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Mesh Generation and Assembly
___ Introduction
There are several reasons for the popularity of _nite element methods_ Large code seg_
ments can be implemented for a wide class of problems_ The software can handle complex
geometry_ Little or no software changes are needed when boundary conditions change_
domain shapes change_ or coe_cients vary_ A typical _nite element software framework
contains a preprocessing module to de_ne the problem geometry and data_ a processing
module to assemble and solve the _nite element system_ and a postprocessing module to
output the solution and calculate additional quantities of interest_ The preprocessing
module
_ creates a computer model of the problem domain __ perhaps_ using a computer
aided design _CAD system_
_ discretizes _ into a _nite element mesh_
_ creates geometric and mesh databases describing the mesh entities _vertices_ edges_
faces and elements and their relationships to each other and to the problem ge_
ometry_ and
_ de_nes problem_dependent data such as coe_cient functions_ loading_ initial data_
and boundary data_
The processing module
_ generates element stiness and mass matrices and load vectors_
_ assembles the global stiness and mass matrices and load vector_
_ enforces any essential boundary conditions_ and
_
_ Mesh Generation and Assembly
_ solves the linear _or nonlinear algebraic system for the _nite element solution_
The postprocessing modules
_ calculates additional quantities of interest_ such as stresses_ total energy_ and a
posteriori error estimates_ and
_ stores and displaying solution information_
In this chapter_ we study the preprocessing and processing steps with the exception of
the geometrical description and solution procedures_ The former topic is not addressed
while the latter subject will be covered in Chapter ___
___ Mesh Generation
Discretizing two_dimensional domains into triangular or quadrilateral _nite element meshes
can either be a simple or di_cult task depending on geometric or solution complexi_
ties_ Discretizing three_dimensional domains is currently not simple_ Uniform meshes
may be appropriate for some problems having simple geometric shapes_ but_ even there_
nonuniform meshes might provide better performance when solutions vary rapidly_ e_g__
in boundary layers_ Finite element techniques and software have always been associated
with unstructured and nonuniform meshes_ Early software left it to users to generate
meshes manually_ This required the entry of the coordinates of all element vertices_
Node and element indexing_ typically_ was also done manually_ This is a tedious and
error prone process that has largely been automated_ at least in two dimensions_ Adap_
tive solution_based mesh re_nement procedures concentrate meshes in regions of rapid
solution variation and attempt to automate the task of modifying _re_ningcoarsening
an existing mesh ___ __ __ __ ____ While we will not attempt a thorough treatment of
all approaches_ we will discuss the essential ideas of mesh generation by _i mapping
techniques where a complex domain is transformed into a simpler one where a mesh may
be easily generated and _ii direct techniques where a mesh is generated on the original
domain_
_____ Mesh Generation by Coordinate Mapping
Scientists and engineers have used coordinate mappings for some time to simplify ge_
ometric di_culties_ The mappings can either employ analytical functions or piecewise
polynomials as presented in Chapter __ The procedure begins with mappings
x _ f____ _ _ y _ f____ _
____ Mesh Generation _
that relate the problem domain in physical _x_ y space to its image in the simpler ___ _
space_ A simply connected region and its computational counterpart appear in Figure
______ It will be convenient to introduce the vectors
xT _ _x_ y__ f ___ _ T _ _f____ _ _ f____ _ _ ______a
and write the coordinate transformation as
x _ f ___ _ ______b
______
f
(
(
0,)
1,2
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2,1
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(
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,0)
,1)
1,)
1,1 2,1
1,2 2,2
Figure ______ Mapping of a simply connected region _left onto a rectangular computa_
tional domain _right _
In Figure ______ we show a region with four segments f ___ _ _ f ___ _ _ f___ _ _ and f___ _
that are related to the computational lines _ _ __ _ _ __ _ _ __ and _ _ __ respectively_
_The four curved segments may involve dierent functions_ but we have written them all
as f for simplicity_
Also consider the projection operators
x _ P__f _ _N
___ f___ _ _ _N
___ f___ _ _ ______a
x _ P__f _ _N
___ f ___ _ _ _N
___ f ___ _ _ ______b
where
_N
___ _ _ _ __ ______c
and
_N
___ _ _ ______d
_ Mesh Generation and Assembly
are the familiar hat functions scaled to the interval _ _ _ _ __
As shown in Figure ______ the mapping x _ P__f transforms the left and right edges
of the domain correctly_ but ignores the top and bottom while the mapping x _ P__f
transforms the top and bottom boundaries correctly but not the sides_ Coordinate lines
of constant _ and _ are mapped as either curves or straight lines on the physical domain_
x
y
y
1,1
1,2
2,2 2,2
1,1
1,2
2,1 2,1
Figure ______ The transformations x _ P__f _left and x _ P__f _right as applied to
the simply_connected domain shown in Figure ______
x
y
1,1
2,1
2,2
1,2
x
y
1,1
2,1
1,2
2,2
Figure ______ Illustrations of the transformations x _ P_P__f _left and x _ P_ _P__f
_right as applied to the simply_connected domain shown in Figure ______
With a goal of constructing an eective mapping_ let us introduce the tensor product
and Boolean sums of the projections ______ as
x _ P_P__f _
_
Xi__
_
Xj__
_N
i__ _N
j__ f _i _ __ j _ _ ______a
____ Mesh Generation _
x _ P_ _P__f _ P__f _ P__f _P_P__f _ ______b
An application of these transformations to a simply_connected domain is shown in Figure
______ The transformation ______a is a bilinear function of _ and _ while ______b is clearly
the one needed to map the simply connected domain onto the computational plane_ Lines
of constant _ and _ become curves in the physical domain _Figure _____ _
Although these transformations are simple_ they have been used to map relatively
complex two_ and three_dimensional regions_ Two examples involving the _ow about an
airfoil are shown in Figure ______ With the transformation shown at the top of the _gure_
the entire surface of the airfoil is mapped to _ _ _ ____ _ A cut is made from the trailing
edge of the airfoil and the curve so de_ned is mapped to the left __ _ __ ___ and right
__ _ __ ___ edges of the computational domain_ The entire far _eld is mapped to the top
__ _ __ ___ of the computational domain_ Lines of constant _ are rays from the airfoil
surface to the far _eld boundary in the physical plane_ Lines of constant _ are closed
curves encircling the airfoil_ Meshes constructed in this manner are called _O_grids__ In
the bottom of Figure ______ the surface of the airfoil is mapped to a portion ____ of the
_ axis_ The cut from the trailing edge is mapped to the rest ____ and ___ of the axis_
The _right out_ow boundary is mapped to the left ____ and right ____ edges of the
computational domain_ and the top_ left_ and bottom far _eld boundaries are mapped
to the top __ _ __ ___ of the computational domain_ Lines of constant _ become curves
beginning and ending at the out_ow boundary and surrounding the airfoil_ Lines of
constant _ are rays from the airfoil surface or the cut to the outer boundary_ This mesh
is called a _C_grid__
_____ Unstructured Mesh Generation
There are several approaches to unstructured mesh generation_ Early attempts used
manual techniques where point_coordinates were explicitly de_ned_ Semi_automatic mesh
generation required manual input of a coarse mesh which could be uniformly re_ned by
dividing each element edge into K segments and connecting segments on opposite sides of
an element to create K_ _triangular elements_ More automatic procedures use advancing
fronts_ point insertion_ and recursive bisection_ We_ll discuss the latter procedure and
brie_y mention the former_
With recursive bisection ____ a two_dimensional region _ is embedded in a square _uni_
verse_ that is recursively quartered to create a set of disjoint squares called quadrants_
Quadrants are related through a hierarchical quadtree structure_ The original square
universe is regarded as the root of the tree and smaller quadrants created by subdivi_
sion are regarded as ospring of larger ones_ Quadrants intersecting __ are recursively
