Institute of Mechanical Engineering

Aalborg University
Special Report no. 23

Finite Element Based

Design Sensitivity Analysis
and Optimization
Ph.D. Dissertation
by
Erik Lund

Copyright
c 1994 Erik Lund
Reproduction of material contained in this report is permitted provided the source is given.
Additional copies are available at the cost of printing and mailing from Helle W. Mane,
Institute of Mechanical Engineering, Aalborg University, Pontoppidanstraede 101, DK-
9220 Aalborg East, Denmark. Telephone +45 98 15 42 11 ext. 3506, FAX +45 98 15 14
11. Questions and comments are most welcome and can be directed to the author at the
same adress or by electronic mail: el@ime.auc.dk.
Printed at Aalborg University, April 1994.
ISBN 87-89206-01-0
Preface
This dissertation has been submitted to the Faculty of Technology and Science of Aalborg
University, Aalborg, Denmark, in partial fullment of the requirements for the technical
Ph.D. degree.
The project underlying this thesis has been carried out from August 1991 to April 1994
at the Institute of Mechanical Engineering at Aalborg University. The project has been
supervised by Professor, Dr.techn. Niels Olho to whom I am most indebted for his
vivid engagement, inspiring and supporting guidance, immense competence, and his time
demanding eorts in providing good research conditions and facilities for our research
group. I am also most indebted to my friend and collegue, Associate Professor, Ph.D.
John Rasmussen for many invaluable suggestions, support, collaborations, and inspiring
discussions.
Furthermore, I would like to thank my colleagues and friends, M.Sc. Lars Krog & M.Sc.
Oluf Krogh for many inspiring discussions and suggestions, Professor Alexander P. Seyra-
nian, Moscow State Lomonosov University, Russia, for our joint work on multiple eigen-
values in structural optimization problems, and the other colleagues at the Institute of
Mechanical Engineering.
Finally, I want to thank my ance Dorte for her support and understanding during periods
with much work and less spare time; her love has been an invaluable support.
The present work has been supported by the Danish Technical Research Council's \Pro-
gramme of Research on Computer Aided Engineering Design".

Erik Lund
Aalborg, April 1994

1
2
Abstract
The objective of the present Ph.D. project is to develop, implement and integrate methods
for structural analysis, design sensitivity analysis and optimization into a general purpose
computer aided environment for interactive structural design, analysis, design sensitivity
analysis, synthesis, and design optimization. This system is named \ODESSY" (Optimum
DESign SYstem) and is integrated with commercially available CAD systems.
The nite element library used for the analysis has facilities for solution of linear types
of analysis problems, i.e., static stress analysis, natural frequency analysis, steady state
thermal analysis, thermo-elastic analysis, eigenfrequency analysis with initial stress sti-
ening eects due to mechanical or thermal loads, and linear buckling analysis with the
possibility of including thermo-elastic eects. Many dierent isoparametric nite elements
are described and implemented in the system.
A reliable tool for design sensitivity analysis is a prerequisite for performing interactive
structural design, synthesis and optimization. General expressions for design sensitivity
analysis of all implemented types of analysis problems are derived with respect to shape
as well as sizing and material design variables. The method of design sensitivity analysis
used is the direct approach, and the semi-analytical method where derivatives of various
nite element matrices and vectors are approximated by rst order nite dierences is
adopted. However, the traditional semi-analytical method may yield severely erroneous
results for certain types of problems involving shape design variables. Therefore, a new
semi-analytical method based on \exact" numerical dierentiation of element matrices is
developed and implemented for all types of nite elements and design variables in ODESSY.
It is demonstrated by several examples that this new approach of semi-analytical design
sensitivity analysis is computationally ecient and completely eliminates the inaccuracy
problem.
A general and exible method of formulating problems of mathematical programming is
developed. The method enables formulation and solution of problems involving local,
integral, min/max, max/min and possibly non-dierentiable user dened functions in any
conceivable mix. The mathematical formulation is based on the bound formulation and
the implementation involves a parser capable of interpreting and performing symbolic
dierentiation of the user dened functions. This database module can also be used for
graphical visualization of user dened mathematical expressions for design criteria.
The special case of solving structural optimization problems involving multiple eigenvalues
is discussed. The main diculty associated with multiple eigenvalues is the lack of usual
Frechet dierentiability with respect to changes in design, i.e., multiple eigenvalues can only
be expected to be directionally dierentiable. Necessary optimality conditions are discussed
and iterative numerical algorithms for solution of such design problems are developed and
used for solution of a design problem.
Several examples illustrate how ODESSY can be used very eectively for interactive engi-
neering design with focus on design sensitivity analysis, synthesis, and optimization.

3
Abstrakt
Formlet med dette Ph.D. projekt er at udvikle, implementere og integrere metoder for
strukturel analyse, design somhedsanalyse og optimering i et generelt, datamatassisteret
system for interaktiv strukturel design, analyse, design somhedsanalyse, syntese og de-
signoptimering. Dette system er blevet dbt \ODESSY" (Optimum DESign SYstem) og er
integreret med kommercielt tilgngelige CAD-systemer.
Finite element biblioteket, der bruges til analysen, har faciliteter for lsning af linere
typer analyseproblemer, dvs., statisk spndingsanalyse, analyse af frie svingninger, steady
state termisk analyse, termo-elastisk analyse, egenfrekvensanalyse med initiale spndingsaf-
stivende eekter pga. mekaniske/termiske belastninger og liner bulingsanalyse med mu-
lighed for at inkludere termo-elastiske eekter. Mange forskellige isoparametriske element-
typer er beskrevet og implementeret i systemet.
Et plideligt vrktj til design somhedsanalyse er en forudstning for at kunne udfre inter-
aktiv strukturel design, syntese og optimering. Generelle udtryk for somhedsanalyse
af de implementerede typer af analyseproblemer er udledt for form-, tykkelse- og ma-
terialedesignvariable. Den direkte metode er valgt til somhedsanalysen, og den semi-
analytiske metode, hvor a edede af diverse elementmatricer og -vektorer approksimeres
med frste ordens dierenser, anvendes. Imidlertid kan den traditionelle semi-analytiske
metode give fuldstndig forkerte resultater for visse typer af problemer, der involverer for-
mdesignvariable. Derfor er en ny semi-analytisk metode, der er baseret p \eksakt" nu-
merisk dierentiation af elementmatricer, blevet udviklet og implementeret for alle typer
af elementer og designvariable i ODESSY. Denne nye semi-analytiske metode for design -
somhedsanalysen er beregningsmssig eektiv og eliminerer unjagtighedsproblemet, hvilket
illustreres ved adskillige eksempler.
En generel og eksible metode til at formulere matematiske programmeringsproblemer er
udviklet. Metoden gr det muligt at formulere og lse problemer, der involverer lokale, inte-
grale, min/max, max/min og mulige ikke-dierentiable brugerdenerede funktioner i en-
hver tnkelig kombination. Den matematiske formulering er baseret p bound-formuleringen,
og implementeringen indeholder en fortolker, der kan forst og udfre symbolsk dierenti-
ation af brugerdenerede funktioner. Dette databasemodul kan ogs bruges til interaktiv,
grask visualisering af brugerdenerede matematiske udtryk for designkriterier.
Det specielle til de vedrrende lsning af strukturelle optimeringsproblemer med multiple
egenvrdier behandles. Den strste vanskelighed forbundet med multiple egenvrdier er man-
glen p normal Frechet-dierentiabilitet med hensyn til designndringer, dvs. multiple egen-
vrdier kan kun forventes at vre retningsdierentiable. Ndvendige optimalitetskriterier
diskuteres og iterative numeriske algoritmer til lsning af sdanne designproblemer prsen-
teres og anvendes til lsning af et designproblem.
Adskillige eksempler illustrerer, at ODESSY er et srdeles eektivt vrktj for interaktiv
strukturel design med fokus p designflsomhedsanalyse, syntese og optimering.

4
 Chapter
1
Introduction
E this particularly holds true foralways
ngineering activity has involved endeavours towards optimization, and
the eld of engineering design. Earlier, engineering
design was conceived as a kind of \art" that demanded great ingenuity and experience
of the designer, and the development of the eld was characterized by gradual evolution
in terms of continual improvement of existing types of engineering designs. The design
process generally was a sequential \trial and error" process where the designer's skills and
experience were most important prerequisites for successful decisions for the \trial" phase.
However, nowaday's strong technological competition which requires reduction of design
time and costs of products with high quality and functionality, and current emphasis on
saving of energy, saving and re-use of material resources, consideration of environmental
problems, etc., often involve creation of new products for which prior engineering ex-
perience is totally lacking. Development of such products must naturally lend itself on
application of scientic methods such as structural analysis, design sensitivity analysis,
and optimization.
The scientic research in the eld of structural optimization has increased rapidly during
recent decades. The increasing interest in this eld has been strongly boosted by the ad-
vent of reliable general analysis methods like the nite element method, methods of design
sensitivity analysis, and methods of mathematical programming, along with the exponen-
tially increasing speed and capacity of digital computers. The rapid development of the
eld of optimum design also re ects a natural shift of emphasis from analysis to synthesis.
The research activities in the elds of design sensitivity analysis and optimum design can
be found in, e.g., the review papers by Haug (1981), Schmit (1982), Olho & Taylor (1983),
Haftka & Grandhi (1986), Ding (1986), and Haftka & Adelman (1989) and the proceedings
from various conferences and symposia published by Haug & Cea (1981), Morris (1982),
Eschenauer & Olho (1983), Atrek, Gallagher, Ragsdell & Zienkiewicz (1984), Bennett &
Botkin (1986), Mota Soares (1987), Rozvany & Karihaloo (1988), Eschenauer & Thierauf
(1989), Eschenauer, Mattheck & Olho (1991), Bendse & Mota Soares (1993), Rozvany
(1993), Haug (1993), Pedersen (1993), Herskovits (1993) and Gilmore, Hoeltzel, Azarm &
Eschenauer (1993).
5
6
Rational engineering design and optimization based on the concept of integration of nite
element analysis, design sensitivity analysis, and optimization by mathematical program-
ming, was early undertaken by Zienkiewicz & Campbell (1973), Kristensen & Madsen
(1976), Pedersen (1981, 1983), Pedersen & Laursen (1983), Esping (1983), Braibant &
Fleury (1984), Eschenauer (1986) and Santos & Choi (1989), and this work has paved the
road for development of large, practice-oriented optimization systems, see, e.g., Braibant
& Fleury (1984), Sobieszanski-Sobieski & Rogers (1984), Bennett & Botkin (1985), Esp-
ing (1986), Stanton (1986), Eschenauer (1986), Botkin, Yang & Bennett (1986), Hornlein
(1987), Arora (1989), Rasmussen (1989, 1990), Choi & Chang (1991), and Rasmussen,
Lund, Birker & Olho (1993).
However, until recently, these methods for rational engineering design and optimization
have not, in general, been adopted by designers in industry as stated by Santos & Choi
(1989). Only major companies in elds like aeronautical, aerospace, mechanical, nuclear,
civil, and o-shore engineering have adopted these tools for rational design and optimiza-
tion, although their use have proved successful for many dierent kinds of applications
concerning structural synthesis. The reasons for this lack of use are many.
It may be dicult, and may even prove impossible, to formulate one or more simple
performance criteria for optimization. The designer must be able to dene the objective
function, identify all important constraints, identify the levels of constraint limits, and
enter this information into the structural optimization system. Very often, in applications,
during the design optimization process, additional constraints may become important that
the designer did not foresee in the initial stages of formulation of the design problem. The
structural optimization system must also contain very general and exible facilities for
denition of the design problem in order to cover possible denitions. If such facilities are
not present, designers in industry will not use the optimization systems as their design
criteria in many cases have been established during many years of practice. If designers in
industry cannot dene their usual design criteria, they will typically rather abstain from
the use of structural optimization than being forced into changing their well-tested design
criteria just because of a limitation in the software system.
Furthermore, another possible reason for the lack of adoptivity of structural optimization
in the industry may be that developers of structural optimization systems have been too
focused on selling the systems as automated \black boxes" for obtaining optimum designs
of structures. In this way designers in industry have not become familiar with design
sensitivity analysis which is used to calculate all necessary derivatives of criterion functions,
e.g., derivatives of stresses, displacements, frequencies, user dened functions, etc., with
respect to some design parameters. This can also be seen from the fact that only a few
nite element systems, for example MSC-NASTRAN, have facilities for design sensitivity
analysis although this tool can be just as valuable as structural analysis in the design
process. Of course, it is possible to employ structural synthesis procedures which do
not need derivative information, but apart from the synthesis method, design sensitivity
analysis provides the designer with valuable information about the sensitivity of the design
with respect to various parameters which can be used for a revision of these parameters.
Finally, a structural optimization system must be integrated in a general purpose, interac-
Chapter 1. Introduction 7
tive CAD environment as stated by Fleury & Braibant (1987), see also Braibant & Fleury
(1984), Stanton (1986), Botkin, Yang & Bennett (1986), Santos & Choi (1989), Gu &
Cheng (1990), Rasmussen (1990, 1991), and Botkin, Bajorek & Prasad (1992), if designers
shall use the system. If the structural optimization system is integrated in a CAD environ-
ment that the designer is familiar with, the system will much easier be accepted for daily
use in the design process.
The above-mentioned necessary features for a general purpose computer aided environ-
ment for interactive rational design, structural analysis, design sensitivity analysis, and
optimization involve many dierent topics and require expertice in quite dierent elds.
The development of such a computer aided environment must therefore naturally be carried
out as a collaboration between several people.

