Main PDF

See discussions, stats, and author profiles for this publication at: https://www.researchgate.
net/publication/311607691
Finite element methods for solid mechanics
Technical Report · April 2008

DOI: 10.13140/RG.2.2.18160.46082
CITATIONS READS
0 361
1 author:
Vinh Phu Nguyen

Monash University (Australia)
82 PUBLICATIONS 2,136 CITATIONS
SEE PROFILE
Some of the authors of this publication are also working on these related projects:
Phase-field modeling of damage and failure in solids and structures View project
Computational homogenisation for strain localisation View project
All content following this page was uploaded by Vinh Phu Nguyen on 13 December 2016.
The user has requested enhancement of the downloaded file.

Sec. 0.0 1
0.4pt 0.6pt
This page intentionally contains only this sentence.
Finite elements: from basis concepts to
nonlinear analysis
V. P. Nguyen

c Draft date December 8, 2015
Contents
List of Figures
List of boxes
Preface
The aim of this manuscript is to introduce major issues involved in the nonlinear
stress analysis of solid using the finite element method (FEM).
Nonlinear behavior of solid takes two forms, namely, material nonlinearity
and geometry nonlinearity. Nonlinear materials are widely used in practical ap-
plications. The nonlinear elasticity including the hypoelasticity, hyperelasticity
and viscoelasticity are presented in details.
When the deformation of solids reaches a state for which undeformed and
deformed shapes are considerably different, finite deformation occurs. In this
case, geometry nonlinearity must be taken into account.
The underlying block of the finite element method is the theory of continuum
mechanics. It is thefore to
The outline of the writting is as follows. We first start with some mathematical
preliminaries on vector, tensor and matrix analysis. The next section presents the
theory of continuum mechanics. Various material behaviors are introduced in the
next section. The finite element method is first introduced in the context of one
dimensional linear problem.
This writting reflects what the author have self-studied from the following
interesting books:
1. Nonlinear finite elements for continua and structures. Ted Belytschko, Wing
Kam Liu and Brian Moran.
2. Nonlinear continuum mechanics for finite element analysis. Javier Bonet

and Richard D. Wood
3. The finite element methods. O.C Zienkiewic and R. Taylor

4. The finite element method. Linear static and dynamic finite element analy-
sis. Thomas J.R. Hughes
5. Functional and structured tensor analysis for Engineers. R.M. Brannon.

1
Preliminaries on vector, matrix and tensor
2 Preliminaries on vector, matrix and tensor Chap. 1
1.1 Vector
Figure 1.1: Right handed Cartesian coordinate system
Consider the three dimensional Euclidean space R3 with three orthogonal unit
vectors ei (i = 1, 2, 3). Then any vector, say, a can be written as
a = a1 e 1 + a2 e 2 + a3 e 2 = ai e i (1.1.1)
with ai are scalar variables. Unless other stated, the summation convention is used
for repeated index (Einstein summation convention). For computer implementa-
tion, it is useful to express vector a by a matrix:
 
a1
[a] = a2 
 (1.1.2)
a3
1.1.1 Scalar product of two vectors

The dot product or scalar product of two vectors a and b is defined by
a · b = kakkbk cos θ (1.1.3)

where θ is the angle between these two vectors and kak is the length of vector a
which is given by
q
kak = a21 + a22 + a23
We can write the scalar product as
a · b = (ai ei ) · (bj ej ) = ai bj ei · ej
Since ei · ej = δij , the Kronecker delta, which is defined by

1 if i = j
δij = (1.1.4)
0 otherwise
Hence
a · b = ai bi = a1 b1 + a2 b2 + a3 b3 (1.1.5)
v = vi ei (1.1.6)
Sec. 1.1 Vector 3
Postmultiplying the above by ej ,
v · ej = vi ei · ej = vi δij = vj (1.1.7)
The component of a vector is given by
vj = v · ej (1.1.8)
1.1.2 Cross product of two vectors

The cross product of two vectors a and b is a vector denoted by a × b:
a × b = kakkbk sin θn (1.1.9)

where θ is the angle between two vectors a and b; n is the vector normal to both
a and b. We can write this cross product as
a × b = ai ei × bj ej = ai bj ei × ej (1.1.10)
where
e1 × e1 = 0 e1 × e2 = e3 e1 × e3 = −e2
e2 × e1 = −e3 e2 × e2 = 0 e2 × e3 = e1 (1.1.11)
e3 × e1 = e2 e3 × e2 = −e1 e3 × e3 = 0
This allows us to write
ej × ek = ijk ei (1.1.12)
where ijk is the permutation symbol or the Levi-Civita symbol, which is defined
by

 +1 if (i, j, k) is (1, 2, 3), (2, 3, 1), or (3, 1, 2)
ijk = −1 if (i, j, k) is (3, 2, 1), (1, 3, 2), or (2, 1, 3) (1.1.13)
0 i = j, j = k, or k = i

The cross product is now written as
a × b = aj bk ej × ek = aj bk ijk ei (1.1.14)
Denote c is the cross product of a × b, then we have c = aj bk ijk ei , i.e., the
components of c are ci = aj bk ijk , written explicitly
c1 = aj bk 1jk = a2 b3 − a3 b2
c2 = aj bk 2jk = a3 b1 − a1 b3 (1.1.15)
c3 = aj bk 3jk = a1 b2 − a2 b1
Using the concept of determinant, we can write the vector cross product as follows

e1 e2 e3

a × b = det a1 a2 a3 (1.1.16)
b1 b2 b3
1.1.3 Triple scalar product

Given three vectors a, b and c, the triple scalar product is define by
[a, b, c] = (a × b) · c (1.1.17)
 
a1 a2 a3
[a, b, c] = det  b1 b2 b3  (1.1.18)
c1 c2 c3
[a, b, c] = εijk ai bj ck (1.1.19)
1.1.4 Vector invariants

A scalar invariant of a vector is any scalar-valued function of the vector which
gives the same result for every basis.
It is clear that, the sum v1 + v2 + v3 is not an invariant of vector v since we
all know that the vector’s components change upon a change in basis. However,
s = v12 + v22 + v32 is indeed an invariant of vector v. In order to verify this,
considering the new basis e0i , we have
vi = Rij vj0 (1.1.20)

Hence
s = vi vi
= Rij vj0 Rik vk0
= vj0 Rij Rik vk0 (1.1.21)
= vj0 δjk vk0
= vj0 vj0
Sec. 1.2 Matrix 5
where we have used the orthogonal property of the matrix R. Equivalently, we

can conclude that, the magnitude of a vector is an invariant.
1.2 Matrix
1.2.1 Introduction
Consider the familiar system of equations
a11 x1 + a12 x2 + a13 x3 = b1

a21 x1 + a22 x2 + a23 x3 = b2 (1.2.1)
a31 x1 + a32 x2 + a33 x3 = b3
This equation can be written compactly as
Ax = b (1.2.2)
with A is the matrix

 
a11 a12 a13
A = a21 a22 a23  (1.2.3)
a31 a32 a33
A matrix is an ordered arrangement of numbers in the form of a table with n

rows and m columns.
1.2.2 Types of matrix

Identity matrix
I = δij (1.2.4)
Diagonal matrix
 
a11 a12 a13 . . . a1n
 a12 a22 a23 . . . a2n 
 
A =  a13 a23 a33 . . . a3n  (1.2.5)


 .. .. .. .. .. 
 . . . . . 
a1n a2n a3n . . . ann
Symmetric matrix Matrix A is symmetric if Aij = Aji

 
a11 a12 a13 . . . a1n
 a12 a22 a23 . . . a2n 
 
A =  a13 a23 a33 . . . a3n  (1.2.6)


 .. .. .. .. .. 
 . . . . . 
a1n a2n a3n . . . ann
Skew-symmetric matrix Matrix A is skew symmetric if Aij = −Aji

 
0 a12 a13 . . . a1n
 −a12 0 a23 . . . a2n 
 
 −a13 −a23 0 . . . a
A= (1.2.7)

3n 
 .. .. .. . . . .. 
 . . . . 
−a1n −a2n −a3n . . . 0
1.2.3 Matrix operations

Matrix product
The matrix product of matrix Am×r and Br×n is the matrix Cm×n with com-
ponents
r
X
Cij = Aik Bkj (1.2.8)
k=1
Derivative of a matrix with respect to itself
∂Aij
= δim δjn (1.2.9)
∂Amn
The trace of a square matrix
tr(A) = Akk (1.2.10)
∂tr(A)
= δij (1.2.11)
∂Aij
The matrix inner product
Providing two matrices of the same dimension A and B, the matrix inner
product is a scalar obtained by summing terms in which each element of A is
multiplied by the corresponding element in B. That is
Sec. 1.3 Matrix 7
N X
X M
A∗B= Amn Bmn (1.2.12)
n=1 m=1
Inverse of a matrix
The inverse of a square matrix A, denoted by A−1 , is defined by
AA−1 = A−1 A = I (1.2.13)

The product of two invertible matrices A and B of the same size is again
invertible, with the inverse given by
(AB)−1 = B−1 A−1 (1.2.14)

We can verify this by denote C as the inverse matrix of AB. This gives
(AB)C = I (1.2.15)
A−1 ABC = A−1 , BC = A−1
B−1 BC = B−1 A−1 , C = B−1 A−1

Positive definite matrix
Consider a square matrix B and a vector v. The matrix B is positive definite
if and only if
vT Bv > 0 for all v (1.2.16)

In indicial notation,
vi Bij vj > 0 (1.2.17)
B11 v12 + B12 v1 v2 + B21 v1 v2 + B22 v22 (1.2.18)

B11 + B11 2 B12 + B21 B21 + B12 B22 + B22 2
v1 + v1 v2 + v1 v2 + v2
2 2 2 2
(1.2.19)
1
vT (B + BT )v (1.2.20)
2
Positive definite depends only on the symmetric part of the matrix.
1.3 Tensor
1.3.1 Introduction
Most of physical quantities that are important in continuum mechanics such as
temperature, force and stress can be expressed as tensors. Temperature is suffi-
ciently specified by a single scalar quantity called zeroth-order tensor. A force,
however, requires a magnitude and a direction, which is an example of a first-
order-tensor. Stress is more complicated since it requires a magnitude and two
directions, namely the direction of the force and the direction of the plane on
which the force acts. Stresses are represented by second-order tensors.
1. Scalar : tensor of rank zero (one magnitude, zero direction: 30 = 1 compo-

nent)
2. Vector : tensor of rank 1 (one magnitude, one direction: 31 = 3 compo-

nents)
3. Dyad : tensor of rank 2 (one magnitude, two directions: 32 = 9 compo-

nents)
4. Triad : tensor of rank 3 (one magnitude, three directions: 33 = 27 compo-

nents)
1.3.2 Linear transformation

Consider a vector-valued function f taking a vector x as argument and returns a
vector y. That is, y = f (x). This function is a linear transformation if and only if
f (αx1 + βx2 ) = αf (x1 ) + βf (x2 ) (1.3.1)

Since any vector x can be expressed as a linear combination of three basis vectors
ei , we can write
x = x1 e1 + x2 e2 + x3 e3 (1.3.2)
Applying the linear transformation f to the vector x,
f (x) = f (x1 e1 + x2 e2 + x3 e3 ) = x1 f (e1 ) + x2 f (e2 ) + x3 f (e3 ) (1.3.3)
Written more compactly,
f (x) = xi f (ei ) (1.3.4)

Sec. 1.3 Tensor 9
Denoting fi = f (ei ) and put these three vectors in a matrix, say F, as

F = f1 f2 f3 (1.3.5)
f (ei ) = Fji ej (1.3.6)

Hence,
f (x) = xi Fji ej (1.3.7)

Since y = yj ej
yj ej = xi Fji ej (1.3.8)
The components of vector y can therefore be written in terms of Fij and xi ,
yj = xi Fji (1.3.9)
In matrix form,
y = [F]x (1.3.10)
with
 
F11 F12 F13
[F] = F21 F22 F23  (1.3.11)
F31 F32 F33
The matrix F is called the matrix of components of the tensor associated with
the linear transformation f . It is worthy noting that matrix F refers to the basis ei .
Then, similar to vector, we could expect that the tensor can be expressed in terms
of its component matrix and its basis
F = F11 e1 ⊗ e1 + F12 e1 ⊗ e2 + F13 e1 ⊗ e3

+ F21 e2 ⊗ e1 + F22 e2 ⊗ e2 + F23 e2 ⊗ e3 (1.3.12)
+ F31 e3 ⊗ e1 + F32 e3 ⊗ e2 + F33 e3 ⊗ e3
where ⊗ is the dyadic multiplication defined later.
F = Fij ei ⊗ ej (1.3.13)
Since F is a tensor, so ei ⊗ ej is. The basis dyad ei ⊗ ej has the component matrix
that contains all zeros except for unity at the position ij. For example,
 
0 1 0
e1 ⊗ e2 = 0 0 0 (1.3.14)
0 0 0
1.3.3 Dyadic product

The dyadic product of two vectors a and b, denoted by a ⊗ b, is a dyad which
operates on an arbitrary vector v as follows
(a ⊗ b) · v = a(b · v) (1.3.15)
with the right-hand size is a vector which can be written explicitly as
  
a1 b1 a1 b2 a1 b3 v1
a(b · v) = a2 b1 a2 b2 a2 b3
   v2  (1.3.16)
a3 b 1 a3 b 2 a3 b 3 v3
Therefore, the matrix component of a dyad a ⊗ b is the matrix given by
[a ⊗ b] = abT (1.3.17)
1.3.4 Second-order tensor inner product

The inner product or double contraction of two second-order tensors is defined by
(similar to the scalar product of two vectors)
A : B = Amn Bmn (1.3.18)
A : B = tr(AT B) = tr(ABT ) (1.3.19)

Magnitude of a second-order tensor A is defined by
√
||A|| = A:B (1.3.20)
Some properties of the double contraction are
tr(S) = S : I = I : S (1.3.21a)
(u ⊗ v) : (x ⊗ y) = (u · x)(v · y) (1.3.21b)
S : W = 0 if S = ST ; W = −WT (1.3.21c)
The proof for the last property is as follows:
S : W = Sij Wij = −Sji Wji = −Sij Wij

Sec. 1.3 Tensor 11
1.3.5 Symmetric and skew symmetric tensors

Any second-order tensor A can be decomposed into two parts as follows
1 1
A = (A + AT ) + (A − AT ) (1.3.22)
2 2
It is easy to show that the first part, 12 (A + AT ) is a symmetric tensor and the
second part, 21 (A−AT ) is a skew symmetric tensor. We therefore can say that, any
second-order tensor A can be decomposed into symmetric and skew symmetric
tensors:
A = symA + skwA (1.3.23)

Using this tensor decomposition, the double contraction of any two second-order
tensors can be written as
A : B = (symA + skwA) : (symB + skwB)

(1.3.24)
= symA : symB + skwA : skwB
where we used the fact that the double contraction of symmetric and skew sym-
metric tensors vanishes.
1.3.6 Isotropic and deviatoric tensors

Any second-order tensor A can be decomposed into two parts as follows

1 1
A = tr(A)I + A − tr(A)I (1.3.25)
3 3
where the first part is called the isotropic part denoted by isoA
1
isoA = tr(A)I (1.3.26)
3
and the second part is called the deviatoric part, devA
1
devA = A − tr(A)I (1.3.27)
3
The deviatoric tensor possesses an interesting property that its trace vanishes. This
special tensor has applications in incompressible materials.
The double contraction of two tensors can be written as
A : B = (isoA + devA) : (isoB + devB)

(1.3.28)
= isoA : isoB + devA : devB
The above follows the fact that

1 1
devA : isoB = A − tr(A)I : tr(B)I
3 3
1 1 1
= A : tr(B)I − tr(A)I : tr(B)I
3 3 3 (1.3.29)
1 1
= tr(A)tr(B) − tr(A)tr(B)I : I (A : I = tr(A))
3 9
= 0 (I : I = 3)
1.3.7 Dotting a tensor from the right by a vector

Consider a second-order tensor A and a vector v, a very encountered operation
between these quantities is the dotting A from the right by v, which is given by
A · v = (Aij ei ⊗ ej ) · v = (Aij ei )(ej · v) (1.3.30)

Recall that ej · v = vj , the above can be simplified as
A · v = Aij vj ei (1.3.31)
Hence, dotting a second-order tensor from the right by a vector results in a vec-
tor whose the ith component is Aij vj , i.e., components of A · v is the matrix
multiplication Av.
1.3.8 Transpose of a tensor

u · (AT · v) = v · (A · u) (1.3.32)
1.3.9 Dotting a tensor from the left by a vector

Dotting a second-order tensor from the left by a vector is defined such that
(u · A) · v = u · (A · v) (1.3.33)
The right hand side of the above can be written as
u · A = u · (Aij ei ⊗ ej ) = Aij (u · ei ) · ej = Aij ui ej (1.3.34)

Hence, dotting a tensor from the left by a vector results in a vector whose the ith
component is Aji uj . It is obvious that dotting a tensor from the left by a vector is
identical to dotting the transpose of this tensor from the right. that is,
u · A = AT · u (1.3.35)
Sec. 1.3 Tensor 13
1.3.10 Axial tensors

A·x=a×x (1.3.36)
In component form, the above is written as
Aik xk = ijk aj xk (1.3.37)

The above holds for any xk gives
Aik = ijk aj (1.3.38)

Rearranging the index as follows
Aik = −ikj aj (1.3.39)

which allows us to write the above in tensor notation as
A = − · a (1.3.40)
Since A depends on a not on the vector x, we could consider the above equation
as a vector to tensor operation denoted by Ω<a> . We therefore can state that, for
any vector a, it is possible to construct a skew-symmetric axial tensor as
Ω<a> = − · a (1.3.41)
whose components are given by
Ω<a>
ij = −ijk ak (1.3.42)
In three dimensions, the component matrix of the axial tensor is
 
0 −a3 −a2
Ω<a> = a3 0 −a1  (1.3.43)
a2 a1 0
Cross product of two vectors can be replaced by a dot product between the
axial tensor and a vector.
1.3.11 Invariants of second order tensors

I1 (A) = tr(A) = Aii

1 2 2 1 2
I2 (A) = tr(A) − tr(A ) = Aii − Aij Aji (1.3.44)
2 2
I3 (A) = det(A) = εijk Ai1 Aj2 Ak3
The derivatives of the invariants to the tensor are important and given by
∂I1 ∂I1
= δij , =I
∂Aij ∂A
∂I2 ∂I2
= Akk δij − Aji , = tr(A)I − AT (1.3.45)
∂Aij ∂A
∂I3 ∂I3
= det(A)A−T ij , = det(A)A−T
∂Aij ∂A
∂I3
The last equation, ∂A ij
can be verified using the concept of directional derivative.
If A is a symmetric tensor, then it has three real eigenvalues λi and three
orthogonal eigenvectors ni . That is
Ani = λi ni , ni · nj = δij (1.3.46)

We can use these unit eigenvectors as an alternative Cartesian base, which
allows to write the components of tensor A as
Aij = ni · A · nj
= ni · λj nj
(1.3.47)
= λj ni · nj
= λj δij
The above shows that the component matrix of the tensor A is a diagonal matrix,
explicitly written in matrix form as
 
λ1 0 0
A =  0 λ2 0  (1.3.48)
0 0 λ3
The tensor A now can be expressed by
A = λi ni ⊗ ni (1.3.49)
This expression is particularly usefull to evaluate, for example, the square root of
tensor A,
p
A1/2 = λi ni ⊗ ni (1.3.50)
If the tensor A is, in addition to symmetric, positive definite then we have
ni · A · ni > 0 (1.3.51)
Sec. 1.3 Tensor 15
Using A · ni = λi ni , the above becomes
ni · λi ni > 0
(1.3.52)
λi ||ni ||2 > 0 =⇒ λi > 0
The above means that any symmetric, positive definite second order tensor has
three positive eigenvalues.
In terms of the eigenvalues, the invariants can be expressed as
I1 (A) = Aii = λ1 + λ2 + λ3

1 2
I2 (A) = Aii − Aij Aji = λ1 λ2 + λ2 λ3 + λ3 λ1 (1.3.53)
2
I3 (A) = det A = λ1 λ2 λ3
As will be shown later, the invariants and eigenvalues are very useful in mod-
elling hyperelastic materials.
1.3.12 Coordinate transformation

Consider the vector v in two different coordinate systems whose orthogonal base
vectors are ei and êi , respectively. In the hat coordinate system, this vector can be
written as
v = v̂i êi (1.3.54)

Taking the scalar product of the above with ej ,
v · ej = v̂i êi · ej
(1.3.55)
vj = Qji v̂i , Qji = êi · ej
We come up with the relation of components of a vector in two different coordi-

nate systems,
v = Qv̂ (1.3.56)
Following the same derivation, we have
v̂ = QT v (1.3.57)
Premultiplying Eq. (1.3.56) by QT and compare to Eq. (1.3.57), we obtain
QT Qv̂ = v̂ (1.3.58)
The above holds for any vector v̂ gives
QT Q = I, Qki Qkj = δij (1.3.59)
e1 · e01 e1 · e02 e1 · e03

 
R = e2 · e01 e2 · e02 e2 · e03  (1.3.60)

e3 · e01 e3 · e02 e3 · e03
1.3.13 Rotation operations

Let R be the rotation operation that acting on the vector v to give the new vector
v̂,
v̂ = R · v (1.3.61)
v̂i = Rij vj (1.3.62)

It is worthy noting that, although the equation is similar to coordinate transfor-
mation, the underlying meaning is quite different. In coordinate transformation,
the same vector is viewed in two different coordinate systems, whereas, in rota-
tion transformation, we transform one vector to a new one in the same coordinate
system.
1.3.14 High order tensor

The fourth-order identity tensor I and its transpose I˜ are defined in such a way
that
I:S=S (1.3.63a)
I˜ : S = ST (1.3.63b)
C = Cijkl ei ⊗ ej ⊗ ek ⊗ el (1.3.64)
Cijkl = (ei ⊗ ej ) : C : (ek ⊗ el ) (1.3.65)
Iijkl = (ei ⊗ ej ) : I : (ek ⊗ el )

= (ei ⊗ ej ) : (ek ⊗ el )
(1.3.66)
= (ei · ek )(ej · el )
= δik δjl
Sec. 1.4 Tensor analysis 17
I˜ijkl = (ei ⊗ ej ) : I˜ : (ek ⊗ el )

= (ei ⊗ ej ) : (el ⊗ ek )
(1.3.67)
= (ei · el )(ej · ek )
= δil δjk
E XAMPLE
σ = λtr(ε)I + 2µε (1.3.68)
1.4 Tensor analysis

The gradient operator ∇ is defined by
∂
∇= ei = ∂i ei (1.4.1)
∂xi
where ∂i denotes the partial differentiation with respect to xi . When applied to a
scalar-valued differentiable function f (x), it gives
∂f
∇f = (∂i ei )f = f,i ei = ei (1.4.2)
∂xi
So, it is the vector field with components f,i . To a differentiable vector field u, the
gradient operator can be applied from the left or from the right
∂uj
∇u = (∂i ei )(uj ej ) = ei ej
∂xi
(1.4.3)
∂ui
u∇ = (uj ej )(∂i ei ) = ei ej
∂xj
∂uj
∇u = ei ⊗ ej (1.4.4)
∂xi
The divergence of a vector field u ( continuously differentiable) is defined to be
the scalar-valued function:
∂u1 ∂u2 ∂u3 ∂ui

∇·u= + + = = ui,i (1.4.5)
∂x1 ∂x2 ∂x3 ∂xi
If ∇ · u = 0, then u is called a divergence-free field.
The divergence of a tensor field A is a vector, denoted by ∇ · A:
∂Aij
∇·A= ei (1.4.6)
∂xj
Laplacian of a scalar ϕ is
∂ 2ϕ ∂ 2ϕ ∂ 2ϕ
∇2 ϕ = ∇ · ∇ϕ = + 2 + 2 (1.4.7)
∂x21 ∂x2 ∂x3
Laplacian of a vector u is
∇2 u = ∇2 u1 e1 + ∇2 u2 e2 + ∇2 u3 e3 (1.4.8)
Derivative of a vector with respect to itself
∂xi
= δij (1.4.9)
∂xj
1.5 Integration theorems

Consider a region Ω enclosed by the boundary surface Γ with unit normal n.
Z Z
∇ · udΩ = n · udΓ (1.5.1)
Ω Γ
Z Z
∇ · AdΩ = n · AdΓ (1.5.2)
Ω Γ
1.6 Eigenvalue problem

Ax = λx (1.6.1)
x is the eigenvector and λ is eigenvalue.
(A − λI)x = 0 (1.6.2)
The above will have nontrivial solutions if and only if
det(A − λI) = 0 (1.6.3)

The above is called the characteristic equation which is a polynomial equation of
order N in λ.
Sec. 1.7 Directional derivative 19
The eigenvector corresponding to the eigenvalue λi is determined by solving

the equation
Axi = λi xi (1.6.4)
1.7 Directional derivative

The directional derivative of a multivariate differentiable function along a given
vector u at a given point P intuitively represents the instantaneous rate of change
of the function, moving through P , in the direction of u. It therefore generalizes
the notion of a partial derivative, in which the direction is always taken parallel to
one of the coordinate axes.
1.7.1 Definition
Consider a scalar function f (x) and a vector u, the directional derivative of f (x)
at x in the direction of an increment u is defined by
f (x + u) − f (x)
Df (x)[u] = lim (1.7.1)
→0
where is an artificial parameter which facilitates the computation of the deriva-
tives. We next derive the formula to compute the directional derivative of a given
function in a given direction. To do that, consider a function given by
g(ε) = f (x + u) (1.7.2)

The derivative of this function at ε = 0 reads
g() − g(0)
g 0 (0) = lim
→0
f (x + u) − f (x) (1.7.3)
= lim
→0
= Df (x)[u]
where in the third equality, the definition of directional derivative in Eq. (1.7.1)
has been used. We therefore obtain the following equation

d
Df (x)[u] = f (x + u) (1.7.4)
d =0
We could derive the relation between directional derivative and partial deriva-
tives by using the chain rule for the LHS of the above,
∂f
Df (x)[u] = ui = ∇f · u (1.7.5)
∂xi
Similarly, we have the counterpart of the above for second-order tensor fields,
∂Fij ∂F
DF(X)[U] = Ukl = :U (1.7.6)
∂Xkl ∂X
1.7.2 Properties of the directional derivatives

1. If F(x) = F1 (x) + F2 (x) then
DF(x0 )[u] = DF1 (x0 )[u] + DF2 (x0 )[u] (1.7.7)
2. If F(x) = F1 (x) · F2 (x) then
DF(x0 )[u] = DF1 (x0 )[u] · F2 (x0 ) + F1 (x0 ) · DF2 (x0 )[u] (1.7.8)
3. If F(x) = F1 (F2 (x)) then
DF(x0 )[u] = DF1 (F2 (x0 ))[DF2 (x0 )[u]] (1.7.9)
1.8 Nonlinear problems and linearization

1.8.1 One degree of freedom problem
Consider the equation of one variable as follows
f (x) = 0 (1.8.1)
Estimate solution x0 . Taylor’s series expansion in the neighborhood of x0
gives
1 d2 f

df
f (x) = f (x0 ) + (x − x0 ) + 2
(x − x0 )2 + · · · (1.8.2)
dx x0 2 dx x0
Denote the increment in x by u = x − x0 , the above can be rewritten by
1 d2 f 2

df
f (x0 + u) = f (x0 ) + u + u + ··· (1.8.3)
dx x0 2 dx2 x0
Sec. 1.8 Nonlinear problems and linearization 21
By truncating the high order terms,

∼ df
f (x0 + u) = f (x0 ) + u (1.8.4)
dx x0
Obviousy, we hope that the increment u make x0 + u approaching the exact solu-
tion of Eq. (1.8.1), i.e.,, f (x0 + u) = 0. So we obtain,

df
u = −f (x0 ) (1.8.5)
dx x0
which is a linear equation with unknown u.
Consequently, the Newton-Raphson 1 iterative scheme is defined by

df
u = −f (xk ), xk+1 = xk + u (1.8.6)
dx xk
The method is easily understood by geometric illustration as shown in Fig.
1.2. Consider a point on the curve f (x) = 0 with coordinates (x0 , f (x0 ). The
slope of the tangent to the curve at this point is df (x0 )/dx. The equation of this
tangent is given by
df 0
y − f (x0 ) = (x )(x − x0 ) (1.8.7)
dx
Figure 1.2: Geometric illustration of Newton’s method
At y = 0, the tangent meets the x-axis at point (x1 , y 1 )
df 0 1 f (x0 )
− f (x0 ) =(x )(x − x0 ) ⇒ x1 = x0 − (1.8.8)
dx df 0
(x )
dx
Continuing until point xk meets the point x∗ which is the solution of the problem.
1.8.2 General solution to nonlinear problems

In this section, we generalize the above Newton-Raphson method to the case of
multi degrees of freedom. In general, a nonlinear system of equations is written
as
F(x) = 0 (1.8.9)
1
named after Sir Isaac Newton (1643-1727) and Joseph Raphson
We introduce a new function of one variable F() which is defined by
F() = F(x0 + u) (1.8.10)

Applying the Taylor’s series expansion around = 0 to this function gives
1 d2 F

dF
F() = F(0) + + 2 + · · · (1.8.11)
d =0 2 d2 =0
Replacing F() by F(x0 + u), we have
1 d2

d
F(x0 +u) = F(x0 )+ F(x0 +u)+ F(x0 +u)2 +· · · (1.8.12)
d =0 2 d2 =0
Neglecting the high order terms gives

∼ d
F(x0 + u) = F(x0 ) + F(x0 + u) (1.8.13)
d =0
Since is just an artificial variable created to simplify the differentiation, we could
choose = 1 without lost of generality. The above then reads

d
F(x0 + u) ∼

= F(x0 ) + F(x0 + u) (1.8.14)
d =0
Using the definition of the directional derivative, the above becomes
F(x0 + u) ∼
= F(x0 ) + DF(x0 )[u] (1.8.15)
The above is a linear equation in u. We just do a linearization for .
Consequently, the Newton-Raphson iterative scheme is defined by
DF(xk )[u] = −F(xk ), xk+1 = xk + u (1.8.16)
1.8.3 Examples of linearization

Algebraic system of equations
f1 (x1 , x2 , . . . , xn ) = 0
f2 (x1 , x2 , . . . , xn ) = 0
.. (1.8.17)
.=0
fn (x1 , x2 , . . . , xn ) = 0

d
Df (x0 )[u] = f (x0 + u)
d =0
n
X ∂f d
= d (xi + ui )
i=1
∂x i x0i =0 (1.8.18)
n
X ∂f

= ui
i=1
∂x
i x0i
= K(x0 )u
In the second step, the chain rule for differentiation was used. The tangent matrix
K is given by
 ∂f1 ∂f1 ∂f1 
∂x1 ∂x2
··· ∂xn
 ∂f2 ∂f2
··· ∂f2 
 ∂x1 ∂x2 ∂xn 
K= . .. ... ..  (1.8.19)
 .. . . 
∂fn ∂fn ∂fn
∂x1 ∂x2
··· ∂xn
The Newton-Raphson iterative scheme becomes
K(xk )u = −f (xk ), xk+1 = xk + u (1.8.20)

Linearization of determinant of a second order tensor
det(S + U) ∼
= det(S) + D det(S)[U] (1.8.21)

d
D det(S)[U] = det(S + U)
d =0

d
= det S(I + S−1 U)

(1.8.22)
d =0

d
= det S det(I + S−1 U)
d =0
In order to proceed, noting that the characteristic equation of a second order tensor
A with eigenvalues λA A A
1 , λ2 and λ3 is written as
2
det(A − λI) = (λA A A

1 − λ)(λ2 − λ)(λ3 − λ) (1.8.23)
2
We deal only with real eigenvalues
Using λ = −1, A = S−1 U in the above, we have 3
−1 U −1 U −1 U
det(I + S−1 U) = (1 + λ1S )(1 + λS2 )(1 + λS3 ) (1.8.24)
−1 −1 −1
where λS1 U , λS2 U and λS3 U are the eigenvalues of the tensor S−1 U. With this,
it is easy to compute

d −1 −1 −1
det(I + S−1 U) = λS1 U + λS2 U + λS3 U (1.8.25)
d =0

So the directional derivative D det(S)[U] is given by
−1 −1 U −1 U
D det(S)[U] = det S(λS1 U + λS2 + λ3S )
= det Strace(S−1 U) (1.8.26)
−T
= det S(S : U)
Linearization of det(S−1 )

d
−1
D det(S )[U] = det(S + U)−1
d =0

d 1
=
d =0 det(S + U) (1.8.27)

1 d
=− det(S + U)
(det S)2 d =0
= − det(S−1 )(S−T : U)
where in the last step, the result of previous example has been used.
Linearization of inverse of a tensor
(S + U)−1 ∼
= S−1 + D(S−1 )[U] (1.8.28)

d
D(S )[U] = (S + U)−1
−1
(1.8.29)
d =0
The above derivative is far from obvious. So, we must proceed in an indirect
manner by noting that the directional derivative of constant tensors vanishes. We
consider the identity tensor I = S−1 S, we have
3
Tensor A with eigenvalues λi , then eigenvalues of αA are αλi
D(S−1 S)[U] = 0 (1.8.30)

Using the derivative of product gives
D(S−1 )[U]S + S−1 D(S)[U] = 0 (1.8.31)

Finally, we come up with
D(S−1 )[U] = −S−1 D(S)[U]S−1 = −S−1 US−1 (1.8.32)

2
Continuum mechanics
2.1 Introduction
Continuum mechanics studies the macroscopic behaviour of where inhomogeneities
such as are not taken into account.
The deformation gradient tensor is the most important concept in express-
ing finite deformation. It is used to define many strain measures such as the left
Cauchy-Green deformation tensor, the Green strain tensor and the Almansi strain
tensor. Rotation plays an important role in nonlinear mechanics and the polar
decomposition theorem
With large deformation, the initial configuration and the deformed configu-
ration are quite different, which leads to different stress measures. The familiar
Cauchy stress is the true stress since it is defined with respect to the deformed
configuration. Other stress measures such as the Piola-Kirchhoff stress tensors
are defined with respect to the initial configuration. Material objectivity
2.2 The motion and deformation
Figure 2.1: Initial (undeformed) and current (deformed) configurations of body
2.2.1 Definitions
The position (vector) of a material point (also called particle) in the initial, unde-
formed configuration of a body is denoted X relative to some coordinate basis.
The position of the same material point in the deformed configuration is denoted
28 Continuum mechanics Chap. 2
x. Since X used to label material points it is named the material or Lagrangian

coordinate. On the other hand, x defines the position of a point in space, it is
therefore the so-called spatial or Eulerian coordinate.
2.2.2 Motion
The motion (deformation) of a solid is described by a function φ(X, t). A relation
between spatial coordinates and material coordinates can be established as follows
x = φ(X, t) (2.2.1)
2.2.3 Lagrangian and Eulerian descriptions

There are two approaches in describing the motion of continuum bodies: La-
grangian and Eulerian descriptions. In the Lagrangian description, the indepen-
dent variables are the material coordinates and time. In the Eulerian description,
the independent variables are the spatial coordinates and time.
In the Lagrangian approach, since one follows material points, the treatment
of history dependent continuums is trivial. The Lagrangian description is there-
fore extensively used in solid mechanics. On the other hand, the stress of fluids
is independent of its history, the Eulerian description is then widely adopted in
describing the motion of fluids.
2.2.4 Displacement, velocity and acceleration

The velocity and acceleration fields of a body are the primary kinematical fields
in describing the motion of the body. Since the body is described by two different
configurations (material or spatial), the velocity and acceleration fields admit two
descriptions.
Definition 2.2.1. The displacement of a material point X, denoted by u(X, t), is

the difference between its current position φ(X, t) and its initial position φ(X, 0).
So,
u(X, t) := φ(X, t) − φ(X, 0) = x − X (2.2.2)
Definition 2.2.2. The velocity of a material point X, denoted by v(X, t), is de-
fined as the rate of change of position of this material point, that is
∂φ(X, t)
v(X, t) := (2.2.3)
∂t
Sec. 2.2 The motion and deformation 29
This is the Lagrangian velocity field. The corresponding Eulerian velocity field is

∂φ(X, t)
v(x, t) := ≡ v(φ−1 (x, t), t) (2.2.4)
∂t X=φ−1 (x,t)
Definition 2.2.3. The acceleration of a material point X is the rate of change of

its velocity, i.e., the material time derivative of the velocity,
∂v(X, t) ∂ 2 φ(X, t)
a(X, t) := = (2.2.5)
∂t ∂t2
Note that this is a Lagrangian field. Its Eulerian counterpart is
∂ 2 φ(X, t)

a(x, t) := 2
≡ a(φ−1 (x, t), t) (2.2.6)
∂t
X=φ−1 (x,t)
Next, the concept of material time derivative is introduced. To understand this

important concept, considering the situation: assuming a certain field ϕ (scalar,
vectorial or tensorial) is defined over the body, and we wish to know its rate of
change for a given material point X during the motion. This is known as the
material time derivative of ϕ. There are two situations to consider (corresponding
to material and spatial descriptions):
1. Lagrangian description. In the Lagrangian description, the independent

variables are the material coordinates X and time t, so all we have to do
is taking the partial derivative of the given field ϕ with respect to time. For
a material field ϕ(X, t), its material time derivative is
Dϕ(X, t) ∂ϕ(X, t)
≡ ϕ̇ = (2.2.7)
Dt ∂t
where the first two equations indicate standard notation for material time
derivative. The superposed dot is also used for ordinary time derivative if
the variable is only function of time.
2. Eulerian description. The considered field is ϕ(x, t). This case is much
more complicated since not only time changes but also does changes the
spatial position x of the considered particle . We must calculate the par-
tial derivative with respect to time, of the material description of ϕ(x, t),
keeping X fixed.
Dϕ(x, t) ϕ(φ(X, t + ∆t), t + ∆t) − ϕ(φ(X, t), t)

≡ ϕ̇ := lim (2.2.8)
Dt ∆t→0 ∆t
Using the chain rule, we obtain
Dϕ(x, t) ∂ϕ(x, t) ∂ϕ(x, t) ∂φi (X, t)

= +
Dt ∂t ∂xi ∂t
(2.2.9)
∂ϕ(x, t) ∂ϕ(x, t)
= + vi (x, t)
∂t ∂xi
Writing the above in compact form, we obtain the important formula of the mate-
rial time derivative for an Eulerian scalar field:
Dϕ(x, t) ∂ϕ(x, t)
= + ∇ϕ(x, t) · v(x, t) (2.2.10)
Dt ∂t
The term ∂ϕ/∂t is called the spatial time derivative, and the term ϕ,j vj is the
convective term, which is also called the transport term.
For an Eulerian vector field, by considering each component vi (x, t) a Eulerian
scalar field, we have
Dvi (x, t) ∂vi (x, t) ∂vi (x, t)

= + vj (2.2.11)
Dt ∂t ∂xj
In tensor notation, the above is written as
Dv(x, t) ∂v(x, t)
= + v · ∇v (2.2.12)
Dt ∂t
where ∇v is the left gradient of a vector field which is given by (from the defini-
tion of dotting a second-order tensor from the left by a vector),
∂vi
(∇v)ji = (2.2.13)
∂xj
For memory, the component matrix of the left gradient of a vector, in two dimen-
sions, is given

vx,x vy,x
∇v = (2.2.14)
vx,y vy,y
In the same manner, consider an Eulerian second-order tensor field σ(x, t), its
material time derivative is given by
Dσij (x, t) ∂σij (x, t) ∂σij (x, t) ∂σ(x, t)

