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Numericalmethodsfortransientproblems

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Numericalmethodsfortransientproblems

Transientproblemsofsolidmechanicsintheirdiscretizedformareusuallydescribedbyasystemofordinarysecondorderdifferential
equations.Thespatialdomainisusuallydiscretizedbyfiniteelements,bywhichthepartialdifferentialequationsofcontinuainspaceand
timevariablesarereplacedbyasystemofordinarydifferentialequationsintime.Thissystemisthendiscretizedintimeusingvarioustime
integrationmethods.
Theaimofcomputationalproceduresusedforthesolutionoftransientproblemsistosatisfytheequationofmotion,notcontinually,butat
discretetimeintervalsonly.Itisassumedthatintheconsideredtimespan 0,tmax allthediscretizedquantitiesattimes0, t,2 t,3
t,...,tareknown,whilethequantitiesattimest+
constantthroughouttheintegrationprocess.

t,...,tmaxaretobefound.Thequantity

t,beingthetimestep,neednotnecessarilybe

Timeintegrationmethodscanbebroadlycharacterizedasexplicitorimplicit.
Explicittimeintegrationalgorithms
Explicitformulationsfollowfromtheequationsofmotionwrittenattimet.Correspondingquantitiesaredenotedwithaleftsuperscriptas
intheequationofmotionwrittenintheform
t =t
.Theresidualforce
=

isthedifferenceofexternaland
internalforces.
Thevectorofinternalforcescanalternativelybewrittenast

=t

t +t

t where

,t

andt

arethemass,viscous

dampingandstiffnessmatrices,respectivelyandt ,t andt arenodalaccelerations,velocitiesanddisplacements.Instructuralsolid


mechanicsproblemsthemassmatrix

doesnotchangewithtime.

Aclassicalrepresentativeoftheexplicittimeintegrationalgorithmisthecentraldifferencescheme.
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Ifthetransientproblemislinear,thenthestiffnessanddampingmatricesareconstantaswell.Substitutingthecentraldifference
approximationsforvelocitiesandaccelerations
(5.55)

intotheequationsofmotionwrittenattimetwegetasystemofalgebraicequationsfromwhichwecansolvefordisplacementsattimet+
tnamely

t+ t =

wheretheeffectivequantitiesare

(5.56)

Thelasttermintheexpressionfortheeffectiveforceindicatesthattheprocessisnotselfstarting.ApossibleMatlabimplementationisas
follows.
function[disn,veln,accn]=...VTRcedif(dis,diss,vel,acc,xm,xmt,xk,xc,p,h)
a0=1/(h*h)a1=1/(2*h)a2=2*a0a3=1/a2
r=p(xka2*xm)*dis(a0*xma1*xc)*dissdisn=xmt
accn=a0*(diss2*dis+disn)veln=a1*(diss+disn)

Theprocessiseffectiveifthemassmatrixismadediagonalbyasuitablelumpingprocess.Thedampingmatrixneedstobediagonalas
well.Theinversionof

isthentrivialandinsteadofamatrixequationwesimplyhavethesetofindividualequationsforeachdegree

offreedomandnomatrixsolverisneeded.
Stabilityanalysisofexplicitandimplicitschemeshasbeenstudiedforalongtime.Park[#!Park1977!#]hasinvestigatedstabilitylimitsand
stabilityregionsforbothlinearandnonlinearsystems.AcomprehensivesurveyshowingavarietyofapproachesispresentedbyHughesin
[#!Bely1986!#].Seealso[#!Bath1996!#].
Theexplicitmethodsareonlyconditionallystablethestabilitylimitisapproximatelyequaltothetimeforelasticwavestotransversethe
smallestelement.Thecriticaltimestepsecuringthestabilityofthecentraldifferencemethodforalinearundampedsystemis(see
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[#!Park1977!#])