_ Mesh Generation and Assembly
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_ _ _ _ _ _ _ _ _ _ _
_ _ _ _ _ _ _ _ _ _ _
_ _ _ _ _ _ _ _ _ _ _
1
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2 3
1 4
airfoil
2
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_ _
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_ _
1
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airfoil
2
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1 2 3 4
5 6
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6
Figure ______ _O_grid_ _top and _C_grid_ _bottom mappings of the _ow about an airfoil_
quartered until a prescribed spatial resolution of _ is obtained_ At this stage_ quadrants
that are leaf nodes of the tree and intersect _ _ __ are further divided into small sets
of triangular or quadrilateral elements_ Severe mesh gradation is avoided by imposing a
maximal one_level dierence between quadrants sharing a common edge_ This implies a
maximal two_level dierence between quadrants sharing a common vertex_
A simple example involving a domain consisting of a rectangle and a region within a
curved arc_ as shown in Figure ______ will illustrate the quadtree process_ In the upper
portion of the _gure_ the square universe containing the problem domain is quartered
creating the one_level tree structure shown at the upper right_ The quadrant containing
the curved arc is quartered and the resulting quadrant that intersects the arc is quartered
again to create the three_level tree shown in the lower right portion of the _gure_ A
triangular mesh generated for this tree structure is also shown_ The triangular elements
are associated with quadrants of the tree structure_ Quadrants and a mixed triangular_
and quadrilateral_element mesh for a more complex example are shown in Figure ______
Elements produced by the quadtree and octree techniques may have poor geometric
shapes near boundaries_ A _nal _smoothing_ of the mesh improves element shapes and
____ Mesh Generation _
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Boundary quadrant
Interior quadrant
Exterior quadrant
Finite element
Figure ______ Finite quadtree mesh generation for a domain consisting of a rectangle and
a region within a curved arc_ One_level _top and three_level _bottom tree structures
are shown_ The mesh of triangular elements associated with the three_level quadtree is
shown superimposed_
further reduces mesh gradation near ___ Element vertices on __ are moved along the
boundary to provide a better approximation to it_ Pairs of boundary vertices that are too
close to each other may be collapsed to a single vertex_ Interior vertices are smoothed by a
Laplacian operation that places each vertex at the _centroid_ of its neighboring vertices_
To be speci_c_ let i be the index of a node to be re_positioned_ xi be its coordinates_ Pi
be the set of indices of all vertices that are connected to Node i by an element edge_ and
Qi contain the indices of vertices that are in the same quadrant as Node i but are not
_ Mesh Generation and Assembly
Figure ______ Quadtree structure and mixed triangular_ and quadrilateral_element mesh
generated from it_
connected to it by an edge_ Then
xi _
_Pj_Pi
xj _Pj_Qi
xj
_dim_Pi _ dim_Qi
______
where dim_S is the number of element vertices in set S_ Additional details appear in
____ Data Structures _
Baehmann et al_ ____
Arbitrarily complex two_ and three_dimensional domains may be discretized by quadtree
and octree decomposition to produce unstructured grids_ Further solution_based mesh
re_nement may be done by subdividing appropriate terminal quadrants or octants and
generating a new mesh locally_ This unites mesh generation and adaptive mesh re_ne_
ment by a common tree data structure ____ The underlying tree structure is also suitable
for load balancing on a parallel computer ___ ___
The advancing front technique constructs a mesh by _notching_ elements from __
and propagating this process into the interior of the domain_ An example is shown in
Figure ______ This procedure provides better shape control than quadtree or octree but
problems arise as the advancing fronts intersect_ L ohner ____ has a description of this and
other mesh generation techniques_ Carey ___ presents a more recent treatment of mesh
generation_
Figure ______ Mesh generation by the advancing front technique_
___ Data Structures
Unstructured mesh computation requires a data structure to store the geometric infor_
mation_ There is some ambiguity concerning the information that should be computed
at the preprocessing stage_ but_ at the very least_ the processing module would have to
know
_ the vertices belonging to each element_
_ the spatial coordinates of each vertex_ and
_ the element edges_ faces_ or vertices that are on ___
The processing module would need more information when adaptivity is performed_ It_
for example_ would need a link to the geometric information in order to re_ne elements
__ Mesh Generation and Assembly
along a curved boundary_ Even without adaptivity_ the processing software may want
access to geometric information when using elements with curved edges or faces _cf_
Section ___ _ If the _nite element basiswere known at the preprocessing stage_ space could
be reserved for edge and interior nodes or for a symbolic factorization of the resulting
algebraic system _cf_ Chapter __ _
Beall and Shephard ___ introduced a database and data structure that have great
_exibility_ It is suitable for use with high_order and hierarchical bases_ adaptive mesh
re_nement andor order variation_ and arbitrarily complex domains_ It has a hierarchical
structure with three_dimensional elements _regions having pointers to their bounding
faces_ faces having pointers to their bounding edges_ and edges having pointers to their
bounding vertices_ Those mesh entities _elements_ faces_ edges_ and vertices on domain
boundaries have pointers to relevant geometric structures de_ning the problem domain_
This structure_ called the SCOREC mesh database_ is shown in Figure ______ Nodes may
be introduced as _xed points in space to be associated with shape functions_ When done_
these may be located by pointers from any mesh entity_
Element
Face
Edge
Vertex
Geometric
Model
Entities
Figure ______ SCOREC hierarchical mesh database_
Let us illustrate the data structure for the two_dimensional domain shown in Figure
______ As shown in Figure ______ this mesh has __ faces _two_dimensional elements _ __
edges_ and __ vertices_ The face and edge_pointer information is shown in Table ______
Each edge has two pointers back to the faces that contain it_ These are shown within
brackets in the table_ The use of tables and integer indices for pointers is done for
convenience and does not imply an array implementation of pointer data_ The edge and
____ Data Structures __
vertex_pointer information and the vertex_point coordinate data are shown in Table ______
Backward pointers from vertices to edges and pointers from vertices and edges on the
boundary to the geometric database have not been shown to simplify the presentation_
We have shown a small portion of the pointer structure near Edge __ in Figure ______
Links between common entities allow the mesh to be traversed by faces_ edges_ or vertices
in two dimensions_ Problem and solution data is stored with the appropriate entities_
20
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Figure ______ Example illustrating the SCOREC mesh database_ Faces are indexed
as shown at the upper left_ edge numbering is shown at the upper right_ and vertex
numbering is shown at the bottom_
__ Mesh Generation and Assembly
Face Edge Edge Edge
_ _ _ _ _ _ _ _ __ _ _ _ __
_ _ _ _ _ _ _ _ __ _ _ _ __
_ _ _ _ __ _ _ _ __ __ _ _ __
_ _ _ _ _ __ _ _ __ _ _ _ __
_ __ _ _ __ __ _ _ __ __ _ _ __
_ __ _ _ __ __ _ _ __ __ _ _ ___
_ _ _ _ _ __ _ _ __ __ _ _ __
_ __ _ _ __ _ _ _ _ __ _ _ ___
_ _ _ _ __ __ _ _ ___ __ _ _ _
__ __ ___ __ __ ___ ___ __ ___ ___
__ __ ___ __ __ ___ ___ __ ___ ___
__ __ ___ ___ __ ___ ___ __ ___ ___
__ __ ___ _ _ __ ___ ___ __ ___ ___
__ __ ___ ___ __ ___ ___ __ ___ ___
__ __ ___ ___ __ ___ ___ __ ___ _
__ __ ___ _ __ ___ ___ __ ___ _
__ __ ___ _ __ ___ ___ __ ___ ___
__ __ ___ ___ __ ___ ___ __ ___ ___
__ __ ___ ___ __ ___ ___ __ ___ _
__ __ ___ ___ __ ___ _ __ ___ ___
Table ______ Face and edge_pointer data for the mesh shown in Figure ______ Backward
pointers from edges to their bounding faces are shown in brackets_
Face 14
Edge 18
Face 10 ...
...
To Edges 17 and 19 To Edges 24 and 23
To vertices 10 and 11
...