= + vk = + v · ∇σ (2.2.15)
Dt ∂t ∂xk ∂t
2.2.5 Deformation gradient

Considering two nearby material points P and Q in the reference configuration
with material coordinates XP and XP + dX, respectively. After deformation, P
and Q occupied the positions p and q whose coordinates are given by
xp = φ(XP , t)
(2.2.16)
xq = φ(XP + dX, t)
Hence
dx = φ(XP + dX, t) − φ(XP , t) (2.2.17)

Using the Taylor’s series expansion for φ(XP + dX, t), and truncating the high
order terms, we can write
∂φ ∂φi
dx = · dX, dxi = dXj (2.2.18)
∂X ∂Xj
Defining the deformation gradient tensor F as
∂φ ∂x ∂xi
F= = or Fij = (2.2.19)
∂X ∂X ∂Xj
The Eq. (2.2.18) therefore becomes
dx = F · dX, dxi = Fij dXj (2.2.20)

Noting that F transform vectors in the initial configuration to vectors in the current
configuration and is therefore said to be a two-point tensor.
The component matrix of the deformation gradient tensor F is
∂x1 ∂x1 ∂x1
 
 ∂X1 ∂X2 ∂X3 
 ∂x
 2 ∂x2 ∂x2 

F= (2.2.21)
 ∂X1 ∂X2 ∂X3 

 ∂x3 ∂x3 ∂x3 
∂X1 ∂X2 ∂X3
Remark. The deformation gradient discussed so far is in the context of inhomoge-
neous deformations, i.e., the deformation gradient varies with respect to positions
in the solid. A special kind of deformation, homogeneous deformation, is one
where the deformation gradient has the same value everywhere in the continuum.
From Eq.(2.2.19), we can integrate to get
x=F·X+C (2.2.22)
2.2.6 Conditions on motion

The mapping φ(X, t) which describes the motion of a body is assumed to satisfy
the following conditions
1. φ(X, t) is continuous differentiable;
2. φ(X, t) is one-to-one;
3. The Jacobian determinant J is positive.
2.2.7 Volume change

Consider an infinitesimal volume element in the reference configuration made by
three vectors dX1 , dX2 and dX3 . The volume dV of this element is given by
dV = dX1 · (dX2 × dX3 ) (2.2.23)

After deformation, dV deformed to dv which is defined by
dv = dx1 · (dx2 × dx3 ) (2.2.24)

with
dxi = F · dXi , i = 1, 2, 3 (2.2.25)

Equation (2.2.24) can be written in indicial notation as
dv = εijk dx1i dx2j dx3k = εijk FiA dX1A FjB dX2B FkC dX3C (2.2.26)
where dx1i is the ith component of vector dx1 and in the second equality, Eq.
(2.2.25) was used. Using the well known formula for determinant,
εijk FiA FjB FkC = εABC det(F) (2.2.27)

Hence
dv = εABC dX1A dX2B dX3C det(F) = dV det(F) (2.2.28)

Denoting the Jacobian J as the determinant of F, we obtain the equation for the
change of volume
dv = JdV (2.2.29)
This shows that J must be positive, the deformation gradient tensor F is therefore
invertible. This allows us to write, from Eq.(2.2.20)
dX = F−1 · dx (2.2.30)
The Jacobian is usually used to relate integrals in the reference and current
configurations. That is
Z Z
f (x, t)dΩ = f (φ(X, t), t)JdΩ0 (2.2.31)
Ω Ω0
Another useful formula is the material time derivative of the Jacobian which
is given by
J˙ = Jvi,i (2.2.32)
In order to prove the above, we must use the following result of matrix algebraic,
d dAij C
det A = A (2.2.33)
dt dt ij
−T
where AC is the cofactor matrix of A given by AC
ij = (det A)Aij . Apply the
above equation for J = det F, we have
DJ d ∂xi −T
= JFij
dt dt ∂Xj
∂vi −T ∂vi ∂xk −1
=J Fij = J F
∂Xj ∂xk ∂Xj ji
∂vi ∂vi
=J Fkj Fji−1 = J δki
∂xk ∂xk
∂vi
=J = Jvi,i = Jdiv(v)
∂xi
Definition 2.2.4. If a motion φ is such that there is no volume change, then the
motion is said to be isochoric. In that case
J(X, t) ≡ det F(X, t) = 1
Remark. Push forward and pull back operations

The transformation of the Lagrangian vector dX (initial configuration) to the
Eulerian vector dx (current configuration) can be considered as a push forward
operation
dx = φ∗ dX = F · dX (2.2.34)
Similarly, the inverse transformation of dx to dX is considered as a pull back

operation
dX = φ∗ dx = F−1 · dx (2.2.35)
2.2.8 Area change

Consider three vectors in the reference configuration dX1 , dX2 and dX3 . Their
counterparts in the current configuration are dx1 , dx2 and dx3 , respectively. The
volume generated by dx1 , dx2 and dx3 is dv and given by
dv = dx1 · (dx2 × dx3 )

(2.2.36)
= dx1 · nda
where n is the unit normal vector and da is the area of the parallel generated by
dx1 and dx2 . Similarly, the volume in the reference configuration is
dV = dX1 · n0 dA (2.2.37)
From the relation between two volumes given in Eq. (2.2.29), we have
dx1 · nda = JdX1 · n0 dA

= J(F−1 · dx1 ) · n0 dA
(2.2.38)
= dx1 · JF−T · n0 dA
= dx1 · (JF−T · n0 dA)
Since dx1 is arbitrary, we come up with the Nanson’s formula
nda = JF−T · n0 dA (2.2.39)

which relates the area in the initial configuration with the area in the current con-
figuration. This equation will be used to derive the Piola-Kirchhoff stress tensor
from the Cauchy stress tensor.
2.2.9 Rigid body rotation

Any rigid body motion can be generally written as
x(X, t) = R(t) · X + xT (t) (2.2.40)

Since dxT = 0, we have
dx = R · dX (2.2.41)
Hence,
dx · dx = dX · (RT · R) · dX (2.2.42)
Since length is preserved in rigid body rotation, i.e., dx · dx = dX · dX, it yields
RT · R = I (2.2.43)
The above shows that the inverse of R is equal to its transpose,
RT = R−1 (2.2.44)
The rotation tensor R is therefore said to be an orthogonal tensor.
The velocity of a rigid body motion can be obtained by taking the time deriva-
tive of Eq. (2.2.40). So,
ẋ(X, t) = Ṙ(t) · X + ẋT (t) (2.2.45)

The above can be converted to the Eulerian description by expressing X in terms
of the spatial coordinates x via Eq. (2.2.40), gives
ẋ(X, t) = Ṙ · RT · (x − xT ) + ẋT
(2.2.46)
= Ω · (x − xT ) + ẋT
where
Ω = Ṙ · RT (2.2.47)
The tensor Ω is called the angular velocity tensor. It is a skew-symmetric tensor.
To demonstrate the skew-symmetry of angular velocity tensor, taking the material
time derivative of Eq. (2.2.43),
D DI
(R · RT ) = = 0 =⇒ Ṙ · RT + R · ṘT = 0 =⇒ Ω = −ΩT (2.2.48)
Dt Dt
As having been shown in Chapter 1, any skew-symmetric second-order tensor
can be expressed in term of the components of the axial vector. Recall that
Ωik = εijk ωk (2.2.49)

In term of the angular velocity ω, Eq.(2.2.46) can be written as
vi = Ωik (xk − xT k ) + vT i
(2.2.50)
= εijk ωk (xk − xT k ) + vT i
In tensor notation, the above writes
v = ω × (x − xT ) + vT (2.2.51)
This is the equation for rigid body motion. The first term is due to the rotation
about the point xT and the second term denotes the translational velocity.
2.3 Strain measures

2.3.1 Green strain tensor
dx · dx = (F · dX) · (F · dX)
= dX · FT · F · dX (2.3.1)
T
= dX · (F · F) · dX ≡ dX · C · dX
where C is the right Cauchy-Green deformation tensor 1 given by
C = FT · F; Cij = Fki Fkj (2.3.2)

Note that the tensor C operates on material vectors dX and consequently C is
called a material tensor or Lagrangian tensor quantity. In addition, C is a sym-
metric tensor, i.e., CT = C.
Consider the change in scalar product of two material vectors dX1 and dX2
as they deform to dx1 and dx2 . This change involves the stretching (change in
length) and shearing (change in angles between two vectors). We have
dx1 · dx2 = dX1 · C · dX2 (2.3.3)

Therefore, the change in scalar product of these two vectors is
dx1 · dx2 − dX1 · dX2 = dX1 · C · dX2 − dX1 · I · dX2

(2.3.4)
= dX1 · (C − I) · dX2
or,
1
(dx1 · dx2 − dX1 · dX2 ) = dX1 · E · dX2 (2.3.5)
2
1
named after Augustin Louis Cauchy and George Green
Sec. 2.3 Strain measures 37
where E is the Green strain tensor, given by

.
1
E = (C − I) (2.3.6)
2
Since C and I are symmetric tensors, so E is. Using Eq. 2.3.2, we can write the
Green strain tensor in terms of the deformation gradient tensor F as
1 1
E = (FT · F − I), Eij = (Fki Fkj − δij ) (2.3.7)
2 2
We also can express the Green strain tensor E in terms of displacement as follows
∂xk ∂xk
Fki Fkj =
∂Xi ∂Xj

∂uk ∂Xk ∂uk ∂Xk
= + +
∂Xi ∂Xi ∂Xj ∂Xj
(2.3.8)
∂uk ∂uk
= + δki + δkj
∂Xi ∂Xj
∂uj ∂ui ∂uk ∂uk
= + + + δij
∂Xi ∂Xj ∂Xi ∂Xj
Hence, we obtain
1 ∂ui ∂uj ∂uk ∂uk

Eij = ( + + ) (2.3.9)
2 ∂Xj ∂Xi ∂Xi ∂Xj
In tensor notation, the above is written as

1 T T
E= (∇0 u) + ∇0 u + ∇0 u(∇0 u) (2.3.10)
2
where ∇0 u denotes the left gradient operator in the reference configuration.
If strain is small, the high order terms can be neglected, we return to the fa-
miliar small engineering strain:

1 T
E= ∇0 u + (∇0 u) (2.3.11)
2
In order to check if the Green strain tensor is a valid strain measure or not, we
must show that it vanishes in rigid body rotation. In fact, x = R · X + xT , the
deformation gradient is then given by F = R. And E = 1/2(RT R − I) = 0.
2.3.2 Almansi strain tensor

In the previous section, the scalar product of two spatial vectors was written in
terms of the material vectors through the concept of the right Cauchy-Green ten-
sor. Inversely, one can express the scalar product of material vectors in terms of
spatial vectors as shown in the following
dX1 · dX2 = (F−1 · dx1 ) · (F−1 · dx2 )

= (dx1 · F−T ) · (F−1 · dx2 )
(2.3.12)
= dx1 · (F−T · F−1 ) · dx2
= dx1 · b−1 · dx2
where b is the left Cauchy-Green tensor 2 given by
b = F · FT (2.3.13)
Since b operates on the spatial (Eulerian) vectors, it is an Eulerian tensor. In
addition, this is a symmetric tensor. The inverse of the left Cauchy-Green tensor
is often called the Finger tensor 3 .
The change in the scalar product is then given by
1 1
(dx1 · dx2 − dX1 · dX2 ) = dx1 · (I − b−1 ) · dx2 (2.3.14)
2 2
where e is the Almansi strain tensor, given by
1
e = (I − b−1 ) (2.3.15)
2
The squared lengths of the material dX and spatial vectors dx are
dS 2 = dX · dX, ds2 = dx · dx (2.3.16)

The change in squared lengths occurring as the body deforms from the initial con-
figuration to the current configuration can then be written in terms of the material
vector dX as (see Eq.(2.3.5))
1 2
(ds − dS 2 ) = dX · E · dX (2.3.17)
2
Dividing the above by dS 2 gives
2
in C = FT F, F is on the right, where in b = FFT , F is on the left.
3
named after Josef Finger
ds2 − dS 2 dX dX
2
= ·E· (2.3.18)
2dS dS dS
Denoting N as the unit material vector in the direction of dX, the above becomes
ds2 − dS 2
=N·E·N (2.3.19)
2dS 2
In the same manner,
ds2 − dS 2
=n·e·n (2.3.20)
2dS 2
Remark. In the term of the push forward and pull back operations, the Almansi
strain tensor is the pushed forward of the Green strain tensor. From the change in
scalar product of two material vectors, we have
dx1 · e · dx2 = dX1 · E · dX2 (2.3.21)
Transform the material vectors to spatial vectors, the RHS of the above is written
as
dx1 · e · dx2 = dx1 · F−T · E · F−1 · dx2 (2.3.22)
The above holds for any vectors dx1 and dx2 gives
e = F−T · E · F−1 = φ∗ [E] (2.3.23)
Therefore, the Almansi strain tensor e is the pushed forward of the Green strain
tensor E with the push forward operator given by
e = φ∗ [E] = F−T · E · F−1 (2.3.24)
Similarly, the Green strain tensor E is the pulled back of the Almansi strain tensor
e with the pull back operator given by
E = φ∗ [e] = FT · e · F (2.3.25)
The two equations Eqs. (2.3.24, 2.3.25) are typical examples of the push forward
and pull back operations for kinematic second order tensors.
2.3.3 Velocity gradient and rate of deformation tensors

Definition 2.3.1. The spatial gradient of velocity or velocity gradient tensor L is
defined as the spatial gradient of the velocity, that is
.
∂v ∂vi
L(x, t) = , or Lij = (2.3.26)
∂x ∂xj
The velocity gradient L allows the material time derivative of the deformation
gradient F to be written as

∂ ∂φ(X, t)
Ḟ =
∂t ∂X
∂v (2.3.27)
=
∂X
∂v ∂x
= · =L·F
∂x ∂X
where in the second equality, we have used the fact that material time derivative
of Lagrangian fields commute with material gradient. Noting that, this fact does
not hold generally for Eulerian fields. From the above, we obtain
L = Ḟ · F−1 (2.3.28)
As previously described, the strain is defined as the change in the scalar prod-
uct of two vectors. Therefore, the strain rate is defined as the rate of change of the
scalar product of two vectors. Recall that
dx1 · dx2 = dX1 · C · dX2 (2.3.29)

The rate of the rate of change of the scalar product of two vectors is then defined by
taking the material time derivative of the above and using the fact that C = 2E−I,
that is
D
(dx1 · dx2 ) = dX1 · Ċ · dX2 = 2dX1 · Ė · dX2 (2.3.30)
Dt
where Ė, the time derivative of the Green strain tensor, is called the material strain
rate tensor and given by
1 1
Ė = Ċ = (FT Ḟ + ḞT F) (2.3.31)
2 2
By introducing the following
dX1 = F−1 · dx1 , dX2 = F−1 · dx2 (2.3.32)

into Eq. (2.3.30), we obtain the rate of change of the scalar product in terms of
spatial vectors as
D −T
(dx1 · dx2 ) = 2dx1 · F Ė · F−1} ·dx2
· {z (2.3.33)
Dt |
D
The tensor D is simply the pushed forward Eulerian counterpart of Ė, and is
known as the rate of deformation tensor which is given by
D = F−T · Ė · F−1 (2.3.34)

Inversely,
Ė = FT · D · F (2.3.35)
It is interesting that the rate of deformation tensor D is exactly the symmetric
part of the velocity gradient tensor L. That is
1
D = (L + LT ) (2.3.36)
2
This can be verified by substituting Eq. (2.3.27) into Eq. (2.3.31),
1
Ė = FT (L + LT ) F (2.3.37)
2
and comparing the above to Eq. (2.3.35).
With the rate of deformation tensor, we can write the material time derivative
of the Jacobian J as
J˙ = Jvi,i = Jtrace(D) (2.3.38)

Substituting Eq. (2.3.34) into the above gives
J˙ = Jtrace(F−T ĖF−1 )
= Jtrace(C−1 Ė)
= JC−1 : Ė (2.3.39)
1
= JC−1 : Ċ
2
This equation will be useful in the treatment of incompressible materials.
The velocity gradient tensor can be decomposed into symmetric and skew-
symmetric tensors by
1 1
L = (L + LT ) + (L − LT ) (2.3.40)
2 2
where the symmetric tensor has been defined as the rate of deformation D and the
spin tensor W is the skew-symmetric part of L. With these definitions, we can
write
L=D+W (2.3.41)
with
1
W = (L − LT ) (2.3.42)
2
Physical interpretation of rate of deformation tensor

A simple physical interpretation of the tensor D can be obtained by taking dx1 =
dx2 = dx in Eq.(2.3.33) to give
D
(dx · dx) = 2dx · D · dx (2.3.43)
Dt
1 D
(ds2 ) = n · D · n (2.3.44)
2ds2 Dt
1 D ln(ds)
n·D·n= (ds) = (2.3.45)
ds Dt dt
Remark. Note that the rate of deformation D is the push forward of the material
time derivative of the Green strain tensor E (see Eq.2.3.34) which is the pull back
of the Almansi strain tensor e. We then could write

D ∗
D = φ∗ φ [e] (2.3.46)
Dt
This operation is known as the Lie derivative of a tensor over the mapping φ and
is generally defined by

D ∗
Lφ [g] = φ∗ φ [g] (2.3.47)
Dt
2.3.4 Polar decomposition

Deformation consists of stretch and rotation. Rotation is a special kind of defor-
mation in which the material vectors change directions but they do not change
lengths. It can be shown that the deformation gradient of a rotation is an orthog-
onal tensor. A stretch, on the other hand, is a kind of deformation in which there
exists three material vectors that will change in length but not in directions. In
finite deformation theory, rotation plays an important role.
The polar decomposition theorem is a mathematical statement that the defor-
mation may be regarded as a combination of a pure stretch and a pure rotation.
Mathematically, the deformation gradient tensor can be multiplicatively decom-
posed into a rotation tensor and a right stretch tensor,
F=R·U (2.3.48)
where R is the rotation tensor (hence orthogonal), and U is the symmetric right
stretch tensor.
By substitution Eq. (2.3.48) into the definition equation of the right Cauhcy-
Green tensor C, Eq. 2.3.2, we have
C = (RU)T RU
= UT RT RU (2.3.49)
= UT U = U2
where we used the orthogonality of tensor R and the symmetry of tensor U. In

order to compute U from C, we need a way to determine the square root of a
tensor. One way is to use the spectral decomposition to write the tensor C as
following
3
X
C= λ2i Ni ⊗ Ni (2.3.50)
i=1
where λ2i and Ni are the eigenvalues and normalized eigenvectors of C. The right
stretch tensor U is now computed by
3
X
U= λi Ni ⊗ Ni or U = QHQT (2.3.51)
i=1
where the diagonal matrix H contains the eigenvalues λi and the matrix Q whose
columns are the eigenvectors of the tensor C.
Having defined U, the rotation tensor R is simply determined by
R = F · U−1 (2.3.52)
In terms of the rotation and stretch tensors, the deformation of a material vec-
tor dX is written by
dx = F · dX = R · (U · dX) (2.3.53)
The above shows that the vector dX is first stretched (by U) then rotated to the
current configuration by R. The tensor U is therefore a material or Lagrangian
tensor whereas R is a two point tensor.
−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−
Example 1 Polar decomposition (1)
Consider a motion given by

1
x1 = 4X1 + (9 − 3X1 − 5X2 − X1 X2 )t
4

1
x2 = 4X2 + (16 + 8X1 )t
4
The deformation gradient tensor F is

1 4 − (3 + X2 )t −(5 + X1 )t
F=
4 8t 4
Consider the material point X(0, 0) at time t = 0, we have

1 1 −5
F=
4 8 4
The right Cauchy-Green tensor C is

1 65 27
T
C = FF =
16 27 41
The next step is to compute the eigenvalues and eigenvectors of C. Eigenval-
ues are solutions of the equation
det(C − λI) = 0
After some manipulations, we obtain the characteristic equation as
256λ4 − 1696λ2 + 1936 = 0

This equation gives two real positive solutions
λ21 = 1.4658; λ22 = 5.1592

λ1 = 1.2107; λ2 = 2.2714
The eigenvectors are computed by solving the following equation
(C − λ2i I)Ni = 0
Writing the above out

65 27
− λi Ni1 + Ni2 = 0
16 16

27 1 41
Ni + − λi Ni2 = 0
16 16
To solve this, we need one more equation
||Ni || = 1

−0.5449 0.8385
N1 = N2 =
0.8385 0.5449
The stretch tensor U is then computed by
U = QHQT
where

−0.5449 0.8385 1.2107 0
Q= , H=
0.8385 0.5449 0 2.2714
Finally, the stretch tensor is given by

1.9564 0.4846
U=
0.4846 1.5256
and the rotation tensor

−1 0.3590 −0.9333
R=F·U =
0.9333 0.3590
−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−
The deformation gradient can be also decomposed in terms of a left stretch

tensor and a rotation according to
F=V·R (2.3.54)
dx = F · dX = V · (R · dX) (2.3.55)
The above shows that the vector dX is first rotated by R then stretched by V. The
tensor V is therefore a spatial or Eulerian tensor.
The Lagrangian stretch tensor U and Eulerian stretch tensor V are related
together by
V = R · U · RT (2.3.56)
In the same manner with the right Cauchy-Green tensor, the left Cauchy-Green
tensor can be written in terms of V and R as follows
b = F · FT = V · R · RT · VT = V2 (2.3.57)
As a consequence, if the principle directions of b are denoted by ni together
with associated eigenvalues λ̄2i , then V is given by
3
X
V= λ̄i ni ⊗ ni (2.3.58)
i=1
From equations (2.3.51) and (2.3.56), we have another way to compute V
3
X 3
X
T
V =R·( λi Ni ⊗ Ni ) · R = λi (RNi ) ⊗ (RNi ) (2.3.59)
i=1 i=1
Comparing the two equations (2.3.58) and (2.3.59), it follows that
λi = λ̄i , ni = R · Ni (2.3.60)
The above shows that the left and right Cauchy-Green tensors have the same
eigenvalues. It is also useful in demonstrating the physical meaning of these
eigenvalues as the stretches in the principle directions. Indeed, taking a mate-
rial vector dX1 with length dS1 in the direction of N1 , this vector deformed to the
spatial vector dx1 given by dx1 = F · dX1 . Using the polar decomposition of F,
we can write dx1 as
dx1 = R · U · dS1 N1
= dS1 R · λ1 N1 (2.3.61)
= λ1 dS1 n1
The length of the spatial vector dx1 is therefore related to the length of the vector
dX1 by
ds1
ds1 = λ1 dS1 =⇒ λ1 = (2.3.62)
dS1
Then, the eigenvalues λi are called the principle stretches which are exclusively
used in the constitutive equations of hyperelasticity.
2.3.5 Material objectivity

Consider the current configuration of the body as x, we now impose a rigid body
motion on this configuration to obtain the new motion x̃.
x̃ = Q(t) · x + c(t) (2.3.63)

where Q is the orthogonal rotation tensor and c(t) denotes translation tensor.
It follows from Eq. 2.3.63 that
dx̃ = Q · dx (2.3.64)
Relating the vector in the current configuration dx to the corresponding in the
initial configuration dX by the deformation gradient F, the above can be written
as
dx̃ = Q · F · dX = F̃ · dX (2.3.65)
with
F̃ = Q · F (2.3.66)
Although the vector dx̃ is different from the vector dx, their magnitudes are
obviously the same. In this sense it can be said that the vector dx is objective
under rigid body rotation.
It can be shown that the Lagrangian strain tensors such as C and E are un-
changed under rigid body motion. For example, we have
C̃ = F̃T · F̃ = FT · QT · Q · F = FT · F = C (2.3.67)
In contrast, the Eulerian strain tensors such as the right Cauchy-Green tensor b
and the Almansi tensor e do change under rigid body motion. Indeed,
b̃ = F̃ · F̃T = Q · F · FT · QT = Q · b · QT (2.3.68)
ẽ = Q · e · QT (2.3.69)
2.4 Stress measures

Roughly speaking, stress is a force per unit area. Precisely, stress is a measure
of the internal distribution of force per unit area that balances and reacts to the
external loads or boundary conditions applied to a body. When the area is the
current (deformed) area, the corresponding stress is the true stress or the Cauchy
stress. This is the stress used in small deformation analysis. In large deformation,
the initial and current configuration must be differenciated. The stress defined
with respect to the initial configuration are also usefull although they are not true
stress. These stresses are commonly known as the Piola-Kirchhoff stress tensors.
The most widely used stress tensors are
1. The Cauchy stress tensor σ
2. The nominal stress P (closely related to the first Piola-Kirchhoff stress ten-
sor)
3. The second Piola-Kirchhoff stress tensor S
4. The Kirchhoff stress tensor τ
2.4.1 The Cauchy stress

The Cauchy stresses measure force in the current configuration per unit current
area. This is the so-called true stresses.
The traction vector is defined by
df
t(n) = lim (2.4.1)
ds→0 ds
t(n) = −t(−n) (2.4.2)

Consider a unit cube, the traction vectors associated to the three faces can be
written in component form as
Sec. 2.4 Stress measures 49
(e ) (e ) (e )
t(e1 ) = t1 1 e1 + t2 1 e2 + t3 1 e3
(e ) (e ) (e )
t(e2 ) = t1 2 e1 + t2 2 e2 + t3 3 e3 (2.4.3)
(e ) (e ) (e )
t(e3 ) = t1 3 e1 + t2 3 e2 + t3 3 e3
(ei )
where tj is the jth component of the traction vector t(ei ).
(ei )
σij = tj (2.4.4)
t(ei ) = σij ej (2.4.5)

The components of the Cauchy stress tensor can be written in matrix form as
.
 
σ11 σ12 σ13
σ = σ21 σ22 σ23 
σ31 σ32 σ33
Relation between the Cauchy stress and the traction can be established by
considering the equilibrium of the element tetrahedron as 4 .
3
X
t(n)da + t(−ei )dai + f dv = 0 (2.4.6)
i=1
Dividing the above by da, noting that dv/da → 0 and the Newton’s first law given
in the Eq. (2.4.2)
3
X dai
t(n) = t(ei ) (2.4.7)
i=1
da
dai /da = ni
3
X
t(n) = t(ei )ni (2.4.8)
i=1
Indicial notation,
(e )
tj (n) = tj i ni = σij ni (2.4.9)
In tensor notation, we can write the above as
4
This was done by Cauchy, and the well known Cauchy tetrahedron
t=n·σ (2.4.10)
The above is known as the Cauchy relation.
df = tdΓ = n · σdΓ (2.4.11)
2.4.2 The nominal stress

We would like to seek for another stress measure which is force per unit area of
the reference configuration. In order to do that, in Eq.(2.4.11), the current area is
transformed to reference area by the Nanson’s formula, which is given by
ndΓ = JF−T · n0 dΓ0 (2.4.12)

Hence
df = n0 · JF−1 · σdΓ0 (2.4.13)

Let us define
P = JF−1 · σ (2.4.14)
then
df = n0 · PdΓ0 (2.4.15)
The above means that n0 · P is the traction vector relating the force in current
configuration to the area in the reference configuration. Therefore P is obviously a
stress tensor which is called the nominal stress tensor. It is a Lagrangian-Eulerian
two-point tensor. The transpose of the nominal stress is the first Piola-Kirchhoff
stress tensor.
From Eq. (2.4.14), we have expression of the Cauchy stress in terms of the
nominal stress as
σ = J −1 F · P (2.4.16)
2.4.3 The second Piola-Kirchhoff stress

The nominal stress tensor P is an unsymmetric two-point tensor and is not com-
pletely related to the reference configuration (in fact, it is a two point tensor). It
is desirable (also possible) to contrive a totally material symmetric stress tensor,
known as the second Piola-Kirchhoff stress tensor by simply transform the force
by F−1 , that is
n0 · SdΓ0 = F−1 · t0 dΓ0 (2.4.17)

Multiplying the above by F gives
df = F · n0 · SdΓ0 = F · ST · n0 dΓ0 (2.4.18)

Comparing the above to Eq. (2.4.15), we obtain
F · ST · n0 dΓ0 = n0 · PdΓ0 = PT · n0 dΓ0 (2.4.19)

The above holds for all n0 gives
P = S · FT (2.4.20)
Introducing the above into Eq. (2.4.16), we have
σ = J −1 F · S · FT (2.4.21)
Inversely, the second Piola-Kirchhoff stress can be written in term of the Cauchy
stress as
S = JF−1 · σ · F−T (2.4.22)

From this equation, it can be easily to show that the second Piola-Kirchhoff stress
tensor is symmetric since the Cauchy is symmetric (will be verified from conser-
vation of angular momentum).
2.4.4 The Kirchhoff stress

As will be shown later, we have
Dwint
ρ =D:σ (2.4.23)
Dt
Since ρJ = ρ0 , the above can be written as
Dwint
ρ0 = D : (Jσ) (2.4.24)
Dt
The above means that Jσ can be a stress measure which is work conjugate with
the rate of deformation with respect to the initial volume. It is named the Kirchhoff
stress τ or also called the weighted Cauchy stress. For isochoric motion (J = 1),
it is identical to the Cauchy stress.
Using Eq.(2.4.16), we get the relation between the Kirchhoff stress and nomi-
nal stress as
τ =F·P (2.4.25)
From equations (2.4.21) and (2.4.22), we obtain the relation between the sec-
ond Piola-Kirchhoff stress and the Kirchhoff stress as
τ = F · S · FT (2.4.26)
S = F−1 · τ · F−T (2.4.27)
Remark. Using the push forward and pull back operations, the Kirchhoff stress is
the pushed forward of the second Piola-Kirchhoff stress,
τ = φ∗ [S] = F · S · FT (2.4.28)
Inversely, the second Piola-Kirchhoff stress is the pull back of the Kirchhoff stress,
S = φ∗ [τ ] = F−1 · τ · F−T (2.4.29)
The above equations are examples of the push forward and pull back operations
on kinetic tensors.
Similarly, the Cauchy stress and the second Piola-Kirchhoff stress are related
as,
σ = J −1 φ∗ [S], S = Jφ∗ [σ] (2.4.30)
In the above, S and σ are related by the so-called Piola transformation which in-
volves a push forward and pull back operation combined with the volume scaling
J.
Box 2.1 Transformation of stress tensors

Cauchy stress Nominal stress 2nd Piola-Kirchhoff stress
σ P S
−1 −1
σ= J F·P J F · S · FT
P = JF−1 · σ J −1 F · P J −1 F · S · FT
−1 −T −1
S = JF · σ · F J F·P J −1 F · S · FT
τ= J −1 F · P J −1 F · S · FT
2.4.5 Deviatoric and pressure components of stress tensors

In some cases, it is convenient to decompose the stress tensor into the deviatoric
and pressure (or hydrostatic) part as follows,
σ = σ dev + σ hyd , σ hyd = pI (2.4.31)
where p = 1/3σii .
Substituting the above into Eq. (2.4.22), we obtain the similar decomposition
for the second Piola-Kirchhoff stress tensor S as
S = Sdev + Shyd , Sdev = JF−1 · σ dev · F−T Shyd = pJC−1 (2.4.32)
Sdev : C = 0 (2.4.33)
Taking the double contraction of the first equation in Eq.(2.4.32) with C gives
S : C = Sdev : C + pJC−1 : C (2.4.34)
Using Eq. (2.4.33), we obtain
S = pJC−1 =⇒ pI = J −1 SC (2.4.35)
The fact that C is symmetric allows us to get p given by
1
p = J −1 S : C (2.4.36)
3
Introducing the above into the Eq. (2.4.32), we obtain
1
Shyd = (S : C)C−1 (2.4.37)
3
2.4.6 Objective stress rates

Jaumann rate
Dσ
σ ∇J = − W · σ − σ · WT (2.4.38)
Dt
Truesdell rate
Recall that the second Piola-Kirchhoff stress tensor is independent of any rigid
body rotation. The Truesdell stress rate is thus defined by the Piola transformation
of the time derivative of the second Piola-Kirchhoff stress. That is

∇T −1 −1 D −1 −T
σ = J φ∗ [Ṡ] = J F (JF σF ) FT (2.4.39)
Dt
The above can be easily written as
˙ + FḞ−1 σ + σ Ḟ−T FT
σ ∇T = σ̇ + Jσ (2.4.40)
Using the fact that
J˙ = Jdiv(v), ḞF−1 + FḞ−1 = 0, L = ḞF−1 (2.4.41)

We come up with
Dσ
σ ∇T = + div(v)σ − L · σ − σ · LT (2.4.42)
Dt
The Truesdell stress rate can be interpreted in term of the Lie derivative of the
Kirchhoff stress tensor as
Jσ ∇T = Lφ [τ ] (2.4.43)
In fact, the above defines what is known as the Truesdell rate of the Kirchhoff
stress tensor or the convected rate of the Kirchhoff stress denoted by τ ∇c , which
can be shown from Eq. () to be
τ ∇c = τ̇ − L · τ − τ · LT (2.4.44)
Green-Naghdi rate
Dσ
σ ∇G = − Ω · σ − σ · ΩT (2.4.45)
Dt
2.5 Conservation equations

1. Conversation of mass
2. Conversation of linear momentum
3. Conversation of angular momentum
4. Conversation of energy
Sec. 2.5 Conservation equations 55
2.5.1 Reynold’s transport theorem

The material time derivative of an integral is the rate of change of this integral
on a material domain. A material domain moves with the material, so no mass
flux occurs cross its boundary. Various forms of the material time derivative of
integrals are called the Reynold’s transport theorem.
The material time derivative of an integral is defined by
Z Z Z
D 1
f (x, t)dΩ = lim f (x, t + ∆t)dΩ − f (x, t)dΩ (2.5.1)
Dt Ω ∆t→0 ∆t Ωt+∆t Ωt
where Ωt is the spatial domain occupied by the material domain at time t and
Ωt+∆t is the spatial domain occupied by the same material domain at time t + ∆t.
Transforming the integrals in the RHS of the above to the reference configuration
gives,
Z Z Z
D 1
f dΩ = lim f (X, t+∆t)J(X, t+∆t)dΩ0 − f (X, t)J(X, t)dΩ0
Dt Ω ∆t→0 ∆t Ω0 Ω0
(2.5.2)
where the function f = f (φ(X, t), t).
Since the integral domain is now constant in time, we can take the limit inside
the integral, the above becomes
Z Z
D ∂
f dΩ = f (X, t)J(X, t) dΩ0 (2.5.3)
Dt Ω Ω0 ∂t
In the above equation, the partial derivative with respect to time is the material
time derivative since the independent spatial variable is the Lagrangian coordinate.
Using the product rule for derivatives on the RHS of the above, we can write
Z Z
D ∂f ∂J
f dΩ = J +f dΩ0 (2.5.4)
Dt Ω Ω0 ∂t ∂t
Recall that J˙ = Jvi,i , we obtain
Z Z
D ∂f ∂vi
f dΩ = J + fJ dΩ0 (2.5.5)
Dt Ω Ω0 ∂t ∂xi
Transform the integrals in the RHS of the above back to the current configuration,
we come up with
Z Z
D Df (x, t) ∂vi
f dΩ = +f dΩ (2.5.6)
Dt Ω Ω Dt ∂xi
This equation is one form of the Reynold’s transport theorem. For completeness,
another form of the Reynold’s transport theorem is given here where the proof
will be done later,
Z Z
D Df
ρf dΩ = ρ dΩ (2.5.7)
Dt Ω Ω Dt
This is known as the Reynold’s theorem for a density-weighted integrand.
2.5.2 Conservation of mass

The mass m(Ω) of a material domain Ω is given by
Z
m(Ω) = ρ(X, t)dΩ (2.5.8)
Ω
where ρ is the mass density. The law of conversation of mass states that
Dm(Ω)
=0 (2.5.9)
Dt
Applying the Reynold’s theorem in Eq. (2.5.6) to the above yields
Z
Dρ
+ ρ∇ · v dΩ = 0 (2.5.10)
Ω Dt
Since the above holds for any domain Ω, we come up with
Dρ
+ ρ∇ · v or ρ̇ + ρvi,i = 0 (2.5.11)
Dt
The above is the equation of mass conservation, or often called equation of conti-
nuity.
If the density does not change, i.e., the material is incompressible, hence the
material time derivative of the density vanishes, the continuity equation becomes
vi,i = 0 (2.5.12)
which is the well known incompressibility condition.
For Lagrangian description (material domain moves with material),
Z
Dm(Ω)
= 0 =⇒ ρ(X, t)dΩ = constant (2.5.13)
Dt Ω
Hence,
Z Z
ρ(X, t)dΩ = ρ0 (X)dΩ0 (2.5.14)
Ω Ω0
Transforming the RHS of the above to the reference configuration by using dΩ =
JdΩ0 gives
Z
ρ(X, t)J − ρ0 (X) dΩ0 = 0 (2.5.15)
Ω0
Arbitrariness of the material domain Ω0 gives
ρ(X, t)J(X, t) = ρ0 (X) (2.5.16)
2.5.3 Conservation of linear momentum

Total force
Z Z
f (t) = ρb(x, t)dΩ + t(x, t)dΓ (2.5.17)
Ω Γ
Definition 2.5.1. The linear momentum of a material domain is defined by
Z
p(t) = ρv(x, t)dΩ (2.5.18)
Ω
where ρ is the mass density, v is the velocity field.
The Newton’s second law of motion
Dp
=f (2.5.19)
Dt
Substituting Eqs.(2.5.17) and (2.5.18) into the above gives
Z Z Z
D
ρv(x, t)dΩ = ρb(x, t)dΩ + t(x, t)dΓ (2.5.20)
Dt Ω Ω Γ
This is the integral form or global form of the conservation of linear momentum
principle. In order to derive a local form or pointwise form which is a partial
differential equation, the first and third integrals of the above are converted to
domain integrals then using the arbitrariness of this domain to get the PDE form.
Reynold’s transport theorem applied to the left hand side gives
Z Z
D D
ρvdΩ = (ρv) + ρv∇ · v dΩ
Dt Ω Ω Dt
Z (2.5.21)
Dv Dρ
= ρ +v + ρ∇ · v dΩ
Ω Dt Dt
The second term in the above vanishes since it is exactly the continuity equation,
the above then becomes
Z Z
D Dv
ρvdΩ = ρ dΩ (2.5.22)
Dt Ω Ω Dt
Convert the second term on the right hand side of Eq. (2.5.20) to domain integral
by Cauchy’s relation and Gauss’s theorem,
Z Z Z
tdΓ = n · σdΓ = ∇ · σdΩ (2.5.23)
Γ Γ Ω
Substituting equations (2.5.22) and (2.5.23) into Eq. (2.5.20), we obtain

Z
Dv
ρ − ρb − ∇ · σ dΩ (2.5.24)
Ω Dt
Since the above is valid for any Ω, we have
Dv
ρ = ∇ · σ + ρb or ρv̇i = σji,j + ρbi (2.5.25)
Dt
The above is the so-called the momentum equation; it is also called the Cauchy’s
first law of motion.
This form of the momentum equation is applicable to both Lagrangian and
Eulerian descriptions. For a Lagrangian description, the independent variables are
the material coordinates X and time t, so the corresponding momentum equation
is
∂v(X, t)
ρ(X, t) = ∇ · σ(φ−1 (x, t), t) + ρ(X, t)b(X, t) (2.5.26)
∂t
Noting that the stress have been written in term of spatial coordinates so that the
spatial derivative can be evaluated. In practice, however, the inverse of φ is never
built and implicit differentiation is employed. The above would not be considered
a true Lagrangian description in classical texts on continuum mechanics due to the
presence of derivative with respect to Eulerian coordinates. However, the above is
indeed a Lagrangian form since all dependent variables are functions of material
coordinates. This form can be called the updated Lagrangian momentum equation
since we will use it to derive the update Lagrangian finite elements.
In an Eulerian description, the material time derivative of the velocity is given
by Eq.(2.2.12), i.e., replacing the material time derivative by partial derivative
with respect to time plus the transport term, and the independent variables are the
spatial coordinates and time. The Eq.(2.5.25) becomes

