Finite element method ( FEM) is a popular method for numerically solving differential equations arising in engineering and mathematical modeling. Typical problem areas of interest include the traditional fields of structural analysis, heat transfer, fluid flow, mass transport, and electromagnetic potential. Computers are usually used to perform the calculations required. With high-speed , better solutions can be achieved and are often required to solve the largest and most complex problems.
FEM is a general numerical method for solving partial differential equations in two- or three-space variables (i.e., some boundary value problems). There are also studies about using FEM to solve high-dimensional problems. To solve a problem, FEM subdivides a large system into smaller, simpler parts called finite elements. This is achieved by a particular space discretization in the space dimensions, which is implemented by the construction of a mesh of the object: the numerical domain for the solution that has a finite number of points. FEM formulation of a boundary value problem finally results in a system of algebraic equations. The method approximates the unknown function over the domain. The simple equations that model these finite elements are then assembled into a larger system of equations that models the entire problem. FEM then approximates a solution by minimizing an associated error function via the calculus of variations.
Studying or Analysis a phenomenon with FEM is often referred to as finite element analysis (FEA).
A typical approach using the method involves the following steps:
The global system of equations uses known solution techniques and can be calculated from the of the original problem to obtain a numerical answer.
In the first step above, the element equations are simple equations that locally approximate the original complex equations to be studied, where the original equations are often partial differential equations (PDEs). To explain the approximation of this process, FEM is commonly introduced as a special case of the Galerkin method. The process, in mathematical language, is to construct an integral of the inner product of the residual and the ; then, set the integral to zero. In simple terms, it is a procedure that minimizes the approximation error by fitting trial functions into the PDE. The residual is the error caused by the trial functions, and the weight functions are polynomial approximation functions that project the residual. The process eliminates all the spatial derivatives from the PDE, thus approximating the PDE locally using the following:
These equation sets are element equations. They are linear if the underlying PDE is linear and vice versa. Algebraic equation sets that arise in the steady-state problems are solved using numerical linear algebraic methods. In contrast, ordinary differential equation sets that occur in the transient problems are solved by numerical integrations using standard techniques such as Euler's method or the Runge–Kutta method.
In the second step above, a global system of equations is generated from the element equations by transforming coordinates from the subdomains' local nodes to the domain's global nodes. This spatial transformation includes appropriate orientation adjustments as applied in relation to the reference coordinate system. The process is often carried out using FEM software with coordinates data generated from the subdomains.
The practical application of FEM is known as finite element analysis (FEA). FEA, as applied in engineering, is a computational tool for performing engineering analysis. It includes the use of mesh generation techniques for dividing a complex system into smaller elements, as well as the use of software coded with a FEM algorithm. When applying FEA, the complex problem is usually a physical system with the underlying physics, such as the Euler–Bernoulli beam equation, the heat equation, or the Navier–Stokes equations, expressed in either PDEs or integral equations, while the divided, smaller elements of the complex problem represent different areas in the physical system.
FEA may be used for analyzing problems over complicated domains (e.g., cars and oil pipelines) when the domain changes (e.g., during a solid-state reaction with a moving boundary), when the desired precision varies over the entire domain, or when the solution lacks smoothness. FEA simulations provide a valuable resource, as they remove multiple instances of creating and testing complex prototypes for various high-fidelity situations. For example, in a frontal crash simulation, it is possible to increase prediction accuracy in important areas, like the front of the car, and reduce it in the rear of the car, thus reducing the cost of the simulation. Another example would be in numerical weather prediction, where it is more important to have accurate predictions over developing highly nonlinear phenomena, such as in the atmosphere or eddies in the ocean, rather than relatively calm areas.
A clear, detailed, and practical presentation of this approach can be found in the textbook The Finite Element Method for Engineers.
Hrennikoff's work discretizes the domain by using a lattice analogy, while Courant's approach divides the domain into finite triangular sub-regions to solve second-order elliptic partial differential equations that arise from the problem of the torsion of a cylinder. Courant's contribution was evolutionary, drawing on a large body of earlier results for PDEs developed by Lord Rayleigh, Walther Ritz, and Boris Galerkin.
The application of FEM gained momentum in the 1960s and 1970s due to the developments of John Argyris and his co-workers at the University of Stuttgart; R. W. Clough and his co-workers at University of California Berkeley; O. C. Zienkiewicz and his co-workers Ernest Hinton, Bruce Irons, and others at Swansea University; Philippe G. Ciarlet at the University of Paris 6; and Richard Gallagher and his co-workers at Cornell University. During this period, additional impetus was provided by the available open-source FEM programs. NASA sponsored the original version of NASTRAN. University of California Berkeley made the finite element programs SAP IV and, later, OpenSees widely available. In Norway, the ship classification society Det Norske Veritas (now DNV GL) developed Sesam in 1969 for use in the analysis of ships.
