# 3/5/2014 Nonlinear Problems 1

Introduction to Nonlinear
Problems
3/5/2014 Nonlinear Problems 2
Types of Nonlinear Problems
1. Material nonlinearity
a. Plasticity
b. Nonlinear elasticity
2. Geometric nonlinearity
a. Large deflections
b. Large rotations
3/5/2014 Nonlinear Problems 3
| |{ } { }
| | { } ( ) | |
{ } { } ( ) { } D R R
D K K
R D K
=
=
=
Linear Problem
Stiffness and Forces are not functions
of displacements.
3/5/2014 Nonlinear Problems 4
| |{ } { }
| | { } ( ) | |
{ } { } ( ) { } D R R
D K K
R D K
=
=
=
Nonlinear Problem
Stiffness and Forces are
functions of displacements.
3/5/2014 Nonlinear Problems 5
Nonlinear problems can cost as
much as 10 to 100 times as
much to solve as corresponding
linear problems! We often try to
approximate nonlinear
solutions by linear solutions
Difficulty!
3/5/2014 Nonlinear Problems 6
Nonlinear Effects
1. Nonlinear stress-strain behavior
2. Gaps opening or closing
3. Mating parts
1. Stick
2. Slip
4. Phase changes
5. Buckling

3/5/2014 Nonlinear Problems 7
Some Solution Methods
1. Direct Substitution
2. Direct Substitution with Relaxation
3. Newton-Raphson (N-R)
4. Modified Newton-Raphson
5. Incremental Methods
6. Quasi-Newton Methods (Inverse
Broyden)
3/5/2014 Nonlinear Problems 8
Typical Nonlinear Problem
1 D-O-F
u
P
k
u k
k
k k k
N
0
N 0
of function
constant
+ =
3/5/2014 Nonlinear Problems 9
( )
) u ( f k
P u k k
N
N
=
= +
0
Given P find u.
Assume f(u) is a known function.
Problem Statement
3/5/2014 Nonlinear Problems 10
Slope k
0

(k
N
= 0)
Hardening
k
N
> 0
Softening
k
N
< 0
u
P
3/5/2014 Nonlinear Problems 11
Direct Substitution Method
A
be applied to a softening spring (k
N
<0)
2. Assume k
N
= 0 for the first iteration.
3. Compute first approximation to displacement: u
1
=
P
A
/k
0
4. Use u
1
to compute new stiffness:
k = k
0
+f(u
1
)

5. Compute next approximation to displacement: u
2
=
P
A
/k
6. Generate sequence of approximations.
3/5/2014 Nonlinear Problems 12
( )
( )
( )
A N i
A N
A N
A
P k k u
P k k u
P k k u
P k u
i
1
0 1
1
0 3
1
0 2
1
0 1
2
1
÷
+
÷
÷
÷
+ =
+ =
+ =
=

Sequence of Operations
3/5/2014 Nonlinear Problems 13
u
P
P
A

u
1

k
0

a
1
P
1

3/5/2014 Nonlinear Problems 14
u
P
P
A

u
1

k
0

a
1
b
2
u
2

k
0
+k
N1

Essentially a secant method
3/5/2014 Nonlinear Problems 15
u
P
P
A

u
1

a
1
b
2
u
2

c
3
u
3

3/5/2014 Nonlinear Problems 16
u
P
P
A

u
1

a
1
b
2
u
2

c
3
u
3

u
A

3/5/2014 Nonlinear Problems 17
1
006 0
2 0
u
. P
u . k
=
÷ =
Example:
P= 0.006
k u Del u
0.2000000000 0.0300000000
0.1700000000 0.0352941176 15.00000000%
0.1647058824 0.0364285714 3.11418685%
0.1635714286 0.0366812227 0.68877551%
0.1633187773 0.0367379679 0.15445930%
0.1632620321 0.0367507370 0.03474506%
0.1632492630 0.0367536116 0.00782121%
0.1632463884 0.0367542587 0.00176085%
0.1632457413 0.0367544045 0.00039645%
0.1632455955 0.0367544373 0.00008926%
0.1632455627 0.0367544447 0.00002010%
0.1632455553 0.0367544463 0.00000452%
0.1632455537 0.0367544467 0.00000102%
0.1632455533 0.0367544468 0.00000023%
0.1632455532 0.0367544468 0.00000005%
3/5/2014 Nonlinear Problems 18
0.000
0.003
0.005
0.008
0.010
0.013
0.015
0.018
0.020
0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
u
P
3/5/2014 Nonlinear Problems 19
Direct Substitution Alternative
A
be applied to a softening spring.
2. Assume k
N
= 0 for the first iteration.
3. Compute first approximation to displacement:
u
1
= P
A
/k
0
4. Take nonlinear term to other RHS.

