The document provides an overview of the finite element method (FEM) formulation. It begins by discretizing the Poisson equation over a domain using basis functions to approximate the solution. Integrating the equation against the basis functions results in a system of equations in matrix form (Ax=b) where the stiffness matrix A and load vector b are defined. For a regular grid, the basis functions and their gradients are used to calculate the elements of A. Boundary conditions are incorporated by specifying function values at nodes on the domain boundaries. The document outlines the basic steps to derive the discrete FEM system of equations from the governing differential equation.

1. Finite element method 1
Finite Elements
 Basic formulation
 Basis functions
 Stiffness matrix
 Poisson‘s equation
 Regular grid
 Boundary conditions
 Irregular grid
 Numerical Examples
Scope: Understand the basic concept of the finite element
method with the simple-most equation.

2. Finite element method 2
Formulation
Let us start with a simple linear system of equations
| * y
and observe that we can generally multiply both sides of this
equation with y without changing its solution. Note that x,y
and b are vectors and A is a matrix.
b
Ax 
n
y
yb
yAx 



We first look at Poisson’s equation
)
(
)
( x
f
x
u 


where u is a scalar field, f is a source term and in 1-D
2
2
2
x







3. Finite element method 3
Poisson‘s equation
fv
uv 


We now multiply this equation with an arbitrary function v(x),
(dropping the explicit space dependence)
... and integrate this equation over the whole domain. For
reasons of simplicity we define our physical domain D in the
interval [0, 1].

 


D
D
fv
uv
dx
fv
dx
uv 
 


1
0
1
0
Das Reh springt hoch,
das Reh springt weit,
warum auch nicht,
es hat ja Zeit.
... why are we doing this? ... be patient ...

4. Finite element method 4
Discretization
As we are aiming to find a numerical solution to our problem it is
clear we have to discretize the problem somehow. In FE problems
– similar to FD – the functional values are known at a discrete set
of points.
... regular grid ...
... irregular grid ...
Domain D
The key idea in FE analysis is to approximate all functions in
terms of basis functions j, so that
i
N
i
i
c
u
u j




1
~

5. Finite element method 5
Basis function
where N is the number nodes in our physical domain and ci are real
constants.
With an appropriate choice of basis functions ji, the coefficients ci
are equivalent to the actual function values at node point i. This – of
course – means, that ji=1 at node i and 0 at all other nodes ...
Doesn’t that ring a bell?
Before we look at the basis functions, let us ...
i
N
i
i
c
u
u j




1
~

6. Finite element method 6
Partial Integration
... partially integrate the left-hand-side of our equation ...
dx
fv
dx
uv 
 


1
0
1
0
  dx
u
v
uv
dx
v
u 
 








1
0
1
0
1
0
)
(
we assume for now that the derivatives of u at the boundaries vanish
so that for our particular problem
dx
u
v
dx
v
u 
 






1
0
1
0
)
(

7. Finite element method 7
…
... so that we arrive at ...
... with u being the unknown. This is also true for our
approximate numerical system
dx
fv
dx
v
u 
 


1
0
1
0
... where ...
i
N
i
i
c
u j



1
~
was our choice of approximating u using basis functions.
dx
fv
dx
v
u 
 


1
0
1
0
~

8. Finite element method 8
Partial integration
... remember that v was an arbitrary real function ...
if this is true for an arbitrary function it is also true if
... so any of the basis functions previously defined ...
j
v j

... now let’s put everything together ...
dx
fv
dx
v
u 
 


1
0
1
0
~

9. Finite element method 9
The discrete system
The ingredients:
k
v j
 i
N
i
i
c
u j



1
~
dx
fv
dx
v
u 
 


1
0
1
0
~
dx
f
dx
c k
k
n
i
i
i j
j
j 
  









1
0
1
0 1
... leading to ...

10. Finite element method 10
The discrete system
dx
f
dx
c k
k
i
n
i
i j
j
j 

 



1
0
1
0
1
... the coefficients ck are constants so that for one particular
function jk this system looks like ...
k
ik
i g
A
b 
... probably not to your surprise this can be written in matrix form
k
i
T
ik g
b
A 

11. Finite element method 11
The solution
... with the even less surprising solution
  k
T
ik
i g
A
b
1


remember that while the bi’s are really the coefficients of the basis
functions these are the actual function values at node points i as well
because of our particular choice of basis functions.
This become clear further on ...

