

 " ( ( 1 ( ( 1 " ( (
"
"  )( "
 "

 1 "  ¬ ( "  1 1 ¬" 1 1( 1 "( "
"
 "
  "

 ¬( 1 ( " ¬ ¬(1 " ¬( 1 ( (
"
"
 "
 " "
 1
 1( ¬" ( " (  " ( 1 1 1
¬ ( ( ( " ( ( """ 1  Fl " üedgf
 1 ( 1 1 ( 1 "( 1 1 (
"  " ¬(  " ¬(  " 1 1 1 ¬" 1 1 ( 1 "( "  ± "
 " 
 ¬"  "

¬1 " ¬ 1 ¬ ( ¬ 1 1( " ¬  " ¬ ¬ 1 "( ¬ 1 "   "
¬ 1 ( ¬(1 " ¬( ( " ( 1 ¬  ¬µ´
1 ¬" 1 1( 1 "( 1 "  ¬( " 1 ( $  $
¬1 " ¬ 1 ¬ 1 " ¬ 
¬ ¬ (2.34)
38 S TEADY-S TATE H EAT C ONDUCTION

¦
· ¶ é

global node numbering

i h
² element numbering

h ‹

/ j

/ j i

‚
F IGURE 2.7: Assembling unit sized elements into a global stiffness matrix.

This yields the system of equations



  ( 1 (( 1 "(( (
!"  )( !#"""

 " ( 1 l
"
( "  "
 1 1 1 ¬" 1 "( 1 "( "   "
 ¬
"(  "  "
 " "
 ¬( 1 ( 1 1
 "
 1 "¬ l 1 µ "( ( ( "  Fl "
üedhf
 ( 1 ¬" ( 1 1 "  ± "
 1 ( ¬
"1 ( " 1 ( 1 ( 1 "( 1 ( ""  "
 ¬" 1 " ( 1 " (
 " 
 1 " 1 " 1 " ( l " ¬" 1 "( 1 "( ""  "
 "
  ¬ "
¬ 1 (( 1 ""(( " ( " ( 1 l "( ¬(  ¬µ´
1 ¬" 1 "( 1 "( 1 " ¬( 1 $  $
1 " 1 ¬ 1 " ¬ 
¬ ¬
Note that the matrix is symmetric. It should also be clear that the matrix will be sparse if there is a
larger number of elements.
From this system of equations, boundary conditions can be applied and the equations solved.
To solve, firstly boundary conditions are applied to reduce the size of the system.
If at global node i ,  í is known, we can remove the i th equation and replace it with the known
value of  í . This is because the RHS at node i is known but the RHS equation is uncoupled from
other equations so the equation can be removed. Therefore the size of the system is reduced. The
final system to solve is only as big as the number of unknown values of u.
As an example to illustrate this consider fixing the temperature ( ) at the left and right sides of
¶
the plate in Figure 2.7 and insulating the top (node ) and the bottom (node j ). This means that
2 .8 G AUSSIAN Q UADRATURE 39

there are only i unknown values of u at nodes (2,5 and 8), therefore there is a i ji matrix to solve.
The RHS is known at these three nodes (see below). We can then solve the iQj i matrix and then
¶
multiply out the original matrix to find the unknown RHS values.
The RHS is 7 at nodes j and because ûR it isý insulated. To find out what the RHS is at node ‹
we need to examine the RHS expression Å G H $7 at node ‹ . This is zero as flux is always
Å
7 at internal nodes. This can be explained in two ways.

¾(
G G

n n

F IGURE 2.8: “Cancelling” of flux in internal nodes.

Correct way: H does not pass through node ‹ and each basis function that is not zero at ‹ is zero
on H

Other way: Å G is opposite in neighbouring elements so it cancels (see Figure 2.8).