5. Compute next approximation to displacement:
u
2
= (P
A
-k
N1
u
1
)/k
0

6. Generate sequence of approximations.

3/5/2014 Nonlinear Problems 20
i Ni A
1
0 1 i
2 2 N A
1
0 3
1 1 N A
1
0 2
A
1
0 1
u k P k u
u k P k u
u k P k u
P k u
÷
+
÷
÷
÷

Sequence of Operations
3/5/2014 Nonlinear Problems 21
u
P
P
A

u
1

k
0

a
1
P
1

3/5/2014 Nonlinear Problems 22
u
P
P
A

u
1

k
0

a
1
P
1

I
k
N1
u
1

2
b
3/5/2014 Nonlinear Problems 23
i u
0 0.0000000000
1 0.0300000000
2 0.0345000000
3 0.0359512500
4 0.0364624619
5 0.0366475556
6 0.0367152167
7 0.0367400357
8 0.0367491511
9 0.0367525005
10 0.0367537315
1
006 0
2 0
u
. P
u . k
=
÷ =
Example
3/5/2014 Nonlinear Problems 24
Comparison
1. First approach requires [K] to be
formulated and reduced in each step.
2. Second approach requires 1
formulation and reduction of [K
0
]
3. Second approach usually has more
iterative cycles than first approach.
3/5/2014 Nonlinear Problems 25
i u
0 0.0000000000
1 0.0300000000
2 0.0345000000
3 0.0359512500
4 0.0364624619
5 0.0366475556
6 0.0367152167
7 0.0367400357
8 0.0367491511
9 0.0367525005
10 0.0367537315
i u
0 0.0000000000
1 0.0300000000
2 0.0352941176
3 0.0364285714
4 0.0366812227
5 0.0367379679
6 0.0367507370
7 0.0367536116
8 0.0367542587
9 0.0367544045
10 0.0367544373
3/5/2014 Nonlinear Problems 26
( )
( )
1 0
1
1 1
1
1
< | <
| ÷ + | =
÷ = A
A | + =
+ +
+
+
i i i
i i i
i i i
u u u
u u u
u u u
Under-Relaxation
3/5/2014 Nonlinear Problems 27
Newton-Raphson Approach
( )
1 1
0
u
du
dP
) u ( f ) u u ( f
) u ( f k
P u k k
A
A A
A NA
A A NA
A
|
.
|

\
|
+ = A +
=
= +
: Series Taylor Term One
3/5/2014 Nonlinear Problems 28
Newton-Raphson Approach
( )
( )
t
N
N
A
A A
k
du
dP
du
u k d
k u k u k
du
d
du
dP
u
du
dP
) u ( f ) u u ( f
=
+ = + =
A
|
.
|

\
|
+ = A +
Stiffness Tangent
0 0
1 1
k
t
- Tangent stiffness
3/5/2014 Nonlinear Problems 29
Newton-Raphson Approach
A B 1 tA
1 tA A B
B 1 A
1
P P u k
u k P P
P u u f
: that such u
: Seek
÷ = A
A + =
= A +
A
P
B
- P
B
3/5/2014 Nonlinear Problems 30
Newton-Raphson Approach
i i 1 i
i B i
i
t
u u u
P P u k
A + =
÷ = A
+
P
B
- P
i
3/5/2014 Nonlinear Problems 31
u
P
P
A

u
1

P
1

u
A
u
B

P
B

a
1
3/5/2014 Nonlinear Problems 32
u
P
P
A

u
1

P
1

u
A
u
B

P
B

a
1
b
2
Au
1

Au
2

3/5/2014 Nonlinear Problems 33
uA uB kNA kt PA PB DEL u
0.0000000000 0.0300000000 0.000000 0.200000 0.000000 0.0060 0.0300000000
0.0300000000 0.0364285714 -0.030000 0.140000 0.005100 0.0060 0.0064285714
0.0364285714 0.0367536116 -0.036429 0.127143 0.005959 0.0060 0.0003250401
0.0367536116 0.0367544468 -0.036754 0.126493 0.006000 0.0060 0.0000008352
0.0367544468 0.0367544468 -0.036754 0.126491 0.006000 0.0060 0.0000000000
Newton Raphson
3/5/2014 Nonlinear Problems 34
Modified Newton-Raphson
Approach
Do not update k
t
every iteration!
3/5/2014 Nonlinear Problems 35
Newton-Raphson Approach
( )
( )
i i i
i B i t
u u u
P P u k
old
A + =
÷ = A
+1
P
B
- P
B
3/5/2014 Nonlinear Problems 36
u
P
P
A