1.1 Programme of Research on Computer Aided En-

gineering Design
The research on computer aided design and mechanical engineering was initiated at the
Institute of Mechanical Engineering, Aalborg University, in the mid-eighties and further
intensied by inclusion in a research framework programme under the Danish Technical
Research Council, the \Programme of Research on Computer Aided Design". This research
framework programme was carried out in the period 1989-1993 and extended for the pe-
riod 1993-1997 under the name \Programme of Research on Computer Aided Engineering
Design". The participants in this programme are the Institute of Mechanical Engineering,
Aalborg University, and the Institute of Engineering Design, the Department of Solid Me-
chanics, and the Mathematical Institute, all of the Technical University of Denmark. This
thesis has been carried out within this programme under the project \Engineering Design
Optimization".
The primary objective of this programme is to further the research and development of
new methods, techniques and tools for concurrent (or integrated) computer aided design
of mechanical products, systems and components which are critical in terms of cost, de-
velopment time, functionality and quality.
This research on computer aided design and mechanical engineering at the Institute of Me-
chanical Engineering has resulted in several Ph.D. theses in the eld of optimum design,
see Rasmussen (1989), Kibsgaard (1991), and Thomsen (1992). In the beginning, work
within the eld focused on formulating general strategies, gaining experience and imple-
menting prototypes of the proposed concepts. My collegue John Rasmussen developed the
prototype shape optimization system \CAOS" (Computer Aided Optimization System)
which is a tool for interactive shape optimization of planar geometries subjected to static
loads. The problems are dened by means of the AutoCAD system, using a design element
concept as described by Fleury (1987). CAOS was further developed by Birker & Lund
(1991) to include three-dimensional structures and thermo-elastic problems, see also Ras-
mussen, Lund, Birker & Olho (1993). Kibsgaard developed a general shape optimization
system based on the publicly available nite element program Modulef, see Kibsgaard, Ol-
8 1.1. Programme of Research on Computer Aided Engineering Design
ho & Rasmussen (1989) and Kibsgaard (1991). However, the computational organization
in Modulef proved less suitable for optimization purposes and this led to the decision of
writing our own analysis code. It might be advantageous to use a commercial nite element
system for the analysis due to the generality of the analysis facilities but we wanted to
develop a kind of computer engineering design laboratory where experiments concerning,
for example, structural analysis, design sensitivity analysis, mathematical programming,
and links between CAD environments and structural optimization systems can be carried
out. Furthermore, the tools available for software developers have reached a high standard,
making it easier to develop large and complex software systems.
In 1991 the development of a general purpose fully three-dimensional computer aided en-
vironment for interactive structural design, analysis, design sensitivity analysis, synthesis,
and engineering design optimization was initiated. This system is named \ODESSY"
(Optimum DESign SYstem) and is based on the experiences obtained by developing the
above-mentioned systems. ODESSY is being developed by several people at the Institute
of Mechanical Engineering and is programmed in ANSI C, except for the postprocessing
facilities which are written in C++. The ANSI C programming language has many ad-
vantages such as dynamic allocation of memory, facilities for denition of complex data
structures, and portability between dierent computer platforms.

CAD integration Topology optimization

Preprocessor Interactive shape, sizing,

or material what-if study
ODESSY and design optimization
Finite element modules
for structural analysis
Database module for
extraction of results
Modules for structural
design sensitivity analysis Postprocessor

Figure 1.1: Main features of ODESSY.

The main features of ODESSY can be seen in Fig. 1.1. The features shown in shaded boxes
are all covered in this thesis whereas the other features are only described supercially.
ODESSY is being integrated with the commercial CAD systems AutoCAD and Pro/Engi-
neer, thereby setting rational design facilities directly at the disposal of the designer. In
Fig. 1.2 it is illustrated how ODESSY can be used as a tool for interactive engineering
design.
The dierent tasks shown in Fig. 1.2 are not necessarily performed sequentially and several
of them may be omitted, but the gure illustrates the facilities available for the design en-
gineer. It is the hope of the people involved in the development of ODESSY that designers
Chapter 1. Introduction 9

Define parameterized design

model in CAD environment.

Convert design model to a

Export improved design model
finite element analysis model to CAD environment
using the preprocessor
Interactive
engineering design Define optimization problem
Perform structural analyses
using ODESSY and perform automatic
design optimization
Monitor analysis results and
user defined design criteria Perform what-if study and
using database module obtain improved design

Perform design sensitivity analyses Monitor design sensitivities

w.r.t. specific parameters of various design criteria

Figure 1.2: Interactive engineering design using ODESSY.

in industry will adopt these methods for rational design, synthesis, and optimization.

1.2 Objective of Ph.D. Project and Contents of The-

sis
The objective of the present Ph.D. project is to develop, implement and integrate methods
for structural analysis, design sensitivity analysis and optimization into the general purpose
computer aided design system ODESSY.
More precisely, a general nite element module for structural analysis must be developed
(in cooperation with colleagues). The facilities for structural analysis have been limited to
linear types of analysis problems. A number of reliable nite elements must be implemented
in the system.
A reliable tool for design sensitivity analysis is the basis for doing interactive structural
design, synthesis, and optimization by means of ODESSY. Ecient and reliable methods
for design sensitivity analysis of all implemented analysis types and nite element types
must therefore be developed and implemented. Furthermore, it must be possible to evalu-
ate user dened design criteria and their derivatives w.r.t. specic design parameters, and
a general and exible module for denition of structural optimization problems must be
available.
Chapter 2 of this thesis gives a general introduction to the facilities in ODESSY for para-
metric modelling. Basic concepts like design variables, design models, and modiers are
introduced and a brief overview of facilities for denition of design models is given.
10 1.2. Objective of Ph.D. Project and Contents of Thesis
Chapter 3 provides a description of the analysis capabilities in ODESSY for which struc-
tural synthesis and optimization can be performed. Furthermore, the implemented nite
elements are described.
Chapter 4 is devoted to derivations of general expressions for design sensitivity analysis.
Dierent approaches to design sensitivity analysis are discussed and the direct approach is
chosen. This approach is computationally ecient and based on implicit dierentiation of
the equations obtained when the continuum equations are discretized. The semi-analytical
method where derivatives of various element matrices are approximated by rst order nite
dierences is used due to its ease of implementation.
Chapter 5 treats the problem of obtaining \exact" numerical derivatives of various nite
element matrices as inaccuracy of the nite dierences involved in the semi-analytical
method may lead to erroneous design sensitivities. A new and ecient method of \ex-
act" semi-analytical design sensitivity analysis has been developed and implemented in
ODESSY. \Exact" numerical derivatives are derived for element matrices of all imple-
mented nite elements w.r.t. shape as well as sizing and material design variables. The
eciency of the new semi-analytical method is also discussed.
Chapter 6 contains several examples of design sensitivity analysis of structural problems in
order to demonstrate the validity of the methods of design sensitivity analysis derived in
the two preceding chapters. Some of the examples are used to illustrate that the dierent
methods for design sensitivity analysis have been implemented correctly in ODESSY while
other examples are used to emphasize the importance of using the new semi-analytical
method of design sensitivity analysis that has been developed.
Chapter 7 gives a description of the implementation of a general and exible method of
formulating problems of mathematical programming in structural optimization systems.
The mathematical formulation is based on the so-called bound formulation, and the imple-
mentation involves a parser capable of interpreting and performing symbolic dierentiation
of the user dened functions. This database module can also be used for interactive mon-
itoring of user dened design criteria.
Chapter 8 is devoted to the problem of solving structural optimum design problems with
multiple eigenvalues. When several eigenvalues of a structural problem coalesce and attain
the same numerical value, special attention must be made due to lack of usual dierentia-
bility properties of multiple eigenvalues with respect to changes in design. Necessary opti-
mality conditions for optimum solutions are derived and iterative numerical algorithms for
eigenvalue optimization problems involving multiple eigenvalues are described. Examples
are given to illustrate the eciency of a proposed mathematical programming approach.
Chapter 9 presents four examples of interactive engineering design with ODESSY. It is
shown how design sensitivity display and what-if studies can be used to improve the design
of a turbine disk. The use of the general and exible method for denition of structural
optimization problems as described in Chapter 7 is illustrated by optimizing the shape
of the turbine disk, taking complex design constraints into account. Furthermore, the
turbine disk is redesigned using a ceramic material where the probability of failure must
be reduced. Finally, the hood of a Mazda 323 automobile is shape optimized with the
Chapter 1. Introduction 11
objective of maximizing the fundamental frequency of vibrations.
The present work is summarized in the conclusions in Chapter 10 where possible future
extensions also are discussed.
12 1.2. Objective of Ph.D. Project and Contents of Thesis
 Chapter
2
Parametric Modelling for Optimum
Design
2.1 Introduction
T available in ODESSY.
his chapter isdevoted to a general description of the parametric modelling facilities
This preprocessing part of ODESSY is mainly being developed
by my collegue John Rasmussen, and the aim is therefore to give an overview of the
geometric facilities available for dening structural optimization problems and to introduce
some basic concepts.
The motivation behind developing a system like ODESSY is the current trend toward
unication of engineering design tools which were previously developed and used separately,
namely geometric modelling in the form of CAD systems, and mechanical analysis and
design sensitivity analysis using the nite element method. The united capabilities of
these techniques allow for a major step forward in mechanical engineering design, i.e.,
from tools aimed at analysis to tools directly aimed at synthesis.
Before the parametric modelling facilities are described, some basic concepts for structural
design optimization are introduced.

2.2 Basic Concepts

The label structural design optimization identies the type of design problem where the
set of structural parameters is subdivided into so-called preassigned parameters and design
variables, and the problem consists in determining optimum values of the design variables
such that they maximize or minimize a specic function termed the objective (or criterion,
or cost) function, while satisfying a set of geometrical and/or behavioural requirements
which are specied prior to design and are called constraints.