12. Finite element method 12
Basis functions
... otherwise we are
free to choose any
function ...
The simplest choice
are of course linear
functions:
+ grid nodes
blue lines – basis
functions ji
1
2
3
4
5
6
7
8
9
10
we are looking for functions ji
with the following property







i
j
x
x
for
x
x
for
x
j
i
i
,
0
1
)
(
j

13. Finite element method 13
Basis functions - gradient
To assemble the stiffness matrix we need the gradient (red) of the basis
functions (blue)
1
2
3
4
5
6
7
8
9
10

14. Finite element method 14
Stiffness matrix
Knowing the particular form of the basis functions we can now
calculate the elements of matrix Aij and vector gi
dx
f
dx
c k
k
i
n
i
i j
j
j 

 



1
0
1
0
1
dx
A k
i
ik  


1
0
j
j
k
ik
i g
A
b 
dx
f
g k
k j


1
0
Note that ji are continuous functions defined in the interval [0,1], e.g.

















 





elsewhere
x
x
x
for
x
x
x
x
x
x
x
for
x
x
x
x
x i
i
i
i
i
i
i
i
i
i
i
0
)
( 1
1
1
1
1
1
j
Let us – for now – assume a
regular grid ... then

15. Finite element method 15
Stiffness matrix –regular grid
... where we have used ...


















 





elsewhere
x
x
x
for
x
x
x
x
x
x
x
for
x
x
x
x
x i
i
i
i
i
i
i
i
i
i
i
0
)
( 1
1
1
1
1
1
j

















elsewhere
dx
x
for
dx
x
x
dx
for
dx
x
x
i
0
~
0
~
1
0
~
1
~
)
~
(
j
1
~





i
i
i
x
x
dx
x
x
x
dx
xi
ji

16. Finite element method 16
Regular grid - gradient













elsewhere
dx
x
for
dx
x
dx
for
dx
x
i
0
~
0
/
1
0
~
/
1
)
~
(
j
1
~





i
i
i
x
x
dx
x
x
x
dx
xi
ji
1/dx
-1/dx

17. Finite element method 17
Stifness matrix - elements
dx
A k
i
ik  


1
0
j
j
1
2
3
4
5
6
7
8
9
10
... we have to distinguish various cases ... e.g. ...
dx
dx
dx
dx
dx
dx
dx
dx
A
dx
dx
x
x
dx
x
x
1
1
1
1
0
2
1
1
1
0
1
1
11
1
1
1
1










 





j
j
j
j
dx
dx
dx
dx
dx
dx
dx
dx
A
dx
dx
dx
x
x
x
dx
x
2
1
1
0
2
0
2
2
2
2
2
1
0
2
2
22
2
2
2
2




















j
j
j
j
j
j

18. Finite element method 18
Stiffness matrix
dx
A k
i
ik  


1
0
j
j
1
2
3
4
5
6
7
8
9
10
... and ...
dx
dx
dx
dx
dx
dx
dx
dx
A
dx
dx
x
x
dx
x
x
1
1
1
1
0
2
2
1
1
0
2
1
12
1
1
1
1


















j
j
j
j
12
21 A
A 
... and ...
... so that finally the stiffness matrix looks like ...

19. Finite element method 19
Stiffness matrix
dx
A k
i
ik  


1
0
j
j
1
2
3
4
5
6
7
8
9
10























1
1
1
2
1
1
2
1
1
1
1

dx
Aij
... so far we have ignored sources and boundary conditions ...

20. Finite element method 20
Boundary conditions - sources
... let us start restating the problem ...
)
(
)
( x
f
x
u 


... which we turned into the following formulation ...
dx
f
dx
c k
k
i
n
i
i j
j
j 

 



1
0
1
0
1
... assuming ...
i
N
i
i
c
u j



1
~ with b.c. N
i
N
i
i u
u
c
u j
j
j )
1
(
)
0
(
~
1
1
2


 


where u(0) and u(1) are the values at the boundaries of the domain [0,1].
How is this incorporated into the algorithm?

