3_4 - Mathematical Modelling: An

Introduction

G. R. Dodagoudar
DEPARTMENT OF CIVIL ENGINEERING
I I T MADRAS, CHENNAI - 600 036.
Vision Statement:
To be a global leader in education,
research, and innovation in Civil
Engineering
Computational geomechanics is the field of
computational mechanics where geo-
engineering systems are analyzed using the
principles of mechanics through numerical
methods.
In these systems lie porous media with a
variety of multi-phase materials such as soils,
rock, composites or living tissues.
Objectives
• To develop the advanced understanding of the application of
FDM and FEM in geomechanics, and

• To analyse and design a few geotechnical structural systems

using linear and nonlinear static and dynamic analyses
procedures.
Learning Outcomes
• Understand the theory and application of FDM and FEM in
geomechanics.
• Understand the simple and a few advanced constitutive models
used in geomechanics.
• Appreciate and apply a few software tools for the design of
complex geotechnical systems.
• Develop the geotechnical designs based on performance-based
concepts.
 Outline of Presentation

Educational Outcome
Introduction
A Few Books
A Few Definitions
Mathematical Modelling – Why?
Methods of Solution: Analytical and Numerical Solutions
Numerical Methods: FEM, FDM, DEM and BEM
Summary and Remarks
Introduction
Modern science and engineering require high
levels of qualitative logic before the act of precise
problem formulation can occur. Thus, much is
known about a geomechanics problem beforehand,
derived from experience or experiment (i.e.,
empiricism).
Most often, a theory evolves only after detailed
observation of an event. This first step usually
involves drawing a picture of the system to be
studied.
The second step is the bringing together of all applicable
physical and geotechnical information, conservation laws,
and rate expressions.
At this point, the engineer must make a series of critical
decisions about the conversion of mental images to symbols,
and at the same time, how detailed the model of a system
must be.
Here, one must classify the real purposes of the modeling
effort.
Is the model to be used only for explaining trends in the
operation of an existing piece of equipment?
Is the model to be used for predictive or design purposes?
Do we want steady-state or transient response? The scope
and depth of these early decisions will determine the
ultimate complexity of the final mathematical description.
The third step requires the setting down of finite
or differential volume elements, followed by writing
the conservation laws.
In the limit, as the differential elements shrink,
then differential equations arise naturally.
Next, the problem of boundary conditions must be
addressed, and this aspect must be treated with
considerable circumspection
When the problem is fully posed in quantitative
terms, an appropriate mathematical solution
method is sought out, which finally relates
dependent (responding) variables to one or more
independent (changing) variables.

The final result may be an elementary

mathematical formula or a numerical solution
portrayed as an array of numbers.
A Few Books
A Few Definitions
 Physical Laws
A principle is a law or rule that has to be, or usually is to
be followed, or can be desirably followed, or is an
inevitable consequence of something, such as the laws
observed in nature or the way that a system is
constructed.

The principles of such a system are understood by its

users as the essential characteristics of the system, or
reflecting system's designed purpose, and the effective
operation or use of which would be impossible if any
one of the principles was to be ignored.
A physical law or scientific law is "a theoretical
principle deduced from particular facts, applicable
to a defined group or class of phenomena, and
expressible by the statement that a particular
phenomenon always occurs if certain conditions be
present.“

Physical laws are typically conclusions based on

repeated scientific experiments and observations
over many years and which have become accepted
universally within the scientific community.
Mathematical Modelling – Why?

Continuum Mechanics
(A birth place of mathematical models)
Some situations!
How is it possible to use computer simulation to predict
the behavior of some process that has not yet happened?

How can the aerodynamic properties of an aircraft be

computed before it has been built and even without wind
tunnel experiments using a model?

How can the computer predict the coming change in the

weather when it has access solely to the weather data at
the current point in time? The weather pattern for
tomorrow has never occurred before.
The answer is that there are physical laws that are formulated
as mathematical formulas that always hold, even in the future.
This is a mathematical model.

However, this model is certainly not a formula or graph where,

in the case of weather prediction, we can plug in the coordinates
of a certain place on earth to obtain the weather parameters
such as air pressure, wind velocity etc., at some future point in
time.

It is rather a set of equations specifying certain relations

between different variables.

These equations are the fundamental physical laws expressed in

mathematical terms.
The problem is that these equations require a solution.
Mathematical modelling of a physical process
Mathematical modelling of a physical process
The main objective of mathematical
modelling is to develop mathematical models
based on relevant scientific principles/laws to
simulate the behaviour of simple and complex
physical systems.
Mathematical Modelling
 Mathematical Modelling

A mathematical model is a description of a system

using mathematical concepts and language.