13
14 2.2. Basic Concepts
2.2.1 Design Variables
In order to introduce the possible design variables of the problem it is convenient to de-
ne the specications necessary to perform an ordinary analysis using the nite element
method. In general, such an analysis requires information about (see, e.g., Cook, Malkus
& Plesha (1989) and Mouritsen (1992)):
1. Geometry (domain shape of the structure, division into nite elements, and
kinematic boundary conditions).
2. Actions (loads acting on the structure).
3. Constitution (physical properties of the materials, and properties of the used
nite elements).
If a design sensitivity analysis and/or optimization is to be performed, a number of design
variables must be dened. The design variables will be denoted by
ai; i = 1; : : : ; I (2.1)
and are assembled in the vector a. The design variables can be categorized as follows, see,
e.g., Olho & Taylor (1983):
1. Geometrical design variables:
(a) Sizing design variables: describe cross-sectional properties of struc-
tural components like dimensions, cross-sectional areas or moments
of inertia of bars, beams, columns, and arches; or thicknesses of mem-
branes, plates, and shells.
(b) Congurational design variables: describe the coordinates of the
joints of discrete structures like trusses and frames; or the form of the
center-line or mid-surface of continuous structures like curved beams,
arches, and shells.
(c) Shape design variables: govern the shape of external boundaries and
surfaces, or of interior interfaces of a structure. Examples are the
cross-sectional shape of a torsion rod, column, or beam; the bound-
ary shape of a disk, plate, or shell; the surface shape of a three-
dimensional component; or the shape of interfaces within a structural
component made of dierent materials.
(d) Topological design variables: describe the type of structure, num-
ber of interior holes, etc., for a continuous structure. For a discrete
structure like a truss or frame, these variables describe the number,
spatial sequence, and mutual connectivity of members and joints.
2. Material design variables: represent constitutive parameters of isotropic mate-
rials, or, e.g., stacking sequence of lamina, and concentration and orientation
of bers in composite materials.
Chapter 2. Parametric Modelling for Optimum Design 15
3. Support design variables: describe the support (or boundary) conditions, i.e.,
the number, positions, and types of support for the structure.
4. Loading design variables: describe the positioning and distribution of external
loading which in some cases may be at the choice of the designer.
5. Manufacturing design variables: parameters pertaining to the manufacturing
process(es), surface treatment, etc., which in uence the properties and cost of
the structure.
The topological type of design variables is not covered by the presentation in this re-
port, but topology optimization using the homogenization method, see Bendse & Kikuchi
(1988), Bendse (1989, 1994), Bendse & Rodrigues (1990, 1991), and Diaz & Kikuchi
(1992), and theory on optimal orientations of orthotropic materials, see Pedersen (1989,
1990, 1991), is being implemented in ODESSY by my collegue Lars Krog, see Olho, Krog
& Thomsen (1993). The topology optimization can be extremely ecient in nding a
good topology for the structure which then can be further improved by subsequent sizing
or shape optimization, see Olho, Bendse & Rasmussen (1991), Bendse, Rodrigues &
Rasmussen (1991), Bremicker, Chirehdast, Kikuchi & Papalambros (1991), Rasmussen,
Thomsen & Olho (1993), Olho, Lund & Rasmussen (1992), and Rasmussen, Lund &
Birker (1992).
Furthermore, the support and loading design variables are currently only available in the
form of position type of variables.
In the following the design variables of the structural design problem is, for simplicity,
generally divided into the three groups
 Generalized shape design variables.
 Sizing design variables.
 Material design variables.
Here, the group of shape design variables include congurational variables as well as posi-
tion type of variables for support and loading. Furthermore, the types of manufacturing
design variables covered can be included in the above-mentioned three groups.

2.3 Introduction to the Design Model Concept

Having dened the possible design variables of the structural design problem considered,
a convenient way of linking them to the nite element analysis model must be available.
In case of sizing and material design variables, the design variables may be linked directly
to the analysis model, but this approach is not suitable for shape design variables. Geo-
metrically, shape optimization is much more dicult to handle than sizing (and material)
optimization, because it involves a successive shape change of the model, and the descrip-
tion in the following is therefore mainly with attention to shape optimization. In the early
16 2.3. Introduction to the Design Model Concept
days of structural shape design sensitivity analysis and optimization, attempts were made
to use the nite element model directly as design model, i.e., to use node coordinates as
design variables, see e.g., Zienkiewicz & Campbell (1973). It turns out that this method
has at least four serious drawbacks (see, e.g., Ding (1986) and Rodrigues (1988)):
 The number of design variables can become very large.
 It is dicult to ensure compatibility and slope continuity between boundary
nodes.
 It is dicult to maintain an adequate nite element mesh during the domain
shape updating process when a shape optimization is performed.
 The structural shape design sensitivities might not be accurate unless high
order nite element types are used.
Based on these experiences, most computer aided environments for interactive structural
shape design and optimization are founded on an important distinction between the design
model and the analysis model as demonstrated by, e.g., Braibant & Fleury (1984), Esping
(1984), Rasmussen (1990), and Olho, Bendse & Rasmussen (1991).
The design model is a variable description of the domain shape of the structure but sizing
as well as material design variables can also be linked to the design model. It can be closely
connected with a CAD model as described by Rasmussen (1990), and Rasmussen, Lund,
Birker & Olho (1993), and it is totally distinct from the nite element model that is used
for the analysis.
The design model may consist of so-called design elements as presented by Braibant &
Fleury (1984) and Bennett & Botkin (1985). The boundaries (or surfaces in case of a
three-dimensional model) of the design elements can be curves of almost any character,
i.e., piecewise straight lines, arcs, b-splines with specied degree of continuity, bezier curves,
Coons patches, etc. It is therefore very simple to generate relatively complicated geometries
with a small number of design elements. The shapes of the boundaries are controlled by a
number of control points, also often termed \master nodes". Then, shape design variables
can be dened to control the positions of these master nodes, and possible sizing as well
as material design variables can be linked to each design element.

2.3.1 The Prototype Shape Optimization System CAOS

The design model concept in ODESSY is based on the experience with the prototype shape
optimization system CAOS which were developed by Rasmussen (1989) and further devel-
oped by Birker & Lund (1991), see also Rasmussen (1990), Olho, Bendse & Rasmussen
(1991), Rasmussen (1991), Rasmussen, Lund & Birker (1992), Olho, Lund & Rasmussen
(1992), and Rasmussen, Lund, Birker & Olho (1933). The design elements in CAOS are
either topologically quadrilateral design elements in case of a two dimensional structure,
or topologically hexahedral design elements in case of a three dimensional structure. This
Chapter 2. Parametric Modelling for Optimum Design 17
approach enables simple mapping mesh generation but may require quite many design el-
ements even for simple geometries. The mapping mesh generation technique is illustrated
on Fig. 2.1.

transformation
s

y
x

transformation

r s z

y
x

Figure 2.1: Mapping mesh generation technique in 2D and 3D.

In CAOS, the shape of boundaries or surfaces of design elements are controlled by a
number of master nodes. In the case of dening a shape optimization problem, this creates
an evident connection between the generalized shape design variables (the positions of the
master nodes) and the shape of the geometry, and thus provides a simple parametric model
of the structure.
At rst glance, the design element approach used in CAOS seems to be an adequate solution
to the problem of parameterizing a geometry and coupling it with structural optimization.
However, there are also a few inherent problems which manifests themselves when the
geometries get just slightly complicated. To illustrate this, consider in Fig. 2.2 the CAOS
design model of a, from a geometrical point of view, very simple 3D structure, the so-called
wishbone which was rst presented by Brama & Rosengren (1990).
In spite of the geometrical simplicity of the model, as many as 30 design elements with
202 boundaries were required to obtain an acceptable nite element modeling of the struc-
ture. Furthermore, the parametrization required as many as 308 generalized shape design
parameters to control translation directions for master nodes. A subsequent linking of
parameters reduced the number of independent variables to 112, but this is still far more
than what would naturally be assigned to a structure of this complexity. Generating and
checking such a design model manually is, even with the use of an interactive graphics
environment, a time consuming and error prone task. For a detailed description of this
example, refer to Birker & Lund (1991) and Rasmussen, Lund & Birker (1992).
18 2.4. The Design Model Concept in ODESSY

Figure 2.2: CAOS design model of wishbone structure comprising 30 design elements, 202
boundaries, and 308 translation directions.

2.4 The Design Model Concept in ODESSY

Based on the experiences obtained by developing CAOS, a much more general and geo-
metrically versatile design model concept is implemented in ODESSY, re ecting the desire
of integrating the system with three dimensional CAD systems for advanced geometric
modelling, i.e., including Constructive Solid Geometry (CSG) techniques. The problem of
generating parameterized geometric models of even complicated geometries can be solved
by state of the art CAD systems, and the challenge therefore lies in the creation of inter-
faces between the CAD system and the structural optimization system. My collegues John
Rasmussen and Anders Kristensen are currently working on solutions to this problem, and
a geometric formulation with solid modelling capability is being developed based on the
commercial CAD system Pro/Engineer. A more simple interface to the AutoCAD system
has also been implemented by my collegues Oluf Krogh & John Rasmussen.
The design model concept in ODESSY is based on a hierarchical parametric design model
because the desire to be able to parameterize virtually any property of the model has
been the focal point in the development of ODESSY from the very beginning. ODESSY
is based on a totally parametric modelling system in which data are initially divided into
two categories or levels of increasing complexity, Level0 and Level1. Entities in both levels
are always dened by user dened names, rather than by numbers.
Level0 is the \ground" level. This level contains geometrical entities which are independent
of other entities in the model. This would typically be points, vectors and scalar numbers.
In the terminology of CAOS and other traditional shape optimization systems, master
nodes would be Level0 entities. Other possible Level0 entities could be modules of elasticity
or thicknesses. Level0 is characterized by the property that it is the only level containing
real numbers.
Chapter 2. Parametric Modelling for Optimum Design 19
Level1 contains entities which depend only on Level0 information. Boundary curves and
surfaces are typical examples. Their shapes are dened solely by the position of the master
nodes. Level1 could contain, for instance, circles, curves, boxes, tetrahedrons, cylinders,
cones, etc. The actual shapes of all entities in Level1 are dened by pointers to Level0
information. Level1 thus consists only of integer type information.
Level0 and Level1 of the geometric model of ODESSY cannot handle the problem of nding
implicitly dened curves and surfaces which may result from the union of several solid
components, i.e., when CSG techniques are used. Yet another level of information, Level2,
is devised for this purpose. Level2 is not meant for processing by ODESSY itself but by
an external solid modelling system. In this context, the solid modeler may be thought of
as a geometric compiler which transforms high level geometric assemblies into lower level
curves and surfaces that can be handled directly by the more primitive geometric system
of ODESSY. For further descriptions of this approach of integration with solid modelling
CAD systems, see Rasmussen, Lund & Olho (1993a, 1993b).

2.5 Design Variables and Modiers

The parametric nature of the design model comes automatically from the division of infor-
mation into interdependent levels. We simply control the model by modifying the entities
of Level0. Because of the hierarchical construction of the model, modications of Level0
entities automatically lead to corresponding changes in Level1. In order to improve the
possibility of dening the design space, data in Level0 are controlled by the use of so-called
modiers. As previously mentioned, traditional systems, like CAOS, usually contain only
one type of modier, i.e., translational transformations (also called move directions). Other
possible modiers may be point scaling, line scaling, and rotation. This way, Level0 enti-
ties may be subjected to one or several transformations thus controlling the overall design.
The design variables of the problem will then simply be the amount of transformation, i.e.,
the rotation angle or the scale factor.
In this framework, for instance the move directions of the ODESSY system are realized
as translation modiers coupled with design variables which specify the magnitude of
the translation. Each master node is Level0 information, and the entire design model
therefore changes with relocation of the master nodes. Similarly, Level0 information may
be subjected to:
 translation modiers
 scaling modiers
 rotation modiers
 combinations of the three above-mentioned modiers
In designing the structure of links between design variables, modiers and Level0 informa-
tion, the following points shall be observed:
20 2.5. Design Variables and Modiers

P1 P1 S3

design variable
S4 S3 = 45°
S4 S2
modifier:
rotate around P1
S1
S1 S2

Figure 2.3: Example of rotation modier and design variable aecting the four points S1,
S2, S3 , and S4.