u
1

P
1

u
A
u
B

P
B

a
1
Au
1

NR
3/5/2014 Nonlinear Problems 37
u
P
P
A

u
1

P
1

u
A
u
B

P
B

a
1
b
2
Au
1
Au
2

Modified N-R
3/5/2014 Nonlinear Problems 38
Comparison
1. Modified N-R has less calculations per
iteration.
2. Modified N-R has more iterations.

3/5/2014 Nonlinear Problems 39
Incremental Approach
1. Apply loads in a number of small
increments.
2. Iterate and Converge for each
increment.
history.
3/5/2014 Nonlinear Problems 40
u
P
Purely incremental approach with no corrections.
3/5/2014 Nonlinear Problems 41
( )
ΔP
du
dP
k
u f P
t
=
=
Euler’s Method
3/5/2014 Nonlinear Problems 42
( ) ( )
( ) ( )
( ) ( )
( ) ( )
1 1
1
1
2
2
3
1
2
2 3
1
1
2
1
1
1 2
0
1
1
0
1
0 0
÷ +
÷
+
÷
÷
÷
= = A + =
= = A + =
= = A + =
= = A + =
= =
i t
i
t i
i
t i i
t t t
t t t
t t t
u u k k P k u u
u u k k P k u u
u u k k P k u u
u k k P k u
at where
at where
at where
at where
Method s Euler'
0 u and 0 P at Start
 
Euler’s Method
3/5/2014 Nonlinear Problems 43
( ) ( ) | |
( ) g u k k P
P P
P P P k u u
i N iR
i
iR i i
i
t i i
i
+ =
A =
÷ + A + =
¿
+
÷
+
0
1
1
1
1
3/5/2014 Nonlinear Problems 44
u
P
3/5/2014 Nonlinear Problems 45
1-D Elastic-Plastic Analysis
c
o
Y
c
D
C
B
A
Y
o
o d
p
dc
e
dc
t
E
E
E
p
c
E
B
e
o
= c
c d
3/5/2014 Nonlinear Problems 46
Plastic Flow
1. Yielding has occurred.
2. Strain increment dc takes place.
3. dc= dc
e
+ dc
p
4. Write stress increment in various
ways:

p
t
p
Hd d
d E d
d d E d
c = o
c = o
c ÷ c = o
3/5/2014 Nonlinear Problems 47
|
.
|

\
|
+
÷ =
|
|
.
|

\
|
÷
=
c = o
c = o
c ÷ c = o
H E
E
1 E E
E E 1
E
H
Hd d
d E d
d d E d
t
t
t
p
t
p
3/5/2014 Nonlinear Problems 48
Yield Criterion
1. Defines the onset of yielding
2. |o| = o
y
3. o
y
- yield stress in uniaxial tension
4. Trecsa
5. von Mises
3/5/2014 Nonlinear Problems 49
Flow Rule
1. Relates stress increment {do} to
strain increment {dc} after yielding.
2. Uniaxial case: do = E
t
dc
3. Prandtl-Reuss often used.
4. Associated - ductile materials.
5. Nonassociated - soil or granular
materials.
3/5/2014 Nonlinear Problems 50
Hardening Rules
1. Kinematic
1. Yield surface retains size and shape and
translates in stress space.
2. Isotropic
1. Yield surface retains shape but increases
in size.
3/5/2014 Nonlinear Problems 51
c
o
B
Y
o
E
E
Y
2o
B
o
B
o
t
E
t
E
t
E
Kinematic
Isotropic
3/5/2014 Nonlinear Problems 52
1
o
3
o
2
o
Yield Surface
3/5/2014 Nonlinear Problems 53
1
o
3
o
2
o
Yield Surface
Isotropic Hardening
3/5/2014 Nonlinear Problems 54
1
o
3
o
2
o
Yield Surface
Kinematic Hardening
3/5/2014 Nonlinear Problems 55
Elastic-Plastic Action in Uniaxial Tension
1. Stress reaches yield value (onset of yielding).
2. Subsequent plastic deformation may alter the stress
needed to produce renewed or continued yielding.
3. If E
t
> 0 this stress will exceed o
y
.
4. Flow Rule: do = E
t
dc.
5. Prior to onset of yield or during unloading: do = E dc.
strain c
p
.
7. Behavior does not have to be bilinear. E
t
need not be
constant.
3/5/2014 Nonlinear Problems 56
One Dimensional Elastic-Plastic Analysis
c
o
Y
c
D
C
B
A
Y
o
o d
p
dc
e
dc
t
E
E
E
p
c
E
B
e
o
= c
c d
3/5/2014 Nonlinear Problems 57
yielding after
d
d
E
d
d
E
t
Y
3/5/2014 Nonlinear Problems 58
| |
yielding after
yielding before
t ep
ep
ep
t
E E
E E
L
AE
k
=
=
(
¸
(