Examples of the variational formulation are the Galerkin method, the discontinuous Galerkin method, mixed methods, etc.
A discretization strategy is understood to mean a clearly defined set of procedures that cover (a) the creation of finite element meshes, (b) the definition of basis function on reference elements (also called shape functions), and (c) the mapping of reference elements onto the elements of the mesh. Examples of discretization strategies are the h-version, p-FEM, Hp-FEM, x-FEM, isogeometric analysis, etc. Each discretization strategy has certain advantages and disadvantages. A reasonable criterion in selecting a discretization strategy is to realize nearly optimal performance for the broadest set of mathematical models in a particular model class.
Various numerical solution algorithms can be classified into two broad categories; direct and iterative solvers. These algorithms are designed to exploit the sparsity of matrices that depend on the variational formulation and discretization strategy choices.
Post-processing procedures are designed to extract the data of interest from a finite element solution. To meet the requirements of solution verification, postprocessors need to provide for a posteriori error estimation in terms of the quantities of interest. When the errors of approximation are larger than what is considered acceptable, then the discretization has to be changed either by an automated adaptive process or by the action of the analyst. Some very efficient postprocessors provide for the realization of superconvergence.
P1 is a one-dimensional problem where is given, is an unknown function of , and is the second derivative of with respect to .
P2 is a two-dimensional problem (Dirichlet problem)
where is a connected open region in the plane whose boundary is nice (e.g., a smooth manifold or a polygon), and and denote the second derivatives with respect to and , respectively.
The problem P1 can be solved directly by computing . However, this method of solving the boundary value problem (BVP) works only when there is one spatial dimension. It does not generalize to higher-dimensional problems or problems like . For this reason, we will develop the finite element method for P1 and outline its generalization to P2.
Our explanation will proceed in two steps, which mirror two essential steps one must take to solve a boundary value problem (BVP) using the FEM.
Conversely, if with satisfies (1) for every smooth function then one may show that this will solve P1. The proof is easier for twice continuously differentiable (mean value theorem) but may be proved in a distributional sense as well.
We define a new operator or map by using integration by parts on the right-hand-side of (1):
where we have used the assumption that .
where denotes the gradient and denotes the dot product in the two-dimensional plane. Once more can be turned into an inner product on a suitable space of once differentiable functions of that are zero on . We have also assumed that (see ). The existence and uniqueness of the solution can also be shown.
where is a finite-dimensional Linear subspace of . There are many possible choices for (one possibility leads to the spectral method). However, we take as a space of piecewise polynomial functions for the finite element method.
where we define and . Observe that functions in are not differentiable according to the elementary definition of calculus. Indeed, if then the derivative is typically not defined at any , . However, the derivative exists at every other value of , and one can use this derivative for integration by parts.
One hopes that as the underlying triangular mesh becomes finer and finer, the solution of the discrete problem (3) will, in some sense, converge to the solution of the original boundary value problem P2. To measure this mesh fineness, the triangulation is indexed by a real-valued parameter which one takes to be very small. This parameter will be related to the largest or average triangle size in the triangulation. As we refine the triangulation, the space of piecewise linear functions must also change with . For this reason, one often reads instead of in the literature. Since we do not perform such an analysis, we will not use this notation.
for ; this basis is a shifted and scaled tent function. For the two-dimensional case, we choose again one basis function per vertex of the triangulation of the planar region . The function is the unique function of whose value is at and zero at every .
Depending on the author, the word "element" in the "finite element method" refers to the domain's triangles, the piecewise linear basis function, or both. So, for instance, an author interested in curved domains might replace the triangles with curved primitives and so might describe the elements as being curvilinear. On the other hand, some authors replace "piecewise linear" with "piecewise quadratic" or even "piecewise polynomial". The author might then say "higher order element" instead of "higher degree polynomial". The finite element method is not restricted to triangles (tetrahedra in 3-d or higher-order simplexes in multidimensional spaces). Still, it can be defined on quadrilateral subdomains (hexahedra, prisms, or pyramids in 3-d, and so on). Higher-order shapes (curvilinear elements) can be defined with polynomial and even non-polynomial shapes (e.g., ellipse or circle).
Examples of methods that use higher degree piecewise polynomial basis functions are the hp-FEM and spectral FEM.
More advanced implementations (adaptive finite element methods) utilize a method to assess the quality of the results (based on error estimation theory) and modify the mesh during the solution aiming to achieve an approximate solution within some bounds from the exact solution of the continuum problem. Mesh adaptivity may utilize various techniques; the most popular are:
Similarly, in the planar case, if and do not share an edge of the triangulation, then the integrals and are both zero.