 It shall be possible to have the same design variable aect several Level0 entities
simultaneously through the same modier as illustrated in Fig. 2.3.
 It shall be possible to have the same design variable aect several Level0 entities
simultaneously through dierent modiers.
 It shall be possible to use the same modier for several dierent links between
design variables and Level0 entities. In a problem comprising, say, 50 master
nodes which can move freely in the plane, it would suce to dene two modi-
ers, namely an x-translation and a y-translation, rather than having to dene
two modiers for each individual master node.
 It shall be possible to combine any number of modiers into a new compound
modier, for instance simultaneous rotation and scale.
These requirements can be fullled by creating link data structures of the following form:
LINK: [one design variable] ! [any number of modiers] ! [one Level0 entity]
This construction fulls any of the requirements above. For instance, given a design
variable \angle" and a modier \rotation", the example of Fig. 2.3 is realized by the
links:
LINK: angle ! rotation ! S1
LINK: angle ! rotation ! S2
LINK: angle ! rotation ! S3
LINK: angle ! rotation ! S4
In case of material or sizing design variables, translation modiers may be used to aect the
current value of the chosen variable, e.g., Young's modulus or plate thickness. Currently,
material and sizing parameters are assumed to be constant within each design element.
Chapter 2. Parametric Modelling for Optimum Design 21
2.6 Mesh Generation
The implementation of good algorithms for mesh generation is very important in a struc-
tural shape optimization system. It must be possible to specify desired element sizes
within each design element, and the mesh must remain adequate during the domain shape
updating process when a shape optimization is performed. It may be advantageous to
include adaptive mesh generation in a shape optimization system, see, e.g., Diaz, Kikuchi,
Papalambros & Taylor (1983), Bennett & Botkin (1985), and Kikuchi, Chung, Torigaki &
Taylor (1986), but such facilities are currently not implemented.
Mapping mesh generation techniques are available in both two and three dimensions, but
in order to overcome the problem of having to divide the design model into quadrangular
or hexagonal design elements as necessary for mapping mesh generation, ODESSY also
allows for the use of unstructured free meshing. Currently, a modied version of an algo-
rithm by George (1988) is implemented. This algorithm can subdivide an arbitrary planar
domain into triangles, and in ODESSY, the algorithm is extended to cover curved surfaces.
Furthermore, another unstructured mesh generation algorithm can generate a mixed mesh
predominantly of quadrangular elements, supplemented with a few triangular elements.
Robust free meshing of arbitrary volumes, which is a very challenging area, is currently
being implemented by my collegue Anders Kristensen.
After this basic overview of the facilities for denition of design models in ODESSY, the
analysis facilities will be presented.
22 2.6. Mesh Generation
 Chapter
3
Analysis Capabilities for Structural
Optimization
3.1 Introduction
Isensitivity
n this chapter a general description of the nite element module in ODESSY is
given with focus on the types of analysis problems for which both analysis and design
analysis have been implemented. Furthermore, descriptions of the implemented
nite elements are given.
The nite element module in ODESSY has been developed by several people at the Insti-
tute of Mechanical Engineering, but the main code has been developed by my collegue Oluf
Krogh and myself. The implementation of subroutines for solution of the nite element
discretized equations has been performed by Oluf Krogh. When I started this project, Oluf
Krogh had implemented a prole skyline solver for solution of linear static equations based
on algorithms in Dhatt & Touzot (1984). Furthermore, he had implemented the Subspace
iteration method for determination of the lowest eigenvalues of a structural eigenvalue
problem, see Bathe & Ramaswamy (1980), Bathe (1982), and Dhatt & Touzot (1984), and
some simple elements were implemented.
My contribution to the nite element module has mainly been
 Implementation of a family of isoparametric nite elements with capabilities
for both analysis and design sensitivity analysis.
 Development of general and ecient storing schemes for strains and stresses
for any combination of nite element types.
 Extension of the analysis facilities to include thermal analysis, linear buckling
analysis, and any mixture of the available types of analyses.
 General system development.
23
24 3.2. Implemented Analysis Types for Structural Optimization
3.2 Implemented Analysis Types for Structural Op-
timization
In the following the dierent types of analysis problems that are covered for both analysis
and design sensitivity analysis in ODESSY are brie y decribed. The intention with this
section is mainly to give an overview, as the dierent analysis problems are described
more detailed in Chapter 4 where general expressions for design sensitivity analysis are
developed. Furthermore, the notation of dierent matrices and vectors is introduced. Only
linear analysis types have yet been implemented in ODESSY.

Static Stress Analysis

The most common analysis type with the nite element method is static stress analysis.
The global equilibrium equation of a nite element discretized structural problem with
linearly elastic response is given by
KD = F (3.1)
where K is the global stiness matrix, D the nodal displacement vector and F is the
consistent nodal force vector. These global matrices and vectors are, as always in the nite
element method, assembled from element matrices and vectors, i.e.,
X X X
K = k; D = d; F = f (3.2)
ne ne ne
Here, k is the element stiness matrix, d the element nodal displacement vector, f the
consistent element nodal force vector, and ne is the number of nite elements used to
discretize the structure. In ODESSY, the solution of Eq. 3.1 is carried out by a Crout
decomposition scheme as described in Dhatt & Touzot (1984).

Free Vibration Analysis

The free vibration analysis problem covered is a real, symmetric, structural eigenvalue
problem where the nite element formulation is
Kj = !j2Mj ; j = 1; : : : ; n (3.3)
K is the global stiness matrix, M the global mass matrix, !j the eigenfrequency, j the
corresponding eigenvector, and n denotes the dimension of the problem.

Thermal Analysis
The nite element equilibrium equation for a steady state heat conduction problem is given
by
Kth T = Q (3.4)
where Kth is the global thermal \stiness matrix" involving contributions from element
heat conduction matrices and coecients of the temperature vector T arising from convec-
tion boundary conditions, and Q is the thermal load vector involving forcing terms due to
Chapter 3. Analysis Capabilities for Structural Optimization 25
heat addition processes, e.g., heat ux. The solution of Eq. 3.4 is similar to the solution
of a static stress analysis problem.

Thermo-Elastic Analysis
This analysis type consists of a steady state thermal analysis followed by a static analysis.
First the temperature eld T is found from the solution of Eq. 3.4, resulting in thermal
strains "th . Then Eq. 3.1 is solved by taking the thermal eects into account.

Eigenfrequency Analysis with Initial Stress Stiening

When calculating eigenfrequencies of a structure, it may be necessary to take into account
initial stress stiening eects due to mechanical loading. First a static analysis is per-
formed, resulting in element stresses . These stresses are used to generate element initial
stress stiness matrices k (also termed geometric stiness matrices) which represent the
initial stress stiening eects due to the loads applied to the structure. The conventionel
global stiness matrix K is then augmented with the global initial stress stiening matrix
K resulting in a modied form of Eq. 3.3, i.e.,
(K + K ) j = !j2Mj ; j = 1; : : : ; n (3.5)

Eigenfrequency Analysis with Thermal Loading and Initial Stress Stiening
The eigenfrequency analysis taking initial stress stiening eects into account can be ex-
tended taking thermal eects into account, i.e., the stress stiening eects may originate
from a thermo-elastic analysis taking both thermal and mechanical loading into consider-
ation.

Linear Buckling Analysis

It is possible to perform linear buckling analysis which is restricted to the assumptions
that the structure fails suddenly and the structure has constant stiness eects for all
loads up to the bifurcation point. These assumptions make this analysis type limited in its
applications as results will be most often on the unconservative, unsafe side. In practice,
linear buckling analysis can be used to inexpensively nd an upper bound of the load
carrying capability of a structure.
If buckling analyses are to be used safely for structural optimization of real-life structures,
it is most often necessary to perform non-linear analyses resulting in a very complicated
design sensitivity analysis, see, e.g., Ringertz (1992), and large displacement buckling
analysis has therefore not been implemented in ODESSY.
The nite element formulation of a linear buckling analysis can be written as
(K + j K ) j = 0; j = 1; : : : ; n (3.6)
26 3.3. Finite Element Types Implemented for Structural Optimization
where K is the global stiness matrix, K the initial stress stiness matrix established
from an initial static stress analysis, n the dimension of the problem, j the buckling load
factor, and j is the corresponding eigenvector of displacements.

Linear Buckling Analysis with Thermal Loading

Finally, the linear buckling analysis can be extended by taking thermal loading into ac-
count, i.e., the buckling load factors found correspond to the load vector resulting from
both thermal and mechanical loading.

3.3 Finite Element Types Implemented for Structural

Optimization
Although many dierent nite elements have been implemented in ODESSY, the following
description will be restricted to the isoparametric family of nite elements that I have
implemented and used for solving structural design and optimization problems. Besides
the elements described here, dierent types of spring, beam, truss, frame, and sandwich
plate and shell nite elements are currently available in the system.
The isoparametric nite elements can be divided into the following three groups
1. 3D solid nite elements.
2. 2D solid nite elements.
3. Mindlin plate and shell nite elements.
The element matrices and vectors necessary for performing the dierent types of analyses
described in Section 3.2 have been implemented for all these isoparametric nite elements.
The types of elements implemented will be only brie y described in the following while
more detailed descriptions are given in Appendices A, B, and C. Furthermore, all elements
are described in Chapter 5, where \exact" numerical derivatives of element matrices and
vectors are found as a basis for a new method of design sensitivity analysis.

3.3.1 3D Solid Isoparametric Finite Elements

An 8-node and a 20-node isoparametric nite element as illustrated in Fig. 3.1 have been
implemented.
A detailed description of element matrices and vectors for these two elements is given in
Appendix A. It should be noted that the code for computing the stiness matrix and the
consistent nodal load vector for the 3D isoparametric nite elements has been implemented
by my collegues Niels Kristian Bau-Madsen and Oluf Krogh, respectively, whereas I have
implemented all other matrices and vectors for these elements.
Chapter 3. Analysis Capabilities for Structural Optimization 27

z,w

x,u y,v

Figure 3.1: 8- and 20-node isoparametric nite elements.

3.3.2 2D Solid Isoparametric Finite Elements
Five dierent 2D solid isoparametric nite elements have been implemented in ODESSY
as illustrated in Fig. 3.2. They are all formulated in a unied way for both plane stress,
plane strain, and axisymmetric situations.

(axissymmetry
of rotational
)
y,v
(z,w)

x,u
(r,u)

Figure 3.2: 3-, 4-, 6-, 8-, and 9-node 2D isoparametric nite elements. Text in parantheses
refer to standard notations for problems with rotational symmetry.

It should be noted that element matrices for the two 2D solid triangular elements can
be formulated analytically. For the 6-node element it is then necessary that the element
sides are straight and nodes at element sides are midside nodes. Such derivations for
plane stress elements can be found in Pedersen (1973) and for axisymmetric elements in
Ladefoged (1988). Although it is advantageous to have analytic expressions for element
28 3.3. Finite Element Types Implemented for Structural Optimization
matrices, I have nevertheless chosen the standard approach of using numerical integration
because the 2D solid isoparametric nite elements can be formulated in a unied way
for both plane stress, plane strain, and axisymmetric situations as shown in Appendix B.
Furthermore, using the isoparametric formulation we have the advantage that the 6-node
element can have straight as well as curved edges.
The 2D solid nite elements are described in detail in Appendix B.

3.3.3 Isoparametric Mindlin Plate and Shell Finite Elements

y y

vi

θyi
i
x wi x
z z θxi ui

Figure 3.3: 3-, 4-, 6-, 8-, and 9-node isoparametric Mindlin plate nite elements.
Six dierent Mindlin plate nite elements have been implemented in ODESSY. The ele-
ments have 3-, 4-, 6-, 8-, and 9-nodes, respectively, and are shown in Fig. 3.3. The 6-, 8-,
and 9-node elements can have straight as well as curved boundaries in the element plane.
The 9-node element is implemented both as the Lagrange plate element and as the \het-
erosis" plate nite element as described in Section C.9 in Appendix C, where a detailed
description of the elements is given.
These six plate elements can also be used as at shell elements as described in Section C.10
in Appendix C. This approach of generating at shell elements from plate elements has
worked well for the problems studied, but may cause problems for strongly curved surfaces
where it is necessary to use many elements in order to obtain a proper nite element model.
This is also discussed in Section C.10 in Appendix C.
After the presentation in this chapter of the analysis problems that can be solved and the
type of nite elements that can be used, the subsequent chapter will focus on the design
sensitivity analysis.
 Chapter
4
General Expressions for Design
Sensitivity Analysis
4.1 Introduction
Ipressions
n a general purpose computer aided environment for interactive structural design
and optimization, design sensitivity analysis is the basic enabling tool, and general ex-
for design sensitivity analysis will be given in this chapter. The types of design
variable of the structural design problem can be shape as well as sizing or material vari-
ables and they are denoted by ai; i = 1; : : : ; I . It is now the aim to establish expressions for
design sensitivities of various criteria with respect to these design variables in an accurate
and ecient way.
The overall nite dierence (OFD) approach to sensitivity analysis and the consequences
of using nite dierence schemes are described rst. This approach to sensitivity analysis
is not computationally ecient, but can be used as a reliable reference method.
Next, three dierent methods for design sensitivity analysis are brie y described and it is
chosen to use the so-called discrete version of the direct approach.
Then the direct approach to design sensitivity analysis of static problems is discussed. The
direct approach is based on dierentiation of the equations obtained when the continuum
equations are discretized by the nite element method, and this method is very ecient.
Using this approach it is necessary to determine derivatives of element stiness matrices,
and the semi-analytical (S-A) method where these derivatives are approximated by rst
order nite dierences is chosen. Expressions for design sensitivities of displacements,
stresses and compliance are found with respect to single and simultaneous change of design
variables.
Next, the sensitivity analysis of thermo-elastic problems is discussed and the direct ap-
proach is used again. The sensitivities of the thermal problem are taken into account for
thermo-elastic problems.
Finally, eigenvalue design problems are considered. The direct approach can be used
29
30 4.2. Overall Finite Dierence Approach to Sensitivity Analysis
to simple (distinct) eigenvalues but in the case of multiple (repeated) eigenvalues the
sensitivity analysis is more complicated. Then it is necessary to use perturbation techniques
in order to develop sensitivity expressions for multiple eigenvalues, as the eigenvalues are no
longer dierentiable functions of the design in the normal (Frechet) sense. The sensitivity
analysis again will be presented both for perturbations of a single design variable ai and
for simultaneous change of several design variables.

