CHAPTER 5 THE GLOBAL STIFFNESS EQUATIONS0 ‘THE GLOBAL STIFFNESS EQUATIONS This section discusses various methods for solving the NXN set of global stiffness equations KUSF Where K isthe global sifness matrix, Fis the global force vector, and U are the unknown lisplacements. In many applications ofthe finite element method, the global stifiness ‘matrix has a number of key characteristics which enable vet ecient solution provedures to be developed, These procedures are necessary because practical applications of the finite element method technique may involve very large sets of equations, It is not ‘uncommon for atypical finite element mesh to involve 10,000 or more unknowns 1 Properties of the Global Stiffness Matrix For many problems in strctural mechanics, particularly those involving linear elastic ‘material behaviour, the global stfiness matrix has the following properties: + Itissparse and banded ‘This means that many ofthe entries in K are zero and that ‘the nonzeros are clustered ina “band” about the diagonal, Ignoring al of the zeros ‘outside the band leads o significant savings and isa property which should always be exploited, + Itissymmetric. This means thatthe enteies in K are symmetric about the diagonal s0 that Ky = Ky. Exploiting symmetry typically seduces the number of operations required to solve linear equations by a factor of four and also reduces the storage demands by a factor of two, ‘* It is positive definite This means that the scalar quantity UTKU > 0 for all N-mensional vectors U xO. For lina elastic nays the quantity JUTKU actualy corresponds othe stain energy othe gntem IF Ks posite deta thi impli thes an inverse andthat the unknowns Ucanalvaysbe found using Gauen clinaton witout row interchanges le. without pong. Sine ne Svein needet no entra nonzrosoutsie th diagonal band ar creed an it epee o vero the origina K matrix wi acre form, Note hata postive deans matrix aio has the following properties +The lagonal ets ral posi, otha > 0 fr f= 1,208 +The absolute wae af he largest entry onthe diagonals notes tha the abso ae ofthe rgesteney nye clin tbe mar Mathematical this condi expressed os magi | Dal © Foreach i= j,k < Ky Ky Because of the above properties, most finite element codes solve the global stiffness equations using some form of decomposition procedure which does not need row interchanges. Common algorithms for solving finite element equations include banded, profile and frontal solution schemes. These may all be regarded as variants of Gause ¢limination and differ only in the way in which the sparsity and structure of the linear ‘equations are exploited, In these notes we will concentrate on banded solution methodsa ‘which use Choleski decomposition. The steps involved i this process willbe deseribed in ‘greater detail later in this section. 52 Bandwidth ‘Consider the mesh of three linear rod elements with four nodes as shown below. Figure 5: Three element mesh numbered for low bandwidth ite that the global stiffness matrix: + element 1 conte to equation 1 and2 + clement 2 contsbutes to equtions 2 and3 + slement 3 contributes to quitions3 and 4 ‘Ths the gob stitfaes mati fo this mesh Wile ofthe form shown in Figure 2 [XS symmetric Kar ON BN 0 Nk Re bod igure 5.2: Structure of bal stitbess matin wih low bandwidth numbering ‘We note that this is symmetric, sparse and banded. For a matrix with N rows the semi-bandwidth, B, may be expressed mathematically as B= max |b) (ay where bythe row semi-bandwidth for row i the dtference between +1 and the column index ofthe frst nonzero entry in row. For the stifnes matrix shown ia Figure 52, the senivhandwith i given as B = max (2) = max(1,2.2.2) = 2 ‘The semi-bandwidth is dependent on the manner in which the nodes inthe finite element grid are numbered. To illustrate this point, let the previous mesh be renumbered as shown below.2 [Figure 5.3: Three element mesh numbered for high bandwidth For this case we note that: * element 1 contributes to equations 1 and 4 ‘+ element 2 contributes to equations 4 and2 + element 3 contributes to equations 2 and 3 ‘and the global stiffness matrix is ofthe form shown in Figure 5.4 be PRs \.symmenic 1 0 Ka 1 0 Kn Ke 2 N[Ku Ke 0 Kul R—,—_} Figure $4: Strocture of lob sitness mat with high bandwidth numbering With this new numbering the semi-bandwidth is B doubled. ax(1,1,2,4) = 4 and has