Numericalmethodsfortransientproblems

tcr=2/

eigenvalueproblem

beingthemaximumeigenfrequency,relatedtothemaximumeigenvalue
by

ofthegeneralized

.Practicalcalculationsshowthattheresultisalsoapplicabletononlinearcases,since

eachtimestepinnonlinearresponsecanroughlybeconsideredasalinearincrementofthewholesolution.
Findingthemaximumeigenvalueofthesystemisanexpensivetask,especiallyinnonlinearcaseswhereeigenvaluesofthesystemchange
withtimeandeconomyconsiderationsrequireustochangethetimestepasthesolutionevolves.Ithasbeenproved,however,thatthe
maximumeigenvalueofthesystemisboundedbythemaximumeigenvalueofalltheelementsassembledintheconsideredsystem(see
[#!Frie1971!#])whichsimplifiestheproblemconsiderablyandpermitstomarchintimeefficiently,usingavariabletimestep.Thisallows,
forexample,decreasingthevalueofthetimestepifthesystemstiffens.Theproperchoiceoftimestepforexplicitmethodswasuntil
recentlyamatterofajudiciousengineeringjudgment.Today,manyfiniteelementtransientcodesdonotrelyontheuserandcalculatethe
correcttimestepautomatically.
Explicittimeintegrationmethodsareemployedmostlyforthesolutionofnonlinearproblems,sinceimplementingcomplexphysical
phenomenaandconstitutiveequationsisthenrelativelyeasy.Thestiffnessmatrixneednotbeassembledsothatnomatrixsolveris
required,whichsavescomputerstorageandtime.Themaindisadvantageistheconditionalstability,whichclearlymanifestsitselfinlinear
problems,wherethesolutionquicklyblowsupifthetimestepislargerthanthecriticalone.Innonlinearproblemsresultscalculatedwitha
'wrong'stepcouldcontainasignificanterrorandmaynotshowimmediateinstability.
Implicittimeintegrationalgorithms
Theimplicitformulationsstemfromequationsofmotionwrittenattimet+ tunknownquantitiesareimplicitlyembeddedinthe
formulationandthesystemofalgebraicequationsmustbesolvedto'free'them.Instructuraldynamicproblemsimplicitintegrationschemes
giveacceptablesolutionswithtimestepsusuallyoneortwoordersofmagnitudelargerthanthestabilitylimitofexplicitmethods.
PerhapsthemostfrequentlyusedimplicitmethodsbelongtotheNewmarkfamily.TheNewmarkintegrationschemeisbaseduponan
extensionofthelinearaccelerationmethod,inwhichitisassumedthattheaccelerationsvarylinearlywithinatimestep.
TheNewmarkmethodconsistsofthefollowingequations[#!Newm1959!#]
t+ t

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+t+ t

t+ t

+t+ t

t+ t

=t+ t

(5.57)

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(5.58)

whichareusedforthedeterminationofthreeunknownst+ t ,t+ t andt+ t .Theparameters


andaccuracyofthealgorithmandwereinitiallyproposedbyNewmarkas

=1/4and

and

determinethestability

=1/2thussecuringtheunconditionalstabilityof

themethod,whichmeansthatthesolution,foranysetofinitialconditions,doesnotgrowwithoutboundregardlessofthetimestep.
Unconditionalstabilityitselfdoesnotsecureaccurateandphysicallysoundresults,however.See[#!Bely1986!#],[#!Hugh1987!#],
[#!Subb1989!#].
Withthevaluesof

and

mentionedabove,themethodissometimesreferredtoastheconstantaverageaccelerationversionofthe

Newmarkmethod,andiswidelyusedforstructuraldynamicproblems.Inthiscasethemethodconservesenergy.
Forlinearproblemsthemass,dampingandstiffnessmatricesareconstantandthemethodleadstotherepeatedsolutionofthesystemof
linearalgebraicequationsateachtimestepgivingthedisplacementsattimet+

tbysolvingthesystem,

t+ t =

wherethe

effectivequantitiesare
(5.59)

where

(5.60)

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Thelasttwoparametersareusedforcalculatingoftheaccelerationsandvelocitiesattimet+

t
(5.61)

AnefficientimplementationoftheNewmarkmethodsforlinearproblemsrequiresthatdirectmethods(e.g.Gausselimination)beusedfor
thesolutionofthesystemofalgebraicequations.Theeffectivestiffnessmatrixispositivedefinite,whichallowsproceedingwithouta
searchforthemaximumpivot.Furthermorethematrixisconstantandthuscanbefactorizedonlyonce,beforetheactualtimemarching,
andateachsteponlyfactorizationoftherighthandsideandbackwardsubstitutioniscarriedout.ThismakesNewmarkmethodvery
efficientthetreatmentofaproblemwithaconsistentmassmatrixrequiresevenlessfloatingpointoperationsthanthatusingthecentral
differencemethod.
ApossibleMatlabimplementationisasfollows.
function[disn,veln,accn]=...VTRnewmd(beta,gama,dis,vel,acc,xm,xd,xk,p,h)a1=1/(beta*h*h)a2=1/(beta*h)a3=1/(2*beta)1a4=(1gama)*ha5=gama*h
a1d=gama/(beta*h)a2d=gama/beta1a3d=0.5*h*(gama/beta2)r=p+...xm*(a1*dis+a2*vel+a3*acc)+xd*(a1d*dis+a2d*vel+a3d*acc)disn=xkaccn=a1*(disn
dis)a2*vela3*accveln=vel+a4*acc+a5*accn