Figure ______ Pointer structure in the vicinity of Edge ___
The SCOREC mesh database contains more information than necessary for a typi_
cal _nite element solution_ For example_ the edge information may be eliminated and
faces may point directly to vertices_ This would be a more traditional _nite element
data structure_ Although it saves storage and simpli_es the data structure_ it may be
wise to keep the edge information_ Adaptive mesh re_nement procedures often work by
edge splitting and these are simpli_ed when edge data is available_ Edge information
also simpli_es the application of boundary conditions_ especially when the boundary is
____ Data Structures __
Edge Vertices Edge Vertices
_ _ _ __ _ __
_ _ _ __ _ __
_ _ _ __ _ __
_ _ _ __ _ __
_ _ _ __ __ __
_ _ _ __ __ __
_ _ _ __ __ _
_ _ _ __ __ __
_ _ _ __ __ __
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__ _ _ __ __ __
__ _ _ __ __ __
__ _ _ __ __ __
__ _ _ __ __ __
__ _ _ __ __ __
__ _ _ __ __ __
__ _ __ __ __ __
__ __ __ __ _ __
Vertex Coordinates
_ _____ ____
_ _____ ____
_ _____ ____
_ ____ ____
_ _____ ____
_ ____ ____
_ _____ ____
_ _____ ____
_ _____ ____
__ _____ ____
__ _____ ____
__ ____ ____
__ ____ ____
__ ____ _____
__ ____ _____
__ ____ ____
__ ____ ____
Table ______ Edge and vertex_pointer data _left and vertex and coordinate data _right
for the mesh shown in Figure ______
curved_ Only pointers are required for the edge information and_ in many implementa_
tions_ pointers require less storage than integers_ Nevertheless_ let us illustrate face and
vertex information for the simple mesh shown in Figure ______ which contains a mixture
of triangular and quadrilateral elements_ The face_vertex information is shown in Table
_____ and the vertex_coordinate data is shown in Table ______ Assuming quadratic shape
functions on the triangles and biquadratic shape functions on the rectangles_ a traditional
data structure would typically add nodes at the centers of all edges and the centers of
the rectangular faces_ In this example_ the midside and face nodes are associated with
faces_ however_ they could also have been associated with vertices_
Without edge data_ the database generally requires additional a priori assumptions_
For example_ we could agree to list vertices in counterclockwise order_ Edge nodes could
follow in counterclockwise order beginning with the node that is closest in the coun_
terclockwise direction to the _rst vertex_ Finally_ interior nodes may be listed in any
order_ The choice of the _rst vertex is arbitrary_ This strategy is generally a compromise
between storing a great deal of data with fast access and having low storage costs but
having to recompute information_ We could further reduce storage_ for example_ by not
saving the coordinates of the edge nodes_
__ Mesh Generation and Assembly
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Figure ______ Sample _nite element mesh involving a mixture of quadratic approximations
on triangles and biquadratic approximations on rectangles_ Face indices are shown in
parentheses_
Face Vertices Nodes
_ _ _ _ _ _ __ __ __ __
_ _ _ _ _ __ __ __ __ __
_ _ _ _ __ __ __
_ _ _ _ __ __ __
_ _ _ _ __ __ __
Table ______ Simpli_ed face_vertex data for the mesh of Figure ______
The type of _nite element basis must also be stored_ In the present example_ we could
attach it to the face_vertex table_ With the larger database described earlier_ we could
attach it to the appropriate entity_ In the spirit of the shape function decomposition
described in Sections ___ and ____ we could store information about a face shape function
with the face and information about an edge shape function with the edge_ This would
allow us to use variable_order approximations _p_re_nement _
Without edge data_ we need a way of determining those edges that are on ___ This
can be done by adopting a convention that the edge between the _rst and second vertices
of each face is Edge __ Remaining edges are numbered in counterclockwise order_ A
sample boundary data table for the mesh of Figure _____ is shown on the right of Table
______ The _rst row of the table identi_es Edge _ of Face _ as being on a boundary of
the domain_ Similarly_ the second row of the table identi_es Edge _ of Face _ as being a
boundary edge_ etc_ Regions with curved edges would need pointers back to the geometric
database_
____ Coordinate Transformations __
Vertex Coordinates
_ ____ ____
_ ____ ____
_ ____ ____
_ ____ ____
_ ____ ____
_ ____ ____
_ ____ ____
_ ____ ____
_ ____ ____
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Face Edge
_ _
_ _
_ _
_ _
_ _
_ _
_ _
Table ______ Vertex and coordinate data _left and boundary data _right for the _nite
element mesh shown in Figure ______
___ Coordinate Transformations
Coordinate transformations enable us to develop element stiness and mass matrices
and load vectors on canonical triangular_ square_ tetrahedral_ and cubic elements in a
computational domain and map these to actual elements in the physical domain_ Useful
transformations must _i be simple to evaluate_ _ii preserve continuity of the _nite
element solution and geometry_ and _iii be invertible_ The latter requirement ensures
that each point within the actual element corresponds to one and only one point in the
canonical element_ Focusing on two dimensions_ this requires the Jacobian
Je __ _ x_ x_
y_ y_ _ ______
of the transformation of Element e in the physical _x_ y _plane to the canonical element
in the computational ___ _ _plane to be nonsingular_
The most popular coordinate transformations are_ naturally_ piecewise_polynomial
__ Mesh Generation and Assembly
functions_ These mappings are called subparametric_ isoparametric_ and superparametric
when their polynomial degree is_ respectively_ lower than_ equal to_ and greater than
that used for the trial function_ As we have seen in Chapter __ the transformations use
the same shape functions as the _nite element solutions_ We illustrated linear _Section
___ and bilinear _Section ___ transformations for_ respectively_ mapping triangles and
quadrilaterals to canonical elements_ We have two tasks in front of us_ _i determining
whether higher_degree piecewise polynomial mappings can be used to advantage and _ii
ensuring that these transformations will be nonsingular_
Example ______ Recall the bilinear transformation of a _ _ _ canonical square to a
quadrilateral that was introduced in Section ___ _Figure _____
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1,1 (x ,y )
(x ,y )
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1,2
(x ,y )
x
y
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12
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12
h
h1
2
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1 1
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1
Figure ______ Bilinear mapping of a quadrilateral to a _ _ _ square_
_ x___ _
y___ _ _ _
_
Xi__
_
Xj__
_ xij
yij _Ni_j___ _ _ ______a
where
Ni_j___ _ _ _N
i__ _N
j__ _ i_ j _ __ __ ______b
and
_N
i__ _ _ __ _ _ ___ if i _ _
__ _ _ ___ if i _ _
_ ______c
The vertices of the square ______ _ _____ _ ____ _ _ ___ _ are mapped to the vertices of
the quadrilateral _x____ y___ _ _x____ y___ _ _x____ y___ _ _x____ y___ _ The bilinear transforma_
tion is linear along each edge_ so the quadrilateral element has straight sides_
____ Coordinate Transformations __
Dierentiating ______a while using ______b_c
x_ _
x__ _ x__
_
_N
___ _
x__ _ x__
_
_N
___ _
y_ _
y__ _ y__
_
_N
___ _
y__ _ y__
_
_N
___ _
x_ _
x__ _ x__
_
_N
___ _
x__ _ x__
_
_N
___ _
y_ _
y__ _ y__
_
_N
___ _
y__ _ y__
_
_N
___ _
Substituting these formulas into ______ and evaluating the determinant reveals that the
quadratic terms cancel_ hence_ the determinant of Je is a linear function of _ and _ rather