thus {In order tobe efficient, the nodes should be numbered so that the bandwidth is kept as ssnall as possible. For a banded equation solver this not only reduces the amourt of memory that is required to store the stiffness matrix, but also reduces the solution time. Fora given finite element grid, the semi-bandwidth may be computed using the formula BedD+1) 62) where ds the number of equations (degrees of freedom) per node and D is the maximum Positive difference between node numbers on any element in the grid. For the mesh numbering in Figure 5.3, we haved=1 (one equation pernode) and D=3 (for clement 1 which has nodes 1 and 4). Thus B=1(3+1)=4, which is the same 28 what we observe from Figure 5.4. Sinced remains fixed for the given ype of problem, equation (5:2) suggests that the semi-bandwidth is determined solely by the quantity D. Thus, to ensure ‘that the semi-bandwidth is kept small, che grid should be numbered so thatthe maximums lifference between the node numbers for each clement is kept to a tinimumm, 53 Storage of a Symmetric Banded Matrix Because of its special structure, a symmetric banded matrix can be stored very ctficienty, ll entries outside the semi-bandwigth may be discarded (as they ee all 2er0) ‘and only the upper (or lower) triangle inside the band is stored. ‘The total storage“ requirement for this bandwidth solution scheme is typically equal to the product of the semi-bandwidth and the number of equations. To ilustrate this point, the global stiffness ‘matrix for the low bandwidth numbering of Figure 5.1 maybe storedas chown n Figure 55. Since the semi-bandwidth for this cases, the total memory requirement is only Sstorage units [StS symmetric * Ky ar Kas. Ko Kn Oke EK, D> lon ky 0 ON Ke Ky Kes Ku bs be dummy element which is not used Figure 55: Storage of global stiffness matrix with low bandwidth numbering For the high bandwidth numbering of Figure 53, the memory requirement is doubled to 16 storage units as shown below. nS. symmenic xox Kn Ka 0 Ku — s+ fumay element which is not used ‘Besemi-bandwd storage required=NxB=4xé=16 Figure 56; Storage of global stifness matrix wth high bandwidth numbering Because a number of zeros are stored, the poor numbering clearly results ina waste of computer memory. It will also result in a les efficient solution, since the number of operations (as measured by the number of multiplications) involved in a bandwidth solver is soughly proportional to NB $4 Gaussian Elimination {In practical finite element codes, the global stiffness equations are most often solved using some form of Gaussian elimination. This isa direct solution technique which does ‘not require iteration. Note tha the inverse of the global stiffness matrieisnever computed explicitly, since ths destroys the banded nature of the equations and leads to large storagedemands. The key idea behind the Gauss procedure isto convert the set of equations to "upper triangular form. Once this is done, the equations may aze solved by backward substitution, ‘Tp illustrate the Gaussian elimination process, consider the simple set of matrix equations shown below 1 oy; 4 Ku=|1 3 20} =P 423} 63) jo 2 24 (Us, 10} ‘To convert (5.3) to upper triangular form, we need to create zeros below the diagonal in columns one and two. Starting with column one, a zero inthe frst column of row two can be obtained by computing Ky for j= 3,23 32-22 19) = [0 25 2} ‘Thus we subtract an appropriate multiple ofrow one from row two to form anew row tw, ‘Note that the multiplier of 1/28 obtained by dividing the first entry in row two by the fst entryinrow one. The denominator ofthis multipliers called the pivot which, quite clearly, ‘can never equal zero ifthe equations have a solution. Moving now to row three, there is already a zero incolumn one and thisrow does not need tobe modified. This result is also obtained if we follow the above procedure to obtain Ryn ky, for jaa 4 = 2 9)-92 19 = 23) ‘The right-hand side vectors also need to be modified simultaneously using the same multipliers to give yy dxaeu =0-0x4 0 “After these operations, the orginal set of equations have now become 21 oY) fa lo 25 ava = dur lo 2 2}[Ys] 10) Note that row one is unchanged, whereas rows two and three would, in general, be modified. To createazerobelow the diagonal in column two, rows one and two now remain ‘unchanged with row