∂v(x, t)
ρ(x, t) + v(x, t) · ∇v(x, t) = ∇ · σ(x, t) + ρ(x, t)b(x, t) (2.5.27)
∂t
In computational fluid dynamics, ...
2.5.4 Conservation of angular momentum

Definition 2.5.2. The angular momentum (moment of linear momentum) of a
material domain with respect to the origin of a coordinate system is defined by
Z
x × ρvdΩ (2.5.28)
Ω
The principle of conversation of angular momentum states that the rate of

change of the angular momentum is equal to the resultant moment of the external
forces. That is
Z Z Z
D
x × ρvdΩ = x × ρbdΩ + x × tdΓ (2.5.29)
Dt Ω Ω Γ
Using the cross product formula, the above equation can be written as (in Carte-
sian components)
Z Z Z
D
εijk ρxj vk dΩ = εijk ρxj bk dΩ + εijk xj tk dΓ (2.5.30)
Dt Ω Ω Γ
Applying the Reynold’s theorem for density-weighted integrand, Eq. (2.5.6), to

the first term, we have
Z Z
D D
εijk ρxj vk dΩ = εijk ρ (xj vk )dΩ
Dt Ω Dt
ZΩ (2.5.31)
= εijk ρ(vj vk + xj v̇k )dΩ
Ω
By using the Cauchy’s relation and the divergence theorem, the second term in the
right hand size of Eq. (2.5.30) can be rewritten as
Z Z
εijk xj tk dΓ = εijk xj σkp np dΓ
Γ Γ
Z
∂
= εijk
(xj σkp )dΩ
Ω ∂xp
Z (2.5.32)
∂σkp
= εijk δjp σkp + xj dΩ
Ω ∂xp
Z
∂σkp
= εijk σkj + xj dΩ
Ω ∂xp
After substitution of Eqs.(2.5.31) and (2.5.32), the equation (2.5.30) now becomes
Z
∂σkp
εijk ρ(vj vk ) − σkj + xj ρv̇k − − ρbk dΩ = 0 (2.5.33)
Ω ∂xp
Since Ω is arbitrary,

∂σkp
εijk ρ(vj vk ) − σkj + xj ρv̇k − − ρbk =0 (2.5.34)
∂xp
Noting that the term in parentheses is the linear momentum equation, so it van-
ishes; and εijk (vj vk ) vanishes also because it is the cross product of the same
vector, the above equation then simplifies as
εijk σkj = 0 (2.5.35)

which implies that
σij = σji , or σ = σT (2.5.36)
So, the conversation of angular momentum leads to the symmetry of the Cauchy
stress tensor.
2.5.5 Conservation of energy

We consider thermo-mechanical processes where only mechanical work and ther-
mal energy are involved. The principle of energy conservation states that the rate
of change of total energy is equal to the work done by external forces (body forces
and surface tractions) plus the heat energy delivered to the body by the heat flux
and other heat sources.
The internal energy per unit volume is denoted by ρwint where wint is the
internal energy per unit mass. The heat flux per unit area is denoted by vector q
and the heat source per unit volume is denoted by ρs.
The rate of change of the total energy
P tot = P int + P kin (2.5.37)

where P int denotes the rate of change of internal energy which is given by
Z
int D
P = ρwint dΩ (2.5.38)
Dt Ω
and P kin is the rate of change of kinematic energy
Z
kin D 1
P = ρv · vdΩ (2.5.39)
Dt Ω 2
The rate of work done by the body forces and surface tractions is given by
Z Z
ext
P = v · ρbdΩ + v · tdΓ (2.5.40)
Ω Γ
The energy supplied by the heat flux q and the heat sources s is
Z Z
heat
P = ρsdΩ − n · qdΓ (2.5.41)
Ω Γ
where the sign of the heat flux is negative since positive heat flow is out of the
body.
The statement of the conservation of energy is
P tot = P ext + P heat (2.5.42)

Introducing Eqs.(2.5.37)-(2.5.41) into Eq.(2.5.42) gives the full statement of
the conservation of energy
Z Z Z Z Z
D int 1
ρw + ρv · v dΩ = v · ρbdΩ + v · tdΓ + ρsdΩ − n · qdΓ
Dt Ω 2 Ω Γ Ω Γ
(2.5.43)
Using the Reynold’s theorem for the first term, we have
Dwint 1 D
Z Z
D int 1
ρw + ρv · v dΩ = ρ + ρ (v · v) dΩ
Dt Ω 2 Ω Dt 2 Dt
Z int
(2.5.44)
Dw Dv
= ρ + ρv · dΩ
Ω Dt Dt
As usual, we convert the second term of the right hand size in Eq. (2.5.43) which
is surface integral to domain integral by applying the Cauchy’s relation and the
divergence theorem,
Z Z Z
v · tdΓ = vi ti dΓ = vi nj σij dΓ
Γ ZΓ Γ Z
= (vi σji ),j dΩ = (vi,j σji + vi σji,j )dΩ
ZΩ Ω
= (Lij σji + vi σji,j )dΩ (definitition of velocity gradient)

ZΩ
= (Dji σji − Wji σji + vi σji,j )dΩ (decomposition of L)
ZΩ
= (Dji σji + vi σji,j )dΩ (sym. of σ and skew sym. of D)
ZΩ
= D : σ + v · (∇ · σ) dΩ
Ω
(2.5.45)
Inserting Eqs.(2.5.44) and (2.5.45) into Eq. (2.5.43), we have
Dwint
Z
Dv
ρ − D : σ + ∇ · q − ρs + v · ρ − ∇ · σ − ρb dΩ = 0 (2.5.46)
Ω Dt Dt
The last term in the above is exactly the momentum equation, so it vanishes. By
taking the arbitrariness of Ω, the energy equation is obtained
Dwint
ρ = D : σ − ∇ · q + ρs (2.5.47)
Dt
The above is a partial differential equation of energy conservation. When the

heat flux and heat source vanish, i.e., in a purely mechanical process, the energy
conservation equation becomes
Dwint
ρ =D:σ (2.5.48)
Dt
which is no longer a PDE. Rate of deformation and the Cauchy stress is called
conjugate in energy or work conjugate.
Sec. 2.6 Lagrangian conservation equations 63
2.6 Lagrangian conservation equations

2.6.1 Conservation of linear momentum
Total force
Z Z
f (t) = ρ0 b(X, t)dΩ0 + t0 (X, t)dΓ0 (2.6.1)
Ω0 Γ0
The linear momentum

Z
p(t) = ρ0 v(X, t)dΩ0 (2.6.2)
Ω0
The Newton’s second law of motion

dp
=f (2.6.3)
dt
Substituting Eq. (2.6.1) and (2.6.2) into the above, yields
Z Z Z
d
ρ0 v(X, t)dΩ0 = ρ0 b(X, t)dΩ0 + t0 (X, t)dΓ0 (2.6.4)
dt Ω0 Ω0 Γ0
On the LHS, the material derivative can be taken inside the integral since the
reference domain is fixed in time, so
Z Z
d ∂v(X, t)
ρ0 v(X, t)dΩ0 = ρ0 dΩ0 (2.6.5)
dt Ω0 Ω0 ∂t
Applying the Cauchy’s relation and Gauss’s theorem in sequences, we have
Z Z Z
t0 (X, t)dΓ0 = n0 · PdΓ0 = ∇0 · PdΩ0 (2.6.6)
Γ0 Γ0 Ω0
Substituting Eq. (2.6.5) and (2.6.6) into Eq. (2.6.4), yields

Z
∂v(X, t)
ρ0 − ρ0 b(X, t) − ∇0 · P dΩ0 = 0 (2.6.7)
Ω0 ∂t
which, because of the arbitrariness of Ω0 , gives
∂v ∂Pji
ρ0 = ∇0 · P + ρ0 b or ρ0 v̇i = + ρ 0 bi (2.6.8)
∂t ∂Xi
The above is the linear momentum equation for the total Lagrangian formulation.
Noting the similarity to the updated Lagrangian momentum equation given in
Eq.(): the density is replaced by the initial density, the Cauchy stress replaced by
the nominal stress, and certainly derivative with respect to the spatial coordinates
is replaced by derivative with respect to material coordinates.
If we neglect the inertia effect, i.e., for a static problem, we then obtain the
familiar equilibrium equation given by
∇0 · P + ρ0 b = 0 (2.6.9)
2.6.2 Conservation of angular momentum

From the equation conservation of angular momentum given in Eq. (2.5.36) and
the stress transformation, which are recalled here for convenience
σ = σT
(2.6.10)
σ = J −1 F · P
we obtain
J −1 F · P = (J −1 F · P)T (2.6.11)
Hence
F · P = P T · FT (2.6.12)
These conditions are usually imposed directly on the constitutive equations.

In the same manner for the second Piola-Kirchhoff stress, we have
J −1 F · S · FT = (J −1 F · S · FT )T (2.6.13)
Or
F · S · FT = F · ST · FT (2.6.14)
Pre-multiplying the above with F−1 (since F is nonsingular) and post-multiplying

with F−T , we obtain
S = ST (2.6.15)
So the conservation of angular momentum requires the second Piola-Kirchhoff

stress to be symmetric.
Sec. 2.6 Lagrangian conservation equations 65

The counterpart of Eq. (2.5.43) in the reference configuration is written as
Z Z Z
D int 1
ρ0 w + ρ0 v · v dΩ0 = v · ρ0 bdΩ0 + v · t0 dΓ0
Dt Ω0 2 Ω0 Γ0
Z Z (2.6.16)
+ ρ0 sdΩ0 − n0 · q
edΓ0
Ω0 Γ0
Since the reference domain is fixed in time, the first term can be rewritten as
Dwint
Z Z
D int 1 Dv
ρ0 w + ρ0 v · v dΩ0 = ρ0 + ρ0 v · dΩ0 (2.6.17)
Dt Ω0 2 Ω Dt Dt
By applying the Cauchy’s relation and the divergence theorem, the second term
of the right hand size in Eq. (2.6.16) can be written
Z Z Z
v · t0 dΓ0 = vj t0j dΓ0 vj n0i Pij dΓ0
=
Γ0 Γ Γ0
Z 0 Z
∂ ∂vj ∂Pij
= (vj Pij )dΩ0 = Pij + vj dΩ0
Ω0 ∂Xi Ω0 ∂Xi ∂Xi
Z (2.6.18)
∂Fji ∂Pij
= Pij + vj dΩ0
Ω ∂t ∂Xi
Z 0 T
∂F
= : P + v · (∇0 · P) dΩ0
Ω0 ∂t
Inserting all of the above into Eq. (2.6.16), and applying the divergence theorem
to the heat flux term of the right hand size in Eq. (2.6.16), we obtain
Dwint ∂FT
Z
Dv
ρ0 − : P + ∇0 · q
e − ρ0 s + v · ρ0 − ∇0 · P − ρ0 b dΩ0 = 0
Ω0 Dt ∂t Dt
(2.6.19)
The last term in the above is exactly the momentum equation, so it vanishes. By
taking the arbitrariness of Ω, we obtain the energy equation
ρ0 ẇint = ḞT : P − ∇0 · q
e + ρ0 s (2.6.20)
If heat energy is neglected, the above becomes
ρ0 ẇint = ḞT : P (2.6.21)

It shows that the nominal stress P is conjugate in power to the material time
derivative of the deformation gradient tensor F.
In what follows, we seek the similar expression for the second Piola-Kirchhoff
stress tensor by simply transform the nominal stress tensor to the second Piola-
Kirchhoff stress tensor. Indeed,
ḞT : P = Ḟji Pij = Ḟji Sik Fkj

T
T
= Fkj Ḟji Sik = (FT · Ḟ) : S (sym. of S) (2.6.22)
1
= (FT · Ḟ + ḞT · F) : S
2
where we have used the tensor decomposition into symmetric and skew symmetric
parts for FT and the double contraction of symmetric tensor S with skew symmet-
ric tensor vanishes.
Noting that the term in parentheses in the above is the time derivative of the
Green strain tensor E, so
ḞT : P = Ė : S = ρ0 ẇint (2.6.23)

It shows that the rate of the Green strain tensor is work conjugate with the second
Piola-Kirchhoff stress.
3
Constitutive models
3.1 The stress strain curve
A stress-strain curve is a graph derived from measuring load (stress - ?) versus ex-
tension (strain - ?) for a sample of a material. The nature of the curve varies from
material to material. The following diagrams illustrate the stress-strain behaviour
of typical materials in terms of the engineering stress and engineering strain where
the stress and strain are calculated based on the original dimensions of the sample
and not the instantaneous values. In each case the samples are loaded in tension
although in many cases similar behaviour is observed in compression.
Tangent modulus is defined as the slope of a line tangent to the stress-strain
curve at a point of interest. Tangent modulus can have different values depending
on the point at which it is determined. For example, tangent modulus is equal
to the Young’s Modulus when the point of tangency falls within the linear range
of the stress-strain curve. Outside the linear elastic region, at point A shown
for example, tangent modulus is always less than the Young’s modulus. Tangent
modulus is mostly used to describe the stiffness of a material in the plastic range,
and it is denoted by Et.
3.2 Elasticity
A material is said to be elastic if it deforms under stress (e.g., external forces), but
then returns to its original shape when the stress is removed.
68 Constitutive models Chap. 3
3.2.1 Linear elasticity

In this section, we derive the generalized Hook law for linear elastic materials
from the simple case of isotropic linear elastic material which is introduced in any
text of strength of materials.
The normal strains is written in terms of normal stresses as
1
εx = (σx − νσy − νσz )
E
1
εy = (σy − νσz − νσx ) (3.2.1)
E
1
εz = (σz − νσx − νσy )
E
where E and ν are the Young’s modulus and Poisson’s ratio, respectively.
Solving this system of equations with the stresses as unknowns, we have the
following relation
Eν E
σx = (εx + εy + εz ) + εx (3.2.2)
(1 + ν)(1 − 2ν) 1+ν
The shearing stress σxy is given by
σxy = µγxy (3.2.3)

where γxy is the engineering shear strain and µ is the shear modulus which can be
shown to have relation with the Young’s modulus and Poisson’s ratio as
E
µ= (3.2.4)
2(1 + ν)
Define the constants λ by
Eν
λ= (3.2.5)
(1 + ν)(1 − 2ν)
Similarly, we obtain the expressions for the other components of the stress
tensor which allows us to write generally as
σij = λεkk δij + 2µεij (3.2.6)
where εkk = εx + εy + εz is the so-called dilatation and δij is the Kronecker delta
and λ, µ are the Lamé’s constants. The Young’s modulus and Poisson’s ratio can
be expressed in terms of the Lamé’s constans through equations (from Eq. (3.2.5))
Sec. 3.2 Elasticity 69
µ(3λ + 2µ)
E=
λ+µ
(3.2.7)
λ
ν=
2(λ + µ)
The equation Eq. (3.2.6) can be written as
σij = Cijkl εkl , Cijkl = λδij δkl + 2µδik δjl (3.2.8)
In tensor notation, the above reads
σ = C : ε, C = λI ⊗ I + 2µI (3.2.9)
where I and I are the identity second-order and fourth-order tensors, respectively.
We have just derived the general Hook law for linear elastic materials which
gives the constitutive equation as
σ = C : ε, σij = Cijkl εkl (3.2.10)
We chose the derivation process from simple isotropic materials to the general
case of anisotropic materials. We believe that this is indeed very simple and avoids
complexity of tensors theory.
Since the stress and strain are symmetric, the elastic modulus tensor C must
possess the minor symmetries given by
Cijkl = Cjikl , Cijkl = Cijlk (3.2.11)
This reduces the number of components of C from 34 = 81 down to 6 × 6 = 36.

In addition, it can be shown that the tensor C also possess the major symmetry
Cijkl = Cklij (3.2.12)
which further reduces the number of components down to n(n + 1)/2 = 21, for
n = 6.
It is convenient to use the Voigt notation where the symmetry of the stress and
strain tensors are used.
11 → 1 22 → 2 33 → 3
(3.2.13)
23 → 4 13 → 5 12 → 6
 

 σ11 

σ22
  
 

σ11 σ12 σ13

 

σ33
 
σ=  σ22 σ23  → {σ} = (3.2.14)
 σ23
sym σ33  

σ
 
 13

 

 
σ12

{ε}T = ε11 ε22 ε33 2ε23 2ε13 2ε12

(3.2.15)
where the off-diagonal terms have been doubled to ensure that the product {ε}T {σ}
give correct internal energy
σ : ε = {ε}T {σ} (3.2.16)

The matrix of elastic constant can be obtained from the tensor components
Cijkl by mapping the first and second pairs of indices according to the mapping
rule given in Eq. (3.2.13). For example, C11 = C1111 , C12 = C1122 , C15 = C1131
etc.
σ11 = C1111 ε11 + C1112 ε12 + C1113 ε13

= C1121 ε21 + C1122 ε22 + C1123 ε23
(3.2.17)
= C1131 ε31 + C1132 ε32 + C1133 ε33
= C11 ε1 + C12 ε2 + C13 ε3 + C14 ε4 + C15 ε5 + C16 ε6
Then
{σ} = [C] {ε} (3.2.18)

Written explicitly,
    

 σ1 
 C11 C12 C13 C14 C15 C16   ε1 

σ2  C22 C23 C24 C25 C26  ε2

 
  
 


   
   
σ3 C33 C34 C35 C36  ε3
   
=  (3.2.19)

 σ4 


 C44 C45 C46 
 ε4 

σ SY M C55 C56   ε5
   
5

 
   

   
σ6 C66 ε6
   
The above holds true for any anisotropic linear elastic materials.
Return back to the case of isotropic linear elastic materials, using Eq. (3.2.8)
we can compute the components Cijkl and the Voigt mapping allows us to trans-
form them into the matrix form as
    

 σ1 
 λ + 2µ λ λ 0 0 0   ε1 

σ2  λ + 2µ λ 0 0 0 ε2

 
  
 


   
   
σ3 λ + 2µ 0 0 0 ε3
   
=  (3.2.20)

 σ4 


 µ 0 0 ε4 

σ SY M µ 0  ε5
   
5

 
   

   
σ6 µ ε6
   
In the case of plane strain

 
λ + 2µ λ 0
[C] =  λ λ + 2µ 0  (3.2.21)
0 0 µ
And in plane stress
 
2(λ + µ) λ 0
2µ 
[C] = λ 2(λ + µ) 0  (3.2.22)
λ + 2µ
0 0 µ
Expressing the Lamé’s constants in terms of the Young’s modulus and the
Poisson’s ratio, we obtain the very familiar matrix of elastic constants used in
linear elasticity finite element program. In three dimensions,
 
1−ν ν ν 0 0 0
 ν
 1−ν ν 0 0 0 

 ν ν 1 − ν 0 0 0 
1 − 2ν
 
E 
 0

[C] = 0 0 0 0 
(1 + ν)(1 − 2ν)  2 

 0 1 − 2ν 
0 0 0 0 
 2 
 1 − 2ν 
0 0 0 0 0
2
(3.2.23)
and in plane strain
1−ν
 
ν 0
E  ν 1 − ν 0 
[C] = (3.2.24)
(1 + ν)(1 − 2ν) 1 − 2ν
 
0 0
2
whereas in plane stress
 
1 ν 0
E ν 1 0 
[C] = (3.2.25)
1 − ν2 1 − 2ν
 
0 0
2
3.2.2 Incompressible isotropic elasticity

From equations given in (3.2.1), we have
1 − 2ν
εii = σii (3.2.26)
E
When ν → 0.5 ( or λ → ∞), we have εii = ui,i = 0. The material is called
incompressible. Obviously, in this case the constitutive equation
σij = λuk,k δij + 2µεij (3.2.27)

will not work. It is necessary to formulate a constitutive equation for both com-
pressible and incompressible cases. To this end, we introduce a variable p and
write the constitutive equations as
σij = −pδij + 2µεij (3.2.28a)

p
ui,i + = 0 (3.2.28b)
λ
In the case of compressibility, we can eliminate p from the first equation by using
the second equation. Otherwise, if the material is incompressible, i.e., λ → ∞
then the second equation implies ui,i = 0.
3.2.3 Hyperelastic materials

A hyperelastic or Green elastic material is an ideally elastic material for which
the stress-strain relationship derives from a strain energy density function. The
hyperelastic material is a special case of a Cauchy elastic material. The behavior
of unfilled, vulcanized elastomers often conforms closely to the hyperelastic ideal.
Filled elastomers and biological tissues are also often modeled via the hyperelastic
idealization.
∂ψ(C)
S=2 (3.2.29)
∂C
A consequence of the existance of a stored energy function is that the work
done on a hyperelastic mateiral is independent of the deformation path. To illus-
trate the independence of work on deformation path, consider two deformation
state C1 to C2 ,
Z C2
1
S : dC = ψ(C2 ) − ψ(C1 ) (3.2.30)
2 C1
3.2.4 Elasticity tensors

∂Sij ∂ 2ψ
Ṡij = Ċkl = 2 Ċkl (3.2.31)
∂Ckl ∂Cij ∂Ckl
∂ 2ψ ∂ 2ψ
Ṡ = 2 : Ċ = 4 : Ė (3.2.32)
∂C∂C ∂C∂C
Ṡ = CSE : Ė (3.2.33)
where
∂ 2ψ ∂ 2ψ
CSE = 4 , Cijkl = 4 (3.2.34)
∂C∂C ∂Cij ∂Ckl
is the material or Lagrangian tangent modulus, which is also called the second
elasticity tensor. This fourth-order tensor has minor symmetries, Cijkl = Cjikl
and Cijkl = Cijlk . In addition, since the stored energy is smooth, the tangent
modulus of hyperelastic materials has the major symmetry Cijkl = Cklij .
In what follows, we derive the equivalent of Eq. (3.2.33) in the Eulerian for-
mulation. We start by the relation of the rate of second Piola-Kirchhoff stress to
the convected rate of the Kirchhoff stress and the relation of Ė and D,
τ ∇c = F · Ṡ · FT , Ė = FT · D · F (3.2.35)
Working in indicial notation, we can write
τij∇c = Fip Fjq Ṡpq

SE
= Fip Fjq Cpqmn Ėmn (3.2.36)
SE
= Fip Fjq Fkm Fln Cpqmn Dkl
where in the second step, Eq. (3.2.33) has been used. In tensor notation, the above
becomes
τ ∇c = Cτ : D, τij∇c = Cijkl
τ
Dkl (3.2.37)
where Cτ is the spatial or Eulerian elasticity tensor (the spatial form of the second
elasticity tensor CSE ) which is given by
τ SE
Cijkl = Fip Fjq Fkm Fln Cpqmn (3.2.38)
It is easy to transform the above to the Truesdell rate of the Cauchy stress as
follows
σ ∇T = J −1 τ ∇c = J −1 Cτ : D ≡ Cστ : D, Cστ = J −1 Cτ (3.2.39)
3.2.5 Isotropic hyperelastic materials

In the case of isotropic hyperelasticity, the stored energy function ψ can be con-
veniently written in terms of the invariants as
ψ(C) = ψ(I1 , I2 , I3 ) (3.2.40)

where Ii are the principle invariants of the tensor C 1 given by
I1 = tr(C) = Cii

1 2 2 1 2
I2 = tr(C) − tr(C ) = Cii − Cij Cji (3.2.41)
2 2
I3 = det(C)
The derivatives of the invariants with respect to the tensor C, which is necessary
in calculation of the stress tensor, are
∂I1 ∂I2 ∂I3

= I, = I1 I − CT , = I3 C−1 (3.2.42)
∂C ∂C ∂C
The second Piola-Kirchhoff stress tensor S is now computed by

∂ψ ∂ψ ∂I1 ∂ψ ∂I2 ∂ψ ∂I3
S=2 =2 + +
∂C ∂I1 ∂C ∂I2 ∂C ∂I3 ∂C
(3.2.43)
∂ψ ∂ψ ∂ψ ∂ψ −1
=2 + I1 I−2 C + 2I3 C
∂I1 ∂I2 ∂I2 ∂I3
where Eq. (3.2.42) was used in the second step. The Kirchhoff stress tensor is
given by
1
also invariants of the right Cauchy-Green tensor b
τ = F · S · FT
(3.2.44)

∂ψ ∂ψ ∂ψ 2 ∂ψ
=2 + I1 b−2 b + 2I3 I
∂I1 ∂I2 ∂I2 ∂I3
where b is the left Cauchy-Green tensor and the expression of S in Eq. (3.2.43)
was used. The expression for the Cauchy stress is then easily obtained by divide
the above by the Jacobian J.
The last thing left is the analytical expression of the stored energy function ψ.
For completeness, we present here some of the most widely used hyperelasticity
models such as the Neo-Hookean, the Mooney-Rivlin models. For others, reader
is referred to the literature in the subject.
Compressible Neo-Hookean material
1 1
ψ(C) = λ0 (ln J)2 − µ0 ln J + µ0 (I1 − 3) (3.2.45)
2 2
where λ0 , µ0 are the Lamé constants and J = det(F), I3 = det(C) = J 2 .
From Eq. (3.2.45), we can compute the following quantities
∂ψ 1 ∂ψ ∂ψ 1
= µ0 , = 0, = λ0 ln JJ −2 − µ0 J −2 (3.2.46)
∂I1 2 ∂I2 ∂I3 2
The second Piola-Kirchhoff stress tensor is therefore given by
S = µ0 (I − C−1 ) + λ0 ln JC−1 (3.2.47)

and the Kirchhoff stress tensor is
τ = µ0 (b − I) + λ0 ln JI (3.2.48)
where b is the left Cauchy-Green strain tensor.
The Lagrangian elasticity tensor is given by
∂S
CSE = 2
∂C (3.2.49)
−1 −1 ∂C−1
= λ0 C C − 2(µ0 − λ0 ln J)
∂C
where, for the second equality, Eq. (3.2.47) has been used. In order to compute
the derivative of inverse of a tensor, recall that the directional derivative of the
inverse of a tensor is given by
D(C−1 )[∆C] = −C−1 ∆CC−1 (3.2.50)

In addition, this directional derivative is related to the partial derivatives as
∂C−1
D(C−1 )[∆C] = : ∆C (3.2.51)
∂C
Consequently,
∂C−1

−1 −1
= −Cik Cjl (3.2.52)
∂C ijkl
Letting λ = λ0 , µ = µ0 − λ0 ln J, the Lagrangian elasticity tensor in component

form are
SE
Cijkl = λCij−1 Ckl
−1 −1 −1
+ 2µCik Cjl (3.2.53)
From Eq. (3.2.38), the Eulerian elasticity tensor is given by
τ
Cijkl = λδij δkl + 2µδik δjl (3.2.54)
Noting that this tensor is very similar to the one of small strain linear elasticity
except that the shear modulus µ depends on the deformation. In the plane strain
condition, the Voigt form of the Eulerian elasticity tensor is given by
 
λ + 2µ λ 0
[Cτ ] =  λ λ + 2µ 0  (3.2.55)
0 0 µ
Mooney-Rivlin material
3.2.6 Incompressible isotropic hyperelasticity

3.2.7 Isotropic hyperelasticity in principle directions
3.3 One dimensional plasticity

1. A decomposition of strain rate into an elastic, reversible part ε̇e and an irre-
versible plastic part ε̇p ;
2. A yield function f (σ, q) which governs the onset and continuance of plastic
deformation; q are internal variables;
3. A flow rule which determines the plastic strain increment;

Sec. 3.3 One dimensional plasticity 77
4. Evolution equations for internal variables, including a strain hardening re-

lation which governs the evolution of the yield function f (σ, q).
The strain increment (or strain rate) is assumed to be additively decomposed

into elastic and plastic parts:
ε̇ = ε̇e + ε̇p (3.3.1)

The stress rate is related to elastic strain rate by Hook’s law:
σ̇ = E ε̇e (3.3.2)
In the nonlinear elastic-plastic regime, the stress-strain relation reads
σ̇ = E tan ε̇ (3.3.3)
where E tan is the elastic-plastic tangent modulus.
The plastic strain rate is given by a flow rule which is often specified in term
of a plastic flow potential ψ
∂ψ
ε̇p = λ̇ (3.3.4)
∂σ
where λ̇ is the plastic rate parameter. An example of a flow potential is
∂ψ
ψ = σ = |σ| = σsign(σ), = sign(σ) (3.3.5)
∂σ
where σ is the effective stress. Plastic deformation occurs only when the yield
function f is zero:
f = σ − σY (ε) = 0 (3.3.6)
with σY (ε) is the yield strength in uniaxial tension and ε is the effective plastic
strain given by
Z √
ε = ε̇dt, ε̇ = ε̇p ε̇p (3.3.7)
with ε̇p = λ̇sign(σ), we have
ε̇ = λ̇ (3.3.8)
The flow rule can be rewritten by
∂f
ε̇p = ε̇sign(σ) = ε̇ (3.3.9)
∂σ
Here, we have, ∂f /∂σ = ∂ψ/∂σ: associative plasticity.

During plastic loading, the stress must remain on the yield surface f = 0, so
f˙ = 0. Enforcement of this leads to the so-called consistency condition:
f˙ = σ̇ − σ̇Y (ε) = 0 (3.3.10)

which gives
dσY (ε)
σ̇ = ε̇ = H ε̇ (3.3.11)
dε
From Eq. 3.3.3,
σ̇ = E tan ε̇
= E tan (ε̇e + ε̇p ) (3.3.12)
1 1
= E tan ( σ̇ + σ̇)
E H
Finally, it yields
1 1 1 tan E2
tan
= + , E =E− (3.3.13)
E E H E+H
Consider a plastic switch parameter β with β = 1 corresponding to plastic loading
and β = 0 corresponding to elastic loading or unloading, we can rewrite the
tangent modulus
E2
E tan = E − β (3.3.14)
E+H
Extension to kinematic hardening
Flow rule
∂ψ
ε̇p = λ̇ , ψ = |σ − α| (3.3.15)
∂σ
Yield function
f = |σ − α| − σY (ε) = 0 (3.3.16)
An evolution equation for the internal variable α is necessary. The simplest form
is the linear kinematic hardening: α̇ = κε̇p .
f˙ = (σ̇ − α̇)sign(σ − α) − H ε̇ = 0 (3.3.17)
1
ε̇ = (σ̇ − α̇)sign(σ − α) (3.3.18)
H
Sec. 3.4 Multidimensional plasticity 79
E ε̇sign(σ − α)
ε̇ = (3.3.19)
E+H +κ
E2
E tan = E − β (3.3.20)
E+H +κ
3.4 Multidimensional plasticity

3.4.1 Hypoelastic plasticity
The rate of deformation is additive decomposed into two parts as
D = De + Dp (3.4.1)
The stress rate is related to the elastic part of the rate of deformation tensor via the
hypoelastic law. So
σ̇ = CσJ e σJ p
el : D = Cel : (D − D ) (3.4.2)
The plastic rate of deformation Dp is given by
Dp = λ̇r(σ, q) (3.4.3)
where λ̇ is and r is the plastic flow direction which is defined as the normal to the
plastic flow potential Ψ, so
∂Ψ
r= (3.4.4)
∂σ
Evolution equation for the internal variables
q̇ = λ̇h(σ, q) (3.4.5)
The yield function
f (σ, q) = 0 (3.4.6)
Consistency condition f˙ = 0
fσ : σ̇ + fq · q̇ = 0 (3.4.7)
where we have adopted the symbols fσ and fq for the partial derivatives of f
with respect to the stress and the internal variables, respectively. From Eqs.
(3.4.2,3.4.3,3.4.5), the above can be written by
n o
σJ
fσ : Cel : (D − λ̇r + fq · λ̇h = 0 (3.4.8)
Solving for λ̇, we get
fσ : C∆J
el : D
λ̇ = (3.4.9)
−fq · h + fσ : C∆J
el : r
Introducing the above into Eq. (3.4.2) gives
fσ : CσJ

el : D
σ̇ = CσJ
el : D− r (3.4.10)
−fq · h + fσ : CσJ
el : r
The above can be rearranged so that it can simply be written as
σ̇ = Cep : D (3.4.11)
where Cep is the so-called elasto-plastic tangent modulus which is given by
(CσJ σJ
el : r) ⊗ (fσ : Cel )
Cep = CσJ
el − (3.4.12)
−fq · h + fσ : CσJ
el : r
3.4.2 Large strain J2-plasticity

Von-Mises yield function, associated plastic flow rule.
3.4.3 Small strain plasticity

Replace the rate of deformation tensor D by the rate of the strain tensor ε and no
need objective stress rate, just use the rate of the Cauchy stress tensor.
3.4.4 Small strain J2-plasticity

Experimental observations of the plastic deformation process of metal alloys show
that it is the shape change which causes plastic deformation. Therefore, it is nat-
ural to express the yield function f in terms of the deviator stress tensor s.
1 1
f = JII − σy2 = 0, JII = s : s (3.4.20)
3 2
f˙ = fs : ṡ = s : ṡ = 0 (3.4.21)
Sec. 3.4 Multidimensional plasticity 81
Box 3.1 Small strain hypoelastic plastic model

1. Additive decomposition of strain rate
ε̇ = ε̇e + ε̇p (3.4.13)
2. Relation of stress rate and elastic strain rate
σ̇ = C : ε̇e = C : (ε̇ − ε̇p ) (3.4.14)
3. Plastic flow rule and evolution equation
ε̇p = λ̇r(σ, q), q̇ = λ̇h(σ, q) (3.4.15)
4. Yield function
f (σ, q) = 0 (3.4.16)
5. Plastic rate parameter (obtained from consistency condition)

fσ : C : ε̇
λ̇ = (3.4.17)
−fq · h + fσ : C : r
6. Relation between stress rate and strain rate
σ̇ = Cep : ε̇ (3.4.18)
7. Elasto-plastic tangent modulus
(C : r) ⊗ (fσ : C)
Cep = C − (3.4.19)
−fq · h + fσ : C : r
∂f
ε̇p = λ̇ = λ̇s (3.4.22)
∂s
From f˙ = 0 and the flow rule ε̇p = λ̇a, we can determine the plastic rate parame-
ter λ̇
aT Del ε̇
λ̇ = (3.4.23)
aT Del a
Having defined λ̇, it is now ready to determine the elasto-plastic tangent constitu-
tive matrix Dep , σ̇ = Dep ε̇
σ̇ = Del (ε̇ − ε̇p )

= Del (ε̇ − λ̇a)
aT Del ε̇ (3.4.24)
= Del (ε̇ − a)
aT Del a
aT Del
= (Del − Del T el a)ε̇
a D a
with
aT Del
Dep = Del − Del a (3.4.25)
aT Del a
Von Mises elasto-plastic material with hardening
Consider the effective (or equivalent) stress σ eq and effective plastic strain εpeq
which are given by
r
3
σ eq = sij sij (3.4.26)
2
r
2 p p
εpeq = ε ε (3.4.27)
3 ij ij
3.5 Hyperelastic plastic materials

1.
F = Fe · Fp (3.5.1)
2.
∂ w̄(Ēe )
S̄ = (3.5.2)
∂ Ēe
Sec. 3.6 Viscoelasticity 83
D e p
L = Ḟ · F−1 = (F · F ) · (Fe · Fp )−1
Dt (3.5.3)
= Ḟe · (Fe )−1 + Fe · Ḟp · (Fp )−1 · (Fe )−1
Defining the elastic and plastic part of L as
Le = Ḟe · (Fe )−1 , Lp = Fe · Ḟp · (Fp )−1 · (Fe )−1 (3.5.4)
1 1
De = (Le + LeT ), We = (Le − LeT )
2 2 (3.5.5)
1 1
Dp = (Lp + LpT ), Wp = (Lp − LpT )
2 2
Velocity gradient L̄ on Ω̄ is defined as the pull back of L by Fe
L̄ = FeT · L · Fe

eT e e −1 e p p −1 e −1
= F · Ḟ · (F ) + F · Ḟ · (F ) · (F ) · Fe (3.5.6)
= FeT · Ḟe + FeT · Fe · Ḟp · (Fp )−1
3.6 Viscoelasticity
4
Finite element method
4.1 Introduction
The aim of this section is to introduce the underlying features of the finite element
methods (FEM). Since this method has origin in the field of mechanics, many ter-
minologies of the FEM are named using of mechanics such as stiffness matrix,
virtual displacement etc. The standard procedure to obtain a numerical solution
for the partial differential equations by the finite element methods is presented in
details. For this purpose, we usually start with the governing equations of prob-
lem at hand and then build the equivalent weak form using the weighted residual
methods. The finite element approximations of the unknown function are then
built and substituted into the weak form to get the discrete equations which can be
solved.
The problem of linear elasticity for both static and dynamic is presented. The
incompressible elasticity which requires the use of the mixed finite element ap-
proximation, or the penalty formulation with selective reduced integration is also
introduced.
The family of most widely used finite elements in two and three dimensions
are presented and the numerical integration rules such as the Newton-Cotes and
Gauss quadrature is
Thermal analysis with the finite elements is

86 Finite element method Chap. 4
4.2 One dimensional PDE

4.2.1 Problem statement
It is obvious that one dimensional PDE is best suited for the purpose of illustrating
the method. For this, considering the following problem: find u(x) satisfy
d2 u
+ x = 0, 0<x<1 (4.2.1)
dx2
u(0) = 1 (4.2.2)
u,x (1) = 1 (4.2.3)
The Eqs. (4.2.2) and (4.2.3) are the so-called boundary conditions and the above
problem is called the boundary value problem which is often abbreviated as BVP.
For this simple BVP, one can easily find the exact solution which is given by
−x3 + 9x + 6
u(x) = (4.2.4)
6
4.2.2 Continuity of functions

We define the continuity of functions as follows: a function is C n if its nth deriva-
tive is a continuous function. Thus a C 1 function is continuously differentiable,
i.e., its first derivative exists and is continuos everywhere. A function is said to
be C 0 if its fisrt derivative is piecewise continuous. That is the first derivative is
discontinuous at points (for one dimensional function), at lines (for two dimen-
sional functions) and at surfaces for three dimensional functions. Fig. 4.1 shows
an illustration of an one dimensional C 0 function.
4.2.3 Weak formulation

According to the weighted residual methods, the differential equation will be sat-
isfied in an integration sense by converting it into an integral equation. The dif-
ferential equation is multiplied with a weighting function and then averaged over
the domain.
If v(x) is a weighting function or test function, then the equivalent integral
equation is given by
Z 1
(u,xx + x)v(x)dx = 0 (4.2.5)
0
Sec. 4.2 One dimensional PDE 87
f(x)
1
x
0 1 2
f’(x)
1
x
0 1 2
−1
Figure 4.1: A C 0 function in one dimension
where the test function v(x) can be any function which is sufficiently well-behaved
to make sense the integration.
If you look at the Eq. (4.2.5), you will notice that the derivative of u(x) is
of second order while there is no derivative of v(x). This will lead to a lack of
symmetry in the formulation which we would like to avoid because of numerical
reasons. To do this, applying the integration by part for the first term as following
Z 1 Z 1
u,xx vdx = u,x v|10 − u,x v,x dx (4.2.6)
0 0
Since v(0) = 0 and u,x (1) = 1, we obtain

Z 1 Z 1
u,xx vdx = v(1) − u,x v,x dx (4.2.7)
0 0
Substituting Eq. (4.2.7) into Eq. (4.2.5), after rearranging terms, gives
Z 1 Z 1
u,x v,x dx = v(1) + xvdx (4.2.8)
0 0
Smoothness of trial and test functions
Looking at the weak form given in Eq.(4.2.8), the test and trial functions are only
C 0 functions so that the weak form is integrable. In addition, the trial function
must satisfy the essential boundary condition. Such functions are indicated sym-
bolically by
U = { u | u ∈ C 0 (x), u(0) = 1 } (4.2.9)

The test function must vanish on the essential boundary. So, the space of test
function is
U0 = { v | v ∈ C 0 (x), v(0) = 0 } (4.2.10)
Find u(x) ∈ U such that

Z 1 Z 1
u,x v,x dx = v(1) + xvdx ∀v(x) ∈ U0 (4.2.11)
0 0
and u(0) = 0
The above is the weak form of the problem in question. The finite element meth-
ods always start from this weak form to build the approximation solution.
Noting that the boundary condition u,x (1) = 1 was used in derivation of the
weak form, so it is automatically satisfied. It is therefore called the natural bound-
ary condition or the Newmann boundary condition. On the other hand, the bound-
ary condition u(0) = 1 must be satisfied by the function u(x), it is named the es-
sential boundary condition or the Dirichlet boundary condition. In mechanics, the
natural boundary condition is the external traction applied on the body whereas
the essential boundary conditions are the prescribed displacements imposed on
some parts of the body.
It should be emphasized the step of integration by parts in the procedure of
developping a weak form since this reduces the degree of differentiation of the
unknown function u(x) hence reduces the continuity of this function.
Mathematical form of the weak form

The above weak formulation can be written in the following abstract form: Find
u(x) ∈ U such that
a(u, v) = v(1) + L(v) for all v ∈ U0 (4.2.12)

where the bilinear form a(u, v) is defined by
Z 1
a(u, v) ≡ u,x v,x dx (4.2.13)
0
and the linear form L(v) is defined by

Z 1
L(v) ≡ xvdx (4.2.14)
0
4.2.4 Finite element discretization

If we replace the function u(x) by an approximation uh (x) belongs to the function
space Sh , we come up with the approximate weak form or discretized weak form
Find uh (x) ∈ Sh such that

Z 1 Z 1
(4.2.15)
h h
u,x v,x dx = v(1) + xv h dx ∀v h (x) ∈ Sh0
0 0
where the highest derivative of both trial and weighting functions are the same,
so we can choose them from the same function space Sh . In addition, the highest
derivative is now reduced to one which makes the choice of these functions easier.
The construction of a finite element approximation begins by partition the
domain in question (here is [0, 1]) into m non-overlaping subdomains called finite
elements. Nodes are then placed at the vertex of these elements. Denote n as the
total number of nodes in the domain. The coordinates of the nodes are denoted
by xI and the element domains are denoted by Ωe . In one dimension, Ωe =
[xI , xI+1 ]. Associated with each node is a shape function NI (x) which is nonzero
only over a small region called nodal support. The support of a nodal shape
function is defined by the union of the elements connected to this node. Fig. 4.2
is an example of finite element discretization of one dimensional domain into five
two node elements. The supports of node 1 and node 4 are also indicated.
Figure 4.2: Finite element mesh: nodes and elements
The finite element approximation reads
n
X
h
u (x) = NI (x)uI (4.2.16)
I=1
where uI are the values of the function u(x) at nodes. They are ususally called
degrees of freedom and are unknowns need be determined of the problem.
The test function v h (x), according to the Bunov-Galerkin method, is approxi-
mated by the same shape functions
n
X
h
v (x) = NI (x)vI (4.2.17)
I=1
By substituting the finite element approximations for the trial and test functions
given in Eqs. (4.2.16), (4.2.17) into the weak form (4.2.15), we obtain
Z 1 Z 1
NI,x NJ,x uJ vI dx = NI (1)vI + xNI vI dx (4.2.18)
0 0
Since vI are arbitrary except I = 1, i.e., node on essential boundary condition, we
obtain (n − 1) equations
Z 1 Z 1
NI,x NJ,x dx uI = NI (1) + xNI dx I = 2, . . . , n (4.2.19)
0 0
Let us define
Z 1
KIJ = NI,x NJ,x dx ≡ a(NI , NJ ) (4.2.20)
0
which is called the stiffness matrix and
Z 1
fI = NI (1) + xNI dx ≡ NI (1) + L(NI ) (4.2.21)
0
is the external nodal force. The equation (4.2.19) is then written as
KIJ uJ = fI I = 2, . . . , n (4.2.22)
The above can be written in matrix notation as follows 1
Ku = F (4.2.23)
where the global stiffness matrix is given by
 
K11 K12 · · · K1n
 K21 K22 · · · K2n 
K =  .. (4.2.24)
 
.. ... .. 
 . . . 
Kn1 Kn2 · · · Knn
and the external nodal force vector and nodal displacement vector are given by
   

 F 1 
 
 u 1 

 F2 
   u2 
 
F= .. , u= .. (4.2.25)


 . 
 