¸

÷
÷
=
1 1
1 1
3/5/2014 Nonlinear Problems 59
Rounding the corner - going from c
D
to c
A
:

or

D
*
D Y
A
*
D A
D Y
t ep
m
E
m
E m 1 mE E
o ÷ o
o ÷ o
=
c = o
c ÷ c
c ÷ c
=
÷ + =
3/5/2014 Nonlinear Problems 60
Tangent Stiffness Method
1. For the first computational cycle (i = 1),
assume E
ep
= E for all elements. Apply the
1

2. Using the current strains, determine the
current E
ep
in each element. Obtain the
[k
t
]
n
for each element n. Obtain the current
structure tangent stiffness [K
t
]
i-1
Solve [K
t
]
i-
1
{A D}
i
= {AR}
i
From {A D}
i
obtain the
current strain increment Ac
i
for each
element
3/5/2014 Nonlinear Problems 61
Tangent Stiffness Method
3. If any element makes the elastic-to-plastic
transition revise E
ep
and repeat  &  until convergence. Define
convergence as Ac < (_%) c.
4. Update {D}
i
=

{D}
i-1
+ {A D}
i
, c
i
= c
i-1
+ Ac
i
o
i
= o
i-1
+ A o
i -1

.
6. Stop when sum of incremental loads equals
3/5/2014 Nonlinear Problems 62
D
P
D
1
=A D
1
A D
2 A D
3
P
1
=A P
1
A P
2
A P
3
EXACT
3/5/2014 Nonlinear Problems 63
Improve Results
2. Exercising Step 3
4. Can attempt to choose load
increments so only one ( or a few)
elements yield in each load step.
3/5/2014 Nonlinear Problems 64
Initial Stiffness Method
1. Avoids having to formulate tangent
increment.
2. Can converge slowly if plastic strains

3/5/2014 Nonlinear Problems 65
We seek the strain c
B
associated with o
B

c A
|
.
|

\
|
÷ = c A
+
= c A
c A = o A = c A
c A + o = o
o
= c
E
E
1
H E
E
E
H
1
H
1
E
E
t
p
t
p
p
B C
C
C
3/5/2014 Nonlinear Problems 66
One Dimensional Elastic-Plastic Analysis
c
o
Y
c
B
A
Y
o
p
c A
e
c A
t
E
E
B
c
c A
C
B
o
C
o
p e
c A + c A = c A
p
E c A
3/5/2014 Nonlinear Problems 67
c
o
B
A
Y
o
t
E
E
B
c
B
o
C
o
1
c
2
c
p
1
c A
p
2
c A
3/5/2014 Nonlinear Problems 68
Tangent Stiffness Method
1. Compute the elastic stiffness matrix [K].
Solve [K]{D}={R} where {R} is proportional
to the actual loads but of arbitrary value.
Scale {R} so that it becomes {R
Y
} which
causes yielding to impend. Scale {D} and call
it {D
old
to be greater of 0.5{R
Y
} or (E
t
/E) {R
Y
} .
Initailize supplementary loads to {A R
s
} =0.
2. Solve [K]{A D}

= {AR}+

{A R
s
} for {A D}
3/5/2014 Nonlinear Problems 69
Tangent Stiffness Method
3. Update displacements: {D}
new
={D}
old
+ {A D}
4. In each element, calculate the strain
increment Ac associated with {A D}. Update
element stresses by adding Ao to existing
stress o, using Ao =

E Ac if o < o
Y
and

Ao =

E
t
Ac if o > o
Y
For

elements that make the
elastic-to-plastic transition by the addition of
Ao, evaluate m and recompute Ao as Ao = E
m Ac