4.2 Overall Finite Dierence Approach to Sensitivity

Analysis
The simplest nite dierence approximation is the rst order forward (or backward) dif-
ference approximation. If displacements, stresses, compliance, mass, or any other property
calculated by the analysis module is denoted by a function fj (a) of the design variables
ai , the overall forward nite dierence approximation
fj =
ai to the sensitivity @fj =@ai
is given by
@fj (a) '
fj (a1; : : : ; aI )
@ai
ai
= j 1 : : : ; ai +
ai ; : : : ; aI ) fj (a1 ; : : : ; ai; : : : ; aI )
f ( a ; (4.1)

ai
If the derivatives of the function fj are sought for n design variables, the overall nite
dierence (OFD) method requires n additional analyses. Therefore this method is com-
putationally costly and mainly used as a reference method whose limit with regard to
accuracy is known to be set only by the solution procedure, the discretization, and the
usual accuracy capabilities of the applied nite element.
Whenever a nite dierence scheme is used to approximate derivatives, there are two
sources of error: truncation and condition errors. The truncation error is a result of the
neglected terms in the Taylor series expansion of the perturbed function fj (a1; : : : ; ai +

ai ; : : : ; aI ). This source of error can be reduced by using a small perturbation
ai . The
condition error is the dierence between the numerical evaluation of the function and its
exact value. Contributions to the condition error are, e.g., computational round-o errors
or errors due to an iterative solution process which is terminated early. The round-o
errors are normally small for most computers unless the perturbation
ai is very small.
These opposite demands to the magnitude of the perturbation may give rise to the so-called
\step-size dilemma", see, e.g., Haftka & Adelman (1989). If we select the perturbation to
be small, so as to reduce the truncation error, the result may be an excessive condition
error. In some cases there may not even be any perturbation which results in suciently
small errors.
As noted by Haftka & Adelman (1989), the \step-size dilemma" may be reduced if a
higher order nite dierence approximation is used, e.g., a second order central dierence
approximation, but this implies additional computational cost.
Chapter 4. General Expressions for Design Sensitivity Analysis 31
4.3 Selection of Method for Design Sensitivity Ana-
lysis
As the overall nite dierence (OFD) method is computationally inecient for the design
sensitivity analysis, another approach has to be used. The derivatives of structural response
in principle can be calculated at three stages.
We can (I) dierentiate the continuum equations dening the response of the system, using
the material derivative concept of continuum mechanics, then discretize the problem and
solve it by using an adjoint variable technique as described by, e.g., Haug & Rousselet
(1980a, 1980b), Cea (1981), Zolesio (1981), Choi (1985), Haug, Choi & Komkov (1986),
Haug & Choi (1986), Haber (1987), Dems & Mroz (1983, 1984, 1993), and Dems & Haftka
(1989). This continuum approach is known as the material derivative (or speed) method.
Using this variational approach, the derivatives can be expressed in terms of boundary
integrals which are computationally inexpensive to evaluate. Unfortunately, there are
considerable numerical diculties associated with the evaluation of the boundary integrals,
see Yang & Botkin (1986), especially for low-order elements which do not model a curved
boundary well, see Yang & Choi (1985). This can be avoided by using domain instead
of boundary integrals, see Choi & Haug (1983) and Choi & Seong (1986), but then the
numerical eciency decreases. The main advantage of the continuum approach, as stated
by Haftka & Grandhi (1986), seems to be the generality of its results as the method is
equally applicable to nite element, boundary element (see Mota Soares, Rodrigues & Choi
(1984)), or any other numerical or analytical solution technique. Furthermore, sensitivity
calculations can be carried out outside existing nite element codes, using postprocessing
data only. Thus, the design sensitivity analysis software does not have to be embedded in
an existing nite element code, see Choi, Santos & Frederick (1985) and Santos & Choi
(1989). This is a great advantage if the analysis module is a commercial nite element
package like ANSYS, NASTRAN, COSMOS, etc.
We can (II) use the direct approach which is based on dierentiation of the equations ob-
tained when the continuum equations have been discretized (in this case by the nite element
method). This approach, which is also known as the implicit dierentiation approach, thus
has a reversed order of discretization and dierentiation compared to the continuum ap-
proach described above. For static design sensitivity analysis, we can distinguish between
two types of the direct approach. In the (A) discrete version, the displacement sensitivity
eld @ D=@ai is calculated for the whole structure for each design variable ai; i = 1; : : : ; I ,
while the (B) adjoint method calculates the derivative of a function g(D) of displacements
D. The adjoint method requires the solution for each desired function g(D), i.e., if the
number of stress and displacement functions needed for formulating and solving the opti-
mization problem is less than the number of design variables, then the adjoint method is
more ecient than the discrete version of the direct approach to design sensitivity analysis.
The direct approach is, in both the discrete and adjoint version, very popular due to its
ease of implementation compared to the continuum approach.
Finally, we can (III) dierentiate directly the computer program used to solve the structural
32 4.4. Design Sensitivity Analysis of Displacements
response, see, e.g., Wexler (1987) and Masmoudi, Broudiscou & Guillaume (1993). This
approach of automatic dierentiation of a function dened by its program (in Fortran, C,
etc.) by using Taylor expansion is very interesting, but has not been considered here as it
seems to require substantial available memory in the computer, see Masmoudi, Broudiscou
& Guillaume (1993).
The issue of which approach of sensitivity analysis is better is a much debated subject
and several authers, e.g., Yang & Botkin (1986), Choi & Twu (1988), and Haftka &
Adelman (1989), have presented comparisons between the variational methods and the
direct approach and their relative merits.
The conclusive argument for selection of method for design sensitivity analysis has been
that the continuum approach takes a lot of analytical work in order to develop the expres-
sions for design sensitivities as can be seen in the references mentioned. I have wanted
to implement many dierent kinds of nite element types and at the same time be able
to handle many dierent kinds of design variables. For this purpose the direct approach
seems much easier to implement and to be just as applicable to solve the problem as the
continuum approach. If we were going to use a commercial nite element package for the
analysis, the continuum approach might be advantageous as postprocessing techniques can
be employed, but we have decided to write our own analysis code due to less promising
experiences of implementing design sensitivity analysis in an existing nite element code,
such as, e.g., Modulef, see Kibsgaard (1991).
So, the direct approach to design sensitivity analysis has been chosen due to its ease of
implementation, and it will be shown in the following that this method is very ecient.
The direct approach will be only used in the discrete version as the adjoint method is not
suited for the way optimization problems are formulated in ODESSY, cf. the description
in Chapter 7.

4.4 Design Sensitivity Analysis of Displacements

In the displacement based nite element method, the design sensitivity analysis of various
criteria is based on sensitivities of the displacement eld. Thus, when the displacement
sensitivities are known, e.g., stress and compliance sensitivities are easily computed.
The global equilibrium equation of a nite element discretized structural design problem
with linearly elastic response is given by
KD = F (4.2)
where K is the global stiness matrix, D is the nodal displacement vector and F is the
consistent nodal force vector. The solution of Eq. 4.2 is carried out by Gaussian elim-
ination reformulated in a two phase process that does not require to modify K and F
simultaneously. It is thereby possible to solve Eq. 4.2 for additional load cases, i.e. several
right hand sides, without much additional computational eort. The time consuming part
of solving Eq. 4.2 is the factorization of the global stiness matrix K, in which this matrix
is basically decomposed into the product LU, where L is a lower triangular matrix (with
Chapter 4. General Expressions for Design Sensitivity Analysis 33
elements only on the diagonal and below) and U is a upper triangular matrix. Varieties of
this basic decomposition are, for example, the LDU, Crout, and Cholesky decomposition
schemes, see, e.g., Dhatt & Touzot (1984). In ODESSY, the Crout decomposition scheme
has been implemented.
When the stiness matrix K has been decomposed into the product LU, Eq. 4.2 can be
rewritten as
LUD = F (4.3)
Using this decomposed form of the stiness matrix, it is only necessary to solve a triangular
set of equations which is quite trivial. First a vector V is found by forward substitution
LV = F (4.4)
and then the displacement vector D can be found by back substitution
UD = V (4.5)
Having determined the displacement vector D, the design sensitivity analysis of displace-
ments now can be considered.
The direct approach to obtain design sensitivities of the displacement eld is based on
implicit dierentiation of the global equilibrium equation. If Eq. 4.2 is dierentiated with
respect to a design variable ai and the terms are rearranged, the following discrete version
of the direct approach for the displacement sensitivities @ D=@ai is obtained

K(a) @@aD = @ K@a(a) D + @a

@ F ; i = 1; : : : ; I (4.6)
i i i
Eq. 4.6 is of the same form as Eq. 4.2, so the factorized stiness matrix K in the form LU
can be reused, and only the new right hand side which is termed the pseudo load vector
need to be calculated before the sensitivities @ D=@ai for each design variable ai can be
found by forward and back substitution. This approach is therefore much more ecient for
the design sensitivity analysis than the OFD approach described in Section 4.2. It is seen
that the pseudo load vector is the load that must be applied to the structure to produce
the displacement sensitivity eld due to changes of a design variable ai. The derivatives
@ F=@ai of the force vector are easily calculated (are zero for design independent loads),
and then the determination of @ D=@ai in Eq. 4.6 only requires calculation of the design
sensitivities @ K=@ai of the stiness matrix. These derivatives are normally calculated at
the element level, i.e.
@ K = X @ k ; i = 1; : : : ; I (4.7)
@ai ne @ai
where k is the element stiness matrix and ne is the number of nite elements.
If the design sensitivities @ k(a)=@ai are determined analytically before their numerical
evaluation, the approach is called analytical design sensitivity analysis, and if they are
determined by numerical dierentiation, the method is called semi-analytical (S-A) de-
sign sensitivity analysis, cf. Zienkiewicz & Campbell (1973), Esping (1983), Cheng & Liu
34 4.4. Design Sensitivity Analysis of Displacements
(1987), and Haftka & Adelman (1989). That is, in semi-analytical design sensitivity anal-
ysis the derivatives of the element matrices are approximated by rst order forward nite
dierences (or another nite dierence scheme)
@ k(a) '
k(a1 ; : : : ; aI )
@ai
ai
= k(a1 ; : : : ; ai +
ai ; : : : ; aI ) k(a1 ; : : : ; ai; : : : ; aI ) (4.8)

ai
The method of analytical design sensitivity analysis is very dicult to implement in a
general purpose shape design system which contains many dierent kinds of shape design
variables and nite element types. Thus, a large amount of analytical work and program-
ming will be required in order to develop analytic expressions for derivatives of various
stiness matrices with respect to possible shape design variables. Some examples of deter-
mining analytical derivatives of an element stiness matrix with respect to a specic kind
of shape design variable can be found in, e.g., Braibant & Fleury (1984), Wang, Sun &
Gallagher (1985), and El-Sayed & Zumwalt (1991).
It is much more attractive to use the method of semi-analytical (S-A) design sensitivity
analysis in this context, as it is easy to implement for many dierent kinds of shape design
variables and nite element types, because simple and computationally inexpensive rst
order nite dierences are used. Therefore, the method of S-A sensitivity analysis is very
popular and, in most cases, this method is very ecient and reliable.
As a nite dierence approximation is involved in this method, both truncation and condi-
tions errors may occur. Furthermore, for shape design variables the perturbation
ai must
be selected suciently small, so that the elements do not become distorted. A strongly
distorted mesh may result in changing accuracy of the solution and thereby give the deriva-
tives a spurious contribution, see Botkin (1988). This problem is avoided in ODESSY by
selecting the perturbation
ai of a shape design variable ai so that boundary nodes are
perturbed less than 1=1000 of the smallest side length of the elements in the structure.
It should be noted, however, that the approximate rst order nite dierence calculation
of derivatives of element stiness matrices used in the S-A sensitivity method may result
in severe inaccuracy problems for shape design variables due to truncation and condition
errors. This problem and solutions to it will be addressed in Chapter 5.