than a bilinear function_ Therefore_ it su_ces to check that det_Je has the same sign at
each of the four vertices_ For example_
det_Je______ _ x_______ y_______ _ x_______ y_______
or
det_Je______ _ _x__ _ x__ _y__ _ y__ _ _x__ _ x__ _y__ _ y__ _
The cross product formula for two_component vectors indicates that
det_Je______ _ h_h_ sin ____
where h__ h__ and ___ are the lengths of two adjacent sides and the angle between them
_Figure _____ _ Similar formulas apply at the other vertices_ Therefore_ det_Je will not
vanish if and only if _ij _ at each vertex_ i_e__ if and only if the quadrilateral is convex_
Polynomial shape functions and bases are constructed on the canonical element as
described in Chapter __ For example_ the restriction of a bilinear _isoparametric trial
function to the canonical element would have the form
U___ _ _
_
Xi__
_
Xj__
ci_jNi_j___ _ _
A subparametric approximation might_ for example_ use a piecewise_bilinear coordinate
transformation ______ with a piecewise_biquadratic trial function_ Let us illustrate this
using the element node numbering of Section ___ as shown in Figure ______ Using ______ _
the restriction of the piecewise_biquadratic polynomial trial function to the canonical
element is
U___ _ _
_
Xi__
_
Xj__
ci_jN_
i_j___ _ ______a
__ Mesh Generation and Assembly
_
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1,2
x
y
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1,2 2,2
1,1 2,1
1,1
2,2
3,2
1,3
3,1
2,3
3,3 1,3 3,3 2,3
3,1
3,2
Figure ______ Bilinear mapping to a unit square with a biquadratic trial function_
_
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x
y
2,1
1,2 2,2
1,1 2,1
1,1
2,2
1,3 3,3 2,3
3,1
3,2
1,3
3,2
3,1
2,3
3,3
1,2
Figure ______ Biquadratic mapping of the unit square to a curvilinear element_
where the superscript _ is used to identify biquadratic shape functions
N_
i_j___ _ _ _N
_
i __ _N
_
j __ _ i_ j _ __ __ __ ______b
with
_N _
i __ _ __
_
____ _ _ ___ if i _ _
___ _ _ ___ if i _ _
_ _ ___ if i _ _
_ ______c
Example ______ A biquadratic transformation of the canonical square has the form
_ x___ _
y___ _ _ _
_
Xi__
_
Xj__
_ xij
yij _N_
i_j___ _ _ ______
where N_
i_j___ _ _ i_ j _ __ __ __ is given by ______ _
This transformation produces an element in the _x_ y _plane having curved _quadratic
edges as shown in Figure ______ An isoparametric approximation would be biquadratic
____ Coordinate Transformations __
__
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x
y
1
3
4
5
6
1
3
5
6
2
4 2
Figure ______ Quadratic mapping of a triangle having one curved side_
and have the form of ______ _ The interior node ____ is awkward and can be eliminated
by using a second_order serendipity _cf_ Problems _____ or hierarchical transformation
_cf_ Section ___ _
Example ______ The biquadratic transformation described in Example _____ is useful
for discretizing domains having curved boundaries_ With a similar goal_ we describe a
transformation for creating triangular elements having one curved and two straight sides
_Figure _____ _ Let us approximate the curved boundary by a quadratic polynomial and
map the element onto a canonical right triangle by the quadratic transformation
_ x___ _
y___ _ _ _
_
Xi__
_ xi
yi _N_
i ___ _ _ ______a
where the quadratic Lagrange shape functions are _cf_ Problem _____
N_
j _ _j_j _ ___ _ j _ __ __ __ ______b
N_
_ _ ____ N_
_ _ ____ N_
_ _ ____ ______c
and
_ _ __ _ _ __ _ _ __ _ _ __ ______
Equations ______ and ______ describe a general quadratic transformation_ We have a
more restricted situation with
x_ _ _x_ _ x_ ___ y_ _ _y_ _ y_ ___
x_ _ _x_ _ x_ ___ y_ _ _y_ _ y_ ___
__ Mesh Generation and Assembly
This simpli_es the transformation ______a to
_ x___ _
y___ _ _ _ _ x_
y_ _ !N
_
_ _ _ x_
y_ _ !N
_
_ _ _ x_
y_ _ !N
_
_ _ _ x_
y_ _ !N
_
_ _ ______a
where_ upon use of ______ and ______ _
!N
_
_ _ N_
_ _ _N_
_ _ N_
_ __ _ _ _ __ _ _ __ ______b
!N
_
_ _ N_
_ _ N_
_ __ _ ___ _ __ _ ______c
!N
_
_ _ N_
_ _ N_
_ __ _ ___ _ __ _ ______d
!N
_
_ _ N_
_ _ ____ ______e
From these results_ we see that the mappings on edges ___ __ _ _ and ___ __ _ _ are
linear and are_ respectively_ given by
_ x
y _ _ _ x_
y_ ___ _ _ _ _ x_
y_ ___ _ x
y _ _ _ x_
y_ ___ _ _ _ _ x_
y_ ___
The Jacobian determinant of the transformation can vanish depending on the location
of Node __ The analysis may be simpli_ed by constructing the transformation in two
steps_ In the _rst step_ we use a linear transformation to map an arbitrary element onto
a canonical element having vertices at ___ _ _ ___ _ _ and ___ _ but with one curved side_
In the second step_ we remove the curved side using the quadratic transformation ______ _
The linear mapping of the _rst step has a constant Jacobian determinant and_ therefore_
cannot aect the invertibility of the system_ Thus_ it su_ces to consider the second step
of the transformation as shown in Figure ______ Setting _x__ y_ _ ___ _ _ _x__ y_ _ ___ _ _
and _x__ y_ _ ___ _ in ______a yields
_ x___ _
y___ _ _ _ _ _
_ _ !N
_
_ _ _ _
_ _ !N
_
_ _ _ x_
y_ _ !N
_
_ _
Using ______c_e
_ x___ _
y___ _ _ _ _ ___ _ __
___ _ __ __ ___ _ x_
y_ __
Calculating the Jacobian
Je___ _ _ _ x_ x_
y_ y_ _ _ _ _ _ __ _ _x__ ___ _ _x__
___ _ _y__ _ _ __ _ _y__ __
____ Coordinate Transformations __
________
________
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y
1
3
5
6
4 2
1 4
6
3
x
2
5
Figure ______ Quadratic mapping of a right triangle having one curved side_ The shaded
region indicates where Node _ can be placed without introducing a singularity in the
mapping_
we _nd the determinant as
det_Je___ _ _ ____x_ _ _ _ _ __y_ _ _ __
The Jacobian determinant is a linear function of _ and __ thus_ as with Example ______
we need only ensure that it has the same sign at each of its three vertices_ We have
det_Je___ _ _ __ det_Je___ _ _ _x_ _ __ det_Je____ _ _y_ _ __
Hence_ the Jacobian determinant will not vanish and the mapping will be invertible when
x_ _ ___ and y_ _ ___ _cf_ Problem _ at the end of this section _ This region is shown
shaded on the triangle of Figure ______
Problems
__ Consider the second_order serendipity shape functions of Problem _____ or the
second_order hierarchical shape functions of Section ____ Let the four vertex nodes
be numbered ___ _ _ ___ _ _ ___ _ _ and ___ _ and the four midside nodes be numbered
___ _ _ ___ _ _ ___ _ _ and ___ _ _ Use the serendipity shape functions of Problem _____
to map the canonical _ _ _ square element onto an eight_noded quadrilateral ele_
ment with curved sides in the _x_ y _plane_ Assume that the vertex and midside
nodes of the physical element have the same numbering as the canonical element
but have coordinates at _xij_ yij _ i_ j _ __ __ __ i _ j __ __ Can the Jacobian of the
transformation vanish for some particular choices of _x_ y " _This is not a simple
question_ It su_ces to give some qualitative reasoning as to how and why the
Jacobian may or may not vanish_
__ Mesh Generation and Assembly
__ Consider the transformation ______ of Example _____ with x_ _ y_ _ ___ and sketch
the element in the _x_ y _plane_ Sketch the element for some choice of x_ _ y_ _ ____
___ Generation of Element Matrices and Vectors and
Their Assembly
Having discretized the domain_ the next step is to select a _nite element basis and
generate and assemble the element stiness and mass matrices and load vectors_ As a
review_ we summarize some of the two_dimensional shape functions that were developed
in Chapter _ in Tables _____ and ______ Nodes are shown on the mesh entities for the
Lagrangian and hierarchical shape functions_ As noted in Section ____ however_ the shape
functions may be associated with the entities without introducing modal points_ The