 . 

 F   
 u  
n n
Solution of Eq.(4.2.23) gives the nodal displacements uI , the function u(x) at any
point is then computed by Eq.(4.2.16).
1
usually the whole matrix is calculated, the essential displacement boundary is then imposed.
E XAMPLE
In this example, the domain [0, 1] is discretized by two linear elements. Hence,
there are three nodes with associated shape functions are given by
1 − 2x 0 ≤ x ≤ 21

N1 (x) = 1 (4.2.26a)
0 2
≤x≤1
0 ≤ x ≤ 12

2x
N2 (x) = (4.2.26b)
2(1 − x) 12 ≤ x ≤ 1
0 ≤ x ≤ 21

0
N3 (x) = (4.2.26c)
2x − 1 12 ≤ x ≤ 1
The integration over the domain is taken as the sum of integrals on each element
domain as follows (since the shape functions are elementwise continuous)
Z 1 Z 1/2 Z 1
KIJ = NI,x NJ,x dx = NI,x NJ,x dx + NI,x NJ,x dx (4.2.27)
0 0 1/2
Z 1/2 Z 1
fJ = NJ (1) + xNJ dx + xNJ dx (4.2.28)
0 1/2
Using Eq.(4.2.26), we can compute the stiffness matrix and the force vector.
Therefore, the system of equations reads
    
2 −2 0  u1   1/24 
−2 4 −2 u2 = 1/4 (4.2.29)
0 −2 2 u3 29/24
   
Before solving the system of equation, the boundary condition u(0) = 0 must be
imposed. Since finite element shape functions satisfy the Kronecker delta prop-
erty, i.e., NI (xJ ) = δIJ , we then have
n
X n
X
h
u (xJ ) = NI (xJ )uI = δIJ uI = uJ (4.2.30)
I=1 I=1
The conditions uh (0) = 1 is then satisfied by simple make u1 = 1. Applying the

boundary condition u1 = 1, we obtain
 
 1 
−2 4 −2 1/4
u = (4.2.31)
0 −2 2  2  29/24
u3
Although the above equation can be easily solved, we rewrite it in the following
form which is suited for implementation

4 −2 u2 1/4 −2
= −1 (4.2.32)
−2 2 u3 29/24 0
Solution of this system gives us u2 = 83/48 and u3 = 56/24, then the nodal
displacement vector is
 
 1 
u= 83/48 (4.2.33)
56/24
 
It is clear that if the boundary condition is u1 = 0, then Eq. (4.2.31) simply

becomes

4 −2 u2 1/4
= (4.2.34)
−2 2 u3 29/24
which is obtained from the full equation by simply deleting the first row and first
column (ones associated with the prescribed displacement). Therefore, if the dis-
placement boundary is homogeneous i.e., zero prescribed displacement, then it
suffices to delete the rows and columns corresponding to the prescribed degrees
of freedom, and solve the remaining system of equations.
For the nonhomogeneous displacement boundary, u1 = 1 in this problem for
example, the approach using a penalty parameter has been shown very sufficient.
    
2 + k −2 0  u1   1/24 + k 
 −2 4 −2 u2 = 1/4 (4.2.35)
0 −2 2 u3 29/24
   
It is obvious that if k is very large compared to other terms of K then we have

immediately u1 = 1. We can generalize the above to the case uq = ū
 
 0 
 
0 ··· 0
 
 .. 

.

 

 
 .. ..  u = f +
K +  . k kū (4.2.36)

. 
0 ··· 0

 .. 



 . 


 
0
where k is on the qth diagonal term.
Properties of the stiffness matrix

The stiffness matrix given in Eq.(4.2.20) is banded, symmetric and positive defi-
nite. The symmetry of this matrix is clear and the fact that it is a banded matrix is
due to the local support property of finite element shape functions. Before giving
the proof of the positive definiteness of the stiffness matrix, the definition of what
positive definite matrix is given.
Definition 4.2.1. The square matrix A is positive definite if and only if
1. cT Ac ≥ 0 for all vector c
2. cT Ac = 0 if c = 0
The proof of (1) is given as follows
cT Kc = cI KIJ cJ
= cI a(NI , NJ )cJ
= a(cI NI , cJ NJ ) (4.2.37)
Z 1
h h
= a(u , u ) = (uh,x )2 dx ≥ 0
0
Z 1
T
From the proof of (1), c Ac = 0 means (uh,x )2 dx = 0
0
4.2.5 Element point of view

1. Domain Ωe . [xI xI+1 ]
2. Nodes, coordinates {xI , xI+1 }
3. Degrees of freedom uI , uI+1
4. Shape functions NI (x), NI+1 (x)
5. Interpolation function
uhe (x) = NI (x)uI + NI+1 (x)uI+1
1. Domain . [ξ1 ξ2 ]
2. Nodes, coordinates {ξ1 , ξ2 }
3. Degrees of freedom u1 , u2
4. Shape functions N1 (ξ), N2 (ξ)

5. Interpolation function
uhe (ξ) = N1 (ξ)u1 + N2 (ξ)u2
1 1
x = (1 − ξ)xI + (1 + ξ)xI+1 (4.2.38)
2 2
Z 1 Z 1/2 Z 1
KIJ = NI,x NJ,x dx = NI,x NJ,x dx + NI,x NJ,x dx
0 0 1/2
Z Z (4.2.39)
= NI,x NJ,x dx + NI,x NJ,x dx
Ω1 Ω2
Z
K11 = N1,x N1,x dx (4.2.40)
Ω1
Z
K12 = N1,x N2,x dx (4.2.41)
Ω1
Z Z
K22 = N2,x N2,x dx + N2,x N2,x dx (4.2.42)
Ω1 Ω2
Z
K23 = N2,x N3,x dx (4.2.43)
Ω2
Z
K33 = N3,x N3,x dx (4.2.44)
Ω2
Z
Kije = e
Ni,x e
Nj,x dx (4.2.45)
Ωe
xe2 − x x − xe1
N1e (x) = , N2e (x) = (4.2.46)
he he
 1 1

K11 K12 0
1 1 2 2 
K = K21 K22 + K11 K12 (4.2.47)
2 2
0 K21 K22

1 1 −1
Ke = (4.2.48)
he −1 1
Z
e
fJ = NJ (1) + xNJ dx (4.2.49)
Ωe
Sec. 4.3 Galerkin methods 95
4.3 Galerkin methods

Considering a partial differential equation on a domain Ω with boundary Γ, de-
fined by the differential operator L : u 7→ Lu and linear form f : Ω → R:
Lu(x) = f (x) in Ω (4.3.1a)

u=u on Γ (4.3.1b)
One of the most general techniques to solve such an equation numerically is

the weighted residual method. In this method, the unknown field u is approxi-
mated by trial functions Φ (also called shape functions) and nodal parameters u
in the form u ≈ uh = ΦT u. Replacing u with uh in the PDE gives
∀x ∈ Ω, εh (x) = Luh (x) − f (x) (4.3.2)

where εh is the residual error, which is non-zero, since an approximation function,
living in a function space of finite size, cannot fulfill the original equation exactly
everywhere in Ω.
A set of test functions Ψ are chosen and the system of equations is determined
by setting εh orthogonal2 to this set of test functions:
Z
ΨεdΩ = 0 (4.3.3)
Ω
Z
Ψ(Luh (x) − f (x))dΩ = 0 (4.3.4)
Ω
Z X N
Ψ L( ΦI (x)uI ) − f (x) dΩ = 0 (4.3.5)
Ω I=1
In the above equations, it was implicitly assumed that integrals are capable of
being evaluated. This places certain restrictions on the families to which functions
Ψ and Φ must belong. In general, if nth order derivatives occur in the operator
L, then the trial and test functions must be Cn−1 (n − 1 continuous derivatives).
Usually, integration by parts is applied in Equation 4.3.5 to lower the order of
derivation, decreasing the order of continuity required for the test and trial spaces.
The form of the partial differential equation is called the weak form associated
with the strong form given in Equation 4.3.1.
In order to obtain the discrete equations, the unknown function u(x) and the
test function Ψ are approximated by
2
R
in the sense of the inner product < u, v >= Ω
uvdΩ
N
X
h
u (x) = ΦI (x)uI
I=1
N
(4.3.6)
X
δuh (x) = ΨI (x)δuI
I=1
where δuI are arbitrary coefficients, uI are unknowns of the problem.

The choice of the functions ΨI (x) leading to different methods such as collo-
cation and Galerkin methods which are described in the next section.
Collocation method
Assume the xJ to denote the set of points in the computational domain, in the
collocation method, the test functions Ψ are chosen to be Dirac delta distributions
δ(x−xJ ), because of the sifting property of the Dirac delta distributions, the weak
form, Equation 4.3.5, reduces to the strong form, evaluated at all the nodes in the
domain. The discrete equation can be written as
Luh (xJ ) = f (xJ ) J ∈ Ω − Γ (4.3.7a)

u(xJ ) = u(xJ ) J ∈ Γ (4.3.7b)
The above is a set of algebraic equations whose unknowns are uJ .
The collocation method has two major advantages, namely (i) efficiency in
constructing the final system of equations since no integration is required and (ii)
shape functions are only evaluated at nodes rather than at integration points as in
other methods.
To better illustrate the method, consider the problem of a string on an elastic
foundation with the governing equations
d2 u
−a (x) + cu(x) + f = 0 0 < x < 1 (4.3.8a)
dx2
u(0) = u(1) = 0 (4.3.8b)
with specific parameters for solution are chosen a = 0.01, c = 1 and f = −1. The
domain is divided into an equally spaced set of nodes located at xJ , J = 1, ..., N
where the boundary points are nodes x1 and xN . By imposing the equations given
in Equation 4.3.8 at the N nodes, we obtain the following equations
n n
d2 X
X
−a 2 Φi (xJ )ui +c Φi (xJ )ui +f = 0 J = 2, ..., N −1 (4.3.9a)
dx i=1 i=1
Sec. 4.4 Finite element for linear elasticity 97
N
X
Φi (x1 )ui = 0 (4.3.9b)
i=1
N
X
Φi (xN )ui = 0 (4.3.9c)
i=1
The first equation is rewritten in the familiar form
X N N
X
−a Φi,xx (xj ) + c Φi (xj ) ui + f = 0 j = 2, ..., N − 1 (4.3.10)
i=1 i=1
The above equations may be written compactly as
Ku = f (4.3.11)
where the assembly procedure is performed by looping on separate sets of nodes
(herein, there are interior and essential boundary nodes).
Galerkin methods
The test and trial functions in Galerkin methods are given by
N
X
uh (x) = ΦI (x)uI
I=1
N
(4.3.12)
X
h
δu (x) = ΨI (x)δuI
I=1
If different shape functions are used for the approximation of the test and trial
functions, a Petrov-Galerkin method is obtained, otherwise we have a Bubnov-
Galerkin method. We will assume now that ΨI = ΦI though all derivations apply
also for a Petrov-Galerkin method.
4.4 Finite element for linear elasticity

4.4.1 Governing equations
Consider a domain Ω which may contain a discontinuity Γd as shown in Figure
4.3. Displacements ū are prescribed on Γu and tractions t̄ are prescribed on Γt .
The governing equations for elastodynamics include (i) linear momentum equa-
tion, (ii) strain measure and (iii) constitutive law.
Figure 4.3: Problem notations
Box 4.1 Governing equations of elastodynamics

1. Linear momentum equation
σij,j + bi = ρüi in Ω (4.4.1)
2. Strain measure
1
εij = (ui,j + uj,i ) in Ω (4.4.2)
2
3. Constitutive equation
σij = Cijkl εkl in Ω (4.4.3)
4. Boundary conditions
ui = ui on Γu (4.4.4)
ti = σij nj = ti on Γt (4.4.5)
Γu ∪ Γt = Γ; Γu ∩ Γt = ∅ (4.4.6)
5. Initial conditions
v(X, 0) = v0 (X), u(X, 0) = u0 (X) (4.4.7)
6. Interior continuity condition
on Γd : [[n · σ]] = 0 (4.4.8)


We follows the well known weighted residual methods to derive the weak formu-
lation of the elastodynamics problem. We start by the definition of the function
spaces for the trial function (displacement field) and the test function as
U = { vi | vi ∈ C 0 (x), vi = v̄i on Γu } (4.4.9)
U0 = { vi | vi ∈ C 0 (x), vi = 0 on Γu } (4.4.10)
The linear momentum equation (4.4.1) is multiplied with a weighting function

vi ∈ U0 , then integrated over the domain. That is
Z
vi (−ρüi + σij,j + bi )dΩ = 0 (4.4.11)
Ω
Taking the fact that vi σij,j = (vi σij ),j − vi,j σij , the above can be written as
Z Z Z Z
(vi σij ),j dΩ − σij vi,j dΩ + vi bi dΩ − vi ρüi dΩ = 0 (4.4.12)
Ω Ω Ω Ω
Using the Gauss’s theorem for the first term of the above gives
Z Z Z
(vi σij ),j dΩ = vi [[σij nj ]]dΓ + vi σij nj dΓ (4.4.13)
Ω Γd Γ
The first integral vanishes due to the continuity condition. For the second integral,
applying the natural condition given in Eq. (4.4.5) and the fact that vi vanishes on
the complement of Γt gives
Z Z
(vi σij ),j dΩ = vi ti dΓ (4.4.14)
Ω Γt
Introducing Eq.(4.4.14) into Eq.(4.4.12), we obtain
Z Z Z Z
vi ti dΓ − σij vi,j dΩ + vi bi dΩ − vi ρüi dΩ = 0 (4.4.15)
Γt Ω Ω Ω
Decomposing the tensor vi,j into symmetric and skew symmetric tensors, the term
σij vi,j can be written as

1 1
σij vi,j = σij (vi,j + vj,i ) + (vi,j − vj,i )
2 2
1
= σij (vi,j + vj,i ) (inner product of sym. and skew sym. tensors vanishes)
2
= σij (u)εij (v)
(4.4.16)
Substituting Eq. (4.4.16) into Eq. (4.4.15), after rearrangements, we have
Z Z Z Z
vi ρüi dΩ + σij (u)εij (v)dΩ = vi ti dΓ + vi bi dΩ (4.4.17)
Ω Ω Γt Ω
Written in tensor notation, the above becomes
Z Z Find u ∈ UZsuch that Z

ρv · üdΩ + σ(u) : ε(v)dΩ = v · bdΩ + v · t̄dΓ ∀v ∈ U0
Ω Ω Ω Γt
(4.4.18)
The above is the weak formulation of the linear momentum equation, the traction
equation and the continuity equation. It is emphasized that the above holds true
for any material. In case of static problem, the weak form is the well-known
principle of virtual displacement. For linear elastic materials, the weak form of
the elastodynamics is given by
Z Z Find u ∈ U such
Z that Z
ρv · üdΩ + ε(u) : D : ε(v)dΩ = v · bdΩ + v · t̄dΓ ∀v ∈ U0
Ω Ω Ω Γt
(4.4.19)
Minimum of potential energy
In case of static problems, the above weak form is identical to the principle of
minimum of potential energy which states that
Z Z Z
1
ΠTPE = σij εij dΩ + ui ti dΓ + ui bi dΩ (4.4.20)
Ω 2 Γt Ω

1 1 1
δ σij εij = δσij εij + σij δεij
2 2 2
1 1 (4.4.21)
= Cijkl δεkl εij + σij δεij
2 2
1 1
= σkl δεkl + σij δεij = σij δεij
2 2
4.4.3 Finite element discretization
Figure 4.4: A typical two dimensional finite element discretization, showing the
nodal support and a triangle element
In the finite element method, the domain in question is discretized into a set of
elements. The nodes are then inserted at the vertices of these elements. Each node
is associated with a shape function which is nonzero over a small subdomain. Fig-
ure (4.4) shows a finite element discretization using triangle elements, the support
of node is also indicated. Finite-dimensional subspaces Uh ∈ U and Uh0 ∈ U0
The weak form for the discrete problem can be stated as
Z Z Find uh ∈ UZ
h
such that Z
h h
ρv · ü dΩ + h
σ(u ) : ε(v )dΩ = h h
v · bdΩ + vh · t̄dΓ ∀vh ∈ Uh0
Ω Ω Ω Γt
(4.4.22)
The finite element approximation for the displacement field reads
uhi (x, t) ≡ NI (x)uiI (t) (4.4.23)

where NI (x) are finite element shape functions, uiI (t) are nodal values. The
lower case subscript is for the component and upper case subscript is for the nodal
value, i.e., uxI is the x displacement of node I. Noting that the shape functions
are constant whereas the nodal displacements are time dependent. This is called
the semi-discretization in space (time is not yet discretized). Writting the above
for all components of the displacement field, we obtain
uh = NI (x)uI (t); uT

I = uI vI wI (4.4.24)
The approximation of the acceleration is then given by
üh = NI (x)üI (4.4.25)

The test function is also approximated by the same shape functions (Bubnov-
Galerkin method),
vh = NI (x)vI (4.4.26)
Using the small strain measure given in Eq. (4.4.2), we can write
 ∂ 
0 0

 ε x  ∂x
   0 ∂ 0 
ε
 
y ∂y
  
 0 0 ∂  u 

 
  
εz
 
=
 ∂z  v (4.4.27)
∂ ∂ 
εyz   0 ∂z ∂y
w

   
 εxz  ∂ ∂ 
0
  

 
  ∂z ∂x

εxy ∂ ∂
0
 
∂y ∂x
By substituting the finite element approximation (Eq.4.4.24) into the above, we

obtain the expression for the strain in terms of the nodal displacements as
{ε} = BI uI (4.4.28)
where
 ∂N 
∂x
I
0 0
 0 ∂NI
 ∂y
0 
 0 ∂NI 
0 ∂z 
BI =  (4.4.29)

∂NI ∂NI 
 0 ∂z ∂y 
 ∂NI ∂NI 
 ∂z 0 ∂x

∂NI ∂NI
∂y ∂x
0
The B matrix for plane strain problems is given by
 ∂NI 
∂x
0
∂NI 
BI =  0 ∂y (4.4.30)
∂NI ∂NI
∂y ∂x
Using the Voigt notation, we can write
σ : ε = {ε}T {σ} (4.4.31)

and express the stress through the strain via the constitutive equation written in
matrix form
{σ} = D {ε} (4.4.32)

where D is the matrix of elastic constants which was given in previous chapter as
C, we obtain
σ(uh ) : ε(vh ) = vIT BT

I DBJ uJ (4.4.33)
where Eq. (4.4.28) has been used. Substituting the above, Eq.(4.4.25), Eq.(4.4.26)
into Eq.(4.4.22) gives
Z Z Z Z
vIT ρNT
I NJ dΩüJ + vIT BT
I DBJ dΩuJ = vIT NI bdΩ + vIT NI t̄dΓ
Ω Ω Ω Γt
(4.4.34)
Taking the arbitrariness of vIT
except on the essential boundary Γu (where the test
function vanishes), we obtain the finite element discrete equation for node I ∈
/ Γu
Z Z Z Z
ρNT
I NJ dΩüJ + T
BI DBJ dΩ uJ = NI bdΩ + NI t̄dΓ
Ω Ω Ω Γt
(4.4.35)
In compact form of matrix notation, the above is written as
Mü + Ku = f (4.4.36)
where
Z
M= ρNT NdΩ (4.4.37)
ZΩ
K= BT DBdΩ (4.4.38)
ZΩ Z
T
f= N bdΩ + NT t̄dΓ (4.4.39)
Ω Γt
Equation (4.4.36) is called the semidiscrete finite element equations since only
the space is discretized not the time. This is a second order ordinary differential
equation in time whose solution will be presented in Section...When the inertia
effect is neglected, the resulting equation Ku = f is called the equilibrium equa-
tion.
4.4.4 Consistent and lumped mass matrix

The mass matrix given in Eq.() is called the consistent mass matrix since it is
computed consistently with other terms in the discrete equations.
Z Z
e
MIJ = ρNI NJ dΩ = I ρNI NJ dΩe
T e
(4.4.40)
Ω Ω
4.5 Isoparametric finite elements

4.5.1 One dimensional Lagrange elements
The Lagrange polynomial is given by
(ξ − ξ0 )(ξ − ξ1 ) · · · (ξ − ξk−1 )(ξ − ξk+1 ) · · · (ξ − ξn )

lkn (ξ) = (4.5.1)
(ξk − ξ0 )(ξk − ξ1 ) · · · (ξk − ξk−1 )(ξk − ξk+1 ) · · · (ξk − ξn )
giving unity at point k and passing through n points. More terms than complete
polynomial expansion !!!
Linear elements
1 1
N1 = (1 − ξ), N2 = (1 + ξ) (4.5.2)
2 2
Quadratic elements
1 1
N1 = ξ(ξ − 1), N2 = 1 − ξ 2 , N3 = ξ(ξ + 1) (4.5.3)
2 2
4.5.2 Multi-dimensional Lagrange elements

NI (ξ, η) := lIn (ξ)lIm (η) (4.5.4)
n = 1 Q4 elements
1
N1 (ξ, η) = l11 (ξ)l11 (η) = (1 − ξ)(1 − η)
4
1
N2 (ξ, η) = l21 (ξ)l11 (η) = (1 + ξ)(1 − η)
4 (4.5.5)
1
N3 (ξ, η) = l21 (ξ)l21 (η) = (1 + ξ)(1 + η)
4
1
N4 (ξ, η) = l11 (ξ)l21 (η) = (1 − ξ)(1 + η)
4
The above can be written more compactly as
1
NI (ξ, η) = (1 + ξI ξ)(1 + ηI η) (4.5.6)
4
where ξI , ηI are natural coordinate of node I.
Higher order elements in this family are constructed similarity. For example,
the nine node quadrilateral elements are
Sec. 4.5 Isoparametric finite elements 105
1
NI = ξη(1 + ξ0 )(1 + η0 ) I = 1, 4
4
1 1
N5 = (1 − ξ 2 )(η 2 − η), N6 = (ξ 2 + ξ)(1 − η 2 )
2 2 (4.5.7)
1 1
N7 = (1 − ξ 2 )(η 2 + η), N8 = (ξ 2 − ξ)(1 − η 2 )
2 2
2 2
N9 = (1 − ξ )(1 − η )
1
NI (ξ, η) = (1 + ξI ξ)(1 + ηI η)(1 + ζI ζ) (4.5.8)
8
where ξI , ηI are natural coordinate of node I.
4.5.3 Triangle and tetrahedra elements

4.5.4 Properties of shape functions
Definition 4.5.1. A set of approximation functions NI (x) is said to be able to
reproduce a function p(x) if when uI = p(xI ), then
NI (x)uI = NI (x)p(xI ) = p(x) (4.5.9)
i.e., when the nodal values of the approximation are given by p(xI ), then the
function p(x) is exactly reproduced by the approximation NI uI . For example,
if the shape functions are able to reproduce constant, then if uI = 1, then the
approximation must be unity:
X
NI (x)uI = NI (x)1 = 1 (4.5.10)
I
If the shape functions reproduce linear functions, for two dimensions, a+bx+
cy, then if uI = a + bxI + cyI , then the reproducing condition implies that the
approximation is given by a + bx + cy
X
NI (x)uI = NI (x)(a + bxI + cyI )
I
! ! !
X X X
= NI (x) a + NI (x)xI b+ NI (x)yI c (4.5.11)
I I I
| {z } | {z } | {z }
1 x y
= a + bx + cy
The above holds for every isoparametric finite elements. Therefore, isoparametric
elements reproduce exactly linear functions. Since rigid body motion is a linear
field, isoparametric elements can represent this special kind of deformation.
4.5.5 Derivative of functions

The derivatives of shape functions with respect to the spatial coordinates x are
computed using the chain rule
∂NI ∂NI ∂ξk

= (4.5.12)
∂xj ∂ξk ∂xj
For ease of presentation, consider first the case of two dimensions, where the
above reads in matrix form

ξ,x ξ,y
NI,x NI,y = NI,ξ NI,η (4.5.13)
η,x η,y
However, we do not have the explicit expression of ξ and η as functions of x and
y. On the other hand, we do have the inverse (Eq. 8.5.26) which allows us to
compute the matrix

x,ξ x,η
Fξ = (4.5.14)
y,ξ y,η
whose components are given by (from Eq. 8.5.26),
∂xi ∂NI
= xiI (t) (4.5.15)
∂ξj ∂ξj
Since the square matrix in Eq. 4.5.13 is the inverse of the matrix Fξ , we can write
T
NI,x T
= NI,ξ F−1
ξ (4.5.16)
The determinant of Fξ denoted by Jξ is the Jacobian of the transformation between
the current configuration and the parent domain.
Four node quadrilateral element
The shape functions are given by
1
NI (ξ) = NI (ξ, η) = (1 + ξI ξ)(1 + ηI η) (4.5.17)
4
nodal coordinates are given by

−1 1 1 −1
ξI = (4.5.18)
−1 −1 1 1
Sec. 4.6 Numerical integration 107
The derivatives of shape functions with respect to the parent element coordinates
are
   
∂N1 /∂ξ ∂N1 /∂η ξ1 (1 + η1 η) η1 (1 + ξ1 ξ)
T
∂N2 /∂ξ ∂N2 /∂η  1 ξ2 (1 + η2 η) η2 (1 + ξ2 ξ)
NI,ξ =
∂N3 /∂ξ
=   (4.5.19)
∂N3 /∂η  4 ξ3 (1 + η3 η) η3 (1 + ξ3 ξ)
∂N4 /∂ξ ∂N4 /∂η ξ4 (1 + η4 η) η4 (1 + ξ4 ξ)
∂x ∂x
 
4
 ∂ξ ∂η  = 1 ξI (1 + ηI η)xI ηI (1 + ξI ξ)xI
X
Fξ =  ∂y ∂y  4 (4.5.20)
ξI (1 + ηI η)yI ηI (1 + ξI ξ)yI
I=1
∂ξ ∂η
     
 εx  NI,x 0 N,x 0
u xI u x
εy =  0 NI,y  B =  0 N,y  (4.5.21)
uyI uy
2εxy NI,y NI,x N,y N,x
 
4.6 Numerical integration

The calculation of elementary quantities in finite element such as the stiffness
matrix, the mass matrix etc. involves the integral over the element domain (surface
in two dimensions and volume in three dimensions). It is very difficult, if not
impossible, to compute these integrals exactly. Therefore, numerical methods
must be used to calculate these integrals. This section introduces some of very
often used numerical integration rules or also called quadrature rules.
The common ideas in numerical integration is to replace the function to be
integrated by an approximate polynomial because integral of polynomial can be
exactly calculated (and easily).
Considering the one dimensional integral given by
Z xn
I= f (x)dx (4.6.1)
x1
Given a number of points x1 , x2 , . . . , xn . The function f (x) can be approximated

by the Lagrange polynominal as
n
X
f (x) ≈ lin−1 (x)f (xi ) (4.6.2)
i=1
The integral is then approximately calculated by

Z xn n
X n Z
X xn
I≈ lin−1 (x)f (xi )dx = lin−1 (x)dxf (xi ) (4.6.3)
x1 i=1 i=1 x1
The above can be written as

n
X
I≈ Wi f (xi ) (4.6.4)
i=1
where Wi , the Cotes numbers, are given by

Z xn
Wi = lin−1 (x)dx (4.6.5)
x1
4.6.1 Newton-Cotes quadrature

The Newton-Cotes quadrature is the simplest form where the quadrature points
are equi-spaced distributed along the interval [x1 , xn ] (including the end points).
For example, consider the case of two points x = 0 and x = 1, we get the
corresponding Cotes numbers as
Z 1 Z 1
x−1 1 x−0 1
W1 = dx = , W2 = dx = (4.6.6)
0 0−1 2 0 1−0 2
We get the familiar trapezoidal rule given by
1
I≈ (f (0) + f (1)) (4.6.7)
2
For three points x = 0, x = 1/2 and x = 1, we have three Cotes numbers
1
(x − 1/2)(x − 1)
Z
1
W1 = dx =
0 (0 − 1/2)(0 − 1) 6
1
(x − 0)(x − 1)
Z
2
W2 = dx = (4.6.8)
0 (1/2 − 0)(1/2 − 1) 3
1
(x − 0)(x − 1/2)
Z
1
W3 = dx =
0 (1 − 0)(1 − 1/2) 6
We then get the well known Simpson rule
1 2
I≈ (f (0) + f (1)) + f (1/2) (4.6.9)
6 3
Sec. 4.6 Numerical integration 109
4.6.2 Gauss-Legendre quadrature

In the Newton-Cotes quadrature, the quadrature points are chosen a priori and
requires a lot of points which is of course much costly in multi-dimensional inte-
grations (n + 1 points for polynominal of degree n).
Z 1 n
X
f (x)dx ≈ wi f (xi ) (4.6.10)
−1 i=1
where Wi and xi are the unknowns to be determined.

Any polynominal of degree less than 2n can be exactly integrated by n points
xi and n Cotes number wi as
Z 1 n
X
P (x)dx = wi P (xi ) (4.6.11)
−1 i=1
To show this
P (x) = Q(x)Pn (x) + R(x) (4.6.12)

where Pn (x) is polynominal of degree n while Q(x) and R(x) are polynominals
of degree less than n.
Z 1 Z 1
P (x)dx = [Q(x)Pn (x) + R(x)]dx (4.6.13)
−1 −1
If we could find Pn (x) such that

Z 1
Q(x)Pn (x)dx = 0 (4.6.14)
−1
and
Pn (xi ) = 0 =⇒ P (xi ) = R(xi ) (4.6.15)

Therefore,
Z 1 Z 1 n
X
P (x)dx = R(x)dx = wi P (xi ) (4.6.16)
−1 −1 i=1
From Eqs.(4.6.14) and (4.6.15), one can see that we must construct the polynom-
inal Pn (x) which is orthogonal to any polynominal of degree less than n and take
the root of equations Pn (xi ) = 0 as the quadrature points. Such polynominals
exist and called the Legendre polynominals.
As example, consider the first three Legendre polynominals given by
P0 (x) = 1, P1 (x) = x + a, P2 (x) = x2 + bx + c

where the constants a, b and c are determinded from conditions given in Eq.(4.6.14).
Z 1
(x + a)dx = 0 =⇒ a = 0
−1
 Z 1
(x2 + bx + c)dx = 0



Z−11 =⇒ b = 0, c = −1/3
2
(x + bx + c)xdx = 0



−1
Hence, P1 = x, P2 = x2 − 1/3. Thus,√if we use two quadrature points they must

be the root of P2 = 0, i.e., xi = ±1/ 3. The two corresponding Cotes numbers
are given by ( see Eq.(4.6.5))
1
√ 1
√
x − 1/ 3
Z Z
x + 1/ 3
W1 = √ √ dx = 1, W2 = √ √ dx = 1
−1 −1/ 3 − 1/ 3 −1 1/ 3 + 1/ 3
The quadrature points and the associated Cotes numbers (often called weights)
are tabulated in table.
nQ ξi wi p = 2nQ − 1
1 0√ 2 1
2 ±1/ 3 1 3
3 p0 8/9 5
s± 3/5 p
5/9
3 − 2 6/5 1 1
± − p 7
4 7 2 6 6/5
s p
3 + 2 6/5 1 1
± − p
7 2 6 6/5
Table 4.1: Normalized KI values for various domain sizes.
Gauss-Legendre for rectangular and right prism domains

In applying this quadrature rule for numerically integrate the finite element matri-
ces, the stiffness matrix for example, it is often written in terms of natural coordi-
nates as
Sec. 4.7 Assembly 111
Z 1 nQ
X
f (ξ)dξ = wQ f (ξQ ) (4.6.17)
−1 Q=1
which can be easily extended to two dimensions by applying the above separately
in each direction
Z 1 Z 1 nQ1 nQ2
X X
f (ξ, η)dξdη = wQ1 wQ2 f (ξQ1 , ηQ2 ) (4.6.18)
−1 −1 Q1 =1 Q2 =1
It is convenient to write the above in terms of single weight as

Z 1Z 1 X
f (ξ, η)dξdη = wQ f (ξ Q ) (4.6.19)
−1 −1 Q
Numerical calculation of FE quantities

Having defined rules for numerical evaluation of integrals over the parent domain,
we can now calculate any integral defined over the element domain by simply
transforming it to the parent domain and using Eq.(4.6.19).
Z Z X
T
B DBdΩe = BT DBJd = B(ξ Q )T DB(ξ Q )J(ξ Q )wQ (4.6.20)
Ωe Q
4.7 Assembly
In finite element method, the global stiffness matrix and force vector are built
from the contributions of every elements. Therefore, one computes the stiffness
matrix and force vector for each of element and assemble them to construct the
global matrix and vector. This procedure is often called assembly in litterature.
More refinement, the procedure corresponding to matrix is called matrix assembly
while for vectors, it is called the vector assembly or scatter operation. Inversely,
it is necessary to extract the element displacements from the global displacement
vector. This operation is called gather since one collect small vector from the big
one.
Let us denote the elementary mass matrix, stiffness matrix and force vector by
Me , Ke and f e , respectively. They are computed by using the formulas given in
Eqs.(4.4.37), (10.4.2) and (10.4.3) with the integration evaluated on the element
domain Ωe . The element displacement vector is denoted by ue .
The gather operation can be written as
ue = Le u; δue = Le δu (4.7.1)
where the connectivity matrix Le is a Boolean matrix (consist of one and zero).
Figure shows an example.
The virtual external energy can be written as the sum of virtual external energy
of all elements as
X
δwext = δweext (4.7.2)
e
Equivalently,
X X
δuT f ext = δuT ext
e fe = δuT LT ext
e fe (4.7.3)
e e
where Eq.(4.7.1) have been used in the second equality. Since the above holds for
any δu, we get the formula for scattering the element external nodal force into the
global force vector
X
f ext = LT ext
e fe (4.7.4)
e
To derive the expression for matrix assembly, we use the fact that the virtual in-
ternal energy can be written as the sum of the elementary virtual internal energy.
That is
X X
vT BT DBu = veT BT
e De Be ue = v T LT T e
e Be De Be L u (4.7.5)
e e
Since the above holds true for any v and u, we come up with
X
BT DB = LT T
e Be De Be L
e
(4.7.6)
e
The above shows that the contribution of elementary stiffness matrix to the global
stiffness matrix is given by
X
K= LT
e Ke Le (4.7.7)
e
Similarly, the mass matrix is also assembled into the global mass matrix by the
same equation
Sec. 4.8 Finite elements for incompressible elasticity 113
X
M= LT
e Me Le (4.7.8)
e
It is noting that, in practical finite element code, the connectivity matrix Le

is never explicitly computed. In fact, the assembly is perfomred as follows. For
each element, its connectivity array is built (a vector containing the number of its
nodes), then a scatter vector which contains the number of degrees of freedom of
the element’s nodes is constructed. This scatter vector is exactly the position of
the element quantities in the global quantities.
4.8 Finite elements for incompressible elasticity

1. Equilibrium equation
σij,j + bi = 0 in Ω (4.8.1)
σij = −pδij + 2µεij in Ω (4.8.2)
3. Incompressibility condition
p
uk,k + = 0 in Ω (4.8.3)
λ
For the case incompressibility, the above equations are also the governing
equations of the Stokes flow. Only the physical interpretation of the variables
is different. In Stoke flow, u is the velocity of the fluid and µ is the dynamic
viscosity.