The process of developing a mathematical model is

termed mathematical modelling.
Mathematical modelling of a physical process
Mathematical modelling of a physical process
 Principle

Hypothesis
Idea and/or Concept

Theory

Practice with Ethics Validation

Society
 Law of Mass Balance + Darcy’s Law =
Governing Equation for Groundwater Flow
---------------------------------------------------------------

div q = - Ss (∂h ⁄∂t) +R* (Law of Mass Balance)

q = - K grad h (Darcy’s Law)

div (K grad h) = Ss (∂h ⁄∂t) –R*

Some Examples
1D, 2D and 3D Problems
BVP/IVP/IBVP:
A boundary value problem is a mathematical problem in
which one or more dependent variables must satisfy a
differential equation everywhere within a known domain of
independent variables and satisfy specific conditions on the
boundary of the domain.
Mathematical Modelling
Allows for multiple
chemical species
Dispersion Chemical
Advection
Reactions

Change in concentration
with time
Source/sink term
θ is porosity;
D is dispersion coefficient;
v is velocity.
Concepts involved in the construction of a
mathematical model
Mathematical Modelling
 Methods of Solution
The solutions of engineering problems can be
obtained using analytical methods or numerical
methods.

The complexity of many practical

engineering problems makes it necessary
to use numerical methods; that is, very
often analytical solutions cannot be
obtained.
Classification of problem-solving methods
 Methods of Solution

1. Closed-form (Analytical) solution

2. Numerical solution

An equation is said to be a closed-form solution if it

solves a given problem in terms of functions and

mathematical operations from a given generally

accepted set.
Analytical Model/Analytical Solution
An analytical solution is a mathematical expression
that gives the values of the desired unknown
quantity at any location in a body, and as a
consequence it is valid for an infinite number of
locations in the body.
DYNAMIC EQUATIONS (SDOF)
Inertia force + Damping force + Spring force = External force

or u

or R

u
General equation for SDOF System

.. .
M U +C U +K U = R
R(t)
Cc = 2m k / m

C
ωd = ωn 1 − ξ2 where ξ= and Cc = 2m k / m = 2mωn
Cc
STANDARD ANALYTICAL SOLUTIONS

• Available only for simple cases

For example:
• Standard forced vibration problems
• Impulse loads of standard shapes
(e.g. rectangular, triangular, sine
wave forms etc.)
DUHAMEL INTEGRAL

F(t)

F(τ)

t
τ
dτ
DUHAMEL INTEGRAL … (Cont.)
From Newton’s law of motion

Mass × acceleration = force

dv
m = F (τ )
dτ

F (τ )dτ
dv =
m

Here dv is the change of velocity. F(τ)dτ is the impulse at time τ.

 DUHAMEL INTEGRAL … (Cont.)
From solution for undamped free vibration equation
with displacement as zero at time t = 0,
xo xo
x(t ) = xo cos ωt + sin ωt = sin ωt
ω ω
As dτ approaches zero, change in velocity can be
considered as velocity at that instant

F (τ )dτ
dx(t ) = sin ω (t − τ ), t > τ
mω
 DUHAMEL INTEGRAL …(Cont.)
Integrating the above equation, we get the DUHAMEL
integral

1 t
x(t ) = ∫ F (τ ) sin ω (t − τ )dτ
mω 0

1 t 1 t
∴ x(t ) = sin ωt ∫ F (τ ) cos ωτdτ − cos ωt ∫ F (τ ) sin ωτdτ
mω 0 mω 0

= ( A (t ) sin ωt − B (t ) cos ωt ) / mω

t t
A (t ) = ∫ F (τ ) cos ωτdτ B (t ) = ∫ F (τ ) sin ωτdτ
0 0
Differential Equations – ODEs and PDEs
The one-dimensional general equation for saturated
groundwater flow:

For three-dimensional flow, the general equation is

Solution to Mass Balance Including
Diffusion Only
∂c ∂ C 2
= Dd 2
∂t ∂x
Solution:
x
C ( x, t ) = C  erfc
2 D *t
C = the concentration at time t and distance x
Co = original concentration
x = distance
t = time
erfc = complimentary error function
D* = effective diffusion coefficient
Numerical Methods
Numerical Model / Numerical Solution
NUMERICAL SOLUTIONS
• Versatile
• Arbitrary loadings
• Parametric solutions
• Difficult geometries, boundary
conditions etc.
• Multi-Degree of Freedom Systems
Numerical methods: properties
Finite differences - time-dependent PDEs
- seismic wave propagation
- geophysical fluid dynamics
- Maxwell’s equations
- Ground penetrating radar
-> robust, simple concept, easy to
parallelize, regular grids, explicit method