number of parameters np for an element having order p shape functions is presented for
p _ __ __ __ __ We also list an estimate of the number of unknowns _degrees of freedom N
for scalar problems solved on unit square domains using uniform meshes of _n_ triangular
or n_ square elements_
Both the Lagrange and hierarchical bases of order p have the same number of param_
eters and degrees of freedom on the uniform triangular meshes_ Without constraints for
Dirichlet data_ the number of degrees of freedom is N _ _pn __ _ _cf_ Problem _ at the
end of this section _ Dirichlet data on the entire boundary would reduce N by O_pn
and_ hence_ be a higher_order eect when n is large_ The asymptotic approximation
N _ _pn _ is recorded in Table ______ Similarly_ bi_polynomial approximations of order p
on squares with n_ uniform elements have N _ _pn _ _ _ degrees of freedom _again_ cf_
Problem _ _ The asymptotic approximation _pn _ is reported in Table ______ Under the
same conditions_ hierarchical bases on squares have
N _ _ __p _ _ n_ _ _pn _ __ if p _ _
_p_ _ p _ _ n___ _ _pn _ __ if p _
_
degrees of freedom_ The asymptotic values N _ __p _ _ N__ p _ __ and N _ _p_ _ p _
_ n____ p __ are reported in Table ______
The Lagrange and hierarchical bases on triangles and the Lagrange bi_polynomial
bases on squares have approximately the same number of degrees of freedom for a given
order p_ The hierarchical bases on squares have about half the degrees of freedom of the
others_ The bi_polynomial Lagrange shape functions on a square have the largest number
of parameters per element for a given p_ The number of parameters per element aects the
element matrix and vector computations while the number of degrees of freedom aects
the solution time_ We cannot_ however_ draw _rm conclusions about the superiority of
one basis relative to another_ The selection of an optimal basis for an intended level
____ Element Matrices and Their Assembly __
p Lagrange Hierarchical np N _ p_n_
Stencil Stencil
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_ _n_
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__ _n_
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__ __n_
Table ______ Shape function placement for Lagrange and hierarchical _nite element ap_
proximations of degrees p _ __ __ __ _ on triangular elements with their number of param_
eters per element np and degrees of freedom N on a square with _n_ elements_ Circles
indicate additional shape functions located on a mesh entity_
of accuracy is a complex issue that depends on solution smoothness_ geometry_ and
the partial dierential system_ We_ll examine this topic in a later chapter_ At least it
seems clear that bi_polynomial bases are not competitive with hierarchical ones on square
elements_
_____ Generation of Element Matrices and Vectors
The generation of the element stiness and mass matrices and load vectors is largely
independent of the partial dierential system being solved_ however_ let us focus on the
model problem of Section ___ in order to illustrate the procedures less abstractly_ Thus_
consider the two_dimensional Galerkin problem_ determine u H_
E satisfying
A_v_ u _ _v_ f _ _v H_
_ _ ______a
__ Mesh Generation and Assembly
p Lagrange Hierarchical
Stencil np N _ Mn_ Stencil np N _ Mn_
_
_ _ _
_ _ _
_ __ _
__
__
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__
__
__
__
__
__
__ _ n_
_ _ _
_ _ _
_ __ _
__
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__ _ n_
_
_ _ _
_ _ _
_ __ _
__
__
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__
__
__
__
_ __ _
_ _ _
_ _ _
_ _ _
_ _ _
_ _ _
_ _ _
_ _n_
_ _ _
_ _ _
_ __ _
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
_ _ _
_ _ _
_ _ _
_ _ _
_ __ _
_ _n_
_
_ _ _
_ _
_
_ __ _
__
__
__
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__
__
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__
__
__
__
__
__
_ __ _
_ __ _
_ _ _
_ _
_
_ __ _
__
__
__
__
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__
_ _ _
_ _ _
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__
_ _ _
_ _ _
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__ __ _n_
__
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_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
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_
_
_
_
_
_
__ _n_
_
_ _ _
_ _ _
_ __ _
__
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__
__
_ __ _
_ _ _
_ _ _
__
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__
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__
_ __ _
_ __ _
_ _ _
_ _ _
_ __ _
__
__
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__
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__
__
__
__
__
_ _ _
_ _ _
_ _ _
_ _ _ _ __ _
_ _ _
_ _ _
__
__
__
__
__
__
_ _ _
_ _ _
_ _ _
_ _ _
_ __ _
__ __n_
_ _ _
_ _ _
_ __ _
__
__
__
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__
__
__
__
__
__
__
__
__
__
_ __ _
_ _ _
_ _ _
_ __ _
_ __ _
__ _n_
Table ______ Shape function placement for bi_polynomial Lagrange and hierarchical ap_
proximations of degrees p _ __ __ __ _ on square elements with their number of parameters
per element np and degrees of freedom N on a square with n_ elements_ Circles indicate
additional shape functions located on a mesh entity_
where
_v_ f _ ZZ
vfdxdy ______b
A_v_ u _ ZZ
_p_vxux _ vyuy _ qvu_dxdy ______c
As usual_ _ is a two_dimensional domain with boundary __ _ __E _ __N_ Recall that
smooth solutions of ______ satisfy
__pux x _ _puy y _ qu _ f_ _x_ y __ ______a
____ Element Matrices and Their Assembly __
u _ __ _x_ y __E_ ______b
un _ __ _x_ y __N_ ______c
where n is the unit outward normal vector to ___ Trivial natural boundary conditions
are considered for simplicity_ More complicated situations will be examined later in this
section_
Following the one_dimensional examples of Chapters _ and __ we select _nite_dimensional
subspaces SN
E and SN
_ of H_
E and H_
_ and write ______b_c as the sum of contributions
over elements
_V_ f _
N_
Xe__
_V_ f e_ ______a
A_V_U _
N_
Xe__
Ae_V_U _ ______b
Here_ N is the number of elements in the mesh_
_V_ f e _ ZZ
e
V fdxdy ______c
is the local L_ inner product_
Ae_V_U _ ZZ
e
_p_VxUx _ VyUy _ qV U_dxdy ______d
is the local strain energy_ and _e is the portion of _ occupied by element e_
The evaluation of ______c_d can be simple or complex depending on the functions
p_ q_ and f and the mesh used to discretize __ If p and q were constant_ for example_
the local strain energy ______d could be integrated exactly as illustrated in Chapters _
and _ for one_dimensional problems_ Let_s pursue a more general approach and discuss
procedures based on transforming integrals ______c_d on element e to a canonical element
_ and evaluating them numerically_ Thus_ let U____ _ _ U_x___ _ _ y___ _ and V____ _ _
V _x___ _ _ y___ _ and transform the integrals ______c_d to element _ to get
_V_ f e _ ZZ
_
V____ _ f_x___ _ _ y___ _ det_Je d_d__ ______a
Ae_V_U _ ZZ
_
_p_V__ _x _ V___x _U___x _ U___x _
__ Mesh Generation and Assembly
p_V___y _ V___y _U___y _ U___y _ qV_U__ det_Je d_d_
where Je is the Jacobian of the transformation _cf_ ______ _
Expanding the terms in the strain energy
Ae_V_U _ ZZ
_
_g_eV__U__ _ g_e_V__U__ _ V__U__ _ g_eV__U__ _ qV_U__ det_Je d_d_
______b
where
g_e _ p_x___ _ _ y___ _ ___
x _ __
y__ ______c
g_e _ p_x___ _ _ y___ _ __x_x _ _y_y__ ______d
g_e _ p_x___ _ _ y___ _ ___
x _ __
y__ ______e
The integrand of ______b might appear to be polynomial for constant p and a poly_
nomial mapping_ however_ this is not the case_ In Section ____ we showed that the inverse
coordinate mapping satis_es
_x _
y_
det_Je
_ _y _ _
x_
det_Je
_ _x _ _
y_
det_Je
_ _y _
x_
det_Je
_ ______
The functions gie_ i _ __ __ __ are proportional to ___ det_Je ___ thus_ the integrand of