: perturbed elements

Figure 4.1: Perturbation of boundary elements for shape design variables.

The eciency of the design sensitivity analysis can be increased by using a so-called \ac-
tive element" strategy. When the domain shape is perturbed in case of a shape design
Chapter 4. General Expressions for Design Sensitivity Analysis 35
variable ai , only nite elements situated at the surface are perturbed (and named active)
as illustrated in Fig. 4.1 for a two-dimensional domain where the perturbation has been
strongly exaggerated. The design boundary in Fig. 4.1 is modelled by a quadratic b-spline
and the master node shown is translated in the direction specied by the vector. The
active (perturbed) nite elements are hatched in Fig. 4.1 where the unperturbed mesh
also is shown. The active element strategy implies that in the assembly of element matrix
derivatives, only active elements contribute, and the pseudo load vector in Eq. 4.6 can
thereby be calculated at the element level in the following computationally ecient way
!
@K D + @F = X @ ka da + @ f a ; i = 1; : : : ; I (4.9)
@ai @ai nae @ai @ai
where nae is the number of active nite elements, ka is the element stiness matrix, da is
the element displacement vector, and f a is the element load vector for an active element.
The choice of perturbing the entire nite element mesh or perturbing only boundary nodes
has originated many a dispute. Braibant & Fleury (1984) and Botkin (1988), among oth-
ers, have advocated that it is necessary to move the interior nodes because the direct object
of the optimization is the nite element model, rather than the real structure. Pedersen
(1988) has argued that only boundary nodes should be perturbed as relocation of interior
nodes may lead to a substantial risk to \maximize the errors of the nite element model,
rather than minimize the physical stress concentration". Kibsgaard (1991) has made sev-
eral comparisons between these two methods of mesh perturbations, and he obtained best
results perturbing only boundary nodes. The physical argument to support this obser-
vation, as noted by Kibsgaard (1991), is that only the structure in the vicinity of design
boundaries are subject to changes as the design changes. The rest of the structure is un-
changed and therefore can be kept unchanged as well. If the interior nodes are perturbed,
thereby resulting in dierences in the stiness matrix other than for the boundary ele-
ments, these dierences would not re ect changes in the mechanical properties but rather
inaccuracies of the sensitivity analysis.
Furthermore, it is dicult to perturb interior nodes using unstructured mesh generators
as a new mesh topology for the perturbed design model may appear. This is not allowed
as it would re ect the accuracy of a dierent analysis model.
Based on numerical experience and the arguments above, this \design boundary layer"
approach of using one-element-deep sensitivity calculations for shape design variables has
been adopted in ODESSY due to the advantageous increase of numerical eciency.

4.5 Design Sensitivity Analysis of Stresses

When the displacement design sensitivities have been calculated it is straight-forward to
calculate stress design sensitivities as will be shown in the following.
The nite element expression for the element stresses (x; y; z) = fx y z xy yz xz gT
may be written
(a) = E "(a) = E B(a) d(a) (4.10)
36 4.6. Design Sensitivity Analysis of Compliance
where the constitutive matrix E is independent of the design, B is the strain-displacement
matrix, and d is the element nodal displacement vector.
One way to calculate the stress design sensitivities is to use a rst order forward nite
dierence approximation, i.e.
@  ' (a +
ai ) (a) (4.11)
@ai
ai
where
(a +
ai) = E "(a +
ai) = E B(a +
ai ) d(a +
ai ) (4.12)
The perturbed strain-displacement matrix B(a +
ai) is easily calculated and the element
displacement vector for the perturbed design can be approximated by a rst order Taylor
series expansion
d(a +
ai ) ' d(a) + @ d@a(a)
ai (4.13)
i
where the element displacement sensitivities @ d=@ai are determined by the solution of Eq.
4.6.

4.6 Design Sensitivity Analysis of Compliance

The compliance C can be calculated as
C = DT F (4.14)
By dierentiating Eq. 4.14 the following expression for the compliance design sensitivity
is obtained
@C = @ DT F + DT @ F (4.15)
@ai @ai @ai
All terms on the right hand side are known from the calculation of displacement sensitivi-
ties, see Eq. 4.6, so the compliance design sensitivity is easily evaluated.

4.7 Simultaneous Change of Design Variables

In the following, displacements, stresses, compliance, mass, or any other property (except
for multiple eigenvalues) calculated by the analysis module is denoted by a function fj . If
some or all of the design variables ai are changed simultaneously then the linear increment
of the function fj can be found by using rst order Taylor series expansions

fj = rTfj
a (4.16)
r
where fj denotes the gradient vector of fj and
a is the vector of changes of the design
variables ai !
r @f j
1
@f j
fj = @a ; : : : ; @a ;
a = (
a1 ; : : : ;
aI )
I
(4.17)
Chapter 4. General Expressions for Design Sensitivity Analysis 37
Eq. 4.16 is valid due to dierentiability of the above mentioned vector elds and functions
fj with respect to the design variables.
These notations are useful for parametric studies of functions fj as well as for formulation
of optimization problems.

4.8 Inclusion of Thermo-Elastic Eects

In many engineering examples, thermo-elastic eects due to a temperature distribution in
the structure have to be considered. The nite element equilibrium equation for a steady
state heat conduction problem is given by
Kth T = Q (4.18)
where Kth is the global thermal \stiness matrix" involving contributions from element
heat conduction matrices and coecients of the temperature vector T arising from con-
vection boundary conditions, and Q is the thermal load vector involving forcing terms due
to heat addition processes, e.g., heat ux.
Eq. 4.18 can be solved for temperatures T by standard solution procedures as described in
Section 4.4, and having calculated the temperature distribution, its in uence on the static
nite element analysis can be included. The temperature T at a given point gives rise to
thermally induced strains "th given by
n o n o
"th = "thx "thy "thz xyth yzth xzth T = T^ T^ T^ 0 0 0 T ; T^ = T T0 (4.19)
where  is a matrix containing thermal expansion coecients, T is the temperature at the
given point, and T0 is the temperature at which the structure is free of thermally induced
strains (typically 20C).
It is not possible to add these thermally induced strains directly to the mechanical strains
in order to calculate the induced stress eld. This is due to the necessity of taking struc-
tural boundary conditions and internal resistance into account, i.e., a structure is free of
thermally induced stresses if its supports do not inhibit thermal expansion or contraction.
Instead the thermally induced strains "th are used to calculate a consistent global nodal
force vector Fth due to the thermally induced strains
XZ
Fth =

B T E "th d
(4.20)
ne
where
is the domain of the nite element and ne is the number of nite elements. This
nodal force vector due to thermally induced strains is added to the mechanical nodal
force vector in Eq. 4.2 when solving the static equilibrium equations. This results in a
displacement vector D used to calculate the element strains ", see Eq. 4.10, and then the
total element stresses , due to mechanical and thermal strains, are given by
 = E(B d "th ) (4.21)
38 4.9. Design Sensitivity Analysis of Eigenvalues
where E is the constitutive matrix, B is the strain-displacement matrix and d is the element
displacement vector. In this way boundary conditions are considered when calculating
thermal stresses.
In the design sensitivity analysis the sensitivities of the temperatures T can be found
in the same way as described for displacement sensitivities in Section 4.4. Eq. 4.18 is
dierentiated with respect to a design variable ai; i = 1; : : : ; I , and rearranging the terms,
the following expression for the temperature sensitivities @ T=@ai is obtained
Kth(a) @a @ T = @ Kth (a) T + @ Q (4.22)
i @ai @ai
The factorized global thermal \stiness matrix" can be reused as in the case of sensitivity
analysis of displacements, and the new right hand side which can be termed the thermal
pseudo load vector can be obtained using the S-A approach as described previously for
static design sensitivity analysis, see Eqs. 4.7, 4.8, and 4.9. When the new right hand side
has been determined, the temperature sensitivities @ T=@ai can be calculated by forward
and back substitution reusing the factorized global thermal \stiness matrix".
Having obtained the temperature sensitivities @ T=@ai , the perturbed thermally induced
strains "th(a +
ai ) and the perturbed nodal force vector Fth (a +
ai ) are easily calculated,
and nite dierence approximations of sensitivities of thermally induced strains and the
corresponding nodal force vector can be evaluated. These sensitivities are included in the
static design sensitivity analysis, whereby Eq. 4.6 becomes
K(a) @@aD = K@a(a) D + @a @ F + @ Fth
@ai (4.23)
i i i
In a similar way, the thermally induced strain sensitivities are included in the stress sensi-
tivities in Eq. 4.11 by using Eqs. 4.12 and 4.21, and the thermo-elastic eects are thereby
included in the design sensitivity analysis.

4.9 Design Sensitivity Analysis of Eigenvalues

It is a well known fact that the design sensitivity analysis of eigenvalues is problematic in
the case of multiple eigenvalues, i.e., the case where two or more eigenvalues attain exactly
the same value. In this case, the eigenvalues are no longer dierentiable functions of the
design in the normal Frechet sense. In the following it is described how design sensitivities
of both simple (distinct) and multiple (repeated) eigenvalues can be obtained.
The eigenvalue analysis problem considered can be either free vibration frequency analysis,
eigenfrequency analysis including initial stress stiening eects, or linear buckling analysis
as described in Section 3.2. For such real, symmetric, structural eigenvalue problems, the
nite element formulation, in general, can be written as
Kj = j Mj ; j = 1; : : : ; n (4.24)
where K and M are symmetric, positive denite matrices, j is the eigenvalue and j
is the corresponding eigenvector. Depending on the type of analysis problem the global
Chapter 4. General Expressions for Design Sensitivity Analysis 39
K and M matrices consist of contributions from either element stiness, mass or initial
stress stiness matrices. The dimension of the problem is denoted by n, so Eq. 4.24 has n
solutions consisting of eigenvalues j and corresponding eigenvectors j . The eigenvalues
are all real and represent eigenfrequencies or linear buckling load factors depending on
the type of analysis problem. In ODESSY, Eq. 4.24 is solved by the Subspace iteration
method, see Bathe (1982), for the lowest eigenvalues j . The eigenvalues can be ordered
by magnitude as
0 < 1  2  : : :  j  : : :  n (4.25)
In the following it is assumed that the eigenvectors have been M-orthonormalized, i.e.,
Tj Mk = jk ; j; k = 1; : : : ; n (4.26)
where jk denotes Kronecker's delta.
If Eq. 4.24 is premultiplied by Tj the following expression is obtained
Tj Kk = j jk ; j; k = 1; : : : ; n (4.27)
meaning that the eigenvectors are also K-orthogonal.
So far multiple eigenvalues and corresponding eigenvectors have not been mentioned. In
this case the eigenvectors are not unique. In fact, an innite number of linear combinations
of the eigenvectors corresponding to a multiple eigenvalue will satisfy Eqs. 4.24 and 4.26.
However, a set of M-orthonormal eigenvectors which span the subspace that corresponds
to a multiple eigenvalue can always be chosen. In other words, if it is assumed that j
has multiplicity N (i.e., j = j+1 = : : : = j+N 1), then N eigenvectors j ; : : : ; j+N 1,
which span the N -dimensional subspace corresponding to the eigenvalues of magnitude j
and satisfy the orthogonality conditions in Eqs. 4.26 and 4.27, can be chosen.