21. Finite element method 21
Boundary conditions
)
(
)
( x
f
x
u 


... which we turned into the following formulation ...
dx
f
dx
c k
k
i
n
i
i j
j
j 

 



1
0
1
0
1
... in pictorial form ...
dx
u
dx
u
dx
f
dx
c k
n
k
k
k
i
n
i
i 



 










1
0
1
0
1
1
0
1
0
1
2
)
1
(
)
0
( j
j
j
j
j
j
j
=
boundary condition
boundary condition
source heterogeneity (f)
... the system feels the boundary conditions through the (modified) source term
AT b = g

22. Finite element method 22
Numerical Example
)
(
)
( x
f
x
u 


Domain: [0,1]; nx=100;
dx=1/(nx-1);f(x)=d(1/2)
Boundary conditions:
u(0)=u(1)=0
f(nx/2)=1/dx;
for it = 1:nit,
uold=u;
du=(csh(u,1)+csh(u,-1));
u=.5*( f*dx^2 + du );
u(1)=0;
u(nx)=0;
end
Matlab FD code
% source term
s=(1:nx)*0;s(nx/2)=1.;
% boundary left u_1 int{ nabla phi_1 nabla phij }
u1=0; s(1) =0;
% boundary right u_nx int{ nabla phi_nx nabla phij }
unx=0; s(nx)=0;
% assemble matrix Aij
A=zeros(nx);
for i=2:nx-1,
for j=2:nx-1,
if i==j,
A(i,j)=2/dx;
elseif j==i+1
A(i,j)=-1/dx;
elseif j==i-1
A(i,j)=-1/dx;
else
A(i,j)=0;
end
end
end
fem(2:nx-1)=inv(A(2:nx-1,2:nx-1))*s(2:nx-1)';
fem(1)=u1;
fem(nx)=unx;
Matlab FEM code

23. Finite element method 23
Regular grid
)
(
)
( x
f
x
u 


Domain: [0,1]; nx=100;
dx=1/(nx-1);f(x)=d(1/2)
Boundary conditions:
u(0)=u(1)=0
Matlab FD code (red)
Matlab FEM code (blue)
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
0
0.05
0.1
0.15
0.2
0.25
x
u(x)
FD (red) - FEM (blue)

24. Finite element method 24
Regular grid - non zero b.c.
)
(
)
( x
f
x
u 


Domain: [0,1]; nx=100;
dx=1/(nx-1);f(x)=d(1/2)
Boundary conditions:
u(0)=0.15
u(1)=0.05
Matlab FD code (red)
Matlab FEM code (blue)
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
0
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
x
u(x)
FD (red) - FEM (blue) -> Regular grid
% Quelle
s=(1:nx)*0;s(nx/2)=1.;
% Randwert links u_1 int{ nabla phi_1 nabla
phij }
u1=0.15; s(2) =u1/dx;
% Randwert links u_nx int{ nabla phi_nx nabla
phij }
unx=0.05; s(nx-1)=unx/dx;

25. Finite element method 25
Stiffness – irregular grid
1
2
3
4
5
6
7
8
9
10
dx
A k
i
ik  


1
0
j
j
21
1
0
2
1
1
2
1
1
0
2
1
12
1
1
1
1
1
1
1
1
1
1
1
1
A
h
dx
h
dx
h
h
dx
dx
A
h
h
x
x
h
x
x



















j
j
j
j
i
i
ii
h
h
A
1
1
1



i=1 2 3 4 5 6 7
+ + + + + + +
h1 h2 h3 h4 h5 h6

26. Finite element method 26
Example
)
(
)
( x
f
x
u 


Domain: [0,1]; nx=100;
dx=1/(nx-1);f(x)=d(1/2)
Boundary conditions:
u(0)=u0; u(1)=u1
for i=2:nx-1,
for j=2:nx-1,
if i==j,
A(i,j)=1/h(i-1)+1/h(i);
elseif i==j+1
A(i,j)=-1/h(i-1);
elseif i+1==j
A(i,j)=-1/h(i);
else
A(i,j)=0;
end
end
end
i=1 2 3 4 5 6 7
+ + + + + + +
h1 h2 h3 h4 h5 h6
Stiffness matrix A

27. Finite element method 27
Irregular grid – non zero b.c.
)
(
)
( x
f
x
u 


Domain: [0,1]; nx=100;
dx=1/(nx-1);f(x)=d(1/2)
Boundary conditions:
u(0)=0.15
u(1)=0.05
Matlab FD code (red)
Matlab FEM code (blue)
+ FEM grid points 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
0
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
x
u(x)
FD (red) - FEM (blue)
FEM on Chebyshev grid

28. Finite element method 28
Summary
In finite element analysis we approximate a function defined in
a Domain D with a set of orthogonal basis functions with
coefficients corresponding to the functional values at some
node points.
The solution for the values at the nodes for some partial
differential equations can be obtained by solving a linear
system of equations involving the inversion of (sometimes
sparse) matrices.
Boundary conditions are inherently satisfied with this
formulation which is one of the advantages compared to finite
differences.