______b is a rational function unless_ of course_ det_Je is a constant_
Let us write U_ and V_ in the form
U____ _ _ cTe
N___ _ _ N___ _ Tce_ V____ _ _ dTe
N___ _ _ N___ _ Tde ______
where the vectors ce and de contain the elemental parameters and N___ _ is a vector
containing the elemental shape functions_
Example ______ For a linear polynomial on the canonical right ___ triangular element
having vertices numbered _ to _ as shown in Figure ______
ce __
_
ce__
ce__
ce__
_ N___ _ __
_
_ _ _ _ _
_
_
_
The actual vertex indices_ shown as i_ j_ abd k_ are mapped to the canonical indices __
__ and __
Example ______ The treatment of hierarchical polynomials is more involved because
there can be more than one parameter per node_ Consider the case of a cubic hierarchical
____ Element Matrices and Their Assembly __
_
_
_
_
_
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_
_
_
_
_
_
_ i
j
k
i, 1 j, 2
k, 3
e
0
Figure ______ Linear transformation of a triangular element e to a canonical right ___
triangle_
function on a triangle_ Translating the basis construction of Section ___ to the canonical
element_ we obtain an approximation of the form ______ with
cTe
_ _ce___ ce___ ____ ce____
NT _ _N____ _ _N____ _ _ ____N_____ _ __
The basis has ten shape functions per element _cf_ ________ _ which are ordered as
N____ _ _ _ _ __ _ _ __ N____ _ _ _ _ __ N____ _ _ _ _ __
N____ _ _ _
p____ N____ _ _ _
p____ N____ _ _ _
p____
N____ _ _ _
p_______ _ _ _ N____ _ _ _
p_______ _ _ _
N___ _ _ _
p______ _ __ _ N_____ _ _ ____
With this ordering_ the _rst three shape functions are associated with the vertices_ the
next three are quadratic corrections at the midsides_ the next three are cubic corrections
at the midsides_ and the last is a cubic _bubble function_ associated with the centroid
_Figure _____ _
An array implementation_ as described by ______ and Examples ____ _ and ______
may be the simplest data structure_ however_ implementations with structures linked to
geometric entities _Section ___ are also possible_
Substituting the polynomial representation ______ into the transformed strain energy
expression ______b and external load ______a yields
Ae_V_U _ dTe
_Ke _Me ce_ ______a
__ Mesh Generation and Assembly
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
3
1 4, 7 2
6, 9 5, 8
10
Figure ______ Shape function placement and numbering for a hierarchical cubic approxi_
mation on a canonical right ___ triangle_
_V_ f e _ dTe
fe_ ______b
where
Ke _ ZZ
_
_g_eN_NT_
_ g_e_N_NT_
_ N_NT_
_ g_eN_NT_
_ det_Je d_d__ ______a
Me _ ZZ
_
qNNT det_Je d_d__ ______b
fe _ ZZ
_
Nf det_Je d_d__ ______c
Here_ Ke and Me are the element stiness and mass matrices and fe is the element load
vector_ Numerical integration will generally be necessary to evaluate these arrays when
the coordinate transformation is not linear and we will study procedures to do this in
Chapter __
Element mass and stiness matrices and load vectors are generated for all elements
in the mesh and assembled into their proper locations in the global stiness and mass
matrix and load vector_ The positions of the elemental matrices and vectors in their
global counterparts are determined by their indexing_ In order to illustrate this point_
consider a linear shape function on an element with Vertices __ __ and _ as shown in
Figure ______ These vertex indices are mapped onto local indices_ e_g__ __ __ __ of the
canonical element and the correspondence is recorded as shown in Figure ______ After
generating the element matrices and vectors_ the global indexing determines where to add
____ Element Matrices and Their Assembly __
these entries into the global stines and mass matrix and load vector_ In the example
shown in Figure ______ the entry ke
__ is added to Row _ and Column _ of the global
stiness matrix K_ The entry ke
__ is added to Row _ and Column _ of K_ etc_
The assembly process avoids the explicit summations implied by ______ and yields
A_V_U _ dT _K _M c_ ______a
_V_ f _ dT f _ ______b
where
cT _ _c__ c__ ____ cN__ ______c
dT _ _d__ d__ ____ dN__ ______d
where K is the global stiness matrix_ M is the global mass matrix_ f is the global load
vector_ and N is the dimension of the trial space _or the number of degrees of freedom _
Imposing the Galerkin condition ______a
A_V_U _ _V_ f _ dT __K _M c _ f_ _ __ _d _N_ _______a
yields
_K_M c _ f _ _______b
_____ Essential and Neumann Boundary Conditions
It_s customary to ignore any essential boundary conditions during the assembly phase_
Were boundary conditions not imposed_ the matrix K_M would be singular_ Essential
boundary conditions constrain some of the ci_ i _ __ __ ____N_ and they must be imposed
before the algebraic system _______b can be solved_ In order to simplify the discussion_
let us suppose that either M _ _ or that M has been added to K so that _______ may
be written as
dT _Kc _ f_ _ __ _d _N_ _______a
Kc _ f _ _______b
__ Mesh Generation and Assembly
_
_
_
_
_
_
_
_
_
_
_
_
4 7
8
Global Local
_ _
_ _
_ _
_
_
_
_
_
_
_
_
_
_
_
_
1 2
3
Ke __
_
ke
__ ke
__ ke
__
ke
__ ke
__ ke
__
ke
__ ke
__ ke
__
fe __
_
fe
_
fe
_
fe
_
_ _ _ _ _ _ _ _ _
K _
______________
_ke
__ _ke
__ _ke
__
_ke
__ _ke
__ _ke
__
_ke
__ _ke
__ _ke
__
____________
_
_
_
_
_
_
_
_
_
f _
____________
_fe
_
_fe
_
_fe
_
__________
Figure ______ Assembly of an element stiness matrix and load vector into their global
counterparts for a piecewise_linear polynomial approximation_ The actual vertex indices
are recorded and stored _top _ the element stiness matrix and load vector are calculated
_center _ and the indices are used to determine where to add the entries of the elemental
matrix and vector into the global stiness and mass matrix_
____ Element Matrices and Their Assembly __
Essential boundary conditions may either constrain a single ci or impose constraints
between several nodal variables_ In the former case_ we partition _______a as
_d_d__ __ K__ K__
K__ K__ __ c_
c_ _ _ _ f_
f_ _ _ __ _______a
where the essential boundary conditions are
c_ _ ___ _______b
Recall _Chapters _ and _ _ that the test function V should vanish on __E_ thus_ corre_
sponding to _______b
d_ _ __ _______c
The second _block_ of equations in _______a should never have been generated and_
actually_ we should have been solving
dT
_ _K__c_ _ K__c_ _ f__ _ dT
_ _K__c_ _ K____ _ f__ _ __ _______a
Imposing the Galerkin condition that _______a vanish for all d__
K__c_ _ f_ _ K_____ _______b
Partitioning _______ need not be done explicitly as in _______ _ It can be done im_
plicitly without rearranging equations_ Consider the original system _______b
_______
k__ k_j k_N
___
___
___
kj_ kjj kjN
___
___
___
kN_ kNj kNN
_____
_______
c_
___
cj
___
cN
_____
_
_______
f_
___
fj
___
fN
_____
_ _______
Suppose that one boundary condition speci_es cj _ _j_ then the j th equation _row of
the system is deleted_ cj is replaced by the boundary condition_ and the coe_cients of cj
are moved to the right_hand side to obtain
_________
k__ k__j__ k__j__ k_N
___
___
___
___
kj____ kj___j__ kj___j__ kj___N
kj____ kj___j__ kj___j__ kj___N
___
___
___
___
kN_ kN_j__ kN_j__ kNN
_______
_________
c_
___
cj__
cj__
___
cN
_______
_
_________
f_ _ k__j_j
___
fj__ _ kj___j_j
fj__ _ kj___j_j
___
fN _ kN_j_j
_______
_
__ Mesh Generation and Assembly
When the algebraic system is large_ the cost of moving data when rows and columns
are removed from the system may outweigh the cost of solving a larger algebraic system_
In this case_ the boundary condition cj _ _j can be inserted as the j th equation of
_______ _ Although not necessary_ the j th column is usually moved to the right_hand
side to preserve symmetry_ The resulting larger problem is
_______
k__ _ k_N
___
___
___
_ _ _
___
___
___
kN_ _ kNN
_____
_______
c_
___
cj
___
cN
_____
_
_______
f_ _ k__j_j
___
_j