4.9.1 Design Sensitivity Analysis of Simple Eigenvalues

As before it is assumed that the design variables of the structural design problem is denoted
by ai; i = 1; : : : ; I , and the goal is to obtain expressions for eigenvalue sensitivities with
respect to these design variables. It is also assumed that the components of the K and M
matrices are smooth functions of design variables ai.
The direct approach to obtain the eigenvalue sensitivities is to dierentiate Eq. 4.24 with
respect to a design variable ai assuming that j is simple
@ K  + (K  M) @ j = @j M +  @ M  ; i = 1; : : : ; I (4.28)
j
@ai j @ai @ai j j @ai j
By premultiplying Eq. 4.28 by Tj and making use of Eq. 4.24, the following expression is
obtained for the eigenvalue sensitivity in case of simple eigenvalues j , see, e.g., Courant
& Hilbert (1953) and Wittrick (1962)
!
@j = T @ K  @ M  ; i = 1; : : : ; I (4.29)
j
@ai j @a
i @ai j
40 4.9. Design Sensitivity Analysis of Eigenvalues
where the term Tj Mj = 1 due to the M-orthonormalization, Eq. 4.26, has been omitted.
It appears that the only unknown quantities in Eqs. 4.29 are the derivatives of the K
and M matrices. As in the case of static S-A design sensitivity analysis, these derivatives
are calculated at the element level as in Eqs. 4.7 and 4.8, and then the eigenvalue design
sensitivities can be determined.
If all the design variables ai are changed simultaneously, then, as described in Section 4.7,
due to the dierentiability of simple eigenvalues with respect to the design variables, the
linear increment of the simple eigenvalue j can be found in the form

j = Tj
a r (4.30)
r
where j denotes the gradient vector of j and
a is the vector of changes of the design
variables ai !
r @ j
1
@ j
j = @a ; : : : ; @a ;
a = (
a1 ; : : : ;
aI )
I
(4.31)
These notations are useful for parametric studies of eigenvalues as well as for formulation
of optimization problems.

4.9.2 Design Sensitivity Analysis of Multiple Eigenvalues

When the solution of the generalized eigenvalue problem in Eq. 4.24 yields a N -fold
multiple eigenvalue
~ = j ; j = 1; : : : ; N (4.32)
where, for convenience, the repeated eigenvalues have been numbered from 1 to N , then
the computation of the sensitivities of this eigenvalue is not straight-forward. This is
due to the fact that the eigenvectors j ; j = 1; : : : ; N , of the repeated eigenvalues are not
unique. Thus, any linear combination of the eigenvectors will satisfy the original eigenvalue
problem, Eq. 4.24.
In the following sensitivity analysis we shall use such eigenvectors ~ j which remain con-
tinuous with design changes, see Courant & Hilbert (1953). For this purpose linear com-
binations of eigenvectors k are introduced
X
N
~ j = jk k ; j = 1; : : : ; N (4.33)
k=1
where jk are unknown coecients to be determined.
Works by Courant & Hilbert (1953), Wittrick (1962), and Lancaster (1964) have provided
a basis for calculating the sensitivities of multiple eigenvalues. It is shown that the de-
sign sensitivities of multiple eigenvalues can be found by formulation and solution of a
subeigenvalue problem.
Let us rst consider a small change "
ai of a single, arbitrarily chosen design parameter
ai where " is a small positive parameter. Due to the perturbation of this design variable
the K and M matrix will be incremented, i.e., the new matrices become
K + " @@aK
ai and M + " @@aM
ai; i = 1; : : : ; I (4.34)
i i
Chapter 4. General Expressions for Design Sensitivity Analysis 41
Then multiple eigenvalues and corresponding eigenvectors for the perturbed design can be
written as
j (ai + "
ai) = ~ + "j (ai;
ai ) + o("); j = 1; : : : ; N (4.35)
j (ai + "
ai) = ~ j + " j (ai ;
ai) + o("); j = 1; : : : ; N (4.36)
where j and  j are unknown eigenvalue and eigenvector sensitivities, respectively, and
o(") represents higher order terms.
Substituting Eqs. 4.34, 4.35, and 4.36 into the main eigenvalue problem in Eq. 4.24, we
obtain in the rst approximation
!
@ K ~ @ M ~ + (K ~M) =  M~ (4.37)
j j
@ai @ai j j

Premultiplying this equation by Ts gives

!
Ts @ K ~ @ M ~ =  T M~ ; s = 1; : : : ; N (4.38)
@ai @ai j j s j
Here the term Ts (K ~M) j =  Tj (K ~M)s drops out because s is the eigenvector
corresponding to ~.
Recalling that ~ j is the linear combination in Eq. 4.33 of the original eigenvectors k ,
from Eq. 4.38 the following system of linear algebraic equations of unknown coecients
jk is obtained
X ! !
N @ K ~ @ M
jk s @a  @a k j sk = 0; s = 1; : : : ; N
T (4.39)
k=1 i i
where the M-orthonormalization, Eq. 4.26, has been used.
A nontrivial solution to these equations only exists if the determinant of the system is
equal to zero
 ! 
@ K @ M
det  s @a ~ @a k sk  = 0; s; k = 1; : : : ; N; i = 1; : : : ; I
 T (4.40)
i i

This is the main equation for determining the coecients j ; j = 1; : : : ; N , of the power
series in Eq. 4.35 which represent the sensitivities of the multiple eigenvalue ~ with respect
to changes
ai of a single design parameter ai . As in the case of simple eigenvalues, the
derivatives of the K and M matrix, respectively, must be calculated rst, and then the
subeigenvalue problem of Eq. 4.40 is easily formulated and solved.
If the o-diagonal terms in the quadratic matrix of dimension N in Eq. 4.40 are equal
to zero, the eigenvalues of this matrix, i.e., the directional derivatives of the multiple
eigenvalue ~, are equal to the traditional Frechet derivatives obtained by using Eq. 4.29.
Let us consider the general case when all the design variables ai; i = 1; : : : ; I , are changed
simultaneously. It should be noted that multiple eigenvalues are not dierentiable in the
common sense, i.e., not Frechet-dierentiable, see, e.g., Haug, Choi & Komkov (1986). This
means that the expression for the eigenvalue increments in Eqs. 4.30 is no longer valid.
42 4.9. Design Sensitivity Analysis of Eigenvalues
Thus, to nd the sensitivities of multiple eigenvalues it is necessary to use directional
derivatives in the design space.
For this purpose, for the vector of design variables a = (a1; : : : ; aI ), a varied form a + "e is
q 2 where e is2 an arbitrary vector of variation e = (e1 ; : : : ; eI ) with the unit norm
considered,
kek = e1 + : : : + eI = 1 and " is a small positive parameter. The vector e represents
a direction in the design space along which the design variables ai are changed, and "
represents the magnitude of the perturbation in this direction.
As a result of perturbation of the vector a the matrices K and M are incremented and
become
X X
K + " @@aK ei; M + " @@aM ei
I I
(4.41)
i=1 i i=1 i
Using expansions for j and j in the form
j = ~ + "j + o("); j = 1; : : : ; N (4.42)
j = ~ j + " j + o("); j = 1; : : : ; N (4.43)
and performing the same manipulations as earlier, instead of Eq. 4.40 the following N -th
order equation for determining the sensitivities j of the eigenvalues j is obtained:
 X ! 
 I
T @ K @ M
det  s @a ~ @a k ei sk  = 0; s; k = 1; : : : ; N (4.44)
i=1 i i

If the generalized gradient vectors fsk of dimension I are introduced

! ! !
fsk = Ts@ K ~ @ M @ K ~ @ M
@a1  @a1 k ; : : : ; s @aI  @aI k
T (4.45)

then Eq. 4.44 takes the form

 
det  fskT e sk  = 0; s; k = 1; : : : ; N (4.46)
Note that fsk = fks due to the symmetry of the matrices K and M. Also note the notation
used here for the generalized gradient vectors fsk . The subscripts refer to the modes from
which the generalized gradient vector is calculated, i.e., fskT e is a scalar product.
Thus, knowing the eigenvectors k ; k = 1; : : : ; N , corresponding to the multiple eigenvalue
~, the generalized gradient vectors fsk can be constructed and the sensitivities j ; j =
1; : : : ; N , for any vector of variation e can be determined, i.e. for any direction in the
space of the design variables. The quantities j constitute the directional derivatives of
the multiple eigenvalue ~, cf. Eq. 4.42. In this form Eq. 4.46 was obtained by Bratus &
Seyranian (1983), and Seyranian (1987), see also Haug & Rousselet (1980b), Masur (1984,
1985), and Haug, Choi & Komkov (1986).
In many cases it is expedient to eliminate the unit vector e from Eq. 4.46 and establish
a formula for determining the increments
j ; j = 1; : : : ; N , of the N -fold eigenvalue ~
subject to a given vector
a = (
a1; : : : ;
aI ) of actual increments of the design variables
Chapter 4. General Expressions for Design Sensitivity Analysis 43
ai ; i = 1; : : : ; I . To this end, we multiply each of the components in Eq. 4.46 by ", note
from the foregoing that "e =
a and "j =
j ; j = 1; : : : ; N , and obtain
 
det  f T
a sk
  = 0; s; k = 1; : : : ; N
sk (4.47)
If we solve this N -th order algebraic equation for
, we obtain the increments
 =

j ; j = 1; : : : ; N , of the N -fold eigenvalue corresponding to the vector
a of actual
increments of the design variables.
As in the case of semi-analytical (S-A) design sensitivity analysis of static problems, pos-
sible inaccuracies in the approximate numerical dierentiation of the element stiness
matrices can lead to severe inaccuracy problems in the sensitivities of eigenvalues. This
problem will be investigated in Chapter 5.
The technique described above in principle solves the problem of design sensitivity anal-
ysis of eigenvalues. However, in the case of multiple eigenvalues, the problem of non-
dierentiability continues to be a potential source of diculty in relation to the numerical
optimization procedure based on common derivative information. Fortunately, in a numer-
ically based optimization system, the case of exactly coalescing eigenvalues is very unlikely
for most common structures, and in most cases this problem does not have a signicant
impact on the optimization procedure. However, for plate and shell structures, possibly
reinforced by stieners, multiple eigenvalues frequently occur and therefore Chapter 8 is
devoted to the special case of optimization of multiple eigenvalues.
44 4.9. Design Sensitivity Analysis of Eigenvalues
 Chapter
5
\Exact" Numerical Dierentiation of
Element Matrices
5.1 Introduction
T of various nite element
his chapter is devoted to the problem of obtaining \exact" numerical derivatives
matrices as the accuracy of the rst order nite dierence
approximations in the semi-analytical (S-A) method, see Eq. 4.8, is strongly dependent on
the chosen size of perturbation
ai of a shape design variable ai . This dependency arises
as the element matrices generally depend non-linearly on shape design variables, and in
some cases, so small perturbations are needed that computational round-o errors become
the problem. The inaccuracy problem associated with the S-A method in connection with
shape design variables is described in Section 5.2.
In order to avoid dependence on the chosen perturbation
ai, the goal is to construct a
method for \exact" numerical dierentiation of element matrices based on computationally
inexpensive rst order nite dierences. Here and in the following, derivatives obtained
by numerical dierentiation will be termed \exact derivatives" if they have no truncation
error due to neglection of higher order terms in their Taylor series expansion and are exact
except for computational round-o errors.
This goal may seem unattainable, but a closer study of the functions that form the element
matrices reveals that the same mathematical forms are common for large groups of nite
elements. For instance, the element matrices for all isoparametric elements with trans-
lational degrees of freedom and isoparametric Mindlin plate and shell elements depend
on the same class of functions. Similarly, the element matrices of a large class of nite
elements comprising Bernoulli-Euler beam and Kirchho plate and shell elements have a
similar mathematical structure. The members of these classes of matrices in general de-
pend non-linearly on the design variables, but are dened within a special mathematical
form. These element functions will be described in Section 5.3 where it is shown that the
mathematical form implies that their approximate numerical derivatives, computed by a
45
46 5.2. Problem of Inaccuracy in the Traditional Semi-Analytical Method
usual rst order nite dierence scheme, can be upgraded to \exact" derivatives by simple
multiplication by appropriate correction factors. The values of these correction factors can
be very easily pre-computed and be used throughout the procedure of design sensitivity
analysis. It follows as a remarkable side-eect of the \exactness" that the results become
totally independent of the magnitude of the perturbation.
In Section 5.4 \exact" numerical derivatives of various element matrices of 3D solid isopara-
metric nite elements will be found by using the results of Section 5.3. Similar derivations
are given in Sections 5.5 and 5.6 for 2D isoparametric solid elements and isoparametric
Mindlin plate nite elements, respectively. Due to simplicity, only shape design variables
are considered in these sections. Thus, it is assumed that the element matrices of a partic-
ular nite element only depend on shape design variables, i.e., design variables related to
nodal coordinates of elements. It is assumed that an element matrix depends on a given
sub-set from among the total set of shape design variables ai; i = 1; : : : ; Is, which in this
context is considered to be the global coordinates of the nite element nodal points. This
sub-set of the design variables is assumed to be renumbered and denoted by aj ; j = 1; : : : ; J ,
where J < Is.
Section 5.7 describes how derivatives of various element matrices can be found with re-
spect to generalized shape design variables, e.g., positions of master nodes as described in
Chapter 2, by using the results obtained in Sections 5.4, 5.5, and 5.6.
In Section 5.8 \exact" numerical derivatives of various element matrices are given for all
kinds of design variables, i.e., including sizing as well as material design variables.
Finally, the numerical eciency of the new method of S-A design sensitivity analysis and
the actual implementation is described in Section 5.9.