The weak form of the equilibrium equation and the incompressibility condition is
given by
Z Z
p
vi (σij,j + bi )dΩ + qi uk,k + dΩ = 0 (4.8.4)
Ω Ω λ
where vi and qi are the test functions. Using the previous derivation for the first
term, we have
Z Z Z Z p
− σij (u)εij (v)dΩ+ vi ti dΓ+ vi bi dΩ+ qi uk,k + dΩ = 0 (4.8.5)
Ω Γt Ω Ω λ
Introducing the constitutive equation given in Eq.(4.8.2) into the first term of the
above gives
Z Z Z
σij (u)εij (v)dΩ = 2µεij (u)εij (v)dΩ − pvi,i dΩ (4.8.6)
Ω Ω Ω
Finally
Z Z Z
Z Z
p
2µεij (u)εij (v)dΩ− pvi,i dΩ− vi ti dΓ− vi bi dΩ− qi uk,k + dΩ = 0
Ω Ω Γt Ω Ω λ
(4.8.7)
It is more convenient to write the above in tensor notation as
Z Z Z Z Z
p
2µ ε(u) : ε(v)dΩ− p∇·vdΩ− v·t̄dΓ− v·bdΩ− q ∇·u+ dΩ = 0
Ω Ω Γt Ω Ω λ
(4.8.8)
4.8.3 Finite element approximation

Finite element approximations for the displacement u and the virtual displacement
v fields are as usual
n
X n
X
u= NI uI , v= NI vI (4.8.9)
I=1 I=1
In addition, we need the finite element approximation for the pressure p as

well,
ñ
X ñ
X
p= N
eI pI , q= N
eI qI (4.8.10)
I=1 I=1
where, uI and pI are the displacements and pressure of node I, respectively,

whereas vI and qI are arbitrary parameters. We have used explicit summation
limit n and ñ since we need different approximation schemes for the displace-
ment field and the pressure.
Adopting the Voigt notation, we can write
Sec. 4.8 Finite elements for incompressible elasticity 115
2µε(u) : ε(v) = {ε(v)}T D {ε(u)} (4.8.11)

where
 
2
 2 
 
 2 
D = µ  (4.8.12)

 1 

 1 
1
Substituting the previously defined finite element approximations into Eq.
(4.8.8) and using the arbitrariness of vI and qI , we obtain
Z Z Z Z
T Te T
B DBdΩ u − (∇ · N) NdΩ p = N bdΩ + NT t̄dΓ
Ω Ω Ω Γt
Z Z (4.8.13a)
T 1 Te
N ∇ · NdΩ u +
e N NdΩ p = 0
e (4.8.13b)
Ω λ Ω
The above can be written in the matrix form as

K B u f
T = (4.8.14)
B M p 0
where
Z
K= BT DBdΩ (4.8.15)
ΩZ
B = − (∇ · N)T NdΩe (4.8.16)

Z Ω
1 e T NdΩ
M= N e (4.8.17)
λ Ω
In what follows, we introduce methods used to solve the equations given in
(4.8.14). This equation can be written explicitly as
Ku + Bp = f (4.8.18a)
BT u + Mp = 0 (4.8.18b)
At first, we consider the nearly incompressible materials, i.e., M 6= 0. There-
fore, from Eq.(4.8.18b), we can compute the pressure as
p = −M−1 BT u (4.8.19)
Introducing the above into Eq.(4.8.18a), we get the equation to solve for the dis-
placement
(K − BM−1 BT )u = f (4.8.20)
After imposition of the boundary conditions, the solution of the above equations
give the displacement fields, then the pressure is computed via Eq.(4.8.19).
Secondly, we consider the case of incompressibile where M = 0. Solving for
u from Eq.(4.8.18a) and substituting it into Eq.(4.8.18b), we obtain the equation
to deterline the pressure p as
−1 −1
(BT K B)p = BT K f (4.8.21)
? HOW TO IMPOSE THE BOUNDARY CONDITIONS ???
Figure 4.5: The Timoshenko beam
The parabolic traction is given by
P D2 D3

2
ty = − −y ; I= (4.8.22)
2I 4 12
The exact solution of this problem is given in [?]
D2

Py 2
ux = − (6L − 3x)x + (2 + ν) y −
6EI 4
2
(4.8.23)
P 2 D x 2
uy = 3νy (L − x) + (4 + 5ν) + (3L − x)x
6EI 4
4.8.4 Choice of interpolation for pressure

Since no derivative of the pressure p appears in the weak form, it is possible to
use linear displacement-constant pressure elements.
1. Triangle elements with quadratic interpolation for displacement and linear

interpolation for pressure.
2.
Sec. 4.9 The penalty formulation 117
4.9 The penalty formulation

p = −γuk,k (4.9.1)
Z Z Z Z
2µ ε(u) : ε(v)dΩ+ γ(∇·v)(∇·u)dΩ− v·t̄dΓ− v·bdΩ = 0 (4.9.2)
Ω Ω Γt Ω
After introducing the finite element approximations into the above, we get the
following discrete equations
Z Z Z Z
T T
B DBdΩ+γ (∇·N) (∇·N)dΩ u = N bdΩ+ NT t̄dΓ (4.9.3)
T
Ω Ω Ω Γt
It can be shown that the above can be written as
Z Z Z Z
T T¯ T
B D̄BdΩ + B D̄BdΩ u = N bdΩ + NT t̄dΓ (4.9.4)
Ω Ω Ω Γt
where D̄ is the µ-part which is given by in the plane strain condition

 
2 0 0
D̄ = µ 0 2 0 (4.9.5)
0 0 1
¯ is the λ-part given by in the plane strain condition
and D̄
 
1 1 0
¯ = γ 1 1 0
D̄ (4.9.6)
0 0 0
4.9.1 Reduced integration in the penalty method

¯ )u = f
(K̄ + K̄ (4.9.7)
For nearly incompressible materials, λ µ, hence the values of KIJ are

much larger than ones of the matrix KIJ . Therefore, one natural and simple way
to circumvent the locking phenomena is to use reduced integration rule for the
matrix KIJ , i.e., use the integration rule with lower order than normal rule.
4.9.2 The B-bar method

Z Z Z
u u
0= δσij (εij − εij ) + σij δεij dΩ + δvi ti dΓ + δvi bi dΩ (4.9.8)
Ω Γt Ω
Z Z Z
u u
0= δσ : ε − δσ : ε + σ : δε dΩ + δv · t̄dΓ + δv · bdΩ (4.9.9)
Ω Γt Ω
ε = Bdev u+ (4.9.10)
It is obvious that the additive decomposition of the constitutive matrix D into
two parts is only straightforward for isotropic materials. In the other hand, the
anisotropic and nonlinear materials, the is not symmetric which causes the de-
composition.
From the decomposition of the strain tensor into the deviatoric and dilatational
parts as
1
εij = eij − δij uk,k (4.9.11)
3
The matrix BI for any node I can be additively decomposed into two parts as
BI = Bdev
I + Bdil
I (4.9.12)
with
 
B1 0 0
 0 B2 0 
 
 0 0 B3  ∂NI
BI =  
 0 B3 B2  Bi = (i = 1, 2, 3) (4.9.13)
  ∂xi
B3 0 B1 
B2 B1 0
In order to find the matrix expression for the dilatational part Bdil
I , we transform
it to column matrix using the Voigt rule:
 

 uk,k 

uk,k
  
 

uk,k 0 0

 

uk,k
 
δij uk,k =  uk,k 0  → {δij uk,k } = (4.9.14)
0
sym uk,k

 

0

 


 

0
 
Hence,
Sec. 4.9 The penalty formulation 119
 
B1 B2 B3
B1 B2 B3 
 
1B1 B2 B3 
Bdil
I = 
  (4.9.15)
30 0 0 
0 0 0
0 0 0
From Eq.(4.9.12), we can compute the matrix Bdev

I as
 
2/3B1 −B2 /3 −B3 /3
−B1 /3 2/3B2 −B3 /3
 
−B1 /3 −B2 /3 2/3B3 
Bdev
I =
  (4.9.16)
 0 B3 B 2


 B3 0 B1 
B2 B1 0
Bdil dil
I is replaced by an improved version B̄I where Bi replaced by B i
dil
BI = Bdev
I + BI (4.9.17)
dil
From the explicit expression of Bdev
I and BI , we obtain
 
B7 B5 B6
B4 B8 B6 
 
B4 B5 B9 
BI = 
0
 (4.9.18)
 B3 B2 

B3 0 B1 
B2 B1 0
where
B 1 − B1 B 2 − B2 B 3 − B3
B4 = , B5 = , B6 =
3 3 3 (4.9.19)
B7 = B4 + B1 , B8 = B5 + B2 , B9 = B6 + B3
The final step is to determine the appropriate B i . Then, the stiffness matrix is
computed by
Z
T
K= B DBdΩ (4.9.20)
Ω
Z
Bi dΩe
Ωe
Bi = Z (4.9.21)
dΩe
Ωe
4.10 The Patch test and rank deficiency

4.10.1 The Patch test
4.10.2 Rank deficiency
Rank deficiency for reduced integrated elements.
4.10.3 Hourglass stiffness

One-point quadrature is economic but rank deficiency. One-point quadrature plus
hourglass stabilization (hourglass stiffness).
Defining the following terms
∂Na ∂Na
b1a = , b2a = (4.10.1)
∂x1 ∂x2
Isoparametric expression of the geometry reads
xi = Na xia (4.10.2)
Taking derivative with respect to xj , the above becomes
∂Na
δij = xia = bja xia (4.10.3)
∂xj
sa = 1, ha = (−1)a (4.10.4)
φea = a1 b1a + a2 b2a + a3 sa + ha (4.10.5)
where ai (i=1,2,3) are arbitrary constants.

Sec. 4.11 Mixed field formulation 121
4.11 Mixed field formulation

4.11.1 The Reisner-Hellinger variational principle
In what follows, the two field weak form is derived. In this formulation, the
dependent variables are the displacement and the stress fields. The strain field
obtained from the displacements, using the kinematic equations, is denoted by
εuij whereas the strain derived from the stress, via the constitutive equations, is
denoted by εσij . Obviously, within the domain, these two strain fields must be
coincident, i.e., εuij − εσij = 0. This condition can be considered as a constraint and
thus can be treated by the Lagrange multiplier method. We therefore can write the
weak form as follows
Z Z
δvi (σij,j + bi )dΩ − δσij (εuij − εσij )dΩ = 0 (4.11.1)
Ω Ω
where the stress was chosen as Lagrange multiplier due to the work conjugate with
strain. Applying the usual procedure of integration by parts, boundary conditions,
the first term of the above can be written as ( for shorter derivation, see section on
)
Z Z Z
δvi σij,j dΩ = δvi ti dΓ − σij δεuij dΩ (4.11.2)
Ω Γt Ω
Introducing the above into Eq.(4.11.1) yields, after rearrangements
Z Z Z
u σ u
δσij (εij − εij ) + σij δεij dΩ − δvi bi dΩ − δvi ti dΓ = 0 (4.11.3)
Ω Ω Γt
The above can be shown as the variation of a functional named the Reissner-
Hellinger functional given by
Z Z Z
1 −1
ΠHR [ui , σij ] = σij εuij − σij Cijkl σkl dΩ − vi bi dΩ − vi ti dΓ (4.11.4)
Ω 2 Ω Γt
Finite element approximations

u = Nu u, δu = Nu δu
σ = Nσ σ, δσ = Nσ δσ (4.11.5)
δε = Bδu
Then we obtain

A B σ 0
= (4.11.6)
BT 0 u f
where
Z
−1
A = − NT σ D Nσ dΩ
Z Ω
B= NTσ BdΩ (4.11.7)

ZΩ Z
f= Nu bdΩ + NT
T
u t̄dΓ
Ω Γ
4.11.2 The Hu-Washizu variational principle

For this principle, the displacement, strain and stress fields are dependent variables
which are independently approximated. In the same manner as previous derivation
of the two field variational principle, the weak form is given by
Z Z Z
δvi (σij,j + bi )dΩ − δσij (εuij − εij )dΩ − δεij (σijε − σij )dΩ = 0 (4.11.8)
Ω Ω Ω
Equivalently,
Z Z Z
0= δvi ti dΓ − σij δεuij dΩ + δvi bi dΩ
Γt Ω Ω
Z Z (4.11.9)
− δσij (εuij − εij )dΩ − δεij (σijε − σij )dΩ
Ω Ω
Z Z Z
u u ε
0= δvi ti dΓ + δvi bi dΩ − δσij (εij − εij ) + σij δεij + δεij (σij − σij ) dΩ
Γt Ω Ω
(4.11.10)
It is not so hard to point out that the above is exactly the variation of the three field
variational principle, the Hu-Washizu variational principle, which is given by
Z Z Z
1
ΠHW = σij (εuij ε
− εij ) + εij σij dΩ − vi bi dΩ − vi ti dΓ (4.11.11)
Ω 2 Ω Γt
Sec. 4.12 Enhanced strain formulation 123
In case of elasticity, the Hu-Washizu variational principle, written in matrix form,

reads
Z Z Z
1 T T T T
ΠHW = ε Cε − σ ε + σ Bu dΩ − v bdΩ − vT t̄dΓ (4.11.12)
Ω 2 Ω Γt
Finite element approximations

Z Z Z
u u ε
0= δσ(ε − ε) + σδε + δε(σ − σ) dΩ − δvtdΓ − δvbdΩ
Ω Γt Ω
(4.11.13)
u = Nu; δu = Nδu (4.11.14)
εu = Bu (4.11.15)
ε = Nu (4.11.16)
4.12 Enhanced strain formulation

ε = Bu + εen (4.12.1)
replacing the above into Eq.(4.11.12),
Z
1 T
ΠHW = ε Cε − σ εen dΩ + Πext
T
(4.12.2)
Ω 2
if the enhanced assumed strain field is chosen such that

Z
σ T εen dΩ = 0 (4.12.3)
Ω
then
Z
1
ΠHW = (Bu + εen ) C(Bu + εen ) dΩ + Πext
T
(4.12.4)
Ω 2
5
Heat transfer
5.1 Introduction
Heat transfer three forms: conduction, convection and radiation. Conduction heat
transfer.
Convection heat transfer
Thermal radiation
5.2 Problem statement

1. Conservation of thermal energy
2. Fourier law relating the heat flux with the temperature gradient
3. boundary and initial conditions
5.2.1 Conservation of thermal energy

The balance of thermal energy principle states that the rate of thermal energy is
equal to the heat generated by internal sources plus the heat flow into the body.
Mathematically, this statement is expressed by
Z Z Z
d
C(x)ρ(x)T (x, t)dΩ = QdΩ − q · ndΓ (5.2.1)
dt Ω Ω Γ
where q is the heat flux per unit surface area (in W/m2 ) coming out of Ω through
the boundary Γ; n is the unit outward normal vector and Q is the internal heat
source per unit volume (in W/m3 ). C is the heat capacity, ρ is the mass density,
126 Heat transfer Chap. 5
Using the Reynold’s transport theorem to the LHS of the above and the diver-
gence theorem to the heat flux term of the RHS of the above equation gives
Z Z Z
∂T (x, t)
C(x)ρ(x) dΩ = QdΩ − ∇ · qdΩ (5.2.2)
Ω ∂t Ω Ω
Since the above holds true for any domain Ω, we obtain
∂T (x, t)
C(x)ρ(x) + ∇ · q(x, t) = Q(x, t) (5.2.3)
∂t
5.2.2 Fourier’s law

The heat flux and the temperature is related by the Fourier law which states that
the heat flux is linearly related to the temperature gradient. Mathematically,
q(x, t) = −k(x) · ∇T (x, t) (5.2.4)
where k is a second-order tensor called the thermal conductivity tensor. In the

case of isotropic materials, since the thermal conductivity in all directions is the
same, this tensor becomes kI where I is second-order the identity tensor.
By introducing Eq.(5.2.4) into Eq.(5.2.3), we obtain the heat equation given
as
∂T (x, t)
C(x)ρ(x) − ∇ · (k(x) · ∇T (x, t)) = Q(x, t) (5.2.5)
∂t
The above is called the transient inhomogeneous heat equation which encompass
many well known PDE equations. If the material is isotropic and the problem is
steady state then the above equation simplifies to
− k∇2 T = Q (5.2.6)
which is the Poisson equation. If there is no internal heat source, i.e., Q vanishes,
we get the Laplace equation
∇2 T = 0 (5.2.7)
In indicial notation, we write the Eq. (5.2.5) as
Cv ρṪ − (kij T,j ),i = Q (5.2.8)

Sec. 5.2 Problem statement 127
5.2.3 Boundary and initial conditions

Boundary conditions are of the following types: (1) the specified temparature 1 ,
(2) specified heat flux 2 , (3) convection boundary conditions and (4) radiation. For
transient problem, it is necessary to specify the temperature for the body at time
t = 0 since the FE equation is the first-order ODE in time.
The specified temperature condition is given by
T =T on S1 (5.2.9)
The specified heat flux condition is
q·n=q on S2 (5.2.10)
− (k · ∇T ) · n = q on S2 (5.2.11)
Written in indicial notation, the above reads
− kij T,j ni = q on S2 (5.2.12)

The convection boundary condition reads
q · n = h(Ts − Te ) on S3 (5.2.13)
where h is the convection coefficient, Ts is an unknown surface temperature and
Te is a known environment temparature. The radiation condition is given by
q · n = σεTs4 − αqr on S4 (5.2.14)

where σ is the Stephan-Boltzmann constant, ε is the surface emission coefficient,
α is the surface absorbtion coefficient and qr is the incoming heat flux per unit
surface area. Finally, the initial condition reads
T (x, 0) = T0 (x) (5.2.15)

As usual, we multiply the governing PDE equation, Eq.(5.2.8), with a test function
w then integrating over the domain,
1
similar to prescribed displacement in solid mechanics
2
similar to traction condition in solid mechanics
Box 5.1 Governing equations for heat transfer

1. Conservation of energy
CρṪ − (kij T,j ),i = Q (5.2.16)
T =T on ΓT (5.2.17)
− kij T,j ni = q on Γq (5.2.18)
ΓT ∩ Γq = 0, ΓT ∪ Γq = Γ (5.2.19)
3. Initial condition
T (x, 0) = T0 (x) (5.2.20)
Z
w CρṪ − (kij T,j ),i − s dΩ = 0 (5.2.21)
Ω
The second term of the above can be rewritten as
Z Z Z
w(kij T,j ),i dΩ = (wkij T,j ),i dΩ − kij T,j w,i dΩ (5.2.22)
Ω Ω Ω
Using the divergence theorem and the boundary conditions (noting that w vanishes
on ΓT ), we have
Z Z Z
(wkij T,j ),i dΩ = wkij T,j ni dΓ = − wqdΓ (5.2.23)
Ω Γ Γq
Substituting Eq.(5.2.23) and (5.2.22) into Eq.(5.2.21) gives
Z Z Z Z
CρwṪ dΩ + kij T,j w,i dΩ = wQdΩ − wqdΓ (5.2.24)
Ω Ω Ω S2
5.2.5 Finite element approximations

The finite element approximation for the temperature is given by
T = NI TI (t) (5.2.25)
Sec. 5.2 Problem statement 129
where NI are the finite element shape functions and TI (t) are the nodal tempera-
tures to be determined. The time derivative of the temperature is then given by
Ṫ = NI ṪI (5.2.26)
Using the Bubnov-Galerkin method, the test function w is approximated by the
same shape function NI ,
w = NI wI (5.2.27)
where wI are arbitrary parameters.
Introducing the above approximations into Eq.(5.2.24) and using the arbitrari-
ness of wI 3 , we obtain the discrete finite element equations
Z Z Z Z
CρNI NJ ṪJ dΩ + kij NJ,j NI,i TJ dΩ = NI QdΩ − NI qdΓ (5.2.28)
Ω Ω Ω Γq
MIJ ṪJ + KIJ TJ = fJ (5.2.29)

where MIJ , KIJ and fJ are the capacity matrix, conductivity matrix and the heat
supply vector, respectively. They are given by
Z
MIJ = ρCNI NJ dΩ (5.2.30)
ZΩ
KIJ = NI,i kij NJ,j dΩ (5.2.31)
ZΩ Z
fJ = NI QdΩ − NI qdΓ (5.2.32)
Ω Γq
The capacity matrix is also non diagonal since finite element shape functions are
not orthogonal. The conductivity matrix is symmetric.
The Eq.(5.2.29), in matrix notation, is written as
MṪ + KT = f (5.2.33)
This is the general semidiscrete equation for transient heat transfer problems. The
problem is linear in the following cases
1. the mass density ρ and the heat capacity C are independent of the tempera-
ture;
3
the imposition of the essential boundary condition is considered later
2. the thermal conductivity of the material k does not depend on the tempera-
ture;
3. the internal heat source Q is not function of the temperature;
4. the heat flux q̄ applied on Γq depends linearly on the temperature such as

q̄ = h(Text − T ) + q0
Otherwise, i.e., the physical properties of material are functions of the tem-
perature and/or the boundary conditions on the heat source and heat flux depend
on temperature, the problem is nonlinear which the corresponding semidiscrete
equation given by
M(T )Ṫ + K(T )T = f (T ) (5.2.34)

The semidiscrete equation of heat transfer problem is a first-order ordinary
differential equation in time which can be solved using the generalized midpoint
rule. In short, the simulation time is divided into many time steps, for each step a
system of algebraic equations is obtained. For linear case, Eq.(5.2.33), these are
system of linear algebraic equations whereas for the nonlinear case, Eq.(5.2.34),
a system of nonlinear algebraic equations is obtained. The solution methods will
be presented, in more details, in Chapter 6.
6
Solution of FE equations
6.1 Introduction
This chapter deals with the methods solving the finite element equations. We
start with the simplest one, the equations for linear equilibrium problems. They
are systems of simultaneous linear algebraic equations which can be solved either
by direct methods such as the Gauss elimination method and LDU factorization
method, or by indirect (iterative) methods, the preconditioned conjugate method,
for instance.
The discrete equation of nonlinear equilibrium equations
The equation of transient heat transfer problems is a parabolic equation which
can be solved by the generalized midpoint rule is next introduced.
The chapter ends with the discussion of methods to solve the finite element
equations of the elastodynamics problem. These are second-order ordinary differ-
entiable equations in time.
6.2 Solution of linear equilibrium equations

The finite element matrix is symmetric, positive definite and sparse. Symmetry
economizes the computer storage by only store half of the system including the
diagonal terms. Positive definiteness allows the solution without pivoting. Sparse
There are often two methods to solve the FE equations, namely the direct
methods and the iterative methods.
Matrix storage formats are closely related to the solution methods. Below we
consider two solution methods which are widely used in finite element codes. The
first method is the direct LDU solution with profile global stiffness matrix. The
132 Solution of FE equations Chap. 6
second one is the preconditioned conjugate gradient method with sparse row-wise
format of matrix storage.
6.2.1 Direct LDU with profile matrix

Factorization A = UT DU
Forward solution y = U−T b (6.2.1)
Backward solution x = U−1 D−1 y
6.2.2 Preconditioned conjugate gradient method

conjugatte gradient (CG) method.
M−1 Ax = M−1 b (6.2.2)
6.3 Solution of the heat equations

On the interval tn ≤ t ≤ tn+1 , u(t) is linearly approximated by
t − tn
u(t) = un + (un+1 − un ) = θ(t)un+1 + (1 − θ(t))un (6.3.1)
∆t
where un = u(tn ); ∆t = tn+1 − tn and θ(t) = (t − tn )/∆t. It is obvious that
un+1 − un
u̇ ≈ (6.3.2)
∆t
Substituting the above equations into , we obtain

un+1 − un
M +K[θ(t)un+1 +(1−θ(t))un ] = θ(t)fn+1 +(1−θ(t))fn (6.3.3)
∆t
where we have made the same linear approximation to the RHS. The above equa-
tion is still continuous since θ(t). By choosing a fixed value for θ in [0, 1], the
Eq.(6.3.8) is known as the generalized midpoint method.
1. θ = 1, the backward Euler method,
(M + ∆tK)un+1 = ∆tfn+1 + Mun (6.3.4)

Sec. 6.3 Solution of the heat equations 133
2. θ = 1/2, the Crank-Nicolson method (also called the midpoint rule)

∆t ∆t ∆t
M+ K un+1 = (fn + fn+1 ) + M − K un (6.3.5)
2 2 2
3. θ = 0, the forward Euler method
Mun+1 = ∆tf + (M − ∆tK)un (6.3.6)
Recall that the semidiscrete heat equation is given by
MṪ + KT = f (6.3.7)
where M is the capacity matrix, K is the conductivity matrix, f is the heat supply
vector, T is the temperature vector and Ṫ is the time derivative of T. The problem
to be solved is to find the temperature vector T(t), t ∈ [0, T ], satisfy Eq.(6.3.7)
subjected to the boundary condition T = T̄ on S2 and the initial condition T(0) =
T0 .
The most widely used algorithms used to solve this problem are members of
the generalized trapezoidal family of methods, which consists of the following
equations
MṪn+1 + KTn+1 = fn+1

Tn+1 = Tn + ∆tṪn+θ (6.3.8)
Ṫn+θ = (1 − θ)Ṫn + θṪn+1
where Tn and Tn+1 are the temperature at time step n and n + 1, respectively; ∆t
is the time step; θ is a parameter taken to be in the interval [0, 1]. Given Tn and
Ṫn , one must find out Tn+1 and Ṫn+1 .
Start with time t = 0 where we have the initial condition,
Ṫ0 = M−1 (f0 − KT0 ) (6.3.9)

Substituting the third equation of (6.3.8) into the second one of the same equation
gives
h i
Tn+1 = Tn + ∆t (1 − θ)Ṫn + θṪn+1 (6.3.10)
Collecting all terms at the step n, the above can be written as
Tn+1 = T
e n+1 + θ∆tṪn+1 (6.3.11)
where
e n+1 = Tn + ∆t(1 − θ)Ṫn

T (6.3.12)
The quantity T
e n+1 is called the predictor of Tn+1 . The computation for subse-
quent steps can be done in various ways. Here, we introduce the two familiar
forms which are given in (Hughes, 1987).
The v-form of generalized midpoint rule
Introducing Eq.(6.3.11) into the first equation of (6.3.8), we obtain
MṪn+1 + K(T
e n+1 + θ∆tṪn+1 ) = fn+1 (6.3.13)
After rearranging terms, the above becomes
(M + θ∆tK)Ṫn+1 = fn+1 − KT
e n+1 (6.3.14)
The above can be solved to get Ṫn+1 , then Tn+1 is obtained through Eq. (6.3.11).
Obviously, in this implementation, we get the derivative of the temperature first,
then the temperature itself. This is why it is called the v-form of the generalized
midpoint rule.
The d-form of generalized midpoint rule
From Eq.(6.3.11), one can compute Ṫn+1 in terms of Tn+1 and T e n+1 , then sub-
stituting this expression into the first equation of Eq. (6.3.8), we obtain
!
Tn+1 − T e n+1
M + KTn+1 = fn+1 (6.3.15)
θ∆t
(M + θ∆tK)Tn+1 = θ∆tfn+1 + MT
e n+1 (6.3.16)
Solution of the above gives Tn+1 .
In the case θ = 0, the method is the well-known forward Euler which is explicit
if the mass matrix M is diagonal. In this case, the solution of Eq. (6.3.14) or
Eq.(6.3.16) is trivial, hence no equation solving is required. This is the most
advantage of explicit integration methods.
In case where θ 6= 0, the method is called implicit and at each time step, one
must solve a system of equation to advance the solution. For θ = 1 the method is
the backward Euler. The most useful of the implicit methods encompassed in the
Sec. 6.3 Solution of the heat equations 135
generalized trapezoidal rule is the midpoint rule (Crank-Nicolson rule), given by

θ = 1/2.
6.3.1 Stability analysis

Tn+1 = −GTn + H (6.3.17)
The eigenvalue problem associated with Eq.(6.3.7) is given by
Kφi − λi Mφi = 0 no sum on i (6.3.18)

where λi and φi are eigenvalues and eigenvectors, respectively. The eigenvectors
are assumed to be orthonormalized with respect to the capacity matrix M, it means
φT
i Mφj = δij (6.3.19)
From the above condition, in what follows, we will show that the eigenvectors are
orthogonal to the K matrix. Pre-multiplying Eq.(6.3.18) with φTj gives
φT T
j Kφi − λi φj Mφi = 0 (6.3.20)
Using Eq.(6.3.19), the above becomes
φT
j Kφi = λi δij (6.3.21)
The orthornormality and orthogonality of eigenvectors are very useful in decou-
pling the Eq.(6.3.7) into uncoupled equations. Since the eigenvectors form a basis
then we can write
T(x, t) = αi (t)φi (x) (6.3.22)

Substituting the above into Eq.(6.3.7) and pre-multiplying with φT
j , then use of
the orthornormality and orthogonality of eigenvectors, we obtain the following
equations
α̇i (φT T T
j Mφi ) + αi (φj Kφi ) = φj f (6.3.23)
α̇i δij + αi λi δij = φTj f (6.3.24)

or
α̇j + αj λj = fj (6.3.25)
uncoupled equation
αin+1 − αin
+ λi (1 − θ)αin + λi θαin+1 = fi (6.3.26)
∆t
1 − λi ∆t(1 − θ) n ∆tfi
αin+1 = αi + (6.3.27)
1 + λi ∆tθ 1 + λi ∆tθ
1 − λi ∆t(1 − θ)
−1< <1 (6.3.28)
1 + λi ∆tθ
It can be shown easily that the right-and inequality is automatically satisfied. The
left-hand inequality requires that λi ∆ < 2/(1 − 2θ) when θ < 1/2, but has no re-
strictions for θ >= 1/2. When there is no restriction on the time step, the method
is called unconditionally stable, otherwise the method is called conditionally sta-
ble. Therefore, the Crank-Nicolson (θ = 1/2) and the backward Euler (θ = 1) are
implicit, unconditionally stable integration schemes; the forward Euler (θ = 0) is
an explicit conditionally stable integration method.
2
∆t < ∆tcrit = (6.3.29)
λmax (1 − θ)
6.3.2 Implicit method for nonlinear transient problem

(M(T ) + θ∆tK(T ))Tn+1 = θ∆tfn+1 (T ) + M(T )T
e n+1 (6.3.30)
Z
MIJ = ρCNI NJ dΩ (6.3.31)
ZΩ
KIJ = NI,i kij NJ,j dΩ (6.3.32)
ZΩ Z
fJ = NI QdΩ − NI qdΓ (6.3.33)
Ω Γq
6.4 Solution of elastodynamics equation

Recall that the semidiscrete elastodynamics equation is given by
Md̈ + Cḋ + Kd = f (6.4.1)

where M is
The most widely used methods to solve the above equation is the Newmark
family which consists of the following equations
Sec. 6.4 Solution of elastodynamics equation 137
Man+1 + Cvn+1 + Kdn+1 = fn+1

(∆t)2
dn+1 = dn + ∆tvn + [(1 − 2β)an + 2βan+1 ]
2
vn+1 = vn + ∆t[(1 − γ)an + γan+1 ]
(6.4.2)
The problem is to, providing an ,vn and dn , one solves the above equations for
three unknowns an+1 ,vn+1 and dn+1 . The Newmark family contains as special
cases many well known and widely used methods.
Defining the predictors as
(∆t)2
d̃n+1 = dn + ∆tvn + (1 − 2β)an
2 (6.4.3)
ṽn+1 = vn + (1 − γ)∆tan
Then, the second and third equations of Eq.(6.4.2) can be written as
dn+1 = d̃n+1 + β(∆t)2 an+1 (6.4.4)

vn+1 = ṽn+1 + γ∆tan+1 (6.4.5)
The a-form implementation
Substituting of Eqs.(6.4.4) and (6.4.5) into the first equation of Eq.(6.4.2), we

obtain
(M + γ∆tC + β∆t2 K)an+1 = fn+1 − Cṽn+1 − Kd̃n+1 (6.4.6)
The above gives the acceleration an+1 , then Eqs.(6.4.4) and (6.4.5) are used to
compute the velocity vn+1 and displacement dn+1 . In this implementation, the
acceleration is calculated first , hence the name a-form implementation.
In the case of β = 0, if the mass and damping matrices are diagonal, the
method is called explicit since no equation solving is necessary to advance the
solution.
The d-form implementation
The updated acceleration and velocity can be computed using Eqs. (6.4.4) and
(6.4.5)as
1
an+1 = (dn+1 − d̃n+1 ) with β > 0
β∆t2
(6.4.7)
1
vn+1 = ṽn+1 + γ∆t (dn+1 − d̃n+1 )
β∆t2
Substituting Eq. (6.4.7) into the first equation of Eq.(6.4.2), we obtain, after some
rearrangements

1 γ 1 γ
M+ C + K dn+1 = fn+1 + M+ C d̃n+1 − Cṽn+1
β∆t2 β∆t β∆t2 β∆t
(6.4.8)
Solution of the above gives us the displacement dn+1 firstly. That is why this
implementation is called the d-form implementation. Then, the acceleration and
velocity are calculated using Eq.(6.4.7).
Since at each time step, the solution of system of equations must be performed,
this implementation is called implicit. This form also works for equilibrium equa-
tions by neglecting the mass and damping matrices. Therefore, in practical fi-
nite element codes, the transient nonlinear problems using the implicit integration
methods and the nonlinear equilibrium problems are implemented in one proce-
dure with a switch α which is unity for transient and zero for equilibrium prob-
lems.
7
Stabilization methods
7.1 Introduction
7.2 One dimensional advection-diffusion equation
Consider the one dimensional advection-diffusion equation which is given by:
find φ(x)
uφ,x − vφ,xx = 0 with 0 < x < L (7.2.1)

subject to the following boundary conditions
φ(0) = 0 and φ(L) = 1 (7.2.2)

where u is the given velocity, v is the viscosity. The exact solution of this problem
is
φ(x) = c1 + c2 eux/v (7.2.3)

where c1 and c2 can be easily determined from the boundary conditions (7.2.2).
The weak form of Eq. (7.2.1) is
Z L
w(uφ,x − vφ,xx )dx = 0 (7.2.4)
0
where w(x) is the test function which is a C 0 function satisfying w(0) = w(L) =
0. After integration by parts, the above becomes
Z L Z L
uwφ,x dx + vw,x φ,x dx = 0 (7.2.5)
0 0
140 Stabilization methods Chap. 7
The finite element approximations for the trial and test function are given (Bubnov-
Galerkin method)
φ(x) = NI (x)φI , w(x) = NI (x)wI (7.2.6)

Substituting the above into the weak form (7.2.5) and invoking the arbitrariness
of wI gives
Z Z
uNI NJ,x dx φJ + vNI,x NJ,x dx φJ = 0 (7.2.7)
Ω Ω
The above can be written as,
(LIJ + KIJ )φJ = 0 (7.2.8)

where elementary matrices are given by
Z Z
LIJ = uNI NJ,x dx, KIJ = vNI,x NJ,x dx (7.2.9)
Ωe Ωe
Assuming that the domain is divided into n linear elements with equal length ∆x.
The elementary matrix can be shown as

u −1 1 v 1 −1
L= K= (7.2.10)
2 −1 1 ∆x −1 1
After assembling, the discrete finite element equation at an interior node J reads

φj+1 − φj−1 φj+1 − 2φj + φj−1
u −v =0 (7.2.11)
2 ∆x
The above can be conveniently written as
u∆x
(φj+1 − φj−1 ) − (φj+1 − 2φj + φj−1 ) = 0 (7.2.12)
2v
The Peclet number is defined by
u∆x
Pe = (7.2.13)
2v
In terms of the Peclet number, Eq. (7.2.12) becomes
(Pe − 1)φj+1 + 2φj − (Pe + 1)φj−1 = 0 (7.2.14)

The solution can be assumed to be an exponential, then
φj = φ(xj ) = eaxj = eaj∆x = e(a∆x)j ≡ µj (7.2.15)

Sec. 7.2 One dimensional advection-diffusion equation 141
where µ = ea∆x and a is unknown parameter to be determined. It can be shown

that φj+1 = µj+1 and φj−1 = µj−1 . Eq.(7.2.15) becomes
(Pe − 1)µj+1 + 2µj − (Pe + 1)µj−1 = 0 (7.2.16)

Dividing the above by µj−1 gives a quadratic equation in µ
(Pe − 1)µ2 + 2µ − (Pe + 1) = 0 (7.2.17)

The above has two solutions as
1 + Pe
µ = 1 and µ= (7.2.18)
1 − Pe
Therefore, the nodal solution of the problem is
j
1 + Pe
φj = c1 + c2 (7.2.19)
1 − Pe
where c1 and c2 are determined from the boundary conditions. Comparing this
approximate solution with the exact solution, given in Eq.(7.2.3), we conclude
that
1. If Pe < 1, then [(1 + Pe )/(1 − Pe )]j > 0 for all j. The discrete solution is
therefore similar to the exact solution.
2. If Pe > 1, then the sign of [(1 + Pe )/(1 − Pe )]j depends on j. That means
the spatial instability occurs.
7.2.1 Petrov-Galerkin stabilization

According to the Petrov-Galerkin stabilization method, the test functions is de-
fined as the sum of the standard continuous Galerkin test function and one discon-
tinuous Petrov-Galerkin stabilization term:
w
e= w
|{z} + γw,x (7.2.20)
|{z}
Galerkin test function discontinuous test function
with γ = α ∆x 2
, and α is chosen to eliminate the oscillations of the numerical
solutions for Pe > 1. Noting that while w ∈ U0 , w
e∈/ U0 1 .
The weak form of the Eq.(7.2.1) is given by
1
U0 is the set of C 0 functions which vanish on essential boundaries.
Z L
w(uφ
e ,x − vφ,xx )dx = 0 (7.2.21)
0
By introducing the Petrov-Galerkin test function w

e into the above, we have
Z L Ne Z
X
w(uφ,x − vφ,xx )dx + γw,x (uφ,x − vφ,xx )dx = 0 (7.2.22)
0 Ωe
| {z } |e=1 {z }
Galerkin term
upwind Petrov-Galerkin term
which is simplified as follows after integration by parts
Z L Z L Z L Z L
uwφ,x dx + vw,x φ,x dx + γuw,x φ,x dx − γvw,x φ,xx dx = 0
0 0 0 0
(7.2.23)
Consider linear elements whose second derivatives of shape functions vanish, i.e.,
φ,xx = 0, the above simplifies as
Z L Z L
∆x
uwφ,x dx + v + αu w,x φ,x dx = 0 (7.2.24)
0 0 2
7.2.2 Parameter determination

In one dimension and with regular mesh, one can determine the coefficient α such
that the discrete nodal solution exactly match the analytical solution. Comparing
the above equation with Eq.(7.2.5), the weak form obtained with the standard
Galerkin method, one can observe that the Petrov-Galerkin weak form is different
only in the viscosity term which is added a quantity αu ∆x 2
. Eq.(7.2.24) can be
written as
Z L Z L
uwφ,x dx + v ∗ w,x φ,x dx = 0 (7.2.25)
0 0
where the total viscosity v ∗ is defined by
∆x
v∗ = v + v with
(7.2.26) v = αu
2
where v can be considered as artificial viscosity which stabilizes the numerical
solution. Let us define the Peclet numbers associated with the real viscosity v, the
artifical viscosity v and the total viscosity v ∗ as
Sec. 7.2 One dimensional advection-diffusion equation 143
u∆x u∆x u∆x

Pe = , Pe = , Pe∗ = (7.2.27)
2v 2v 2v ∗
We can derive the relation between these numbers as follows
1 2v ∗ v+v 1 1
∗
= =2 = + (7.2.28)
Pe u∆x u∆x Pe P e
The finite element solution of Eq. (7.2.24) is (see Eq.(7.2.19))
j
1 + Pe∗

φj = c1 + c2 (7.2.29)
1 − Pe∗
Comparing the above with the exact solution given in Eq. (7.2.3), we have
1 + Pe∗ u
∗
= e v ∆x (7.2.30)
1 − Pe
The RHS of the above can be written in term of Pe as
1 + Pe∗ u u
∗
= e v ∆x = e2 2v ∆x = e2Pe (7.2.31)
1 − Pe
Hence
e2Pe − 1 ePe − e−Pe

Pe∗ = = = tanh(Pe ) (7.2.32)
e2Pe + 1 ePe + e−Pe
Combining the above with Eq.(7.2.28) gives
1 1 1
= + (7.2.33)
tanh(Pe ) Pe P e
The above allows us to compute the artificial viscosity v
2v 1
= coth(Pe ) − (7.2.34)
u∆x Pe
Therefore, one obtains

u∆x 1
v= coth(Pe ) − (7.2.35)
2 Pe
Recall that v = α u∆x
2
, we then come up with the formula determining α:
1
α = coth(Pe ) − (7.2.36)
Pe
The above is the well known coth-formula. With this definition of the stabiliza-
tion parameter, the nodal finite element solutions will be coincident to the exact
solution in case of linear elements and a regular mesh.
1. it is totally independent of boundary conditions;
2. it depends only on the relative position of nodes.
7.3 Multidimensional SUPG

The steady-state advection diffusion equation in multi dimensional domain is gov-
erned by the following equation
u · ∇φ − v∇2 φ = 0 in Ω (7.3.1)
subject to the boundary conditions
φ=g on Γg , v∇φ · n = 0 on Γt (7.3.2)

The Petrov-Galerkin test function is given by as in the one dimensional exam-
ple
e = w + ku · ∇w
w (7.3.3)
where k is the stabilization parameter given by
h 1 ||u||h
k = |α| , α = coth(Pe ) − , Pe = (7.3.4)
||u|| Pe 2v
and h is the characteristic element length.
The weak form is built by multiplying the strong form (7.3.1) by the test func-
tion w
e and integrating over the domain, so
Z
e · ∇φ − v∇2 φ)dΩ = 0
w(u (7.3.5)
Ω
After introducing the test function given in Eq.(7.3.3), the above becomes
Z
(w + ku · ∇w)(u · ∇φ − v∇2 φ)dΩ = 0 (7.3.6)
Ω
By using the integration by parts, we have

Z Z Z
2
wv∇ φdΩ = wv∇φ · ndΓ − v∇w · ∇φdΩ (7.3.7)
Ω Γ Ω
Sec. 7.3 Multidimensional SUPG 145
where the first term vanishes due to boundary conditions. Substituting Eq.(7.3.7)
into Eq.(7.3.6), after rearrangement, we obtain the weak formulation:
Z Z
0= wu · ∇φdΩ + v∇w · ∇φdΩ
Ω Ω
| {z }
standard Galerkin terms
Ne Z
X Ne Z
X (7.3.8)
2
+ k(u · ∇w)(u · ∇φ)dΩ − k(u · ∇w)v∇ φdΩ
e=1 Ωe e=1 Ωe
| {z }
upwind streamline Petrov-Galerkin terms
where we have to avoid the discontinuity of gradient of w at the element interfaces.