three being modified according to KG =KY- 2eky for 1,2,345 (0 2 2}~os)0 25 2} 00 os} ‘Thus we now subtract a multiple of the (modified) second row from the (modified) third row to obtainyet another modified third row. Taemultplierin this case isfoundby dividing the second entry in row three by the second entry in row two, Similarly forthe right-hand side we obtain FS =F} ~08F; = 10-08 x 11 = 12 ‘This completes the conversion ofthe equations to upper tiangularform, as they now read 21 oyu) 4 lo 25 2 /4U2p = dur 64) oo oles} [a ‘The solution can be obtained by backward substitution, As the name implies this process starts withthe last equation and works baciowards as shown below 04U;=12 > Uy=3 25U,+2U;=11 > 2U,+ Inspection of (54) reveals that Gaussian elimination preserves the bended structure of the equations, since no nonzeros are created in locations that were intially ascupied by zeros. This property permits the original matrix tobe over-vritten by the upper triangular form during the elimination process without the need for additional storage Ifthe solution t0(5.3) i found by computing the inverse of K directly, we obtain A rapa) py ue {Ubewip=[1 2 -2Hish = 42 65) U5] 1-2 2silio) |, Clearly K~1 isnot banded. Since new nonzeros have been created at locations (1,3) and Gu) itrequires more storage than the upper triangle formed by Gaussian elimination, 5.5 Choleski Decomposition ‘A widely used method for solving the global stiffness equations is known as Choleski decomposition. This procedure uses the result that asymmetric postive definite matrix K can always be written ia the form KLE where Lis lower triangular matrix Ty 0. 0 lear La ~ 0 Legs Lg ~~ Lon46 ‘The Key to Choleski method is thus computing I, Once this is found, the solution to the system KU = Fis equivalent to the solution of UUs 66) ‘This equation may be solved in two stages. Inthe frst stage we et Y = L™U and solve LY=F 6n for ¥using forward substitution. The process of forward substitution, which isthe opposite of backward substitution, can be used inthis equation because Lis ower triangular, Ta the second stage, the solution U is found by using backward substitution to solve ue 68) ‘This.to stage approach may appear unnecessarily complicated compared with Gauss climination, Note, however, that once we have performed the decomposition fo obtain L, we may solve for various right-hand sides merely by using forward and backward substitution. This feature is convenient in many engineering applications. For example, itis often necessary to analyse the behaviour of a structure, whose global stfiness matrix remains constant, under many different load conditions, ‘The Choleski procedure may be summarised a follows ‘Decomposition Phase for Computing 1 Set ty = VR Fori= 2m set by = Ky/Ly For i = 2j...n-t do steps 4 and s 2 Fores Quam set ‘Backward Substitution 1 SOU, = Ya/bon"7 2 Pele mtet mt Ye fn 340] i In the above algorithm, the banded nature of the matrix K has not been exploited. ‘Moreover, we have assured that additional storage is avaiable for holding L. In practical finite codes, L would overavrite K and advantage would also be taken of the banded structure to reduce the numberof arithmetic operations. ‘5.6 Worked Fxample of Choleski Decomposition ‘Tillustrate the Choleski procedure, consider the system of equations (5.3) which were solved previously using Gaussian elimination, 1 oyu, xu=|1 3 210, o 2 2] || La = Kn/ly 0/8 =0 2 4 [s- Za BR = HR S$. j=3 Ly [es > bls |- 78 (2-0) = 2/275 Ars 6 ts [ro- Sa] SRB = iB ‘Thus the L matrix is Ro check : LL? as required - Yay] — 1a‘Thus the solution vectoris UF = [1 2 3] 8.7 Boundary Conditions Infinite clement analysis of structural mechanies problems, there are two common types of prescribed boundary conditions + A zero prescribed displacement. This occurs st 2 fixed support where the corresponding displacement U; + Annonzero prescribed displacement. This occurs when a support is allowed to move bby prescribed amount, c, so that U; = c. An example where nonzero prescribed displacements occur is when a rigid footing is pushed into a soft soil mass ‘There are a variety of methods available for dealing wit prescribed boundary conditions in the solution ofthe global stiffness equations. In these notes, we use a very effective deletion method which is not only simple to implement but also very