ExamplesofusingcentraldifferenceandtheNewmarkmethodsarein5.10.2.
If

and

process.With
parameters

themethodisstillunconditionallystablebutapositivealgorithmicdampingisintroducedintothe

< anegativedampingisintroduced,whicheventuallyleadstoanunboundedresponse.Withdifferentvaluesof

,theNewmarkschemedescribesawholeseriesoftimeintegrationmethods,whicharesometimescalledtheNewmark

family.Forexampleif
= and

and

= ,itisawellknownFoxGoodwinformula,whichisimplicitandconditionallystable,elseif

=0,thentheNewmark'smethodbecomesacentraldifferencemethod,whichisconditionallystableandexplicit.

ThealgorithmicdampingintroducedintotheNewmarkmethod,bysettingtheparameter
+

< andcalculatingtheotherparameteras =

isfrequentlyusedinpracticalcomputations,sinceitfiltersoutthehighfrequencycomponentsofthemechanicalsystem's

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Numericalmethodsfortransientproblems

response.Thisdampingisgenerallyviewedasdesirable,sincethehighfrequencycomponentsareveryoftenmereartifactsoffiniteelement
modelling,theyhavenophysicalmeaningandareconsequencesofthediscretenatureofthefiniteelementmodelanditsdispersive
properties.See[#!Okro1993!#].
Itisknownthatalgorithmicdampingadverselyinfluencesthelowermodesinthesolution.Tocompensateforthenegativeinfluenceof
algorithmicdampingonthelowermodesbehaviourHilber[#!Hilb1978!#],HilberandHughes[#!Hilb1977!#]modifiedNewmarkmethod
withtheintentionofensuringadequatedissipationinthehighermodesandatthesametimeguaranteeingthatthelowermodesarenot
affectedtoostrongly.TheresultsofdetailednumericaltestingofHilberandclassicalNewmarkintegrationmethodsappearin
[#!Okro1985!#].
AcomprehensivesurveyofthealgorithmizationsofNewmarkmethodsandalsoofotherimplicitintegrationmethodsispresentedin
[#!Subb1989!#].
Matlaboffersveryefficienttoolsfortheintegrationofordinarydifferentialequationsofthefirstorder.TheyarebasedonRungeKutta
methods(see[#!Wilk1965!#])ofdifferentorderswithanautomaticchoiceofthetimestep.UseMatlabcommands
helpODEFILEandODE23,ODE45,ODE113,ODE15S,ODE23S,ODE23T,ODE23TBoptionshandling:ODESET,ODEGEToutputfunctions:ODEPLOT,
ODEPHAS2,ODEPHAS3,ODEPRINTodefileexamples:ORBITODE,ORBT2ODE,RIGIDODE,VDPODE

formoredetails.
AnexampleshowingapossibleuseofMatlabbuildinprocedurenamedode45forthesolutionoftheforcedvibrationofanonedegreeof
freedomsystemwithprescribedinitialconditionsisprovidedbytheprogramVTRtode.mandfunctionalprocedurevtronedofnum.m.
Usingodeproceduresonehastorewriteeachdifferentialequationofthesecondorderintoasystemoftwodifferentialequationsofthefirst
order.Inourcasewecouldproceedasfollows
m +b +kx=Asin(

Defining

t).

(5.62)

=k/m,B=b/mandA0=A/mwehave
+B +

x=A0sin(

t).

(5.63)

Introducinganewvariablez= wegettwofirstorderdifferentialequationsinsteadof(5.65),namely
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Renamingvariablessothattheyforma'vector'by

wefinallyhave

cleary0=[10]tspan=[02.5]m=400k=60000b=1000B=b/mOMEGA2=k/momega=10*sqrt(OMEGA2)A0=1000
[t,y]=ode45('vtronedofnum',tspan,y0,[],B,OMEGA2,A0,omega)figure(1)subplot(2,1,1)plot(t,y(:,1),'k','linewidth',2)title('displacement')gridsubplot(2,1,2)
plot(t,y(:,2),'k','linewidth',2)title('velocity')grid[omegasqrt(OMEGA2)]printVTRtodedepsprintVTRtodedmeta
functiondy=vtronedofnum(t,y,flag,B,OMEGA2,A0,omega)
dy=zeros(2,1)dy(1)=y(2)dy(2)=B*y(2)OMEGA2*y(1)+A0*sin(omega*t)

TheoutputofVTRtodeisinFig.5.15

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Numericalmethodsfortransientproblems

Figure:Particledisplacementandvelocityoftheonedegreeoffreedomsystemnumerical
solutionbyode45procedure
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