After introducing the finite element approximations into the above, we get the
following discrete equations
Z Z
0= NI u · ∇NJ φJ dΩ + v∇NI · ∇NJ φJ dΩ
Ω Ω
Ne Z
X Ne Z
X
+ k(u · ∇NI )(u · ∇NJ φJ )dΩ − k(u · ∇NI )v∇2 NJ φJ dΩ
e=1 Ωe e=1 Ωe
(7.3.9)
Defining the following matrices
Z
LIJ = NI (u · ∇NJ )dΩ
ZΩ
KIJ = v(∇NI · ∇NJ )dΩ (7.3.10)
ZΩ
Lstab
IJ = k(u · ∇NI )(u · ∇NJ )dΩ
Ω
The discrete equations are then written in the usual matrix form as
(LIJ + βLstab
IJ + KIJ )φJ = 0 (7.3.11)
where β is a switch between the Galerkin and Petrov-Galerkin formulations.
In what follows, numerical computations are given to illustrate the robustness
of the SUPG. The value of the velocity is u = (1000, 500) and the domain is
a unit square. The values of φ are zeroes on the external boundary except on a
small segment on the left edge, φ equals to unity. The regular mesh of 50 × 50 Q4
elements is used. Fig. (7.1) shows the results for various values of v.
In Fig. (7.2), the same problem is solved with the streamline upwind Petrov-
Galerkin method.
(a) v = 100, Pe = 0.1118 (b) v = 10, Pe = 1.118
(c) v = 1, Pe = 11.18 (d) v = 0.1, Pe = 111.8
Figure 7.1: Results for the advection-diffusion equation for various values of the
viscosity obtained with the standard Galerkin formulation.
Sec. 7.3 Multidimensional SUPG 147
(a) v = 100, Pe = 0.1118 (b) v = 10, Pe = 1.118
(c) v = 1, Pe = 11.18 (d) v = 0.1, Pe = 111.8
Figure 7.2: Results for the advection-diffusion equation for various values of the
viscosity obtained with the Petrov-Galerkin stabilization.
8
Lagrangian finite elements
8.1 Introduction
Finite elements using Lagrangian meshes are commonly classified as total La-
grangian formulation and updated Lagrangian formulation. In both formulations,
the independent variables are the material coordinates X and time. In the total
Lagrangian formulation, the stress and strain are Lagrangian, i.e., they are de-
fined with respect to the reference configuration (for example, the nominal or
second Piola-Kirchhoff stress are employed), the derivatives are computed with
respect to the material coordinates. The corresponding weak form therefore in-
volves integrals over the reference configuration. On the orther hand, the updated
Lagrangian formulation uses the Eulerian strain and stress measures (the Cauchy
stress), the derivatives are computed with respect to the spatial coordinates x. The
corresponding weak form therefore involves integrals over the current (deformed)
configuration.
8.2 Governing equations

1. Conservation of mass
2. Conservation of momenta
4. Constitutive equations
5. Strain-displacement equations (strain measures).

150 Lagrangian finite elements Chap. 8
In what follows, we give a count of the number of equations and unknowns. In

two dimensions, we have two momentum equations, three constitutive equations
(relating the three components of stress with three components of strain), three
strain-displacement equations plus one mass conservation equation. Totally, we
have nine equations for nine unknowns: the mass density, the two components of
the velocity field, three components of the stress tensor and three components of
the strain tensor.
The energy equation must be appended to the system for non adiabatic, non-
isothermal processes.
8.3 Weak formulation

The trial and test function spaces are defined by
U = { vi | vi ∈ C 0 (X), vi = v̄i on Γv } (8.3.1)
U0 = { δvi | δvi ∈ C 0 (X), δvi = 0 on Γv } (8.3.2)

The construction of the weak form starts by multiplying the momentum equa-
tion with the test function δvi and integrating over the current configuration. That
is
Z
∂σij
δvi + ρbi − ρv̇i dΩ = 0 (8.3.3)
Ω ∂xj
Since (δvi σij ),j = δvi,j σij + δvi σij,j , we can write the first term in the above as
Z Z
∂σij ∂ ∂δvi
δvi dΩ = (δvi σij ) − σij dΩ (8.3.4)
Ω ∂xj Ω ∂xj ∂xj
Using the Gauss’s theorem, we can write
Z Z Z
∂
(δvi σij )dΩ = δvi [[nj σij ]]dΓ + δvi nj σij dΓ (8.3.5)
Ω ∂xj Γint Γ
From the traction continuity, the first term on the RHS vanishes. For the second
integrand, using the traction boundary condition and the fact that δvi vanishes on
the complement of Γt , the above becomes
Z Z
∂
(δvi σij )dΩ = δvi ti dΓ (8.3.6)
Ω ∂xj Γt
Substituting Eq. (8.3.6) into Eq. (8.3.4) gives

Sec. 8.3 Weak formulation 151
Box 8.1 Governing equations for updated Lagrangian formulation

ρ(X, t)J(X, t) = ρ0 (X) (8.2.1)
2. Conservation of linear momemtum

∂σij
ρv̇ = ∇ · σ + ρb or ρv̇i = + ρbi (8.2.2)
∂xj
3. Conservation of angular momemtum
σ = σT, or σij = σji (8.2.3)
ρẇint = D : σ, or ρẇint = Dij σij (8.2.4)
σ ∇ = StσD (D, σ) (8.2.5)
6. Rate of deformation

1 ∂vi ∂vj
D = sym(∇v), or Dij = + (8.2.6)
2 ∂xj ∂xi
σij nj = t̄i on Γti vi = v̄i on Γvi (8.2.7a)
Γvi ∩ Γti = 0, Γvi ∪ Γti = Γ i = 1 to nSD (8.2.7b)
v(X, 0) = v0 (X), u(X, 0) = u0 (X) (8.2.8)
on Γint : [[n · σ]] = 0 (8.2.9)

Z Z Z
∂σij ∂δvi
δvi dΩ = δvi ti dΓ − σij dΩ (8.3.7)
Ω ∂xj Γt Ω ∂xj
Introducing Eq. (8.3.7) into Eq. (8.3.3) yields
Z Z Z Z
∂δvi
σij dΩ − δvi ti dΓ − δvi ρbi dΩ + δvi ρv̇i dΩ = 0 (8.3.8)
Ω ∂xj Γt Ω Ω
In stead of thinking the test function δvi as a mathematical quantity, if we

consider it as a virtual velocity, then each term in the above equation represents a
virtual power. Therefore, this equation is named the virtual power equation.
8.4 Principle of virtual power

We will next describe a physical name to each term in the above virtual power
equation. Let us start with the first term of Eq.(8.3.8)
∂δvi
σij = δvi,j σij
∂xj
= δLij σij (8.4.1)
= (δDij + δWij )σij
= δDij σij = δD : σ
Since δDij σij is the virtual internal power per unit volume, the total virtual inter-
nal power δP int is defined by integrating over the entire domain
Z
int ∂δvi
δP = σij dΩ (8.4.2)
Ω ∂xj
The second and third term in Eq. (8.3.8) are the virtual external power because
they are done by the external forces.
Z Z
ext
δP = δvi ρbi dΩ + δvi ti dΓ (8.4.3)
Ω Γt
The last term in Eq. (8.3.8) is the virtual kinetic (or inertial) power
Z
kin
δP = δvi ρv̇i dΩ (8.4.4)
Ω
Inserting Eqs. (8.4.2-8.4.4) into Eq. (8.3.8), we can write the principle of virtual
power as:
Sec. 8.5 Finite element discretization 153
Box 8.2 Weak formulation in the updated Lagrangian

Find v ∈ U such that
δP = δP int − δP ext + δP kin = 0 ∀δv ∈ U0

where
Z
int
δP = ∇δv : σdΩ
ZΩ Z
ext
δP = ρb · δvdΩ + t̄ · δvdΓ
ZΩ Γt
δP kin = ρδv · v̇dΩ

Ω
8.5 Finite element discretization

The domain Ω is partitioned into a set of elements Ωe . The nodal coordinates in the
current configuration are denoted by xiI , I = 1, 2, . . . nN where nN is the number
of nodes in the domain. The lower case subscripts are used for components and
upper case subscripts are for nodal values. In two dimensions, xI = [xI , yI ] and
in three dimensions, xI = [xI , yI , zI ]. The nodal coordinates in the reference
configuration are denoted by XiI .
The finite element approximation for the motion is
nN
X
xi (X, t) = NI (X)xiI (t), x(X, t) = NI (X)xI (t) (8.5.1)
I=1
where NI (X) are the shape functions. It is emphasized that the shape functions
are expressed in terms of the material coordinates although we will use the weak
form defined in the current configuration. This is done because we want the time
dependence
Write the above equation at the time t = 0, we obtain
nN
X
Xi = NI (X)XiI , X = NI (X)XI (8.5.2)
I=1
We define the nodal displacement uiI by

uiI = xiI − XiI (8.5.3)

Therefore, the displacement field is
ui (X, t) = xi − Xi = NI (X)xiI (t) − NI (X)XiI

(8.5.4)
= NI (X)(xiI (t) − XiI ) = NI (X)uiI (t)
The velocity is determined by taking the time material derivative of the dis-
placement field,
vi (X, t) = NI (X)u̇iI (t) = NI (X)viI (t) (8.5.5)

Similarly, the acceleration’s approximation is given by
üi (X, t) = NI (X)üiI (t) = NI (X)v̇iI (t) (8.5.6)

According to the Bubnov-Galerkin method, the virtual velocity is approxi-
mated by the same shape functions, so
δvi (X, t) = NI (X)δviI (8.5.7)

The velocity gradient L
∂vi ∂NI (X)

Lij = = viI (t) (8.5.8)
∂xj ∂xj
The rate of deformation D

1 ∂vi ∂vj 1
Dij = + = (viI NI,j + vjI NI,i ) (8.5.9)
2 ∂xj ∂xi 2
By substituting the discretized virtual velocity given in Eq. (8.5.7) into the
virtual power equation Eq. (8.3.8), we obtain
Z Z Z Z
∂NI
δviI σij dΩ − NI ti dΓ − NI ρbi dΩ + NI ρv̇i dΩ = 0 (8.5.10)
Using the arbitrariness of δviI except on Γvi gives
Z Z Z Z
∂NI
σij dΩ − NI ti dΓt − NI ρbi dΩ + NI ρv̇i dΩ = 0 ∀(i, I) ∈
/ Γvi
(8.5.11)
8.5.2 Internal and external nodal forces

For ease in memorizing and also for the computer implementation, each of terms
in the discrete equation is given a name. Let us start with the internal virtual power
δP int
Z Z
int ∂δvi ∂NI
δP = σij dΩ = δviI σij dΩ (8.5.12)
Ω ∂xj Ω ∂xj
We therefore can define the internal nodal force by

Z
∂NI
fiIint = σij dΩ (8.5.13)
Ω ∂xj
The external virtual power is given by
Z Z
ext
δP = δvi ρbi dΩ + δvi ti dΓ
Ω Γt
Z Z (8.5.14)
= δviI NI ρbi dΩ + NI ti dΓt
Ω Γt
The terms in parentheses can therefore be defined as the external nodal force
Z Z
fiIext = NI ρbi dΩ + NI ti dΓt (8.5.15)
Ω Γt
8.5.3 Mass matrix and inertial force

The kinetic power is given by
Z
kin
δP = δvi ρv̇i dΩ
Ω
Z (8.5.16)
= δviI ρNI NJ v̇iJ dΩ
Ω
The inertial nodal force is then defined by

Z
kin
fiI = ρNI NJ dΩv̇iJ (8.5.17)
Ω
We can write the above in two dimensions as follows

Z 
kin
ρNI NJ dΩ 0
fxI Ω
v̇xJ
= (8.5.18)
 Z 
kin
fyI 
v̇yJ
0 ρNI NJ dΩ
Ω
which is rewritten in matrix form by
fIkin = MIJ v̇J (8.5.19)

where the mass matrix is given by
Z
MIJ = I ρNI NJ dΩ (8.5.20)
Ω
This is the consistent mass matrix which is constant for Lagrangian meshes. To
show this, the above is transformed to the reference configuration
Z
MIJ = I ρNI NJ JdΩ0 (8.5.21)
Ω0
Next, the continuity equation ρJ = ρ0 is used to get

Z
MIJ = I ρ0 NI NJ dΩ0 (8.5.22)
Ω0
It is clear that the integrand of the above integral is constant. So, the mass matrix
for Lagrangian meshes is constant and therefore can be only computed at the
beginning of the computation. It is noting that Eq.(8.5.22) can be considered as
the total Lagrangian. We have used a total Lagrangian form for the mass matrix
in an updated Lagrangian formulation.
8.5.4 Discrete equations

With named terms, the discrete equations become
fiIint − fiIext + fiIkin = 0 ∀(i, I) ∈

/ Γvi (8.5.23)
In the familiar matrix form, the above is written as
Ma + f int = f ext (8.5.24)

The above are the discrete momentum equations or semidiscrete momentum equa-
tions since they are not discretized in time.
For a static problem, the accelerations vanish and the discrete momentum
equations become the well known discrete equilibrium equation
f int = f ext (8.5.25)
If the constitutive equations are rate-independent (elasto-plastic material for ex-

ample), then the discrete equilibrium equations are a set of nonlinear algebraic
equations in the stresses and nodal displacements. For rate-dependent materials,
visco-plastic ones for instance, rate terms must be discretized in time to obtain a
set of nonlinear algebraic equations.
8.5.5 Natural coordinates

Shape functions are expressed in terms of parent element coordinates (often called
natural coordinates).
Figure 8.1: Initial and current configurations and their relation to the parent ele-
ment domain
1. The parent element domain 2
2. The initial (reference) element domain Ωe0
3. The current element domain Ωe (t)
Using the shape function expressed in terms of the natural coordinates, the
motion is approximated
m
X
xi (ξ, t) = NI (ξ)xiI (t) (8.5.26)
I=1
where m is the number of node of element under consideration.

The mapping between the reference domain and the parent domain is obtained
from Eq. (8.5.26) evaluated at time t = 0,
Xi (ξ) = NI (ξ)XiI (8.5.27)
The above shows that if this map is one-to-one, then the natural coordinates can
be considered surrogate material coordinates in a Lagrangian mesh.
8.5.6 Derivatives of functions

The derivatives of shape functions with respect to the spatial coordinates x are
computed using the chain rule
∂NI ∂NI ∂ξk

= (8.5.28)
∂xj ∂ξk ∂xj
In matrix form, the above writes
T
NI,x T
= NI,ξ F−1
ξ (8.5.29)
where the matrix F is given by in three dimensions
 
x,ξ x,η x,ζ
Fξ =  y,ξ y,η y,ζ  (8.5.30)
z,ξ z,η z,ζ
whose components are given by (from Eq. (8.5.26)),
∂xi ∂NI
= xiI (t) (8.5.31)
∂ξj ∂ξj
The determinant of Fξ denoted by Jξ is the Jacobian of the transformation between
the current configuration and the parent domain.
The Jacobian of the transformation between the reference configuration and the
parent domain Jξ0 is the determinant of the following matrix
 
X,ξ X,η X,ζ
F0ξ =  Y,ξ Y,η Y,ζ  (8.5.32)
Z,ξ Z,η Z,ζ
This will be used in the total Lagrangian finite elements described in the next
chapter.
8.5.7 Implementation
In the finite element computation, all the internal nodal force, external nodal force
and the mass matrix are computed for each of the elements.
For ease of reading, we present the implementation in two dimensions first, the
generalization to three dimensions is straightforward. Using the Voigt notation,
the rate of deformation tensor D and the Cauchy stress tensor σ are considered as
column matrices as
   
 Dx   σ11 
{D} = Dy , {σ} = σ22 (8.5.33)
2Dxy σ12
   
From its definition, Dij = 1/2(vi,j + vj,i ), the rate of deformation can be
written by
 
 vx1 
 
vy1
    
 Dx  N1,x 0 ··· Nm,x 0

 

 
Dy =  0 N1,y · · · 0 Nm,y  .. (8.5.34)
.
2Dxy N1,y N1,x · · · Nm,y Nm,x 
   


 vxm 



 vym 
or
{D} = Bv (8.5.35)
where
B = {B1 , B2 , . . . , Bm } (8.5.36)
with the matrix BI in two dimensions given by
 
NI,x 0
BI =  0 NI,y  (8.5.37)
NI,y NI,x
and in three dimensions,
 
NI,x 0 0
 0 NI,y 0 
 
 0 0 NI,z 
BI = 
 0
 (8.5.38)
 NI,z NI,y 

NI,z NI,x 0 
NI,y NI,x 0
This B matrix is identical to the one used in the linear finite elements. There-
fore, the updated Lagrangian formulation is quite easy to implement since one
just needs the deformed nodal coordinates 1 to evaluate the derivative of shape
functions. Then use the available routines to construct the matrix B.
The virtual internal power is now given by
1
simply the sum of the initial coordinates plus the displacements
Z Z
int
δP = δD : σdΩ = {δD}T {σ} dΩ
ZΩ Ω
(8.5.39)
T T
= δv B {σ} dΩ
Ω
Therefore, the internal nodal force vector is given by
Z
int
f = BT {σ} dΩ (8.5.40)
Ω
The above is the most important equation in nonlinear finite element program.
The external nodal force vector is simpler and given by
Z Z
ext T
f = ρN bdΩ + NT t̄dΓt (8.5.41)
Ω Γt
And the kinetic nodal force is given by
fIkin = MIJ v̇J (8.5.42)

where the mass matrix is given by
Z
MIJ = I ρNI NJ dΩ (8.5.43)
Ω
8.5.8 Numerical integration

The integration over the current domain is transformed to the integration over the
parent domain via
Z Z
e
f (x)dΩ = f (ξ)Jξ d (8.5.44)
Ωe
where the Gauss quadrature rule is used in evaluation the integration over the
parent domain and is recalled here for convenience
Z X
f (ξ)d = w̄Q f (ξ Q ) (8.5.45)
Q
8.6 Computation of the internal nodal force

Consider an element with m nodes. The integration point has coordinate ξ Q and
weight wQ . The procedure for computation of the internal nodal force for this
element is as follows
Sec. 8.7 Total Lagrangian finite elements 161
Box 8.3 Computation of the internal nodal force

1. f int = 0
2. For all integration point ξ Q
(a) Compute matrix B

(b) Compute the rate of deformation {D} = Bv
(c) If needed, compute matrix F and E
(d) Compute stress S or σ from the constitutive equation
(e) If S was computed, then σ = J −1 F · S · FT
(f) f int = f int + BT {σ} JξQ wQ
8.7 Total Lagrangian finite elements

There are two ways in deriving the discrete equations for the total Lagrangian
formulation.
1. By using transformation. From the discrete equations of the updated La-

grangian formulation, transform quantities defined in the updated formula-
tion to equivalent ones defined in the total formulation.
2. Directly build up a weak form for the total Lagrangian formulation, then
from finite element discretization, the equations are obtained.

ρ(X, t)J(X, t) = ρ0 (X) (8.7.1)
2. Conservation of linear momentum

∇0 · P + ρ0 b = 0 (8.7.2)
3. Conservation of angular momentum

F · P = PT · FT (8.7.3)
ρ0 ẇint = ḞT : P (8.7.4)
S = S(E, . . .), P = S · FT (8.7.5)
6. Strain measure
1 T
E= F ·F−I (8.7.6)
2
n0j Pji = t̄0i on Γ0ti ui = ūi on Γ0ui (8.7.7a)
Γ0vi ∩ Γ0ti = 0, Γ0vi ∪ Γ0ti = Γ0 (8.7.7b)
P(X, 0) = P0 (X) (8.7.8a)
u̇(X, 0) = u̇0 (X) (8.7.8b)
[[n0 · P]] = 0 (8.7.9)
8.7.2 Total Lagrangian finite elements by transformation

Recall the internal nodal force in the updated Lagrangian formulation,
Z
int ∂NI
fiI = σij dΩ (8.7.10)
Ω ∂xj
Transform the Cauchy stress to the nominal stress by Jσji = Fjk Pki = xj,k Pki
Z
∂NI ∂xj
int
fiI = Pki J −1 dΩ (8.7.11)
Ω ∂xj ∂Xk
and using the fact that dΩ = JdΩ0 ,

Z
∂NI
fiIint = Pki dΩ0 (8.7.12)
Ω0 ∂Xk
The external nodal forces in the updated Lagrangian formulation are given by
Z Z
ext
fiI = NI ρbi dΩ + NI ti dΓt (8.7.13)
Ω Γt
Z Z
NI ρv̇i dΩ = ρNI NJ v̇iJ dΩ (8.7.14)
Ω Ω
Sec. 8.8 Total Lagrangian weak form 163
Defining the mass matrix by

Z
MIJ = ρNI NJ dΩ (8.7.15)
Ω
The inertial nodal force is given by
fiIkin = MIJ v̇iJ (8.7.16)
8.8 Total Lagrangian weak form

The trial and test function spaces are defined by as before
U = { ui | ui ∈ C 0 (X), ui = ūi on Γu } (8.8.1)
U0 = { δui | δui ∈ C 0 (X), δui = 0 on Γu } (8.8.2)

We start by multiplying the linear momemtum equation by a test function δui
and integrating over the initial configuration Ω0 , this gives
Z
∂Pji
δui + ρ0 bi − ρ0 üi dΩ0 = 0 (8.8.3)
Ω0 ∂Xi
The first term in the above can be written as
Z Z
∂Pji ∂ ∂δui
δui dΩ0 = (δui Pji ) − Pji dΩ0 (8.8.4)
Ω0 ∂Xi Ω0 ∂Xj ∂Xj
Using the Gauss’s theorem, we convert the first term in the RHS of the above to
surface integral,
Z Z Z
∂
(δui Pji )dΩ0 = δui [[Pji n0j ]]dΓ0 + δui Pji n0j dΓ0 (8.8.5)
Ω0 ∂Xj Γ0int Γ0
The first integral of the RHS vanishes due to the continuity condition. Applying
the traction boundary condition and the fact that δvi vanishes on the complement
of Γ0t gives
Z Z
∂
(δui Pji )dΩ0 = δui t̄0i dΓ0 (8.8.6)
Ω0 ∂X j 0
Γt
The second term in the RHS of Eq. (8.8.4)

Z Z Z Z
∂δui ∂ui ∂xi
dΩ0 = δ dΩ0 = δ dΩ0 = δFij dΩ0 (8.8.7)
Ω0 ∂Xj Ω0 ∂Xj Ω0 ∂Xj Ω0
where we have used
∂ui ∂ ∂xi
= (xi − Xi ) =
∂Xj ∂Xj ∂Xj
Substituting Eqs. (8.8.6) and (8.8.7) into Eq. 8.8.4 yields
Z Z Z
∂Pji 0
δui dΩ0 = δui t̄i dΓ0 − δFij dΩ0 (8.8.8)
Ω0 ∂Xi Γ0t Ω0
By substitution Eq. (8.8.8) into Eq. (8.8.3), we obtain after some rearrangements
Z Z Z Z
δFij Pji dΩ0 − δui t̄0i dΓ0 − δui ρ0 bi dΩ0 + δui ρ0 üi dΩ0 = 0 (8.8.9)
Ω0 Γ0t Ω0 Ω0
8.9 Principle of virtual work

A force F, which may be real (actual) or imaginary (fictitious), acting on a particle
is said to do virtual work when the particle is imagined to undergo a real or imag-
inary displacement component D in the direction of the force. Thus, virtual work
is the mathematical product (FD) of unrelated forces and displacements. Since
forces and/or displacements need not be real nor related by cause-and-effect, the
work done is called virtual work.
The virtual external work denoted by δW ext is given by
Z Z
ext 0
δW = δui t̄i dΓ0 + δui ρ0 bi dΩ0 (8.9.1)
Γ0t Ω0
The virtual internal work denoted by δW int is

Z
int
δW = δFij Pji dΩ0 (8.9.2)
Ω0
Finally, the virtual inertial work denoted by δW kin is

Z
kin
δW = δui ρ0 üi dΩ0 (8.9.3)
Ω0
We can write the principle of virtual work as:

Sec. 8.10 Finite element semidiscretization 165
Box 8.4 Weak form in the Total Lagrangian formulation

Find u ∈ U such that
δW = δW int − δW ext + δW kin = 0 ∀δu ∈ U0

where
Z
int
δW = (∇0 δu)T : PdΩ0
Ω0
Z Z
δW ext = ρ0 b · δudΩ0 + t̄0 · δudΓ0
Ω0 Γ0t
Z
δW kin = ρ0 δu · üdΩ0
Ω0
8.10 Finite element semidiscretization

The motion approximation is given as usual
xi (X, t) = NI (X)xiI (t) (8.10.1)

where as before, the summation on dummy index I is taken as the total number
of nodes of the domain or as the number of nodes per element if element level is
being considered.
The displacement approximation is given by
ui (X, t) = NI (X)uiI (t) (8.10.2)

Then, the velocity and acceleration are approximated by
u̇i (X, t) = NI (X)u̇iI (t)

(8.10.3)
üi (X, t) = NI (X)üiI (t)
Following the Bubnov-Galerkin method, the virtual displacement approximation

reads
δui (X) = NI (X)δuiI (8.10.4)

where δuiI are arbitrary parameters and do not depend on time.
The deformation gradient tensor F is
∂xi ∂NI
Fij = = xiI (t) (8.10.5)
∂Xj ∂Xj
where in the second equality, Eq. (8.10.1) has been used. The Green strain ten-
sor E can be computed from the deformation gradient F. However, it should be
computed using the gradient of displacement as
1
Eij = (Hij + Hji + Hki Hkj ) (8.10.6)
2
with
∂ui ∂NI
Hij = = uiI (8.10.7)
∂Xj ∂Xj
The variation of F is therefore defined by
∂NI ∂NI
δFij = δxiI = δuiI (8.10.8)
∂Xj ∂Xj
where we have used δxiI = δ(uiI + XiI ) = δuiI . It is convenient to define the
matrix B0 as B0 = [B01 B02 · · · ] with each sub-matrix defined by
∂NI
B0jI = (8.10.9)
∂Xj
Explicitly,
T
B0I = NI,X NI,Y

NI,Z (8.10.10)
With the defined matrix B0 , the internal virtual work is given by
Z
int
δW = δuiI B0jI Pji dΩ0 (8.10.11)
Ω0
The internal nodal force is therefore defined by

Z Z
fiIint = B0jI Pji dΩ0 , (fIint )T = BT
0I PdΩ0 (8.10.12)
Ω0 Ω0
The above is the formula to compute the internal nodal force using the full stress
matrix. We can use the Voigt notation (stress vector), we first transform the un-
symmetric nominal stress to the symmetric second Piola-Kirchhoff stress. Using
the transformation P = S · FT , the internal nodal force is written as
Z
∂NI
fiIint = Sjk Fik dΩ0 (8.10.13)
Ω0 ∂Xj
It is easier to write the above explicitly as follows in two dimensions
 
int
∂NI∂x ∂NI ∂x ∂NI ∂x ∂NI ∂x
Sx
fxI +
 
= ∂X ∂X ∂Y ∂Y ∂X ∂Y ∂Y ∂X Sy (8.10.14)
int ∂NI ∂y ∂NI ∂y ∂NI ∂y ∂NI ∂y
fyI +
∂X ∂X ∂Y ∂Y ∂X ∂Y ∂Y ∂X Sxy
 
which can be written in matrix form as

Z
fIint = BT
0I {S}dΩ0 (8.10.15)
Ω0
with the matrix B0I in two dimensions given by

 ∂NI ∂x ∂NI ∂y 
∂X ∂X ∂X ∂X
∂NI ∂y
B0I =  ∂NI ∂x
∂Y ∂Y ∂Y ∂Y
 (8.10.16)
∂NI ∂x ∂NI ∂y I ∂y
∂X ∂Y
+ ∂N I ∂x
∂Y ∂X ∂X ∂Y
+ ∂N
∂Y ∂X
and in three dimensions
 
NI,X F11 NI,X F21 NI,X F31

 NI,Y F12 NI,Y F22 NI,Y F32 

0
 N I,Z F 13 N I,Z F 23 NI,Z F 33

BI = NI,Y F13 + NI,Z F12 NI,Y F23 + NI,Z F22 NI,Y F33 + NI,Z F32 

 
NI,Y F13 + NI,Z F12 NI,Y F23 + NI,Z F22 NI,Y F33 + NI,Z F32 
NI,Y F13 + NI,Z F12 NI,Y F23 + NI,Z F22 NI,Y F33 + NI,Z F32
(8.10.17)
0
It can be shown that the above matrix BI relates the material time derivative
of the Green strain tensor to the nodal velocities as follows
1
Ėij = (Ḟki Fkj + Fki Ḟkj )
2
1 ∂ u̇k ∂xk ∂xk ∂ u̇k
= + (8.10.18)
2 ∂Xi ∂Xj ∂Xi ∂Xj

1 ∂NI ∂xk ∂xk ∂NI
= + u̇kI
2 ∂Xi ∂Xj ∂Xi ∂Xj
The above, written in the Voigt notation, reads

{Ė} = B0I u̇I (8.10.19)

The external virtual work is
Z Z
ext 0
δW = δuiI NI t̄i dΓ0 + δuiI NI ρ0 bi dΩ0 (8.10.20)
Γ0t Ω0
The external nodal force is then given by
Z Z Z Z
fiIext = NI t̄0i dΓ0 + NI ρ0 bi dΩ0 , fIext = 0
NI t̄ · ei dΓ0 + NI ρ0 bdΩ0
Γ0t Ω0 Γ0t Ω0
(8.10.21)
This is identical to the external nodal force of linear finite elements. From the
inertial virtual work
Z
kin
δW = δuiI ρ0 NI NJ dΩ0 üiJ (8.10.22)
Ω0
the inertial nodal force is then given by

Z
kin
fiI = ρ0 NI NJ dΩ0 üiJ , fIkin = MIJ üJ (8.10.23)
Ω0
with the consistent mass matrix given by

Z
MIJ = I ρ0 NI NJ dΩ0 (8.10.24)
Ω0
8.10.2 Discrete equations

Introducing the above equations for the virtual work δW int , δW ext and δW kin into
the equation of virtual work, we obtain
δuiI (fiIint − fiIext + fiIkin ) = 0 (8.10.25)

Taking the arbitrariness of δuiI except on the displacement boundary Γ0ui , we ob-
tain the discrete equations
fiIint − fiIext + fiIkin = 0 ∀(i, I) ∈

/ Γ0ui (8.10.26)
which can be written in matrix form as
Mü + f int − f ext = 0 (8.10.27)

where
Z
MIJ = ρ0 NI NJ dΩ0 I
Ω0
Z Z
fIint = BT
0I {S}dΩ0 , (fIint )T = BT
0I PdΩ0 (8.10.28)
Ω0 Ω0
Z Z
fIext = 0
NI t̄ · ei dΓ0 + NI ρ0 bdΩ0
Γ0t Ω0
The integration over the reference configuration is transformed to the parent

element domain, for example
Z
fIint = BT 0
0I {S}Jξ d (8.10.29)

where Jξ0 is the Jacobian of the mapping between the reference domain and the
parent element domain. The well known Gauss quadrature is then used to evaluate
the integrals over the parent element domain.
Consider an element with m nodes. The integration point has coordinate ξ Q
and weight wQ . The procedure for computation of the internal nodal force for this
element is as follows
Box 8.5 Computation of the internal nodal force

1. f int = 0
2. For all integration point ξ Q
(a) Compute matrix B0 with B0I = [ NI,X NI,Y NI,Z ]T

(b) Compute matrix H = uBT

0 , u = u1 u2 . . .
(c) Compute matrix F = H + I, then J = det(F)

(d) Compute matrix E = 1/2(H + HT + HT H)
E
(e) If needed, compute the rate of E: Ė =
∆t
(f) Compute stress S or σ from the constitutive equation
(g) Compute the nominal stress P: P = JF−1 σ, or P = SFT
(h) f int + = BT 0
0 PJξQ wQ
8.11 Solution procedures

8.11.1 The central difference method
∆tn+1/2 = tn+1 − tn , ∆tn−1/2 = tn − tn−1
1 (8.11.1)
tn+1/2 = (tn+1 + tn ), ∆tn = tn+1/2 − tn−1/2
2
The central difference formula for the velocity is given by
dn+1 − dn 1
vn+1/2 = n+1 n

= d − d (8.11.2)
tn+1 − tn ∆tn+1/2
After rearrangement, the above can be written as
dn+1 = dn + ∆tn+1/2 vn+1/2 (8.11.3)

Acceleration
vn+1/2 − vn−1/2
an = , vn+1/2 = vn−1/2 + ∆tn an (8.11.4)
tn+1/2 − tn−1/2
Substitution of Eq. (8.11.2) and its counterpart for the previous time step into the
above, the acceleration is expressed directly in terms of displacements as
∆tn−1/2 (dn+1 − dn ) − ∆tn+1/2 (dn − dn−1 )

an = (8.11.5)
∆tn−1/2 ∆tn ∆tn+1/2
In the case of equal time step, the above simplifies
dn+1 − 2dn − dn−1

an = (8.11.6)
(∆tn )2
which is the well known formula for difference of second derivative of a function.
The equation to be solved at the time step n is written as
Man = f n = f ext (dn , tn ) − f int (dn , tn ) (8.11.7)

subject to
gI (dn ) = 0, I = 1nC (8.11.8)

Substituting Eq. (8.11.7) into Eq. (8.11.4) gives the update of velocity
vn+1/2 = vn−1/2 + ∆tn M−1 f n (8.11.9)

The above gives vn+1/2 , then Eq. (8.11.3) will give the displacement of the next
step dn+1 .
Sec. 8.11 Solution procedures 171
8.11.2 The Newmark methods

r(dn+1 , tn+1 ) = sD Man+1 + f int (dn+1 , tn+1 ) − f ext (dn+1 , tn+1 ) = 0 (8.11.10)
where

0 for a static problem
sD = (8.11.11)
1 for a dynamic problem
Defining the predictors as (Hughes)
(∆t)2
d̃n+1 = dn + ∆tvn + (1 − 2β)an
2 (8.11.12)
n+1
ṽ = vn + (1 − γ)∆tan
Then, the displacement and velocity at step n + 1 are computed by
dn+1 = d̃n+1 + β(∆t)2 an+1 (8.11.13)
vn+1 = ṽn+1 + γ∆tan+1 (8.11.14)

The updated acceleration can be computed using Eq. (8.11.13) as
1
an+1 = (dn+1 − d̃n+1 ) β>0 (8.11.15)
β∆t2
Substituting Eq. (8.11.15) into Eq. (8.11.10) gives
sD
r= M(dn+1 − d̃n+1 ) + f int (dn+1 , tn+1 ) − f ext (dn+1 , tn+1 ) = 0
β∆t2
(8.11.16)
The above are nonlinear algebraic system of equations in the nodal displacement
dn+1 which can be solved efficiently by the iterative Newton-Raphson method.
After solution of this equation, we can compute the acceleration an+1 by Eq.
(8.11.15). Finally, the velocity vn+1 is determined through Eq. (8.11.14).
8.11.3 The Newton-Raphson method

∂r
r(ui+1 i
n+1 ) ' r(un+1 ) + ∆uin+1 = 0 (8.11.17)
∂u uin+1

Hence we obtain the linear model
KT ∆uin+1 = −r(uin+1 ) (8.11.18)

where
sD ∂f int ∂f ext
KT = M + − (8.11.19)
β∆t2 ∂u ∂u
This matrix is called the finite element Jacobian of the system of equation or most
often the tangent stiffness matrix. The procedure to derive this matrix is called the
linearization and is subject of the next section.
ui+1 i i
n+1 = un+1 + ∆un+1 (8.11.20)
Box 8.6 Flowchart for implicit time integration