- static and time-dependent PDEs

Finite elements - seismic wave propagation
- geophysical fluid dynamics
- all problems
-> implicit approach, matrix inversion, well founded,
irregular grids, more complex algorithms,
engineering problems

Finite volumes - time-dependent PDEs

- seismic wave propagation
- mainly fluid dynamics
-> robust, simple concept, irregular grids, explicit
method
 Other numerical methods
Particle-based - lattice gas methods
- molecular dynamics
methods - granular problems
- fluid flow
- earthquake simulations
-> very heterogeneous problems, nonlinear problems

Boundary element - problems with boundaries (rupture)

- based on analytical solutions
methods - only discretization of planes
-> good for problems with special boundary conditions
(rupture, cracks, etc)

Pseudospectral - orthogonal basis functions, special case of FD

- spectral accuracy of space derivatives
methods - wave propagation, ground penetrating radar
-> regular grids, explicit method, problems with
strongly heterogeneous media
 What is a finite difference?
Common definitions of the derivative of f(x):

f ( x + dx) − f ( x)
∂ x f = lim
dx →0 dx
f ( x) − f ( x − dx)
∂ x f = lim
dx →0 dx
f ( x + dx) − f ( x − dx)
∂ x f = lim
dx →0 2dx

These are all correct definitions in the limit dx -> 0.

But we want dx to remain FINITE !

 What is a finite difference?
The equivalent approximations of the derivatives are:

+ f ( x + dx) − f ( x)
∂x f ≈ forward difference
dx

− f ( x) − f ( x − dx)
∂x f ≈ backward difference
dx

f ( x + dx) − f ( x − dx)
∂x f ≈ centered difference
2dx
 The big question:

How good are the FD approximations?

≈≠=
This leads us to Taylor series . . . .
Taylor Series Expansion

∞ k
h k
f (x 0 + h) = ∑ f (x 0 )
k =0 k!

• The order of the approximation is defined by

the order of the highest derivative that
is included in the approximation.
 Taylor Series
Taylor series are expansions of a function f(x) for some finite distance
dx to f(x + dx)

dx 2 '' dx 3 ''' dx 4 ''''

f ( x ± dx) = f ( x) ± dxf ( x) +
'
f ( x) ± f ( x) + f ( x) ± ...
2! 3! 4!

What happens, if we use this expression for

+ f ( x + dx) − f ( x)
∂x f ≈
dx
?
 Taylor Series
... that leads to:

f ( x + dx) − f ( x) 1  dx 2
dx 3

= dxf ( x) +
'
f ( x) +
''
f ( x) + ...
'''

dx dx  2! 3! 
= f ' ( x) + O(dx)

The error of the first derivative using the forward

formulation is of order dx.

Is this the case for other formulations of the derivative?

Let’s check!
 Taylor Series
... with the centered formulation we get:

f ( x + dx / 2) − f ( x − dx / 2) 1  dx 3

= dxf ( x) +
'
f ( x) + ...
'''

dx dx  3! 
= f ' ( x) + O(dx 2 )

The error of the first derivative using the centered

approximation is of order dx2.

This is an important result: It DOES matter which

formulation we use. The centered scheme is more accurate!
 Why Study Finite Element Method?

Undoubtedly, the finite element method represents one of the

most significant achievements in the

field of computational methods in the last century.

History of FEM
Discretization of a continuous domain into nodes and elements
The process of representing a physical domain with
finite elements is referred to as meshing,

and

the resulting set of elements is known as the finite

element mesh.
Discretization Technique
Axisymmetric finite element mesh of the point load problem
Axisymmetric finite element mesh of the loaded circular area problem
Idealization of the plane strain strip
foundation problem
Finite element discretization of the strip foundation
problem
Summary and Remarks
Summary and Remarks
Summary and Remarks
Summary and Remarks
Summary and Remarks

The process of engineering design

Concluding
Remarks
Studies on existing structures

Mathematical Experimental
models models

Can we combine them?

Measurements: make the difference

Summary and Remarks
The Mechanics of Solids is a
story told in the language of
vectors and tensors.