Å
2.8 Gaussian Quadrature
The element integrals arising from two- or three-dimensional problems can seldom be evaluated an-
alytically. Numerical integration or quadrature is therefore required and the most efficient scheme
for integrating the expressions that arise in the finite element method is Gauss-Legendre quadra-
ture.
Consider first the problem of integrating B*D between the limits 7 and / by the sum of
weighted samples of B*D taken at points *U(N¤* N%#%#%#yN¤* (see Figure 2.3):

( û Y

n*,!*Q „ Y í B* í >7

¼ í ­(lk
Here í are the weights associated with sample points * í - called Gauss points - and  is the
k the approximation of the integral. We now choose the Gauss points and weights to exactly
error in
integrate a polynomial of degree jn™ m 1¨/ (since a general polynomial of degree jnž
m 1./ has jnm
arbitrary coefficients and there are jnm unknown Gauss points and weights).
For example, with  m Mj we can exactly integrate a polynomial of degree 3:
40 S TEADY-S TATE H EAT C ONDUCTION

B*D

....
o p *
*U( .... * *
F IGURE 2.9: Gaussian quadrature. q
[U is sampled at r
Y
Gauss points [ ( Ûz[  ~~~0[ ~
Y

û(
Let B*D2!*Q (s*u(ƒ>  *  
¼ k k

and choose *,-}tY*¾t*!O¿D*6" . Then

û( û( û( û( û(
*,Â!*Q !*¾t *k!*@t *  !*@¿ * " !* (2.35)
¼ ¼ ¼ ¼ ¼
Since  ,  ,  and are arbitrary coefficients, each integral on the RHS of 2.35 must be integrated
exactly. Thus,

û(
D*Q?/ (–# /Ó  #/ (2.36)
¼ k k
û(
*-D*Q j/  (–#»*u()  #»*  (2.37)
¼ k k
û(
*  D*Q i/  (–#»* (   #»*   (2.38)
¼ k k
û(
* " D*Q h /  (–#»* ("   #»*  " (2.39)
¼ k k

These four equations yield the solution for the two Gauss points and weights as follows:
2 .8 G AUSSIAN Q UADRATURE 41

From symmetry and Equation (2.36),

(k /
k k
  j#
Then, from (2.37),

*  ?/@13*U(
and, substituting in (2.38),

* ( s/Â13*u(s   ij

jU* ( 1¿jU*U() i/ 
 7†N
giving

*u(- ju/ t j v / i #
Equation (2.39) is satisfied identically. Thus, the two Gauss points are given by

*U(k j/ 1 j v /
iN
*   j/  v / N (2.40)
j i
(q   j/
k k
A similar calculation for a ‹ th
degree polynomial using three Gauss points gives

*U(k j/ 1 xj/ w i N
‹ (k / ‹ ¶
k
*   j/ N   hé (2.41)
k
* "  j/  jl/ w iN
‹ " / ‹ ¶
k
2 For two- or three-dimensional Gaussian quadrature the Gauss point positions are simply the
values given above along each * í -coordinate with the weights scaled to sum to / e.g., for j x j Gauss
/
quadrature the h weights are all . The number of Gauss points chosen for each * í -direction is
h
governed by the complexity of the integrand in the element integral (2.8). In general two- and three-
dimensional problems the integral is not polynomial (owing to the Å
L* Ví terms which come from the
Å
42 S TEADY-S TATE H EAT C ONDUCTION


inverse of the matrix Å
* VLí  ) and no attempt is made to achieve exact integration. The quadrature
error must be balanced Å against the discretization error. For example, if the two-dimensional basis
is cubic in the *u( -direction and linear in the * -direction, three Gauss points would be used in the
*u( -direction and two in the *  -direction. 

2.9 CMISS Examples

1. To solve for the steady state temperature distribution inside a plate run CMISS example i†/6/

2. To solve for the steady state temperature distribution inside an annulus run CMISS example
i†/Pj
3. To investigate the convergence of the steady state temperature distribution with mesh refine-
ment run CMISS examples i†/%h/ , i†/%h,j , i†/%hDi and i†/%h6h .