1. Initialization: d0 = 0, n = 0, t = 0
2. Estimate next solution dnew = dn or dnew = d̃n+1
3. Newton-Raphson iterations for load step n + 1
i. Compute the force f (dnew , tn+1 )

ii. Compute an+1 = 1/β∆t2 (dnew − d̃n+1 ); vn+1 = ṽn+1 + γ∆tan+1
iii. Compute the residual r = Man+1 − f (dnew , tn+1 )
iv. Compute the tangent stiffness KT (dnew )
v. modify KT (dnew ) for essential boundary conditions
vi. Solve the linear system of equations KT ∆d = −r
vii. dnew = dnew + ∆d
viii. Check for convergence, if not met go to step 2i.
4. Update displacement, load step: dn+1 = dnew , n = n + 1, t = t + ∆t
5. Output or if simulation not complete go to step 2
8.11.4 Linearization
We start with the linearization of the internal nodal force. By comparing the ex-
pression of the total and updated Lagrangian formulations, we choose the former
to do the linearization because in this formula, only the nominal stress P is time
dependent or more precisely depends on the increment of displacement.
Taking the material time derivative of the internal nodal force, we have
Z
∂NI
f˙iIint = Ṗji dΩ0 (8.11.21)
Ω0 ∂Xj
The constitutive equations are usually not expressed in terms of Ṗ because
this stress rate is not objective. We therefore use the material time derivative of
the second Piola-Kirchhoff stress, which is objective. Indeed, by using P = SFT ,
the above equation becomes
Z
˙int ∂NI
fiI = (Ṡjk Fik + Sjk Ḟik )dΩ0 (8.11.22)
Ω0 ∂Xj
This equation shows that the rate of the internal nodal force consists of two parts:
1. Material part.
2. Geometric part.
f˙iIint = f˙iImat + f˙iIgeo (8.11.23)

where
Z Z
∂NI ∂NI
f˙iImat = Ṡjk Fik dΩ0 , f˙iIgeo = Sjk Ḟik dΩ0 (8.11.24)
Ω0 ∂Xj Ω0 ∂Xj
8.11.5 Material tangent stiffness

Since the second Piola-Kirchhoff stress tensor is symmetric, we adopt the Voigt
notation.
Z
mat
ḟI = BT0I {Ṡ}dΩ0 (8.11.25)
Ω0
where {Ṡ} is the rate of the second Piola-Kirchoff stress tensor written in the
Voigt column matrix form. The constitutive equation in rate form is
{Ṡ} = [CSE ]{Ė} (8.11.26)

Recall that {Ė} = B0J u̇J
Z
ḟImat = BT SE 0
0I [C ]BJ u̇J dΩ0 (8.11.27)
Ω0
So the material tangent stiffness matrix is given by
Z
Kmat
IJ = BT SE 0
0I [C ]BJ dΩ0 (8.11.28)
Ω0
8.11.6 Geometric stiffness

Z Z
∂NI
f˙iIgeo = Sjk Ḟik dΩ0 = B0jI Sjk B0kJ u̇iJ dΩ0 (8.11.29)
Ω0 ∂Xj Ω0
Z
ḟIgeo = I BT0I SB0J dΩ0 u̇J (8.11.30)
Ω0
So the geometric stiffness matrix is given by

Z
Kgeo
IJ =I BT
0I SB0J dΩ0 (8.11.31)
Ω0
The above forms can be easily converted to the updated Lagrangian forms by
letting the current configuration be the reference configuration.
Z
Kmat
IJ = BT στ
I [C ]BJ dΩ
Ω
Z (8.11.32)
Kgeo
IJ = I BT
I σBJ dΩ
Ω
8.11.7 Alternative derivations of tangent stiffness

In this section, we present an alternative derivation of the tangent stiffness matrix
using the convected rate of the Kirchhoff stress tensor.
Remind that τ = F · P. Taking the material time derivative of the previous
expression, we have
τ̇ = Ḟ · P + F · Ṗ (8.11.33)
Solving for Ṗ gives
Ṗ = F−1 · (τ̇ − Ḟ · P) = F−1 · (τ̇ − L · F · P) (8.11.34)

where in the second step, the relation Ḟ = L·F was used. Again, using τ = F·P,
the above can be simplified to
Ṗ = F−1 · (τ̇ − L · τ ) (8.11.35)

Using the relation between the rate of Kirchhoff stress and its convected rate, i.e.,
τ ∇c = τ̇ − L · τ − τ · LT , the above becomes
−1 ∇c
Ṗ = F−1 · (τ ∇c + τ · LT ), or Ṗji = Fjk (τki + τkl Lil ) (8.11.36)
Introducing the above into Eq. (8.11.21), we obtain
Z
∂NI ∂Xj ∇c
f˙iIint = (τ + τkl Lil )dΩ0
∂Xj ∂xk ki
ZΩ0 (8.11.37)
∂NI ∇c
= (τ + τkl Lil )dΩ0
Ω0 ∂xk ki
Separating the above into the material and geometric parts gives
Z Z
˙mat ∂NI ∇c ˙geo ∂NI
fiI = τki dΩ0 , fiI = τkl Lil dΩ0 (8.11.38)
Ω0 ∂xk Ω0 ∂xk
It is easily to transform the above result to the updated Lagrangian forms using
the fact that
dΩ = JdΩ0 , τ ∇c = Jσ ∇T
Z
f˙iIint = ∇T
NI,k (σki + σkl Lil )dΩ (8.11.39)
Ω
In order to complete the derivation of the material tangent stiffness, it suffices

to introduce the constitutive equation relating the convected stress rate to the nodal
velocities. Recall that
τij∇c = Cijkl
τ
Dkl (8.11.40)
Substituting the above into the first part of Eq.(), we obtain
Z
˙mat ∂NI τ
fiI = Ckijl Djl dΩ0 (8.11.41)
Ω0 ∂xk
Recall that the rate of deformation is the symmetric part of the velocity gradient
L, and the minor symmetry of the tangent moduli. That is,
1 τ τ
Djl = (Lj,l + Ll,j ), Ckijl = Ckilj (8.11.42)
2
We can write
τ 1 τ 1 τ τ
Ckijl Djl = Ckijl Lj,l + Ckilj Ll,j = Ckijl Lj,l (8.11.43)
2 2
The Eq. (8.11.41) therefore becomes
Z
∂NI τ
f˙iImat = C Lj,l dΩ0
∂xk kijl
ZΩ0
τ
= NI,k Ckijl NJ,l u̇jJ dΩ0 (8.11.44)
Ω0
Z
στ
= NI,k Ckijl NJ,l dΩu̇jJ
Ω
where in the second equality, just the finite element approximation for the velocity
has been used and in the third step, we have transformed to the current configura-
tion.
Z
mat στ
KijIJ = NI,k Ckijl NJ,l dΩ (8.11.45)
Ω
In Voigt notation, the above reads
Z Z
mat
KIJ = T στ
BI [C ]BJ dΩ = J −1 BT τ
I [C ]BJ dΩ (8.11.46)
Ω Ω
which is identical to Eq. ().
8.11.8 Load stiffness matrix

In case that the load depends on the deformation, i.e., follower loads such as the
pressure, the increment of the external nodal force with respect to the increment
in displacement does not vanish and make a term called the load stiffness.
9
Arbitrary Lagrangian Eulerian formulation
9.1 Introduction
As introduced in the chapters on Lagrangian finite elements, the mesh is deformed
with the material which makes the treatment of boundaries and material interfaces
trivially. In addition, and obviously the most salient feature of the Lagrangian for-
mulation is that integration points at particles remain unchanged. This facilitates
the modeling of history-dependent materials. However, since the mesh deformed
with the material, for large deformation problems, secure mesh distortion is in-
evitable and must be recourse to remeshing to get reliable results. Due to these
reasons, the Lagrangian formulation is best suited to solid mechanics problems
and much relies on the ability of elements to distortion.
In the Eulerian formulation, contrast to the Lagrangian formulation, the mesh
is fixed with respect to the motion of the material. It is therefore clearly that large
deformation is no problem since the mesh does never deformed, i.e., their shapes
never change. However, the boundaries and interfaces move with respect to the
mesh which... Hence, the Eulerian formulation is widely used in fluid mechanics.
It is naturally to derive a formulation combining the advantages of the both
methods. The Arbitrary Lagrangian Eulerian formulation (ALE)
9.2 ALE continuum mechanics

9.2.1 Motions
In the ALE formulation, since the mesh is independent to the motion of the mate-
rial, it is natural to separate the motion of material from the motion of mesh. As
before, the motion of the material is given by
178 Arbitrary Lagrangian Eulerian formulation Chap. 9
x = φ(X, t) (9.2.1)
which is the map between the current configuration Ω and the material configura-
tion Ω0 .
In the ALE formulation, one more domain is defined which is called the refer-
ential domain or the ALE domain Ω̂. The initial positions of particles are denoted
by χ, so
χ = φ(X, 0) (9.2.2)
The coordinates χ are called the ALE coordinates. The purpose of the ALE do-
main Ω̂ is to describe the motion of the mesh independently with the motion of
the material.
The motion of the mesh is given by
x = φ̂(χ, t) (9.2.3)
From Eqs. (9.2.1) and (9.2.3), we can relate the ALE coordinates to the mate-
rial coordinates by a composition of functions
χ = φ̂−1 (x, t) = φ̂−1 (φ(X, t), t) = Ψ(X, t) (9.2.4)
x = φ(X, t) = φ̂(Ψ(X, t), t) (9.2.5)

Similarly to the kinematic quantities defined for material motion, we will de-
fine the so-called mesh displacement, mesh velocity and mesh acceleration. The
mesh displacement is defined by
û(χ, t) = x − χ = φ̂(χ, t) − χ (9.2.6)

The mesh velocity is defined in the same manner as the material velocity

∂ φ̂(χ, t) ∂ φ̂
v̂(χ, t) = ≡ ≡ φ̂,t [χ] (9.2.7)
∂t ∂t χ
In the above, the ALE coordinate χ is fixed 1 . Three notations have been used
in Eq.(9.2.7). When the independent variable is is explicitly given, we simply
use the partial derivative to time to indicate the mesh velocity. Otherwise, we
designate the coordinate which is fixed either by a subscript following a bar or in
brackets following the subscript ’,t’ as shown in Eq.(9.2.7). The mesh acceleration
is defined by
1
in the expression of material velocity, the material coordinate X is fixed
Sec. 9.2 ALE continuum mechanics 179
∂v̂(χ, t) ∂ 2 û(χ, t)
â(χ, t) = = = û,tt [χ] (9.2.8)
∂t ∂t2
9.2.2 Material time derivative

Noting that in the ALE formulation, the independent variables are the ALE coor-
dinate χ and time t. The material time derivative is computed using the chain rule
as usual. Considering a function f (χ, t), we have
D ∂f (χ, t) ∂f ∂Ψi
f (χ, t) = + (9.2.9)
Dt ∂t ∂χi ∂t
Defining the referential particle velocity wi as
∂Ψi
wi = (9.2.10)
∂t
Introducing the previously defined variable into Eq. (9.2.9) gives
D ∂f
f (χ, t) = f,t [χ] + wi (9.2.11)
Dt ∂χi
x = φ̂(χ, t) = φ̂(Ψ(X, t), t) = φ̂Ψ (9.2.12)

the material velocity is
∂φj (X, t) ∂ φ̂j (χ, t) ∂ φ̂j (χ, t) ∂χi

vj = = +
∂t ∂t ∂χi ∂t (9.2.13)
∂xj
= v̂j + wi
∂χi
Defining the convective velocity denoted by c as the difference between the mate-
rial and mesh velocities:
ci = vi − v̂i (9.2.14)
From Eq. (9.2.13), we obtain
∂xi
ci = vi − v̂i = wj (9.2.15)
∂χj
This relation between the convective velocity, material velocity and mesh velocity
will be used much in the ALE formulation.
In what follows, we derive the material time derivative in terms of spatial

gradient. Using the chain rule, we can write
D ∂f
f (χ, t) = f,t [χ] + wi
Dt ∂χi
∂f ∂xj
= f,t [χ] + wi (9.2.16)
∂xj ∂χi
∂f
= f,t [χ] + cj
∂xj
In vector notation, the above can be written as
D
f (χ, t) = f,t [χ] + c · ∇f (9.2.17)
Dt
9.2.3 Relationship between ALE, Eulerian and Lagrangian de-

scriptions
9.3 Laws of conservation in ALE formulation

The conservation laws in the ALE formulation are almost identical to ones in the
Eulerian formulation. The only modification must be made is the material time
derivative which is now given in ALE form as in Eq.(9.2.17).
Comparing to the Lagrangian formulation, in ALE formulation, we need to
consider the mass conservation equation in the form of a partial differential equa-
tion. Therefore, we deal with two systems of PDEs: the scalar continuity equation
and the vector linear momentum equation.
9.3.1 Conservation of mass

Recall that the continuity of equation is given by
ρ̇ + ρ∇ · v = 0 (9.3.1)
In the above, replacing the material time derivative of ρ by the ALE form given in
Eq. (9.2.17) yields
ρ,t [χ] + c · ∇ρ + ρ∇ · v = 0 (9.3.2)

Sec. 9.5 ALE governing equations 181
9.3.2 Conservation of linear and angular momenta

The momentum equation in an Eulerian description is given by
ρv̇i = σji,j + ρbi (9.3.3)
The time derivative of vi is also replaced by the ALE form given in Eq. (9.2.17),
the above becomes
ρ(vi,t [χ] + cj vi,j ) = σji,j + ρbi (9.3.4)
The conservation of angular momentum leads to the symmetry of the Cauchy

stress tensor as before.
9.4 ALE governing equations
Box 9.1 ALE governing equations

1. Continuity equation
ρ,t [χ] + c · ∇ρ + ρ∇ · v = 0 (9.4.1)
2. Momentum equation
ρ(vi,t [χ] + cj vi,j ) = σji,j + ρbi (9.4.2)
3. Energy equation
4. Natural boundary conditions
5. Essential boundary conditions
9.5 ALE weak formulation

9.5.1 Weak form of the continuity equation
Since the mass conservation is enforced as a PDE in the ALE formulation, a weak
form must be developed. Let the trial function be ρ ∈ C 0 . The weak form is
obtained by multiplying the continuity equation with a test function δρ ∈ C 0 , and
integrating over the current spatial domain. That is
Z Z Z
δρρ,t [χ]dΩ + δρc · ∇ρdΩ + δρρ∇ · vdΩ = 0 (9.5.1)
Ω Ω Ω
9.5.2 Weak form of the linear momentum equation

As usual, the weak form of linear momentum is obtained by multiplying the cor-
responding equation with a test function δe v 2 and integrating over the current
domain, so
Z
vi σji,j + ρbi − ρvi,t [χ] − ρcj vi,j dΩ = 0
δe (9.5.2)
Ω
where δe
vi vanishes on Γvi . Using the results derived in chapter ??, we obtain
Z Z Z
vi,j σij dΩ −
δe vi ti dΓ −
δe δe
vi ρbi dΩ
Ω Γt Ω
Z Z
vi ρvi,t [χ]dΩ + δe
+ δe vi ρcj vi,j dΩ = 0 (9.5.3)
Ω Ω
9.5.3 Finite element approximations

The ALE domain Ω̂ is discretized into finite elements. For each element, the ALE
coordinates are given by
χ = NI (ξ)χI (9.5.4)
mesh motion is approximated by
In ALE description, the density ρ is also a dependent variable which is ap-
proximated by
ρ = NIρ ρI (t) (9.5.5)

2
we have used a different symbol for the test function because we will use the Petrov-Galerkin
formulation.
Sec. 9.5 ALE weak formulation 183
Due to the presence of convective terms (), use of the standard Galerkin method
will leads to the so-called spatial instability. To overcome this, we adopt the
Petrov-Galerkin method where the trial and test functions come from different
function spaces. The trial shape functions for the density and material velocity
are denoted by NIρ and NI , respectively whereas the test shape functions for the
density and material velocity are given by N̄Iρ and N̄I .
δρ = N̄Iρ δρI (t) (9.5.6)
9.5.4 Finite element matrix equations

The continuity equation is obtained by introducing Eqs. (9.5.5) and (9.5.6) into
the weak form (9.5.1) and invoking the arbitrariness of δρI (t),
Z Z Z
N̄Iρ NJρ ρJ,t dΩ + N̄Iρ ci NJ,i
ρ
ρJ dΩ + N̄Iρ vi,i NJρ ρJ dΩ = 0 (9.5.7)
Ω Ω Ω
The above can be written in matrix form as
dρ
Mρ + Lρ ρ + Kρ ρ = 0 (9.5.8)
dt
where Mρ , Lρ and Kρ are capacity, transport and divergence matrices, respec-
tively,
Z
ρ
MIJ = N̄Iρ NJρ dΩ
ZΩ
LρIJ = N̄Iρ ci NJ,i
ρ
dΩ (9.5.9)
ZΩ
ρ
KIJ = N̄Iρ vi,i NJρ dΩ
Ω
In the following, the discrete equation corresponding to the linear momentum

is derived by substitution of the finite element approximations of material velocity
into Eq. (9.5.3). Hence,
Z Z Z
N̄I,j σij dΩ − N̄I ti dΓ − N̄I ρbi dΩ
Ω
Z Γt Z Ω
+ N̄I ρNJ v̇iJ dΩ + N̄I ρcj NJ,j viJ dΩ = 0 (9.5.10)

Ω Ω
In matrix notation, the above writes
dv
M + Lv + f int − f ext = 0 (9.5.11)
dt
where M and L are the mass and convective matrices, respectively, whereas f int
and f ext are the internal and external nodal force:
Z
MIJ = I N̄I ρNJ dΩ
ZΩ
LIJ = I N̄I ρcj NJ,j dΩ
Z Ω (9.5.12)
fiIint = N̄I,j σij dΩ
ZΩ Z
ext
fiI = N̄I ti dΓ + N̄I ρbi dΩ
Γt Ω
9.6 Petrov-Galerkin formulation for the momentum

equation
The Petrov-Galerkin test function is given by
vi = δvi + δviPG
δe (9.6.1)
where δvi = 0 on Γvi while δviPG not. Therefore, the Petrov-Galerkin weak form
is
Z
(δvi + δviPG )(ρv̇i − σji,j − ρbi )dΩ = 0 (9.6.2)
Ω
Z Z
δvi (ρv̇i − σji,j − ρbi )dΩ + δviPG (ρv̇i − σji,j − ρbi )dΩ = 0 (9.6.3)
Ω Ω
Applying the usual procedure of integration by parts for the first term (see the
derivation of weak form in chapter ??), the above becomes
Sec. 9.6 Petrov-Galerkin formulation for the momentum equation 185
Z Z Z Z
δvi ρv̇i dΩ + δvi,j σji dΩ − δvi ti dΓt − δvi ρbi dΩ
Ω Ω Γt Ω
| {z }
Galerkin terms
Z (9.6.4)
+ δviPG (ρv̇i − σji,j − ρbi )dΩ = 0
|Ω {z }
Petrov-Galerkin stabilization terms
9.6.1 The δviPG test function

Motivated from the stabilization method of the advection-diffusion equations in
chapter 7, the Petrov-Galerkin test function reads
δviPG = kcj δvi,j (9.6.5)

where k is the so-called stabilization parameter given by
k= (9.6.6)
9.6.2 The finite element equations

From the Petrov-Galerkin weak form given in Eq.(9.6.4), it is obvious that the
finite element equations are composed of two parts. Namely, one associated with
the standard Galerkin terms and the other associated with the stabilization terms.
The Galerkin finite element equations are
dv
M + Lv + f int − f ext = 0 (9.6.7)
dt
where M, L, f int and f ext are given in Eq.(9.5.12) with shape functions N I re-
placed by NI .
Next, we develop the finite element equations for the stabilization terms. The
Petrov-Galerkin test function is given by
δviPG = kcj NI,j δviI (9.6.8)

For clarity, the stabilization term in Eq.(9.6.4) is recalled here
Z
δviPG (ρvi,t [χ] + ρck vi,k − σki,k − ρbi )dΩ = 0 (9.6.9)
Ω
Introducing the finite element approximations of the Petrov-Galerkin test function
given in Eq.(9.6.8) and the material velocity in Eq.() into the above, we have
Z Z
δviI ρkcj NI,j NJ v̇iJ dΩ + ρkcj NI,j ck NJ,k viJ dΩ
Ω Ω
Z Z (9.6.10)
− kcj NI,j σki,k dΩ − ρkcj NI,j bi dΩ = 0
Ω Ω
Taking the arbitrariness of δviI gives the stabilization equation in matrix form as
dv int ext
Mstab + Lstab v + fstab − fstab =0 (9.6.11)
dt
where
Z
Mstab = I[MIJ ]stab = I ρkcj NI,j NJ dΩ
ZΩ
Lstab = I[LIJ ]stab = I ρkcj NI,j ck NJ,k viJ dΩ
Ω
Z (9.6.12)
int
[fiI ]stab = − kcj NI,j σki,k dΩ
Z Ω
[fiIext ]stab = ρkcj NI,j bi dΩ
Ω
Finally, combining two equations (9.6.7) and (9.6.11), we get the discrete
Petrov-Galerkin equations for the linear momentum as
dv
(M + Mstab ) + (L + Lstab )v + f int + fstab
int
− (f ext + fstab
ext
)=0 (9.6.13)
dt
dv
M + Lv + f int − f ext = 0 (9.6.14)
dt
Z
LIJ = (∇NI )T ρkccT ∇NJ dΩ
stab
(9.6.15)
Ω
In three dimensions, the above is written explicitly as
  
Z c1c1 c1c2 c1c3 NJ,x
Lstab

IJ = NI,x NI,y NI,z ρk c2c1 c2c2 c2c3 NJ,y  dΩ (9.6.16)
Ω c3c1 c3c2 c3c3 NJ,z
Sec. 9.7 Linearization of the discrete equations 187
9.7 Linearization of the discrete equations

9.7.1 Internal nodal forces
Z
∂NI
fiIint = σij dΩ
Ω ∂xj
Z (9.7.1)
∂NI ∂χk ˆ Ω̂
= σij Jd
Ω ∂χk ∂xj
We define the nominal stress on the ALE domain as

∂χk −1
Pbki = Jb σij = JbFbkj σij (9.7.2)
∂xj
Introducing the above into Eq.(9.7.1), the internal nodal force can be written as
Z
int ∂NI b
fiI = Pki dΩ̂ (9.7.3)
Ω ∂χk
taking time derivative
dfiIint
Z
∂NI b
= Pki,t[χ] dΩ̂ (9.7.4)
dt Ω ∂χk
9.7.2 External nodal forces

10
Meshless and Partition of Unity methods
10.1 Introduction
The most widely used numerical methods for solving the partial differential equa-
tions are the finite difference method, finite element methods and the finite vol-
ume method. The finite difference method (FDM) are suitable only to problems
with simple geometries and hence there are little practical applications. The fi-
nite element methods (FEM), in contrary, can be applied to problems with com-
plex geometries and complex boundary conditions following a unified procedure
(same steps for many different problems, hence ease the computer implementa-
tion). That is the reason why FEMs are numerical tools of choice for practical
applications ranging from structure mechanics, solid mechanics, fluid mechanics
to electromagnetic, just to name afew. Nowadays, there are many general purpose
finite element softwares such as ANSYS, ABAQUS, LSDYNA, just to name a
few, which are extensively used in daily work of engineers.
Despite of this gross success, limitations do exist with the finite element meth-
ods. By constructing the approximate solution based on the mesh, inaccurate re-
sults would be obtained in case of severely distorted mesh in large deformation
problems. While distorted mesh can be solved by building a new not distorted
mesh (often called remeshing), this remeshing procedure usually leads to degra-
dation of accuracy and results in an excessive computational cost. The Arbitrary
Lagrangian Eulerian (ALE) methods have been used with great success for large
deformation problems, but coming with its complexity and additional treatment
of transport terms (require stabilization techniques).
Another class of problems which can not be efficiently solved by standard
FEMs is the so-called moving boundaries problems. Typical examples are crack
propagation, interface modeling (solid-fuild, fluid-fluid interfaces) etc. Since finite
190 Meshless and Partition of Unity methods Chap. 10
element mesh must be conform to these interfaces (interfaces locating along the
element surfaces), when these interfaces change, a new mesh must be built to
conform with the updated interfaces.
The meshfree methods (also called meshless methods) have been born in ef-
forts of constructing approximations not relying on mesh. According to mesh-
less methods, the approximation is build based on a set of nodes scattered over
the domain under consideration. In MMs, the approximation is built from nodes
only. One of the first meshfree methods is the Smooth Particle Hydrodynamics
(SPH) method by [?] and [?]. It was born to solve problems in astrophysics and,
later on, in fluid dynamics [?, ?, ?]. [?] were the first to employ SPH in solid
mechanics (impact). Since the original SPH version suffered from spurious insta-
bilities and inconsistencies [?, ?, ?], many improvements were incorporated into
SPH [?, ?, ?, ?, ?, ?, ?, ?]. While SPH and their corrected versions were based
on a strong form, other methods were developed in the 1990s, based on a weak
form. Major applications of these methods are in solid mechanics. The element-
free Galerkin (EFG) method [?] was developed in 1994 and was one of the first
meshfree methods based on a global weak form. The Reproducing kernel particle
method (RKPM) [?] was developed one year later. Though the final equations
are very similar to the equations of the EFG method, RKPM has its origin in
wavelets. In contrast to RKPM and the EFG method, that use a so-called intrinsic
basis, other methods were developed that use an extrinsic basis and the partition
of unity concept. This extrinsic basis was initially used to increase the approxi-
mation order similar to a p-refinement as e.g. in the hp-cloud method [?, ?]. [?]
pointed out the similarities of meshfree and finite element methods and developed
a method that he called Partition of Unity Finite Element Method (PUFEM). The
method is very similar to the hp-cloud method and only different in the way the
approximation order is increased. While in PUFEM, Shepard functions were used
exclusively as shape functions, the shape functions in the hp-cloud method were
varied. [?] pointed out in their generalized finite element method (GFEM) that
different partition of unities can be used for the usual approximation and the so-
called enrichment. In the XFEM [?, ?, ?], the extrinsic enrichment was modified
such that it can handle strong discontinuities without remeshing. Another class
of meshfree methods are methods that are based on local weak forms. The most
popular method is the Meshless Local Petrov Galerkin (MLPG) method, [?, ?, ?].
The main difference of the MLPG method to methods such as EFG or RKPM is
that local weak forms are generated on overlapping subdomains rather than using
global weak forms. The integration of the weak form is then carried out in these
local subdomains. [?] introduced the notion "truly" meshfree since no construc-
tion of a background mesh is needed for integration purposes.
It is emphasized that the meshless methods should only be used for specific
problems which can not treated by standard finite elements efficiently. For others,
Sec. 10.3 Reproducing conditions 191
the finite element methods should be the first choice due to less computational
cost, availability of reliable softwares. In conclusion, choose appropriate methods
for your problems since no methods are
10.2 Reproducing conditions

In two dimensions, the linear reproducing condition 1 reads
X X X
φI (x) = 1, φI (x)xI = x, φI (x)yI = y (10.2.1)
I I I
or in indicial notation,
X
φI (x)xIα = xα (10.2.2)
I
with x0 = xI0 = 1, x1 = x, x2 = y, and xI1 = xI , xI2 = yI .

By taking derivatives of Eq.(10.2.1), we get the reproducing conditions for the
derivatives as
X X
φI,x (x) = 0, φI,y (x) = 0 (10.2.3a)
I I
X X
φI,x (x)xI = 1, φI,y (x)xI = 0 (10.2.3b)
I I
X X
φI,x (x)yI = 0, φI,y (x)yI = 1 (10.2.3c)
I I
10.3 Point-based approximations

In finite element methods, the computational domain is discretized by a set of ele-
ments and the approximation is then constructed on element basis. The meshless
methods, in the other hand, construct approximations based on a set of scattered
nodes (often called particles). Assuming we are constructing the meshless ap-
proximation uh (x) of a function u(x). Like finite element approximations, the
meshless approximation form is written by
N
X
h
u (x) = φI (x)uI (10.3.1)
I
1
noting that we are interested in second order partial differential equations as frequently en-
countered in solid mechanics.
Figure 10.1: Meshfree discretization: particles and circular support
where φI (x) are the meshless shape functions, uI are the particle parameters and
N is number of particles where φI (x) is nonzero. Comparing to finite element
approximation, Eq.(10.3.1) has the following differences:
1. Meshless shape functions do not satisfy the Kronecker delta property, i.e.,
φI (xJ ) 6= δIJ . Hence, uI 6= uh (xI ). Therefore, uI are often called the
fictitious nodal values.
2. The number N , which defines particles contributing to the approximation at
point x, is calculated in the course of computation. It is completely different
to finite element methods, where N is the number of nodes per element
containing point x, which has been defined in advance (when building the
mesh).
The meshless approximating functions φI (x) are constructed from the weight-
ing functions. A weighting function is defined to have compact support, i.e., it is
nonzero only at a subdomain small relative to rest of the domain. The support
is often called the domain of influence of a particle. In practice, the domain of
influence is usually circle in 2D or sphere in 3D. Figure (10.1) shows a typical 2D
meshless model with irregular particles with circular supports.
10.3.1 Smooth particle hydrodynamics (SPH)

Z
h
u (x) = w(x − y, s(y))u(y)dΩy (10.3.2)
Ωy
Sec. 10.3 Point-based approximations 193
where w(x − y, s(y)) is the kernel function (also called weighting functions), s is
the
The discrete SPH approximation is obtained by nodal integration
uh (x) ∼
X
= w(x − xI , s(xI ))uI ∆VI (10.3.3)
I∈S
with S contains particles I where the kernel functions w(x−xI , s(xI )) are nonzero,
uI are the function value at particle I and finally, ∆VI , the integration weight, is
the area (2D) or volume (3D) associated with particle I.
For solution of PDE, the derivative of function is needed. Similar to kernel
approximation of a function, Eq. (10.3.2), the kernel approximation of a function
gradient is given by
Z
h
∇u (x) = w(x − y, s(y))∇u(y)dΩy (10.3.4)
Ωy
which, after integration by parts, becomes
Z Z
h
∇u (x) = w(x−y, s(y))u(y)ndΓ− ∇w(x−y, s(y))u(y)dΩy (10.3.5)
Ωy
The boundary term is usually omitted in SPH with arguments that either the kernel
function vanishes on the boundary or the function does. The discrete function
gradient is then given by nodal integration
∇uh (x) ∼
X
=− ∇w(x − xI , s(xI ))uI ∆VI (10.3.6)
I
The SPH approximation can be written in form of the familiar finite element ap-
proximation as
X
uh (x) = φI (x)uI (10.3.7)
I
where the SPH approximating functions are
φI (x) = w(x − xI , s(xI ))∆VI (10.3.8)

This plays the same roles as finite element shape function. However, SPH shape
functions, like almost meshfree shape functions, do not satisfy the Kronecker delta
property, i.e., φI (xJ ) 6= δIJ , as will be illustrated later. This lack of interpolation
property causes difficulties in imposing the essential boundary conditions.
1 function
0.35 approximation
0.9
0.3 0.8
0.7
0.25
0.6
0.2
0.5
0.15 0.4
0.3
0.1
0.2
0.05
0.1
0 0
−3 −2 −1 0 1 2 3 −1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
(a) ρ/h = 1
1 function
0.35 approximation
0.9
0.3 0.8
0.7
0.25
0.6
0.2
0.5
0.15 0.4
0.3
0.1
0.2
0.05
0.1
0 0
−3 −2 −1 0 1 2 3 −1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
(b) ρ/h = 2
1 function
0.35 approximation
0.9
0.3 0.8
0.7
0.25
0.6
0.2
0.5
0.15 0.4
0.3
0.1
0.2
0.05
0.1
0 0
−3 −2 −1 0 1 2 3 −1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
(c) ρ/h = 4
Figure 10.2: SPH shape functions and approximation of function 1 − x2 : uniform

particles with spacing h = 0.5, cubic spline weighting function with support size
ρ/h = 1, 2, 4.
We now present methods to compute the integration weights used in calcu-

lating the SPH shape functions. The only requirement that these weights have to
satisfy is that they sum to the volume of the domain in question:
X
∆VI = V (10.3.9)
I
where V is the volume of the domain Ω. The Voronoi diagram for particles gives
the nodal integration weights satisfying the above requirement.
Before presenting other meshless approximations, the weighting functions are
introduced in the next section.
10.3.2 Weighting functions

In meshless methods, the weighting functions (according to MLS literature) or
kernel functions (according to SPH literature) (they are also called the window
functions or smoothing functions) play a vital role. They should have compact
support so that the discrete matrix will be sparse.
1. w(x − y, h) > 0 on a subdomain ΩI

2. w(x − y, h) = 0 out of ΩI
R
3. Ω w(x − y, h)dΩ = 1
4. w(s, h) > 0 is a monotonically decreasing function in s with s = ||x − y||.
In one dimension, defining r the normalized distance between node I and a

point x:
|xI − x|
r= (10.3.10)
dI
where dI is the support size of node I. Some commonly-used weight functions
are given
• the cubic spline weight function


 2/3 − 4r2 + 4r3 r ≤ 0.5
w1D (r) = 4/3 − 4r + 4r2 − 4/3r3 0.5 < r ≤ 1 (10.3.11)
0 r>1

• the quartic spline weight function

1 − 6r2 + 8r3 − 3r4 r ≤ 1
w1D (r) = (10.3.12)
0 r>1
In two dimensions, we can construct isotropic weighting functions (circular sup-

port) or tensor product weighting functions (rectangular support).
• Circular support
||xI − x||
w(x − xI ) = w1D (10.3.13)
dI
• Rectangular support

|xI − x| |yI − y|
w(x − xI ) = w1D w (10.3.14)
dxI dyI
p
where ||x|| = x21 + x22 .
Lagrangian and Eulerian kernels

For large deformation,
The Lagrangian kernels are kernels expressed in terms of Lagrangian (ma-
terial) coordinates, i.e., w(X, s). If kernels are functions of Eulerian (spatial)
coordinates, they are called Eulerian kernels, i.e., w(x, s).
10.3.3 Reproducing kernel particle method (RKPM)

Z
h
u (x) = K(x, y)u(y)dΩy (10.3.15)
Ωy
In order to reproduce polynomials exactly, a correction function C(x, y) is intro-

duced, and we write the approximation as
Z
h
u (x) = C(x, y)w(x − y)u(y)dΩy (10.3.16)
Ωy
where C(x, y) is defined such that the approximation is n-th order consistent.
u(x) = pT (x)a (10.3.17)
p(x)u(x) = p(x)pT (x)a (10.3.18)
Z Z
p(y)w(x − y)u(y)dΩy = p(y)pT (y)w(x − y)dΩy a (10.3.19)
Ωy Ωy
This is a system of equation from which a is solved and substituted into the ap-
proximation uh (x) = pT (x)a, it yields
Z −1 Z
h T T
u (x) = p (x) p(y)p (y)w(x − y)dΩy p(y)w(x − y)u(y)dΩy
Ωy Ωy
(10.3.20)
with the corrected function
Z −1
T T
C(x, y) = p (x) p(y)p (y)w(x − y)dΩy p(y)
Ωy (10.3.21)
= pT (x)[M(x)]−1 p(y)
To evaluate this continuous expression, numerical integration must be em-
ployed. This step leads from the reproducing kernel method to its discrete version,
the reproducing kernel particle method.
Z
h
u (x) = C(x, y)w(x − y)u(y)dΩy
Ωy
N
X
= C(x, xi )w(x − xi )ui ∆Vi (10.3.22)
i=1
N
X
T −1
= p (x)[M(x)] p(xi )w(x − xi )ui ∆Vi
i=1
The moment matrix M(x) is also computed by numerical integration

Z
M(x) = p(y)pT (y)w(x − y)dΩy
Ωy
N
X (10.3.23)
T
= p(xi )p (xi )w(x − xi )∆Vi
i=1
An interesting remark is observed if we choose ∆Vi = 1 : the RKPM and MLS

are the same.
10.3.4 Moving least square (MLS)

The moving least square method (MLS) is an approximation method used in the
field of data fitting. Before going to this method, it is convenient to come back
with the least square data fitting method.
Curve fitting with least square method

The basic idea of the method is presented in one dimension. Considering a set of
points xi , i = 1, ..., n with corresponding data yi . Our aim is to find a curve rep-
resented by the function y h (x) which approximately passes through these points
(xi , yi ). Assuming that y h (x) is a function of order m, then we can write
y h (x) = a0 + a1 x + a2 x2 + · · · + am xm , y h (x) = pT (x)a (10.3.24)
where the vector p(x) is called the intrinsic basis which is a complete polynomial
of order m:
pT (x) = [1 x x2 ... xm ] (10.3.25)

The parameters ai are determined by minimizing the square of the difference be-
tween the data yi and the approximate value y h (xi ), that is to minimize J given
by
n
X n
X
h 2
J= [yI − y (xI )] = [yI − pT (xI )a]2 (10.3.26)
I=1 I=1
Differentiating the above with respect to a (partial differentiation with respect to
each ai ) and set to zero gives the equation
n
X n
X
pT (xI )p(xI )a = yI p(xI ) (10.3.27)
I=1 I=1
Solution of the above gives the parameter a, Eq.(10.3.24) can then be used to
calculate the value of the data at any point.
Curve fitting with weighted least square method

n
X
J= w(xI − x0 )[yI − pT (xI )a]2 (10.3.28)
I=1
Curve fitting with moving least square method

Basically, the moving least square method is the same as the weighted least square.
However, according to the MLS, the procedure is applied to every point, hence the
name moving least square.
Given the set of points (often called particles in meshfree literature) x and a
function u(x). We would like to construct an approximation uh (x) for u(x) with
the form
uh (x) = pT (x)a(x) (10.3.29)

where the intrinsic basis p is a complete polynomial, for example, in two dimen-
sions, the linear (m = 3) and quadratic basis (m = 6) are
pT (x) = [1 x y], pT (x) = [1 x y x2 y2 xy] (10.3.30)
The weighted square of difference between the function and the approximate
function J(x) is given by
n
X n
X
h 2
J(x) = w(x − xI )[u(xI ) − u (xI )] = w(x − xI )[u(xI ) − pT (xI )a(x)]2
I=1 I=1
(10.3.31)
where n is the number of points around the point x where the weight function
w(xI − x) 6= 0.
The minimum of J(x) in Eq. (10.3.31) with respect to a(x) can be obtained
by setting the derivative of J(x) with respect to a(x) equal to zero. The following
equations result
n
X
w(x − xI )2p1 (xi )[pT (xI )a(x) − uI ] = 0
I=1
n
X
w(x − xI )2p2 (xi )[pT (xI )a(x) − uI ] = 0
I=1 (10.3.32)
..
.
n
X
w(x − xI )2pm (xi )[pT (xI )a(x) − uI ] = 0
I=1
This is rewritten in vector notation

n
X
w(x − xI )p(xI )[pT (xI )a(x) − uI ] = 0 (10.3.33)
I=1
Separating the right hand size gives
n
X n
X
w(x − xI )p(xI )pT (xI )a(x) = w(x − xI )p(xI )uI (10.3.34)
I=1 I=1
Using compact notation, this is rewritten in short as follows
A(x)a(x) = B(x)u (10.3.35)

where
n
X
A(x) = w(x − xI )p(xI )pT (xI ) (10.3.36)
I=1
and
B(x) = [w(x − x1 )p(x1 ) w(x − x2 )p(x2 ) ... w(x − xn )p(xn )] (10.3.37)
Solving a(x) from Eq.(10.3.35) and substituting it into Eq. (10.3.29), the MLS
approximants can be defined as
uh (x) = pT (x)[A(x)]−1 B(x)u (10.3.38)