3/5/2014 Nonlinear Problems 70
Tangent Stiffness Method
5. For all elements that display plastic strains
(|o| > o
Y
), calculate the plastic strain
increments by Ac
p
= (1-E
t
/E) Ac or Ac
p
= (1-
E
t
/E) (1-m)Ac for elements making the elastic-
to-plastic transition. Generate the
contributions:
{ } { }
{ } | | c A = A
A = A
L
0
p
T
s
s s
dx A E B r
r R
3/5/2014 Nonlinear Problems 71
Tangent Stiffness Method
s
} and
7. Repeat steps  to  until
8. Stop when {R
Y
} + E{AR} reaches the
3/5/2014 Nonlinear Problems 72
Small-Strain Elasticity
Relations
Use engineering definition of shear strain:
Do not use the tensor definition of shear strain:
y , x , xy
u v
2
u v
y , x ,
xy
3/5/2014 Nonlinear Problems 73
Plasticity Theory
1. Yield Criterion
2. Flow Rule
3. Hardening Rule
3/5/2014 Nonlinear Problems 74
Yield Criterion
Define a yield function F, which is a
function of stresses {o} and parameters {o}
and W
p
associated with the hardening rule.
0 W , , F
0 W , , F
p
p
3/5/2014 Nonlinear Problems 75
Yield Criterion
Possible values of F:
F < 0 - elastic range
F = 0 - yielding
F > 0 - impossible
Possible values of dF:
dF = 0 - continued yielding
dF > 0 - impossible

3/5/2014 Nonlinear Problems 76
Flow Rule
Define a plastic potential
Q, which is a function of
stresses {o} and
parameters {o} and W
p
associated with the
hardening rule. Also define
a scalar dì that may be
called a “plastic
multiplier.” Plastic strain
increments are given by:
ì
)
`
¹
¹
´
¦
o c
c
= c
o o =
d
Q
d
W , , Q Q
p
p
3/5/2014 Nonlinear Problems 77
Flow Rule
ì
o c
c
= ¸
ì
o c
c
= c
ì
o c
c
= c
d
Q
d
d
Q
d
d
Q
d
xz
p
xz
y
p
y
x
p
x

3/5/2014 Nonlinear Problems 78
Flow Rule
(soils) materials granular rule - flow ted nonassocia
materials ductile rule - flow associated
rule. flow ted nonassocia
rule. flow associated
F Q
F Q
=
=
3/5/2014 Nonlinear Problems 79
Hardening Rule
The parameter {o} locates the center of the
yield surface in stress space. Before any
yielding occurs {o} = 0. In kinematic
hardening the yield surface moves in the
direction of plastic straining, so {o}= 0. The
parameter W
p
describes how the yield surface
grows. For isotropic hardening, {o} = 0
throughout the analysis and W
p
= 0.
3/5/2014 Nonlinear Problems 80
Hardening Rule
The parameters {o} and W
p
are given by:
c o =
c = o
p
T
p
p
d W
d C
Where C can be assumed to be a material
constant.
3/5/2014 Nonlinear Problems 81
Incremental Stress-Strain Relation
{ }
{ }
{ }
{ }
p
p
T T
dW
W
F
d
F
d
F
0 dF
c
c
+ o
)
`
¹
¹
´
¦
o c
c
+ o
)
`
¹
¹
´
¦
o c
c
= =
p e
p
T
p
p
d d E d E d
d dW
d C d
c ÷ c = c = o
c o =
c = o
3/5/2014 Nonlinear Problems 82
Incremental Stress-Strain Relation
c = ì
ì
d C d
T
{ }
{ }
| |
{ }
| |
{ } { } { }
{ }
{ }
)
`
¹
¹
´
¦
o c
c
o
c
c
÷
)
`
¹
¹
´
¦
o c
c
)
`
¹
¹
´
¦
o c
c
÷
)
`
¹
¹
´
¦
o c
c
)
`
¹
¹
´
¦
o c
c
)
`
¹
¹
´
¦
o c
c
=
ì
Q
W
F Q F
C
Q
E
F
E
F
C
T
p
T T
T
T
3/5/2014 Nonlinear Problems 83
Incremental Stress-Strain Relation
dV B E B k
C
Q
E E
d E d
d
Q
d E d
V
ep
T
t
T
ep
ep
=
)
`
¹
¹
´
¦
o c
c
÷ =
c = o
|
|
.
|

\
|
ì
)
`
¹
¹
´
¦
o c
c
÷ c = o
ì
3/5/2014 Nonlinear Problems 84
E E
0 dF and 0 F
C
Q
E E
0 dF and 0 F
ep
T
ep
=
< <
)
`
¹
¹
´
¦
o c
c
÷ =
= =
ì