___
fN _ kN_j_j
_____
_
The treatment of essential boundary conditions that impose constraints among several
nodal variables is much more di_cult_ Suppose_ for example_ there are l boundary
conditions of the form
Tc _ __ _______
where T is an l_N matrix and _ is an l_vector_ In vector systems of partial dierential
equations_ such boundary conditions arise when constraints are speci_ed between dierent
components of the solution vector_ In scalar problems_ conditions having the form _______
arise when a _global_ boundary condition like
Z_
uds _ _
is speci_ed_ They could also arise with periodic boundary conditions which might_ for
example_ specify u___ y _ u___ y if u were periodic in x on a rectangle of unit length_
One could possibly solve _______ for l values of ci_ i _ __ __ ____N_ in terms of the
others_ Sometimes there is an obvious choice_ however_ often there is no clear way to
choose the unknowns to eliminate_ A poor choice can lead to ill_conditioning of the
algebraic system_ An alternate way of treating problems with boundary conditions such
as _______ is to embed Problem _______ in a constrained minimization problem which
may be solved using Lagrange multipliers_ Assuming K to be symmetric and positive
semi_de_nite_ _______ can be regarded as the minimum of
I_c_ _ cTKc _ _cT f _
Using Lagrange multipliers_ we minimize the modi_ed functional
#I_c_ __ _ cTKc _ _cT f _ __T _Tc _ _ _
____ Element Matrices and Their Assembly __
where _ is an l_vector of Lagrange multipliers_ Minimizing #I with respect to c and _
yields
_ K TT
T _ __ c
_ _ _ _ f
_ __ _______
The system _______ may or may not be simple to solve_ If K is non_singular then the
algorithm described in Problem _ at the end of this section is eective_ However_ since
boundary conditions are prescribed by _______ _ K may not be invertible_
Nontrivial Neumann boundary conditions on __N require the evaluation of an extra
line integral for those elements having edges on __N_ Suppose_ for example_ that the
variational principle ______ is replaced by_ determine u H_
E satisfying
A_v_ u _ _v_ f _ _ v__ __ _v H_
_ _ _______a
where
_ v__ __ Z_ N
v__x_ y ds_ _______b
s being a coordinate on __N_ As discussed in Chapter __ smooth solutions of _______
satisfy ______a _ the essential boundary conditions ______b _ and the natural boundary
condition
pun _ __ _x_ y __N_ _______
The line integral _______b is evaluated in the same manner as the area integrals and it
will alter the load vector f _cf_ Problem _ at the end of this section _
Problems
__ Determine the number of degrees of freedom when a scalar _nite element Galerkin
problem is solved using either Lagrange or hierarchical bases on a square region
having a uniform mesh of either _n_ triangular or n_ square elements_ Express
your answer in terms of p and n and compare it with the results of Tables _____
and ______
__ Assume that K is invertible and show that the following algorithm provides a
solution of _______ _
Solve KW _ TT for W
Let Y _ TW
Solve Ky _ f for y
Solve Y_ _ Ty_ _ for _
Solve Kc _ f _ TT_ for c
__ Mesh Generation and Assembly
__ Calculate the eect on the element load vector fe of a nontrivial Neumann condition
having the form _______ _
__ Consider the solution of Laplace_s equation
uxx _ uyy _ __ _x_ y __
on the unit square _ __ f_x_ y j_ _ x_y _ _g with Dirichlet boundary conditions
u _ __ _x_ y ___
As described in the beginning of this section_ create a mesh by dividing the unit
square into n_ uniform square elements and then into _n_ triangles by cutting each
square element in half along its positive sloping diagonal_
____ Using a Galerkin formulation with a piecewise_linear basis_ develop the element
stiness matrices for each of the two types of elements in the mesh_
____ Assemble the element stiness matrices to form the global stiness matrix_
____ Apply the Dirichlet boundary conditions and exhibit the _nal linear algebraic
system for the nodal unknowns_
__ The task is is to solve a Dirichlet problem on a square using available _nite element
software_ The problem is
_uxx _ uyy _ f_x_ y _ __ _x_ y __
with u _ _ on the boundary of the unit square _ _ f_x_ y j_ _ x_ y _ _g_ Select
f_x_ y so that the exact solution of the problem is
u_x_ y _ exy sin x sin _ y_
The Galerkin form of this problem is to _nd u H_
_ satisfying
ZZ
_vxux _ vyuy _ vf_dxdy _ __ _v H_
_ _
Solve this problem on a sequence of _ner and _ner grids using piecewise linear_
quadratic_ and cubic _nite element bases_ Select a basic grid with either two or
four elements in it and obtain _ner grids by uniform re_nement of each element
into four elements_ Present plots of the energy error as functions of the number of
degrees of freedom _DOF _ the mesh spacing h_ and the CPU time for the three
polynomial bases_ De_ne h as the square root of the area of an average element_
____ Element Matrices and Their Assembly __
You may combine the convergence histories for the three polynomial solutions on
one graph_ Thus_ you_ll have three graphs_ error vs_ h_ error vs_ DOF_ and error
vs_ CPU time_ each having results for the three polynomial solutions_ Estimate the
convergence rates of the solutions_ Comment on the results_ Are they converging
at the theoretical rates" Are there any unexpected anomalies" If so_ try to explain
them_ You may include plots of solutions andor meshes to help answer these
questions_
__ Consider the Dirichlet problem for Laplace_s equation
$u _ uxx _ uyy _ __ _x_ y __
u_x_ y _ __x_ y _ _x_ y ___
where _ is the L_shaped region with lines connecting the Cartesian vertices ____ _
____ _ ____ _ _____ _ ______ _ _____ _ ____ _ Select __x_ y so that the exact solution
expressed in polar coordinates is
u_r_ _ r___ sin
_
_
_
with
x _ r cos _ y _ r sin _
This solution has a singularity in its _rst derivative at r _ __ The singularity
is typical of those associated with the solution of elliptic problems at re_entrant
corners such as the one found at the origin_
Because of symmetries_ the problem need only be solved on half of the L_shaped
domain_ i_e__ the trapezoidal region #_
with lines connecting the Cartesian vertices
____ _ ____ _ ____ _ _____ _ ____ _
The Galerkin form of this problem consists of determining u H_
E
ZZ
_ _
vxux _
vyuy_
dxdy _
_
_
_
v
H
_
_ _
Functions u H_
E satisfy the essential boundary conditions
u_x_ y _ __ y _ __ _ _ x _ __
u_r_ _ r___ sin
_
_
_ x _ __ _ _ y _ __ y _ __ __ _ x _ __
These boundary conditions may be expressed in Cartesian coordinates by using
r_ _ x_ _ y__ tan _
y
x
_
__ Mesh Generation and Assembly
The solution of the Galerkin problem will also satisfy the natural boundary condi_
tion un _ u_ _ _ along the diagonal y _ _x_
Solve this problem using available _nite element software_ To begin_ create a
three_element initial mesh by placing lines between the vertices ____ and ____
and between ____ and ____ _ Generate _ner meshes by uniform re_nement and use
piecewise_polynomial bases of degrees one through three_
As in Problem __ present plots of the energy error as functions of the number of
degrees of freedom_ the mesh spacing h_ and the CPU time for the three polyno_
mial bases_ You may combine the convergence histories for the three polynomial
solutions on one graph_ De_ne h as the square root of the area of an average ele_
ment_ Estimate the convergence rates of the solutions_ Is accuracy higher with a
high_order method on a coarse mesh or with a low_order method on a _ne mesh"
If adaptivity is available_ use a piecewise_linear basis to calculate a solution using
adaptive h_re_nement_ Plot the energy error of this solution with those of the
uniform_mesh solutions_ Is the adaptive solution more e_cient" E_ciency may
be de_ned as less CPU time or fewer degrees of freedom for the same accuracy_