By using the well known form of approximation readily recognized by people
having knowledge of finite elements
n
X
h
u (x) = ΦI (x)uI = ΦT (x)u (10.3.39)
I=1
where uI is value of the function u(x) at particle I, we can immediately write for
the MLS shape functions
ΦT (x) = pT (x)[A(x)]−1 B(x) (10.3.40)

and thus for a certain shape function ΦI of node I at a point x
ΦI (x) = pT (x)[A(x)]−1 w(x − xI )p(xI ) (10.3.41)

The matrix A(x) is often called the moment matrix, it is of size m × m. This
matrix must be inverted wherever the MLS shape functions are to be evaluated.
Remark At this time, it is worthy to note the difference between finite element
approximation and MLS approximation. In FEMs, the connectivity of an element
is defined in advance while in MLS the connectivity of a particle x i.e., the set of
particles xI where the weight functions w(x − xI ) do not vanish, is determined
during the calculation.
Reproducing conditions of MLS We now show that the MLS approximation can
reproduce any functions in the basis vector p. A function in this basis is of the
form
u(x) = pi (x)αi (10.3.42)

If, in Eq.(10.3.31), we choose ai = αi then J will vanish and be a minimum since
J ≥ 0. The resulting approximation is then
uh (x) ≡ pi (x)ai = pi (x)αi ≡ u(x) (10.3.43)

In conclusion, with MLS approximation, one can construct approximation which
reproduces any desired function by simply adding it in the basis vector p. For
second order PDEs, linear
reproducing condition is necessary, hence just use the
basis pT = 1 x y .
If p(x) is chosen to be a zeroth order basis i.e., p(x) = 1, then the resulting
MLS shape function is given by
w(x − xI )
Φ0I (x) = Pn (10.3.44)
I w(x − xI )
which is the Shepard functions, the lowest order form of MLS shape functions.
It
Pcan0be shown with ease, the Shepard functions form a partition2 2of unity, i.e.,
I ΦI (x) = 1. Advantages of Shepard approximants are of C and can be
computed at relatively low computational cost.
Graphical illustration of MLS shape functions is obviously the best way to
well understand them. For this purpose, consider an interval 0 ≤ 0 ≤ 4 which is
divided into 5 equally spaced nodes. The weight and shape function of nodes is
plotted in Figure 10.3 with bold symbol for ones of the central node. In this exam-
ple, the quartic spline function was used as weight function, the size of domain of
influence of nodes is 2.5, and the linear basis pT = [1 x] was employed. From
this figure, one can easily see that MLS shape functions do not satisfy the Kro-
necker delta property. The derivatives of MLS shape functions are given in Figure
10.4. To get this smooth figure, we computed these derivatives at 150 sampling
points on the interval 0 ≤ 0 ≤ 1. An important property of the first derivatives can
be observed from this figure: the first derivative of node I vanishes at this node.
This makes meshless methods using collocation procedure instable.
Figure (10.5) illustrates the MLS shape functions for various support sizes.
For the case of ρ = h, i.e., the nodal support is the same as in finite elements, the
MLS shape functions coincide linear finite element shape functions. The figure
also shows that there exits an optimal ratio between ρ and h.
As illustration of two dimensional MLS shape functions, considering a 5x5
uniformly distributed nodes given in Figure ??. Here, the circular support of
radius 1.4 and linear basis are used. For weight functions, the quartic spline is
2
since all commonly used weighting functions are C 2 .
1 1
0.9 0.9
0.8 0.8
0.7 0.7
0.6 0.6
0.5 0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 0
0 0.5 1 1.5 2 2.5 3 3.5 4 0 0.5 1 1.5 2 2.5 3 3.5 4
(a) (b)
Figure 10.3: Weight and shape function of the central node: (a) Weight function
and (b) Shape function
0.7 15
0.6
10
0.5
5
0.4
0.3 0
0.2
−5
0.1
−10
0
−0.1 −15
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
(a) ΦI (b) ΦI,x

300
200
100
−100
−200
−300
−400
−500
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
(c) ΦI,xx
Figure 10.4: MLS shape functions and derivatives with quadratic basis
1
1 function
0.9 approximation
0.9
0.8
0.8
0.7
0.7
0.6
0.6
0.5
0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 0
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1 −1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
(a) ρ/h = 1
1
1 function
0.9 approximation
0.9
0.8
0.8
0.7
0.7
0.6
0.6
0.5
0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 0
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1 −1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
(b) ρ/h = 2
1
1 function
0.9 approximation
0.9
0.8
0.8
0.7
0.7
0.6
0.6
0.5
0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 0
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1 −1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
(c) ρ/h = 4
Figure 10.5: MLS shape functions and approximation of function 1 − x2 : uniform

particles with spacing h = 0.2, quartic spline weighting function with support
size ρ/h = 1, 2, 4.
chosen. The weight function as well as the shape function of the central node are
plotted in Figure 10.6.
1 0.8
0.8
0.6
0.6
0.4
0.4
0.2
0.2
0 0
2 2
1 2 1 2
0 1 0 1
0 0
−1 −1
−1 −1
−2 −2 −2 −2
(a) (b)
Figure 10.6: Two dimensional weighting and MLS shape function of the central
node: (a) Weight function and (b) Shape function
1
0.5
0.5
0
0
−0.5
−0.5
−1
−2 2
−1 −1 1
−2 0 0 2
−1 1
0 1 −1 0
1 −1
2 2 −2 −2
(a) (b)
Figure 10.7: Shape function first derivatives of the central node: (a) Φ,x and (b)
Φ,y
10.3.5 Partition of Unity (PUM)

Definition 10.3.1. A partition of unity is a paradigm in which a domain is covered
by overlapping patches ΩI , each of which is associated with a function φI (x)
which is nonzero only in ΩI and has the property that
X
ΦI (x) = 1 (10.3.45)
I
Since the Separd functions Φ0I (x) form a partition of unity, we can construct
an approximation as
X
uh (x) = Φ0I (x)(a0I + a1I x) (10.3.46)
I
which exactly reproduces linear functions. However, with this form of approxima-
tion, at each node I, there are two parameters (in 1D) to satisfy linear reproducing
condition.
10.3.6 Pseudo corrected derivatives

The two derivatives of the function are approximated independently as
X
uh,x (x) = GxI uI
I
X (10.3.47)
uh,y (x) = GyI uI
I
According to the consistent pseudo derivatives approach developed by Kron-

gauz and Belytchsko, the derivatives are chosen as linear combination of Shepard
derivatives in such a way that Eqs.(10.2.3b) and (10.2.3c) are satisfied. By linear
combination, the derivatives read
GxI = α1 (x)Φ0I,x + α2 (x)Φ0I,y

(10.3.48)
GyI = β1 (x)Φ0I,x + β2 (x)Φ0I,y
By substituting the above into Eq.(10.2.3b), we get the following equation
X
α1 (x)Φ0I,x + α2 (x)Φ0I,y xI = 1

I
X (10.3.49)
(α1 (x)Φ0I,x + α2 (x)Φ0I,y )yI = 0
I
In matrix notation, the above is written as (also write for β)
Aα = r1 , Aβ = r2 (10.3.50)
where
X Φ0 xI Φ0 xI
I,x I,y
A= (10.3.51)
Φ0I,x yI Φ0I,y yI
I
rT rT

1 = 1 0 , 2 = 0 1 (10.3.52)
The Petrov-Galerkin method with Shepard approximant as test function and
derivatives of trial function being the consistent pseudo derivatives (defined to
satisfy the consistency) will pass the patch test for the Poisson equation. To show
this, we start with the strong form of the 2D Poisson equation
u,xx + u,yy = 0 in Ω (10.3.53)

with essential boundary conditions imposed on exterior particles are given by
(from a linear polynomial)
u = a1 + a2 x + a3 y (10.3.54)
where ai are arbitrary constants.
The weak form of the above Poisson equation is
Z
u,i v,i dΩ = 0 (10.3.55)
Ω
Substituting the test function (Shepard approximants) and derivatives of trial func-
tion (pseudo derivatives) into the above gives
Z
(GxJ uJ Φ0I,x vI + GyJ uJ Φ0I,y vI )dΩ = 0 (10.3.56)
Ω
Taking the arbitrariness of vI , we obtain the discrete equations
KIJ uJ = 0 (10.3.57)
with the stiffness matrix given by
Z
KIJ = (Φ0I,x GxJ + Φ0I,y GyJ )dΩ (10.3.58)
Ω
The method is said to pass the test if the numerical solution at any interior par-
ticle, uI is given by Eq.(10.3.54). Hence, for any interior particle I, the following
must hold (substitution of Eq.(10.3.54) into Eq.(10.3.57))
Z
(Φ0I,x GxJ (a1 + a2 xJ + a3 yJ ) + Φ0I,y GyJ (a1 + a2 xJ + a3 yJ ))dΩ = 0 (10.3.59)
Ω
for arbitrary constants ai . Since the pseudo correctives have been defined to satisfy
the reproducing conditions Eq.(10.2.3), the above will be satisfied if
Sec. 10.4 Some common meshfree methods 207
Z Z
Φ0I,x dΩ = Φ0I,y dΩ = 0 (10.3.60)
Ω Ω
Using the Gauss theorem, we have

Z Z
Φ0I,i dΩ = Φ0I ni dΓ = 0 (10.3.61)
Ω Γ
R
Then the above will hold if Γ Φ0I dΓ = 0 for any interior particle. To satisfy this
condition for the Shepard approximants, Krongauz and Belytchsko proposed the
modified Shepard shape functions.
10.4 Some common meshfree methods

This section aims at presenting some commonly used meshfree methods. We
have chosen three well known methods representing three different approaches.
The Smooth Particle Hydrodynamics is derived from the collocation method, the
Element Free Galerkin is, as its name, a Galerkin method and the Meshless Local
Petrov-Galerkin is a Petrov-Galerkin procedure applied for the local weak form.
10.4.1 The Smooth Particle Hydrodynamics (SPH)

10.4.2 The Element Free Galerkin (EFG)
The element free Galerkin method uses the MLS approximations to construct both
trial and test functions. The integration of the weak form is performed with back-
ground mesh. The discrete equations for elastostatics problems are the same as
those of finite elements, which are given here for convenience
Ku = f (10.4.1)
where
Z
KIJ = BTI DBJ dΩ (10.4.2)
ZΩ Z
fI = φI bdΩ + φI t̄dΓ (10.4.3)
Ω Γt

 
φI,x 0
BI =  0 φI,y  (10.4.4)
φI,y φI,x
where φI (x) are MLS shape functions.
Remark. It is emphasized that the essential boundary conditions are not con-
sidered yet. Except for the use of coupling with finite elements to treat Dirichlet
boundary conditions, Eq. (10.4.1) will be modified to account for essential bound-
ary conditions. Noting that the solution of the discrete equations, uI are not the
nodal displacement. Hence, in post processing, to get uJ = φI (xJ )uI .
Petrov-Galerkin method with pseudo derivatives

The test function is the Shepard function and the derivatives of trial function are
the consistent pseudo derivatives.
Z Z
fI = φ0I bdΩ + φ0I t̄dΓ (10.4.5)
Ω Γt

 0   
φI,x 0 GxI 0
BI =  0 φ0I,y  , BJ =  0 GyI  (10.4.6)
φ0I,y φ0I,x GyI GxI
10.4.3 The Meshless Local Petrov-Galerkin (MLPG)
10.5 Imposition of essential boundary conditions

Since meshless shape functions do not satisfy the Kronecker delta property, the
imposition of Dirichlet boundary conditions (BCs) is not straightforward as in fi-
nite element methods. There are numerous methods to impose essential boundary
conditions in Galerkin-based meshless methods which can be classified as fol-
lows:
1. Essential BCs as constraints: Lagrangian multiplier method, penalty method;
2. Modified shape functions: meshless shape functions satisfy the Kronecker
delta property (at least at boundary nodes);
3. Coupling with finite elements: a layer of finite elements is introduced along
the essential boundary where BCs can be imposed directly.
Sec. 10.5 Imposition of essential boundary conditions 209
10.5.1 Lagrangian multiplier method

We can state the elastostatic problem as following. Find the displacement field u
which minimizes the functional
Z Z Z
1
Π= σij εij dΩ − ui ti dΓ − ui bi dΩ (10.5.1)
Ω 2 Γt Ω
and subject to constraints
ui = ūi on Γu (10.5.2)
According to the Lagrangian multiplier method, we look for the displacement
field and the Lagrangian multiplier field which make the modified functional min-
imum
Z Z Z Z
1
Π̄(u, λ) = σij εij dΩ− ui ti dΓ− ui bi dΩ− λi (ui − ūi )dΓu (10.5.3)
Ω 2 Γt Ω Γu
where λ is the Lagrangian multiplier. Taking the variation of the above gives
Z Z Z
0 = δ Π̄(u, λ) = σij δεij dΩ − δui ti dΓ − δui bi dΩ
Ω Γt Ω
Z Z (10.5.4)
− δλi (ui − ūi )dΓu − λi δui dΓu
Γu Γu
The Lagrangian multiplier can be approximated by

X X
λi = φLI (x)λiI , λ = φLI (x)λI (10.5.5)
I I
Substitution of approximations of test and trial functions and Lagrangian into

the Eq.(10.5.4), we obtain
KIJ uJ + GIK λK = fIext

(10.5.6)
GKI uI = qext
K
Or

K G u f
= (10.5.7)
GT 0 λ q
with
Z
GIK = − φI (x)φLK (x)SdΓu
ZΓu (10.5.8)
qK = − φLK (x)SūdΓu
Γu
where S is a diagonal matrix of size 2 × 2 (in two dimensions), with Sii equal to
one if the displacement is imposed on xi and zero otherwise; the expression of the
external nodal force remains unchanged.
Approximation of the Lagrangian multipliers
10.5.2 Penalty method

In the penalty method, the modified functional is given by
Z Z Z Z
1 α
Π̄(u, α) = σij εij dΩ− ui ti dΓ− ui bi dΩ− (ui −ūi )2 dΓu (10.5.9)
Ω 2 Γt Ω 2 Γu
where α is the penalty number.

Taking the variation of the above gives
Z Z Z
0 = δ Π̄(u, α) = σij δεij dΩ − δui ti dΓ − δui bi dΩ
Ω Γt Ω
Z (10.5.10)
−α (ui − ūi )δui dΓu
Γu
After substitution of approximations of test and trial functions into the above, we
get the discrete equations
Ku = f (10.5.11)
with
Z Z
KIJ = BT
I CBJ dΩ −α
ΦI ΦJ SdΓ
Ω Γu
Z Z Z (10.5.12)
fI = ΦI tdΓ + ΦI bdΩ − α ΦI uSdΓ
Γt Ω Γu
where S is given in the previous section.

Sec. 10.5 Imposition of essential boundary conditions 211
Remark. From the previous formula, the stiffness matrix is the difference of two
stiffness matrices, one defined for the interior domain and one for the Dirichlet
boundary.
The advantage of the penalty method is that no additional unknowns are intro-
duced. The choice of penalty number, however, is not easy. In fact, the penalty
number is very large and depends on material properties (see the above equation).
In addition, the more larger the penalty number is, the more ill-conditionning ma-
trix.
10.5.3 Transformation method

Recall the meshless approximation for a function u(x)
X
uh (x) = φI (x)ûI (10.5.13)
I
where ûI is the fictitious value of the function at particle I. The true value at a
particle J is obtained from the above as
X
uJ = φI (xJ )ûI (10.5.14)
I
Writting the above for all particles, we get the matrix equation relating the true
particle values and fictitious particle values:
u = Dû (10.5.15)
û = D−1 u (10.5.16)
X
−1
uh (x) = φI (x)DIJ uJ (10.5.17)
I
Now we can apply the essential boundary conditions directly. However, this
method requires the inversion of a matrix of size N × N which is, obviously,
not efficient at all and hence is strongly recommended not be used in practice.
This method, however, is useful in deriving the new one that we call the partial
or boundary transformation method. The basis idea is quite the same but now we
want to inverse just a smaller matrix.
Denote the number of interior particles as NΩ and the number of particles on
the essential boundary Γ as NΓ . We could write the approximation as follows
NΩ
X NΓ
X
uh (xJ ) = ΦI (xJ )uˆI Ω + ΦI (xJ )uˆI Γ (10.5.18)
I=1 I=1
where xJ are the particles along Γ whose values are imposed by
u(xJ ) = g(xJ ), J = 1, ..., NΓ (10.5.19)

which is rewritten in matrix form
Ω Ω Γ Γ
D
| {zû } + D
| {zû } = g (10.5.20)
|{z}
(NΓ ×NΩ )(NΩ ×1) (NΓ ×NΓ )(NΓ ×1) (NΓ ×1)
Eliminating ûΓ from the above equation, we have
ûΓ = [DΓ ]−1 (g − DΩ ûΩ ) (10.5.21)

Substituting this into the Equation (10.5.18), we get the transformed meshless
approximation
uh (x) = φΩ ûΩ + φΓ ûΓ

= φΩ ûΩ + φΓ [DΓ ]−1 (g − DΩ ûΩ ) (10.5.22)
= (φΩ − φΓ [DΓ ]−1 DΩ )ûΩ + φΓ [DΓ ]−1 g
With these modified shape functions, we can directly impose the essential bound-
ary conditions as done for the finite element methods.
10.5.4 Coupling with finite elements

The basic idea of this method is to use a layer of finite elements along the essential
boundary and then directly imposing essential boundary conditions on nodes of
these finite elements since FE shape functions satisfy the Kronecker delta prop-
erty.
The approximation in the blending region is given by
uh (x) = R(x)uP (x) + (1 − R(x))uFE (x), x ∈ ΩB (10.5.23)
R(x) = 3r2 (x) − 2r3 (x) (10.5.24)

with
X
r(x) = NI (x) (10.5.25)
I∈SΓP
where SΓP is the set of nodes on ΓP , i.e., r(x) is the sum of finite element shape
functions of all nodes on the particle boundary.
Sec. 10.6 Integration of the weak form 213
X X
uh (x) = R(x)φI (x)uI + (1 − R(x))NJ (x)uJ , x ∈ ΩB (10.5.26)
I J
10.6 Integration of the weak form

Integration is among the drawbacks of meshfree methods compared with the well-
known, fast and accurate Gauss quadrature used in the finite element methods.
There are numerous integration methods proposed in meshfree literatures. Here,
we present some widely used methods (giving acceptable accuracy). They are the
nodal integration method, the stress points integration and the Gauss quadrature
using integration cells.
10.6.1 Nodal integration

An efficient integration method for Galerkin-based meshfree methods (EFG, for
example) is the nodal integration where the integration points are the particles
themselves:
Z X
f (x)dΩ = f (xI )VI0 (10.6.1)
Ω I∈S
where S is the set of particles !!! and VI0 is the volume associated with particles
I.
10.6.2 Stress point integration

Roughly speaking, the stress points integration is simply addition of additional
integration points which are called stress points (also called slave particles) in
addition to original particles (master particles).
Z X X
f (x)dΩ = f (xI )VI0P + f (xI )VI0S (10.6.2)
Ω
I∈N P I∈N S
where N P (N S ) contains master particles (slave particles) within the domain of

influence of particle xI . The integration weights VI0P and VI0S are the volume of
the Voronoi cells associated with master particles and stress points, respectively.
The construction of Voronoi cells is explained in the following.
Figure (10.8) illustrates how to construct stress points in two dimensions. At
first, the Delaunay triangulation for the interest domain is performed, the master
particles are then the vertices of these triangles. The slave particles (stress points)
are then inserted at the centers of the triangles, see Figure (10.8(a)). Second, the
Voronoi tessellation 3 is performed to generate Voroinoi polygons for master as
well as slave particles, see Figure (10.8(b)).
master particles
stress points
(a)
master particles
stress points
(b)
Figure 10.8: Stress point insertion and volume calculation: (a) stress point, (b)
Voronoi cell
Stress points are used only for the internal forces.
Z
fI = ∇φI (x) · σdΩ
Ω
X X (10.6.3)
= VJ0P ∇φI (xPJ ) · σ(xPJ ) + VJ0S ∇φI (xSJ ) · σ(xSJ )
J∈N P J∈N S
3
For each point in a set of coplanar points, you can draw a polygon that encloses all the in-
termediate points that are closer to that point than to any other point in the set. Such a polygon
is called a Voronoi polygon, and the set of all Voronoi polygons for a given point set is called a
Voronoi diagram.
Sec. 10.6 Integration of the weak form 215
where N P (N S ) are sets of master particles (stress points) falling within the do-
main of influence of the master particle I. The stress field at the slave particles
σ(xSJ ) is computed via constitutive equation with kinematical variables such as
strain rate computed from those of neighbouring master particles, for example
X
uSI = φJ (xSI )uPJ (10.6.4)
J
Z
KIJ = BT
I DBJ dΩ (10.6.5)
Ω
10.6.3 Gauss quadrature with subcells
(a) (b)
Figure 10.9: Gauss quadrature for Galerkin weak forms: (a) background mesh
and (b) structure cell
This method is usually adopted in Galerkin-based meshfree methods (EFG,

for example). Due to the need of integration cells, the corresponding method is
often called pseudo meshfree methods or not truly meshfree. The most advantage
of this method is simplicity due to well-known Gauss quadrature rule. However,
in order to get relatively accurate results, a lot of Gauss points have to be used
which leads to expensively computational cost. Hence, this method is not suitable
to large scale computation, nonlinear solid mechanics problems, for instance.
There are two often used ways to build integration cells. The first one is based
on a so-called background mesh (see Figure 10.9a) which is also the mesh has
been used to generate the particles. In the second way, regular cells (see Figure
10.9b) are used as integration cells.
For each integration cell, Gauss quarature is employed. However, since mesh-
free shape functions are expressed in terms of spatial coordinate x (not natural
coordinates as FE shape functions), the Gauss points must be transformed to the
current configuration.
Assuming that the integration is performed using the background integration

cells. In two dimensions, each integration cell is definitely a four node quadrangle
element with shape functions Ni (ξ) and nodal coordinates xi (i=1,4). For every
Gauss points (ξ gp , wgp ) of a given cell, the isoparametric mapping is used to get
its global coordinates xgp :
4
X
xgp = Ni (ξ gp )xi (10.6.6)
i=1
and its global weight is given by
w = wgp × detJ (10.6.7)

with J is the Jacobian of the transformation.
10.7 Some computer implementation aspects

There are considerable differences in the finite element methods and meshless
methods, which leads to different computer implementation of MMs compared to
FEM. We could cite (i) computation of shape functions and their derivatives, (ii)
assembly procedure, (iii) imposing essential boundary conditions and (iv) post-
processing step. This section gives details on how to write a EFG code. In ad-
dition, the PUM-enriched EFG is also presented. The Matlab language, which is
obviously the best suited for this purpose, is chosen.
1. Meshfree approximations: kernel approximations (including corrected ones)

and MLS approximations,
2. Point collocation, Bubnov-Galerkin and Petrov-Galerkin methods
3. Integration methods: nodal integration, stress point, integration and Gauss

quarature on background integration cells,
4. Treatment of essential boundary conditions.
10.7.1 General meshless procedure

1. Node generation including node coordinates and its associated weight func-
tions. At each node, one must specify (i) the shape of the domain of influ-
ence (for example, circular shape), (ii) size of this support (radius for cir-
cular support) and (iii) the functional form (for instance the quartic spline
function);
Sec. 10.7 Some computer implementation aspects 217
2. Building integration points (coordinates and weights) for the domain;
3. Integration points along traction and essential boundaries;
4. Integration on the domain. For each Gauss points xg :
• Find nodes within the support of xg . For each of these nodes, compute
• weight function, shape function and shape function derivatives
• Assemble B matrix
• Assemble K matrix
5. Integration on the boundaries. Integrate forces along the traction boundary

to form the nodal force vector f and also on the essential boundary to impose
boundary conditions;
6. Resolution of the resulting system of equations;
7. Solve for the nodal displacement since meshless approximation does not
satisfy the Kronecker delta property;
10.7.2 Fast calculation of MLS shape functions and derivatives

In order to avoid the direct computation of the inverse of the moment matrix A,
the MLS shape function is usually written in the form:
ΦI (x) = cT (x)wI (x)p(xI ) (10.7.1)

where
A(x)c(x) = p(x) (10.7.2)

To efficiently compute c(x), the LU factorization of A is performed together with
backward substitutions:
LUc(x) = p(x)
Uc(x) = L−1 p(x) (10.7.3)
c(x) = U−1 L−1 p(x)
The first derivatives of shape functions are given by
ΦI,k (x) = cT T
,k (x)p(xI )wI (x) + c (x)p(xI )wI,k (x) (10.7.4)
with
c,k (x) = A−1 −1

,k (x)p(x) + A (x)p,k (x)
= −A−1 (x)A,k (x)A−1 (x)p(x) + A−1 (x)p,k (x)
(10.7.5)
= A−1 (x)[−A,k (x)c(x) + p,k (x)]
= A−1 (x)bk = U−1 L−1 bk
and the first derivatives of the moment matrix is given by

n
X
A,k (x) = wI,k (x)p(xI )pT (xI ) (10.7.6)
I=1
Centered and scaled MLS shape functions

T xI − x
ΦI (x) = c (x)wI (x)p (10.7.7)
h0
n
X xI − x T xI − x
A(x) = wI (x)p p (10.7.8)
I=1
h0 h0
A(x)c(x) = p(0) (10.7.9)

where pT (0) = 1 0 · · ·
Bibliography
11
Partition of Unity methods
11.1 Introduction
The Partition of Unity Method (PUM) [?] allows for the addition of a priori knowl-
edge about the solution of a boundary value problem into the approximation space
of the numerical solution through the addition of enrichment functions that may
be exactly reproduced by the enriched numerical scheme. The extended finite
element method (XFEM) uses a local partition of unity [?, ?], where some of
the enrichment functions are chosen to be discontinuous thereby allowing for the
reproduction of strong discontinuities within an element. Only a portion of the
mesh is enriched. Another similar application of PUM is known as the General-
ized Finite Element Method (GFEM) [?,?]. Very recently, another related method
emerged with the work of Hansbo and Hansbo [?], based on Nitsche’s method, in
which the authors give a convergence proof. Further, in Reference [?], it is shown
that the kinematics of the method described in [?] is in fact equivalent to that
of the extended finite element method. Based on Nitsche’s method, recent work
has been performed in the area of discontinuity modeling within a finite element
framework [?, ?, ?]. A review on computational modeling of cohesive cracks is
given in [?].
Any function may be introduced in the approximation. In particular, singu-
lar functions may be added into the approximation to decrease the required mesh
density close to singularities such as crack tips in linear elastic fracture mechan-
ics (LEFM). Enriched finite element methods have been successfully applied to
numerous solid mechanics problems such as 2D crack growth problems in linear
elastic fracture mechanics with small displacements [?,?,?,?], and large displace-
ment [?, ?]. Extensions to 3D were presented in [?, ?, ?] and further improved
to handle crack initiation and propagation in [?] and multiple cracks [?]. Other
222 Partition of Unity methods Chap. 11
applications include multiple crack growth in brittle materials [?], crack growth
in shells and plates [?], cohesive crack growth [?, ?, ?, ?, ?, ?, ?, ?], bi-material
interface cracks [?], holes and inclusions [?, ?], brittle fracture in Polycrystalline
Microstructures [?], shear bands [?] and, finally, contact problems [?]. Multiscale
work has been performed with micro-macro crack models based on the LATIN
methods (LArge Time INcrement method) in [?]. The XFEM has also been used
to model computational phenomena in areas such as fluids mechanics, phase trans-
formations [?], material science and biofilm growth [?, ?], Chemically-induced
swelling of hydrogels [?], among others. Fluid-structure interaction problems are
also free-boundary problems, where the “free" boundary usually is the structure.
Recent work has been performed in this area by several researchers [?]. Recent de-
velopments of enriched finite element methods in conjunction with discontinuous
Galerkin in time, for dynamics and time dependent problems have been recently
made [?, ?, ?, ?]. XFEM was also recently introduced in spectral elements [?]. A
nice work on interface conditions is given in [?].
For a complete review on recent developments of both XFEM and GFEM, in-
terested readers can refer to the papers of Q.Z. Xiao and B.L. Karihaloo at Cardiff
University [?, ?].
The PUM may be applied in the context of meshfree methods such as the El-
ement Free Galerkin method (EFG) [?, ?, ?, ?], yielding enriched methods where
crack tip fields [?], discontinuous derivatives [?] can be incorporated into the
meshfree approximation. A recent overview of meshfree methods may be found
in [?,?]. One of the drawbacks of the meshfree methods lies in the tricks needed to
handle the essential boundary conditions due to the lack of the so-called Kronecker-
Delta property of meshfree approximation functions. Another drawback of the
meshfree methods is that it is difficult and awkward to convert in-house finite
element codes into a meshfree code. However, meshfree methods are very pow-
erful tools that were successfully used to model fracture in concrete, for instance
[?, ?, ?, ?, ?, ?, ?, ?, ?, ?].
Enriched finite element methods such as the XFEM, contrary to meshfree
methods, can be implemented within a finite element code with relatively small
modifications: variable number of degrees of freedom (dofs) per node; mesh ge-
ometry interaction (a procedure to detect elements intersecting with the geometry
of the discontinuities); enriched stiffness matrices; numerical integration.
11.2 PUM based enrichment

The approximation uh (x) for a function u(x) based on the partition of unity is
given by
Sec. 11.3 Modelling cohesive cracks with XFEM 223
X X
uh (x) = φI (x)uI + φJ (x)f (x)aJ (11.2.1)
I∈S J∈S enr
| {z } | {z }
standard part enriched part
where S and S enr are the set of nodes and set of enriched nodes, respectively.
The definition of S enr will be defined later. The shape functions φI (x) are finite
element shape functions (or meshless shape functions for the meshless methods).
The parameters uI and aJ are the regular and enrichment nodal parameters, re-
spectively. The enrichment function f (x) depends on the problem under consid-
eration.
11.3 Modelling cohesive cracks with XFEM

Box 11.1 Weak form in the Total Lagrangian formulation

Find u ∈ U such that
δW = δW int − δW ext + δW kin = 0 ∀δu ∈ U0

where
Z
int
δW = (∇0 δu)T : PdΩ0
Ω0 /Γ0c
Z Z Z
ext
δW = ρ0 b · δudΩ0 + t̄0 · δudΓ0 + [[δu]] · tc0
Ω0 Γ0t Γ0c
Z
δW kin = ρ0 δu · üdΩ0
Ω0
11.3.2 Enriched FE approximation

X X
u(X, t) = NI (X)uI (t) + NJ (X)ψJ (X)aJ (t) (11.3.1)
I∈N J∈Nenr
where
ψJ (X) = H(f (X)) − H(f (XJ )) (11.3.2)

The displacement jump across the crack Γ0c is defined by
[[u]] := u+ − u−
X
= NJ (X)[[ψJ (X)]]aJ (t)
J∈Nenr (11.3.3)
X
=2 NJ (X)aJ (t)
J∈Nenr
where in the second equality, the continuity of shape functions have been used. In
the final step, the definition of the step function was used.
According to the Bubnov-Galerkin method, the test function δu is also ap-
proximated as the trial function, hence
X X
δu = NI (X)δuI + NJ (X)ψJ (X)δaJ (11.3.4)
I∈N J∈Nenr
X
[[δu]] = 2 NJ (X)δaJ (11.3.5)
J∈Nenr
11.3.3 The FE discrete equation

Z
kin
δW = ρ0 (NI δuI + NI ψI δaJ ) · (NJ üJ + NJ ψJ äJ )dΩ0 (11.3.6)
Ω0
Z Z Z
ext
δW = ρ0 b·(NI δuI +NJ ψJ δaJ )dΩ0 + t̄0 ·(NI δuI +NJ ψJ δaJ )dΓ0 + 2NJ δaJ ·tc0
Ω0 Γ0t Γ0c
(11.3.7)
Z
int
δW = (∇0 (NI δuI + NI ψI δaI ))T : PdΩ0
Ω /Γ0
Z 0 c Z (11.3.8)
T T
= (∇0 NI ) δuI : PdΩ0 + (∇0 NI ψI ) δaJ : PdΩ0
Ω0 /Γ0c Ω0 /Γ0c
We come up with the semidiscrete finite element equation given by
MIJ d̈J = Fext int

I − FI (11.3.9)
with the vector d contains both the regular degrees of freedom and enriched dofs.
T T
dJ = uJ aJ , d̈J = üJ äJ (11.3.10)
Sec. 11.3 Modelling cohesive cracks with XFEM 225
and the mass matrix is

muu ua
IJ mIJ
MIJ = (11.3.11)
mau aa
IJ mIJ
where submatrices are given by
Z
muu
IJ =I ρ0 NI NJ dΩ0
Ω0
Z
mua
IJ =I ρ0 NI (NJ ψJ )dΩ0 (11.3.12)
Ω0
Z
maa
IJ =I ρ0 (NI ψI )(NJ ψJ )dΩ0
Ω0
where I is the identity matrix with dimension equals to the number of spatial
dimensions. The external nodal force is
u,ext a,ext T
Fext
I = fI fI (11.3.13)
with the external nodal force corresponding to the regular dofs given by
Z Z
u,ext
fI = ρ0 b · NI dΩ0 + t̄0 · NI dΓ0 (11.3.14)
Ω0 Γ0t
and the external nodal force associated with the additional dofs given by
Z Z Z
fIa,ext = ρ0 b · (NI ψI )dΩ0 + t̄0 · (NI ψI )dΓ0 + 2 NJ · tc0 (11.3.15)
Ω0 Γ0t Γ0c
The internal nodal force is given by

u,int a,int T
Fint
I = fI fI (11.3.16)
where the standard internal nodal force is
Z
u,int
fI = (∇0 NI )T · PdΩ0 (11.3.17)
Ω0 /Γ0c
and the internal nodal force associated with additional dofs is given by
Z
a,int
fI = ∇T
0 (NI ψI ) · PdΩ0 (11.3.18)
Ω0 /Γ0c
11.3.4 Implementation aspects

To illustrate the implementation aspects, consider a three nodes triangular ele-
ments with the first node is enriched by the Heaviside function. We can add one
extra node to contain the two additional degrees of freedom. Therefore, the ele-
ment now becomes a four node triangle element with shape functions
NT = N1 N2 N3 N1 ψ1

(11.3.19)
 int  
fx1 fy1 Z N1,X N1,Y
fx2 fy2   N2,X N 2,Y
 P11 P12
feint =
fx3
 =   dΩ0 (11.3.20)
fy3  Ω0 /Γ0c
 N3,X N3,Y  P21 P22
qx1 qy1 N1,X ψ1 N1,Y ψ1
 ext  
fx1 fy1 Z 0 0
fx2 fy2  0 0
feext =  =   tx 0 dΓc (11.3.21)
fx3 fy3  0 0  0 ty
Γc
qx1 qy1 N1 N1
View publication stats

Main PDF

Hochgeladen von

Dokumentinformationen

Originaltitel

Copyright

Verfügbare Formate

Dieses Dokument teilen

Dokument teilen oder einbetten

Freigabeoptionen

Stufen Sie dieses Dokument als nützlich ein?

Sind diese Inhalte unangemessen?

Copyright:

Verfügbare Formate

Main PDF

Hochgeladen von

Copyright:

Verfügbare Formate

See discussions, stats, and author profiles for this publication at: https://www.researchgate.

Finite element methods for solid mechanics

Technical Report · April 2008

Vinh Phu Nguyen

Computational homogenisation for strain localisation View project

The user has requested enhancement of the downloaded file.

2. Nonlinear continuum mechanics for finite element analysis. Javier Bonet

3. The finite element methods. O.C Zienkiewic and R. Taylor

5. Functional and structured tensor analysis for Engineers. R.M. Brannon.

Figure 1.1: Right handed Cartesian coordinate system

1.1.1 Scalar product of two vectors

a · b = kakkbk cos θ (1.1.3)

Postmultiplying the above by ej ,

1.1.2 Cross product of two vectors

a × b = kakkbk sin θn (1.1.9)

The cross product is now written as

1.1.3 Triple scalar product

[a, b, c] = εijk ai bj ck (1.1.19)

1.1.4 Vector invariants

vi = Rij vj0 (1.1.20)

where we have used the orthogonal property of the matrix R. Equivalently, we

a11 x1 + a12 x2 + a13 x3 = b1

This equation can be written compactly as

with A is the matrix

A matrix is an ordered arrangement of numbers in the form of a table with n

1.2.2 Types of matrix

Symmetric matrix Matrix A is symmetric if Aij = Aji

Skew-symmetric matrix Matrix A is skew symmetric if Aij = −Aji

1.2.3 Matrix operations

Derivative of a matrix with respect to itself

tr(A) = Akk (1.2.10)

AA−1 = A−1 A = I (1.2.13)

(AB)−1 = B−1 A−1 (1.2.14)

A−1 ABC = A−1 , BC = A−1

B−1 BC = B−1 A−1 , C = B−1 A−1

vT Bv > 0 for all v (1.2.16)

vi Bij vj > 0 (1.2.17)

B11 v12 + B12 v1 v2 + B21 v1 v2 + B22 v22 (1.2.18)

1. Scalar : tensor of rank zero (one magnitude, zero direction: 30 = 1 compo-

2. Vector : tensor of rank 1 (one magnitude, one direction: 31 = 3 compo-

3. Dyad : tensor of rank 2 (one magnitude, two directions: 32 = 9 compo-

4. Triad : tensor of rank 3 (one magnitude, three directions: 33 = 27 compo-

1.3.2 Linear transformation

f (αx1 + βx2 ) = αf (x1 ) + βf (x2 ) (1.3.1)

f (x) = f (x1 e1 + x2 e2 + x3 e3 ) = x1 f (e1 ) + x2 f (e2 ) + x3 f (e3 ) (1.3.3)

Written more compactly,

f (x) = xi f (ei ) (1.3.4)

Denoting fi = f (ei ) and put these three vectors in a matrix, say F, as

f (ei ) = Fji ej (1.3.6)

f (x) = xi Fji ej (1.3.7)

F = F11 e1 ⊗ e1 + F12 e1 ⊗ e2 + F13 e1 ⊗ e3

where ⊗ is the dyadic multiplication defined later.

1.3.3 Dyadic product

1.3.4 Second-order tensor inner product

A : B = Amn Bmn (1.3.18)

A : B = tr(AT B) = tr(ABT ) (1.3.19)

S : W = Sij Wij = −Sji Wji = −Sij Wij

1.3.5 Symmetric and skew symmetric tensors

A = symA + skwA (1.3.23)

A : B = (symA + skwA) : (symB + skwB)

1.3.6 Isotropic and deviatoric tensors

A : B = (isoA + devA) : (isoB + devB)

The above follows the fact that

Aik xk = ijk aj xk (1.3.37)

Aik = ijk aj (1.3.38)

Aik = −ikj aj (1.3.39)

g(ε) = f (x + u) (1.7.2)

We introduce a new function of one variable F() which is defined by

F() = F(x0 + u) (1.8.10)

Using λ = −1, A = S−1 U in the above, we have 3