efficient since all prescribed degrees of freedom are removed from the solution phase. To illustrate the process involved, consider the simple set of stiffness equations shown below Fin Kz Kis] (Ux) (Fy Kn, Kaz Kas|{Ua} = {Fe [Ks1 Kaz Kas}[Us] [Fs Let Ua be prescribed to equal a known value e. Writing the equations in full we have KyUy + Kye + KyUs KyUy + Kye + KyUy = Fy + Ry 69 KU, + Kye + Kyy = Fy Note that the reaction R, must be added to the right hand side of the second equation ‘because Up is prescribed. Rearranging these equations we obtainKn Ke ][Ui] | fF ~Kne Ki Ke fe fe 6.10) KyU, + Kno + Kyl and (1) = Fan Sgt - Tb solve the equations (5.9), we first solve (5.10) inthe usual way which yields U7, and Uy Since U; is already fixed we can then use equation (5.11) to compute the nodal reaction Rp. Thus, in this procedure, we simply delete all ows and columns associated with the prescribed value and, at the same time, modify the right-hand side of the remaining equations. Ifthe nodal reactions are needed, each row with a prescribed value must be stored prior to deletion, It's interesting to note that if the value for U, has been prescribed to be zero, which is ‘the most common case in practice, then the right-hand side force vector does not need t0 bbe modified at all and we simplysolve Ky Ky] [] _ [Fr Ky Ky |] Us * ] Fs 6.2) ‘The reaction due tothe fixed value of Ucan, ofcourse, again be computed using equation oan). In cases where more than one displacement is prescribed, the same procedure is followed. For example,let U, = cand U, = c,, Writing out the equations in fullwe have Kut, + Kae + Kya = Fy +R, Kae, + Keg + Kaa = Fy + Ry 13) Kacy + Kygey + KyUy. = Fy ‘The equation tobe solved fr Uys [Bs] = fs ues ~ Kae) nd the reactions corresponding to U; and U,are given by Kuti + Kez + Kus ~ Ry = Kuty + Key + KnUy — Overall, the deletion procedure is efficient since the number of equations to be solved is minimised. Moreover, when dealing with fixed supports where the correspondingpreseribed values are ero, no modification ofthe force vector is necessary and the method is relatively straightforward to implement. 5.8 Worked Example Incorporating Boundary Conditions ‘An example of an elastic rod which is fixed at one end and subject to a uniform Jongitudinal body force Xisshown in Figure 5.7. Two linear rod elements of lengthL/2 are ‘used to model the rod, Figure 5.7: Elastic rod subjected to a uniform body force ‘This example was considered previously in Chapter 3 where itwas shown in equation (3.24) thatthe global stiffness equations for the finite element model are given by’ 1a ayy; 1 reals 2 alfusb. auth, a 0-1 1) [05] 1 [AC the fixed support we have the boundary condition that U7, = 0. To incorporate this condition we delete row one and column one of the matrix equations to give [2 ty Asmentioned in the previous section, no modification ofthe force vectors necessary since the prescribed value is ro. Solving these equations we obtain r= (U, vu {0 me ¥| 2E Because ofthe fixed support, the first equation of (5.14) is modified to Uy ~ Avy + ox vy AE +n, 3ELE sives the unknown force Ry 28 ~ HA, A ALR L 4 XAL ‘The applied forces and reactions for this problem are shown in Figure 5.8. Note the net reaction at node one is ~ KAL + ZAL/4 = -3¥AL/4 and that, most importantly, SAppted Forces + Reactionsst ‘This equation isa fundamental expression of equilibrium and must always be satisfied in any structural finite element analy oe Figure 5.8: Applied forces and reactions for elastic rod under uniform body force ‘Suppose that instead of being fixed, the lft support is moved by an amount U; = cto the right. For the boundary conditions shown, this implies that the whole structure is subject toa rigid body translation, as wel asthe applied body forces. To incorporate this condition, columa one of (5.14) is transferred to the right-hand side and used tomodify the {oree veetor. Simultaneously, row one is deleted to give 2-7/0) 2) (_2e4) [ALE , BAe) 28 = 4ek | en L 4 « “) ae 1 es 1 ° Solving these equations yields the sokution valu uo-[o Bre H+ ‘As expected, the rigid body translation U, = esimply adds the same constant amount to all the displacements that were computed previously forthe case U, = 0. Usingrow one ‘ofthe global stiffness equations the reaction a the left support remains unchanged ands given by