Contrast the uniform and adaptive meshes_
___ Assembly of Vector Systems
Vector systems of partial dierential equations may be treated in the same manner as the
scalar problems described in the previous section_ As an example_ consider the vector
version of the model problem ______ _ determine u H_
E satisfying
A_v_ u _ _v_ f _ _v H_
_ _ ______a
where
_v_ f _ ZZ
vT fdxdy_ ______b
A_v_ u _ ZZ
_vT
xPux _ vT
y Puy _ vTQu_dxdy_ ______c
The functions u_x_ y _ v_x_ y _ and f _x_ y are m_vectors and P and Q are m_m matrices_
Smooth solutions of ______ satisfy
__Pux x _ _Puy y _ Qu _ f _ _x_ y __ ______a
____ Assembly of Vector Systems __
u _ __ _x_ y __D_ un _ __ _x_ y __N_ ______b
Example ______ Consider the biharmonic equation
$_w _ f_x_ y _ _x_ y __
where
$_ __ _ xx _ _ yy
is the Laplacian and _ is a bounded two_dimensional region_ Problems involving bihar_
monic operators arise in elastic plate deformation_ slow viscous _ow_ combustion_ etc_
Depending on the boundary conditions_ this problem may be transformed to a system of
two second_order equations having the form ______ _ For example_ it seems natural to let
u_ _ _$w
then
_$u_ _ f_
Let w _ _u_ to obtain the vector system
_$u_ _ f_ _$u_ _ u_ _ __ _x_ y __
This system has the form ______ with
u _ _ u_
u_ __ P _ I_ Q _ _ _ _
_ _ __ f _ _ f
_ __
The simplest boundary conditions to prescribe are
w _ _u_ _ ___ $w _ _u_ _ ___ _x_ y ___
With these _Dirichlet boundary conditions_ the variational form of this problem is
______a with
_v_ f _ ZZ
v_fdxdy
and
A_v_ u _ ZZ
__v_ x_u_ x _ _v_ y_u_ y _ _v_ x_u_ x _ _v_ y_u_ y _ v_u__dxdy_
The requirement that ______a be satis_ed for all vector functions v H_
_ gives the two
scalar variational problems
ZZ
__v_ x_u_ x _ _v_ y_u_ y _ v_f_dxdy _ __ _v_ H_
_ _
__ Mesh Generation and Assembly
ZZ
__v_ x_u_ x _ _v_ y_u_ y _ v_u__dxdy _ __ _v_ H_
_ _
We may check that smooth solutions of these variational problems satisfy the pair of
second_order dierential equations listed above_
We note in passing_ that the boundary conditions presented with this example are
not the only ones of interest_ Other boundary conditions do not separate the system as
neatly_
Following the procedures described in Section ____ we evaluate ______ in an element_
by_element manner and transform the elemental strain energy and load vector to the
canonical element to obtain
Ae_V_U _ ZZ
_
_VT
__
G_eU__ _ VT
__
G_eU__ _ VT
__
G_eU___
VT
__
G_eU__ _ VT
_QU__ det_Je d_d__ ______a
where
G_e _ P___
x _ __
y __ G_e _ P__x_x _ _y_y__ G_e _ P___
x _ __
y __ ______b
and
_V_ f e _ ZZ
_
VT
_ f det_Je d_d__ ______c
The restriction of the piecewise_polynomial approximation U_ to element e is written
in terms of shape functions as
U____ _ _
np
Xj__
ce_jNj___ _ ______a
where np is the number of shape functions on element e_ We have divided the vector
ce of parameters into its contributions ce_j _ j _ __ __ ____ n_ from the shape functions of
element e_ Thus_ we may write
cTe
_ _cT
e___ cT
e___ ____ cT
e_np__ ______b
In this form_ we may write U_ as
U_ _ NT ce _ cTe
N ______c
____ Assembly of Vector Systems __
where N is the npm _ m matrix
NT _ _N_I_N_I_ ____NnpI__ ______d
and the identity matrices have the dimension m of the partial dierential system_ The
simple linear shape functions will illustrate the formulation_
Example ______ Consider the solution of a system of m _ _ equations using a
piecewise_linear _nite element basis on triangles_ Suppose_ for convenience_ that the
node numbers of element e are __ __ and __ In order to simplify the notation_ we suppress
the subscript _ on U_ and V_ and the subscript e on ce_ The linear approximation on
element e then takes the form
_ U_
U_ _ _ _ c__
c__ _N____ _ _ _ c__
c__ _N____ _ _ _ c__
c__ _N____ _ _
where
N____ _ _ _ _ _ _ __ N____ _ _ __ N____ _ _ __
The _rst subscript on cij denotes its index in c and the second subscript identi_es the
vertex of element e_ The expression ______c takes the form
_ U_
U_ _ _ _ N_ _ N_ _ N_ _
_ N_ _ N_ _ N_ _
________
c__
c__
c__
c__
c__
c__
______
_
Substituting ______c and a similar expression for V_ into ______a_e yields
Ae_V_U _ dTe
_Ke _Me ce_ _V_ f e _ dTe
fe_ ______
where
Ke _ ZZ
_
_N_G_eNT
_
_ N_G_eNT
_
_ N_G_eNT
_
_ N_G_eNT
_
_ det_Je d_d__ ______a
Me _ ZZ
_
NQNT det_Je d_d__ fe _ ZZ
_
Nf det_Je d_d__ ______b
Problems
__ Mesh Generation and Assembly
__ It is_ of course_ possible to use dierent shape functions for dierent solution com_
ponents_ This is often done with incompressible _ows where the pressure is approx_
imated by a basis having one degree less than that used for velocity_ Variational
formulations with dierent _elds are called mixed variational principles_ The result_
ing _nite element formulations are called mixed methods_ As an example_ consider
a vector problem having two components_ Suppose that a piecewise_linear basis is
used for the _rst variable and piecewise quadratics are used for the second_ Using
hierarchical bases_ select an ordering of unknowns and write the form of the _nite el_
ement solution on a canonical two_dimensional element_ What are the components
of the matrix N" For this approximation_ develop a formula for the element sti_
ness matrix ______a _ Express your answer in terms of the matrices Gie_ i _ __ __ __
and integrals of the shape functions_
Bibliography
___ I_ Babu%ska_ J_E_ Flaherty_ W_D_ Henshaw_ J_E_ Hopcroft_ J_E_ Oliger_ and T_ Tez_
duyar_ editors_ Modeling_ Mesh Generation_ and Adaptive Numerical Methods for
Partial Di erential Equations_ volume __ of The IMA Volumes in Mathematics and
its Applications_ New York_ _____ Springer_Verlag_
___ P_L_ Baehmann_ M_S_ Shephard_ and J_E_ Flaherty_ Adaptive analysis for automated
_nite element modeling_ In J_R_ Whiteman_ editor_ The Mathematics of Finite
Elements and Applications VI_ MAFELAP ____ pages ___&____ London_ _____
Academic Press_
___ P_L_ Baehmann_ S_L_ Witchen_ M_S_ Shephard_ K_R_ Grice_ and M_A_ Yerry_ Ro_
bust_ geometrically_based_ automatic two_dimensional mesh generation_ Interna
tional Journal of Numerical Methods in Engineering_ _______&_____ _____
___ M_W_ Beall and M_S_ Shephard_ A general topology_based mesh data structure_
International Journal of Numerical Methods in Engineering_ _______&_____ _____
___ M_W_ Bern_ J_E_ Flaherty_ and M_ Luskin_ editors_ Grid Generation and Adaptive
Algorithms_ volume ___ of The IMA Volumes in Mathematics and its Applications_
New York_ _____ Springer_
___ G_F_ Carey_ Computational Grids_ Generation_ Adaptation_ and Solution Strategies_
Series in Computational and Physical Processes in Mechanics and Thermal science_
Taylor and Francis_ New York_ _____
___ J_E_ Flaherty_ R_ Loy_ M_S_ Shephard_ B_K_ Szymanski_ J_ Teresco_ and L_ Ziantz_
Adaptive local re_nement with octree load_balancing for the parallel solution of
three_dimensional conservation laws_ Parallel and Distributed Computing_ _____ to
appear_
___ J_E_ Flaherty_ R_M_ Loy_ C_ Ozturan_ M_S_ Shephard_ B_K_ Szymanski_ J_D_ Teresco_
and L_H_ Ziantz_ Parallel structures and dynamic load balancing for adaptive _nite
element computation_ Applied Numerical Mathematics_ ______&____ _____
__
__ Mesh Generation and Assembly
___ J_E_ Flaherty_ P_J_ Paslow_ M_S_ Shephard_ and J_D_ Vasilakis_ editors_ Adaptive
methods for Partial Di erential Equations_ Philadelphia_ _____ SIAM_
____ R_ L ohner_ Finite element methods in CFD_ Grid generation_ adaptivity and par_
allelization_ In H_ Deconinck and T_ Barth_ editors_ Unstructured Grid Methods for
Advection Dominated Flows_ number AGARD Report AGARD_R_____ Neuilly sur
Seine_ _____ Chapter __
____ R_ Verf urth_ A Review of Posteriori Error Estimation and Adaptive Mesh
Re_nement Techniques_ Teubner_Wiley_ Stuttgart_ _____
Chapter _
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