If we denote by and the column vectors and , and if we let and be matrices whose entries are and then we may rephrase (4) as
It is not necessary to assume . For a general function , problem (3) with for becomes actually simpler, since no matrix is used,
where and for .
As we have discussed before, most of the entries of and are zero because the basis functions have small support. So we now have to solve a linear system in the unknown where most of the entries of the matrix , which we need to invert, are zero.
Such matrices are known as sparse matrix, and there are efficient solvers for such problems (much more efficient than actually inverting the matrix.) In addition, is symmetric and positive definite, so a technique such as the conjugate gradient method is favored. For problems that are not too large, sparse and Cholesky decompositions still work well. For instance, MATLAB's backslash operator (which uses sparse LU, sparse Cholesky, and other factorization methods) can be sufficient for meshes with a hundred thousand vertices.
The matrix is usually referred to as the stiffness matrix, while the matrix is dubbed the mass matrix.
Separate consideration is the smoothness of the basis functions. For second-order elliptic boundary value problems, piecewise polynomial basis function that is merely continuous suffice (i.e., the derivatives are discontinuous.) For higher-order partial differential equations, one must use smoother basis functions. For instance, for a fourth-order problem such as , one may use piecewise quadratic basis functions that are .
Another consideration is the relation of the finite-dimensional space to its infinite-dimensional counterpart in the examples above . A conforming element method is one in which space is a subspace of the element space for the continuous problem. The example above is such a method. If this condition is not satisfied, we obtain a nonconforming element method, an example of which is the space of piecewise linear functions over the mesh, which are continuous at each edge midpoint. Since these functions are generally discontinuous along the edges, this finite-dimensional space is not a subspace of the original .
Typically, one has an algorithm for subdividing a given mesh. If the primary method for increasing precision is to subdivide the mesh, one has an h-method ( h is customarily the diameter of the largest element in the mesh.) In this manner, if one shows that the error with a grid is bounded above by , for some and , then one has an order p method. Under specific hypotheses (for instance, if the domain is convex), a piecewise polynomial of order method will have an error of order .
If instead of making h smaller, one increases the degree of the polynomials used in the basis function, one has a p-method. If one combines these two refinement types, one obtains an hp-method (hp-FEM). In the hp-FEM, the polynomial degrees can vary from element to element. High-order methods with large uniform p are called spectral finite element methods (SFEM). These are not to be confused with .
For vector partial differential equations, the basis functions may take values in .
Several research codes implement this technique to various degrees:
XFEM has also been implemented in codes like Altair Radios, ASTER, Morfeo, and Abaqus. It is increasingly being adopted by other commercial finite element software, with a few plugins and actual core implementations available (ANSYS, SAMCEF, OOFELIE, etc.).
Generally, FEM is the method of choice in all types of analysis in structural mechanics (i.e., solving for deformation and stresses in solid bodies or dynamics of structures). In contrast, computational fluid dynamics (CFD) tend to use FDM or other methods like finite volume method (FVM). CFD problems usually require discretization of the problem into a large number of cells/gridpoints (millions and more). Therefore the cost of the solution favors simpler, lower-order approximation within each cell. This is especially true for 'external flow' problems, like airflow around the car, airplane, or weather simulation.
The FE and FFT methods can also be combined in a voxel based method (2) to simulate deformation in materials, where the FE method is used for the macroscale stress and deformation, and the FFT method is used on the microscale to deal with the effects of microscale on the mechanical response. Unlike FEM, FFT methods’ similarities to image processing methods means that an actual image of the microstructure from a microscope can be input to the solver to get a more accurate stress response. Using a real image with FFT avoids meshing the microstructure, which would be required if using FEM simulation of the microstructure, and might be difficult. Because fourier approximations are inherently periodic, FFT can only be used in cases of periodic microstructure, but this is common in real materials. FFT can also be combined with FEM methods by using fourier components as the variational basis for approximating the fields inside an element, which can take advantage of the speed of FFT based solvers.
This powerful design tool has significantly improved both the standard of engineering designs and the design process methodology in many industrial applications.Hastings, J. K., Juds, M. A., Brauer, J. R., Accuracy and Economy of Finite Element Magnetic Analysis, 33rd Annual National Relay Conference, April 1985. The introduction of FEM has substantially decreased the time to take products from concept to the production line. Testing and development have been accelerated primarily through improved initial prototype designs using FEM. In summary, benefits of FEM include increased accuracy, enhanced design and better insight into critical design parameters, virtual prototyping, fewer hardware prototypes, a faster and less expensive design cycle, increased productivity, and increased revenue.
In the 1990s FEM was proposed for use in stochastic modeling for numerically solving probability models and later for reliability assessment.
FEM is widely applied for approximating differential equations that describe physical systems. This method is very popular in the community of Computational fluid dynamics, and there are many applications for solving Navier–Stokes equations with FEM.
See also
Further reading
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