Chap 0 Mathematical Preliminary: Finite Element Analysis and Design Nam-Ho Kim

1
CHAP 0 MATHEMATICAL PRELIMINARY

FINITE ELEMENT ANALYSIS AND DESIGN
Nam-Ho Kim
2
MATHEMATICAL PRELIMINARY
Vector
a collection of scalars, defined using a bold typeface with parenthesis

Matrix
a collection of vectors, defined using a bold typeface with bracket
dimension = NK. When N = K, it is called a square matrix

a
1

a
2

a
3

x
y
z
i
j
k
11 12 1
21 22 2
1 2
[ ]
K
K
N N NK
M M M
M M M
M M M
(
(
(
=
(
(

M
1
2
{ }
N
a
a
a

=
`

)
a
1
1
2
2
3
, or
a
a
a
a
a

= =
` `
)

)
a a
1 2 3
a a a = + + a i j k
3
MATRIX
Transpose of a matrix: Change of row and column
Symmetric matrix
Skew-symmetric matrix
Identity matrix
11 21 1
12 22 2
1 2
[ ]
N
N T
K K NK
M M M
M M M
M M M
(
(
(
=
(
(

M
11 12 1
12 22 2
1 2
[ ] [ ]
N
N T
N N NN
M M M
M M M
M M M
(
(
(
= =
(
(

S S
1 0 0
[ ] 0 1 0
0 0 1
(
(
=
(
(

I
[ ] [ ]
T
= A A
1 2
{ } { }
T
N
a a a = a
4
VECTOR-MATRIX CALCULUS
Addition

Scalar product

Norm (Magnitude of a vector)
{ } { } { }, , 1, ,
{ } { } { }, , 1, ,
i i i
i i i
c a b i N
d a b i N
= + = + =
= = =
c a b
d a b
1 2
{ } { }
T
N
k ka ka ka = a
[ ] [ ] [ ], , 1, , , 1, ,
[ ] [ ] [ ], , 1, , , 1, ,
ij ij ij
ij ij ij
C A B i N j K
D A B i N j K
= + = + = =
= = = =
C A B
D A B
1 1
2 2
3 3
and
a b
a b
a b

= =
` `

) )
a b
1 1 2 2 3 3
a b a b a b = + + a b
cosu = a b a b
= a a a
5
VECTOR-MATRIX CALCULUS cont.
Vector product
ab
a
b
n

1 2 3
1 2 3
2 3 3 2 3 1 1 3 1 2 2 1
2 3 3 2
3 1 1 3
1 2 2 1
( ) ( ) ( )
a a a
b b b
a b a b a b a b a b a b
a b a b
a b a b
a b a b
=
= + +

=
`

)
i j k
a b
i j k
sinu = a b a b n
= a a 0
= b a a b
6
MATRIX-VECTOR MULTIPLICATION
Matrix Vector = Vector

Vector Matrix Vector = Scalar
11 12 13 1 11 1 12 2 13 3
21 22 23 2 21 1 22 2 23 3
31 32 33 3 31 1 32 2 33 3
[ ]
m m m a m a m a m a
m m m a m a m a m a
m m m a m a m a m a
+ +
(

(
= = = + +
` `
(

+ + (
) )
c M a
3
1
, 1, 2,3
i ij j
j
c M a i
=
= =
1 11 1 12 2 13 3
2 21 1 22 2 23 3
3 31 1 32 2 33 3
[ ] ( )
( )
( )
b m a m a m a
b m a m a m a
b m a m a m a
= + +
+ + +
+ + +
b M a
7
MATRIX-MATRIX MULTIPLICATION
Matrix Matrix = Matrix

Determinant
Matrix is singular when its determinant is zero

Inverse:
11 12 13
21 22 23
31 32 33
11 22 33 23 32
12 21 33 23 31
13 21 32 22 31
( )
( )
( )
a a a
a a a
a a a
a a a a a
a a a a a
a a a a a
=
=

+
A
1
11 12 22 12 1
21 22 21 11
1
[ ]
a a a a
a a a a

( (
= =
( (

A
A
11 12
11 22 12 21
21 22
a a
a a a a
a a
= = A
[ ] [ ][ ] = C A B
3
1
, 1, 2, 3, 1, 2, 3
IJ IK KJ
K
C A B I J
=
= = =
1
[ ][ ] [ ]
= A A I
8
RULES OF MATRIX MULTIPLICATION
Associative rule:

Distributive rule:

Non-commutative:

Transpose of product:

Inverse of product:
( ) ( ) = AB C A BC
( ) + = + A B C AB AC
= AB BA
( ) , ( )
T T T T T T T
= = AB B A ABC C B A
1 1 1 1 1 1 1
( ) , ( )

= = AB B A ABC C B A
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MATRIX EQUATION
N unknowns (x
1
, x
2
, , x
N
) and N equations
unique solution if all equations are independent

Matrix form:

Solution: [A]
1
exists or [A] is not singular
11 1 12 2 1 1
21 1 22 2 2 2
1 1 2 2
N N
N N
N N NN N N
a x a x a x b
a x a x a x b
a x a x a x b
+ + + =
+ + + =
+ + + =
11 12 1
21 22 2
1 2
[ ]
N
N
N N NN
a a a
a a a
a a a
(
(
(
=
(
(

A
1 1
2 2
{ } , { }
N N
x b
x b
x b

= =
` `

) )
x b
1 1
1
1
[ ] [ ] { } [ ] { }
[ ] { } [ ] { }
{ } [ ] { }

=
=
=
A A x A b
I x A b
x A b
[ ] { } { } = A x b
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EIGEN VALUE AND EIGEN VECTOR
Eigen value problem

: Eigen value
: Eigen vector
How to solve?

In order to have non-trivial solution, the determinant must be zero.

Calculate from this equation and calculate from the eigen value
problem
{ } x
{ } x
[ ] { } { } = A x x
[ ] { } { } { }
[ ] { } [ ]{ } { }
[ ] { } { }
=
=
=
A x x 0
A x I x 0
A I x 0
0 = A I
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QUADRATIC FORM
Quadratic form: quadratic function of all components

Matrix notation

Symmetric part is enough
2 2 2
11 1 22 2
12 1 2 13 1 3 , 1 1
nn n
n n n n
J a x a x a x
a x x a x x a x x

+ + +
+ + + +
11 12 1 1
21 22 2 2
1 2
1 1
1 2
{ } [ ]{ } { , , , }
n
n n
n T
n ij i j
i j
n n nn n
a a a x
a a a x
J x x x a x x
a a a x
= =
(
(

(
= = =
`
(

(

)
x A x
* *
{ } [ ]{ } { } [ ]{ }
T T
J J = = = x B x x B x
{ } [ ]{ }
T
J = x B x
* *
{ } [ ]{ }
T
J = x B x
( )
*
1
[ ] [ ] [ ]
2
T
= + B B B
12
POSITIVE DEFINITE MATRIX
Positive definite

Positive semi-definite

Positive definiteness = each column of the matrix is linearly
independent = the matrix is invertible.
{ } [ ]{ } 0, for all { }in
{ } [ ]{ } 0, only if { } { }
T n
T
R >
= =
x A x x
x A x x 0
{ } [ ]{ } 0, for all { }in
{ } [ ]{ } 0, for some{ } { }
T n
T
R >
= =
x A x x
x A x x 0
13
MAXIMA & MINIMA OF FUNCTIONS
Single Variable
Taylor series expansion

In order for f to be extremum,

Condition for minima:

Condition for maxima:
( ) f x
2
2
2
1
( ) ( ) ( )
2
x x
x x
f f
f x x f x x x
x x
=
=
c c
+ A = + A + A +
c c
0
x x
f
x
=
c
=
c
2
2
0
x x
f
x
=
c
>
c
2
2
0
x x
f
x
=
c
<
c
14
MAXIMA & MINIMA OF FUNCTIONS cont.
Multi-Variable
Taylor series expansion

In order for f to be extremum,

Condition for minima: [H] is positive definite
Condition for maxima: [H] is negative definite
( ) f x
Hessian
matrix H
ij
2
1 1 1
1
( ) ( )
2
n n n
i i j
i i j
i i j
f f
f f x x x
x x x
= = =
=
=
c c
+ A = + A + A A +
c c c

x x
x x
x x x
1 2
0
n
f f f
x x x
c c c
= = = =
c c c
15
MINIMUM PRINCIPLE
Function in quadratic form

[A]: stiffness of the structure, {x}: displacement, {c}: applied force
twice of the potential energy
structure is in equilibrium when F has a minimum value

Matrix equation

Solution of the matrix equation minimizes the quadratic form F.
{ } [ ]{ } 2{ } { }
T T
F = x A x x c
[ ]{ } { } = A x c

Chap 0 Mathematical Preliminary: Finite Element Analysis and Design Nam-Ho Kim

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CHAP 0 MATHEMATICAL PRELIMINARY

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