5.2 Problem of Inaccuracy in the Traditional Semi-

Analytical Method
Recent references have demonstrated that the method of S-A sensitivity analysis may
suer serious accuracy drawbacks in particular types of problems involving shape design
variables. A similar inaccuracy problem is not found if the analytical method or the overall
nite dierence technique of sensitivity analysis are employed. The problem must therefore
be attributed to the numerical dierentiation of the nite element stiness matrix that is
inherent in the S-A method, cf. Eqs. 4.7 and 4.8.
The inaccuracy problem associated with the S-A method was rst discovered by Barthe-
lemy, Chon & Haftka (1988) and the problem was rst encountered with a car model made
of 3D beam elements. The authors had previously used the overall nite dierence (OFD)
approach to design sensitivity analysis, see Section 4.2, but shifted to the S-A approach
due to its superiority with respect to computational eciency. The S-A method worked
excellently for sizing variables but for certain global dimensions of the car, i.e., for a few of
the shape design variables, inaccuracy problems were detected. For these shape variables
the S-A method proved to be very sensitive to the step size used in the nite dierence
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 47
approximation of the stiness matrix derivative, cf. Eqs. 4.7 and 4.8. Because the car
model was complex, Barthelemy, Chon & Haftka studied a cantilever beam subjected to a
moment at the free end. For this model problem where the length of the beam was taken
as a shape design variable they observed the same inaccuracy problem associated with the
S-A method for the sensitivity of the lateral tip displacement. The OFD method was used
as a reference method and the only problem encountered with this method was the usual
\step-size dilemma" as discussed in Section 4.2.
Two types of abnormal errors have been noticed by Barthelemy & Haftka (1988). For
beam- and plate-like structures, (I) the numerical errors of displacement sensitivities with
respect to shape design variables such as length increase quadratically with nite element
mesh renement. This observation would not be expected in advance as a traditionel nite
element analysis is known to converge to a stationary point with mesh renement if a
proper nite element is used, so this abnormal error type was surprising.
Another type of error problem appears in problems involving linearly elastic bending of
long-span beam-like structures. Here, (II) the errors of displacement sensitivities with
respect to beam length increase rapidly with the length of the beam, i.e., with the beam
aspect ratio. Barthelemy & Haftka (1988) observed that the error problem is not symp-
tomatic of only beam elements but can be expected for beam- and plate-like structures, no
matter what kind of nite element is used to model them.
Barthelemy & Haftka (1988) and Pedersen, Cheng & Rasmussen (1989) traced the inaccu-
racy problem for the beam model to the basic concept of the pseudo load vector, see Eq.
4.6, which is the load that must be applied to the structure to produce the displacement
sensitivity eld. In many cases of shape variations, the sensitivity displacement eld is not
a reasonable displacement eld for the structure and its boundary conditions. For exam-
ple, for beam- or plate-like structures, the displacement sensitivity to a length dimension
is dominated by shear rather than bending and in order to produce the unlikely shear-
dominated elds, the pseudo load must include large self-cancelling components. These
components will contain small truncation errors due to the nite dierence scheme used
and these errors are amplied into large errors in the displacement sensitivity.
A local error index for the S-A truncation error was developed by Barthelemy, Chon
& Haftka (1988) for beam and plane truss elements based on an examination of error
contribution of each nite element. Using these error indices they found that elements
which undergo large rigid body motions contribute the most to the total error. This
observation was later analyzed in detail by Cheng & Olho (1991, 1993) who introduced
a rigid body motion test for detection of errors in the S-A sensitivities.
Pedersen, Cheng & Rasmussen (1989) studied the same model problem of a cantilever beam
with a tip moment and observed that the components of the beam element stiness matrix
depend on the design variable considered, i.e., the element length, in three dierent powers.
Thus, using a rst order forward nite dierence approximation of the stiness matrix
derivative, the derivatives of these components are of dierent accuracy. These uneven
truncation errors result in relative errors of the pseudo forces that are dierent from those
of the pseudo moments in the pseudo load vector. These dierent inaccuracies of the pseudo
load components due to the forward (or backward) nite dierence scheme are shown by
48 5.2. Problem of Inaccuracy in the Traditional Semi-Analytical Method
Pedersen, Cheng & Rasmussen to be the reason for the two types of error problems for
this model problem, i.e., they showed for this model problem that the sensitivity error is
proportional to the relative length dierence, but unfortunately it is also proportional to
the square of the number of nite elements. Furthermore, they showed that a second order
central nite dierence scheme cannot remove the inaccuracy problem. However, using
a central nite dierence approximation of the stiness matrix derivative, the sensitivity
error is proportional to the square of the relative length dierence and thereby much
reduced. The dependence on the square of the number of elements is not removed.
This important work of error analysis by Pedersen, Cheng & Rasmussen (1989) was ex-
tended by Olho & Rasmussen (1991a) by deriving the analytical solution to the global set
of nite element equations for the S-A design sensitivity analysis problem for any degree of
discretization. This enabled the authors to precisely identify and explain the source of the
numerical inaccuracy problem to originate from the forward nite dierence approximation
of the stiness matrix. The non-uniform distribution of pseudo load errors is such that it
has a very critical in uence on the displacement design sensitivities as the nite element
mesh is rened because the values of the latter, which should be mesh independent, re-
sult from subtractions and additions of an increasing number of increasingly large terms
as the number of nite elements increases with the mesh renement. They also showed
mathematically that the error of the sensitivity of the lateral tip displacement increases
quadratically with the number of nite elements used to model the beam, see also Fenyes
& Lust (1991).
Dierent approaches have been suggested for improvement of inaccurate S-A design sensi-
tivities. Haftka & Adelman (1989) have advocated the use of central dierences instead of
forward dierences which implies additional computational cost. The use of second order
central nite dierences reduces the error problem as described above but it cannot remove
it. Furthermore, central dierences involve a doubling of the computation time needed to
calculate the stiness matrix derivative. Therefore, the approach of using higher order
nite dierences has not been chosen. Cheng, Gu & Zhou (1989) proposed an alternate
forward/backward nite dierence scheme which preserves the computationally eciency
of the S-A method. Cheng, Gu & Wang (1991) introduced a second order correction
method but none of these methods can completely eliminate the inaccuracy problem. Ol-
ho & Rasmussen (1991b) developed an ecient method of error elimination by \exact"
numerical dierentiation which eliminates errors associated with mesh renement and de-
sign variable perturbation for a class of problems that comprises the beam model problem.
Their initial approach to remove the inaccuracy problem forms the basis for the method
of \exact" numerical dierentiation which will be described later in this chapter.
A recent paper by Cheng & Olho (1991, 1993) is also devoted to the problem of error
elimination, and a geometrical-physical interpretation of the in uence of the error associ-
ated with the rst order forward dierence approximation
k=
ai to the element stiness
derivative @ k=@ai , cf. Eq. 4.8, is presented. The contribution from the matrix derivative
to the element pseudo loads are given by (@ k=@ai )d, see Eq. 4.6 and 4.9, where d is the
vector of nodal displacements of the element. Now, any displacement vector d can be sub-
divided into three vectors: a vector dt for the rigid body translation, a vector dr for the
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 49
rigid body rotation, and a vector for the remaining part of d which is associated with the
actual deformation of the nite element. Along the same lines as a proper nite element
should possess the rigid body motion capabilities kdt = 0 and kdr = 0 (vanishing of the
element nodal forces associated with dt and dr ), it is clear that all the components of the
element pseudo loads associated with a rigid body translation and rotation, respectively,
should vanish such that (@ k=@ai )dt = 0 and (@ k=@ai )dr = 0. Cheng & Olho show
that the latter conditions are satised for both sizing and shape design variables when
analytical design sensitivities @ k=@ai are used.
Now, Cheng & Olho show that if the design sensitivities are replaced by their forward
dierence approximations, then the conditions (
k=
ai )dt = 0 and (
k=
ai )dr = 0
are also both satised if ai is a sizing design variable. However, if ai is a shape design vari-
able, only the former condition is satised, i.e., only the approximate element pseudo loads
associated with a rigid body translation vanish. Hence the latter condition is generally
not satised if ai is a shape variable which means that the components of the approximate
element pseudo loads that correspond to a rigid body rotation do not vanish in general,
i.e., (
k=
ai )dr 6= 0. This fact was also shown later by Mlejnek (1992).
Thus, the conclusion from Cheng & Olho (1991, 1993) is that in S-A design sensitivity
analysis with a shape design variable ai, the use of the rst order nite dierence approx-
imation
k=
ai in Eq. 4.8 generally introduces an error in the form of an extra moment
to the exact element pseudo loads, and that this extra moment is the resultant of the
approximate pseudo loads associated with the rigid body rotation of the element. The ex-
tra (error) pseudo moments from each nite element become aggregated as a nonuniform
distribution of errors of the system level pseudo loads in the process of assembling the
system level, see Eq. 4.7 (with @ replaced by
throughout), and are responsible for the
errors of the approximate displacement design sensitivities
D=
ai .
It is the conclusion of the above-mentioned papers concerning the accuracy of the S-A
method of design sensitivity method, that the numerical dierentiation of the nite ele-
ment stiness matrix that is inherent in the S-A method in certain cases may result in
serious inaccuracy problems. The problems may occur for design sensitivities with respect
to structural shape design variables in problems where the displacement eld is character-
ized by rigid body rotations which are large relative to actual deformations of the nite
elements, i.e., for example in problems involving linearly elastic bending of long-span,
beam-like structures, and of plate and shell structures. However, it should be noted that
the S-A method works excellently for most problems and the inaccuracy problem is only
encountered for the above-mentioned type of design sensitivity analysis problems.
In order to obtain a robust method for design sensitivity analysis for all possible design
problems, the goal has been to construct a method for \exact" numerical dierentiation
of the nite element matrices and in order to maintain the computationally eciency the
method must be based on rst order nite dierences, i.e., higher order nite dierences
as central dierences are not used. Such a method has been developed and published by
Olho, Rasmussen & Lund (1992) and Lund & Olho (1993a, 1993b), and the remainder
of this chapter is devoted to a presentation of this new method of S-A design sensitivity
analysis.
 50 5.3. \Exact" Numerical Dierentiation of Special Element Functions
5.3 \Exact" Numerical Dierentiation of Special El-
ement Functions
The foundation for the new S-A method using \exact" numerical dierentiation of nite
element matrices is the observation, that element functions g, used in the denition of
element matrices for large groups of nite elements, have the same mathematical form.
This observation and the results described in this section were made by Niels Olho in
initial studies of the inaccuracy problem.
For instance, the element matrices for all isoparametric elements with translational degrees
of freedom and isoparametric Mindlin plate and shell elements depend on the same class
of element functions g. Similarly, the element matrices of a large class of nite elements
comprising Bernoulli-Euler beam and Kirchho plate and shell elements have a common
mathematical structure. The latter kind of nite elements will not be discussed in this
chapter but a description of \exact" numerical dierentiation of such elements can be found
in Olho, Rasmussen & Lund (1992).
It should be noted that in the present context, the design variables are assumed to be shape
design variables in the form of the global coordinates of the nite element nodal points. The
element matrices of a particular nite element only depend on a given sub-set from among
the total set of shape design variables ai; i = 1; : : : ; Is. This sub-set of the design variables
is renumbered and denoted by aj ; j = 1; : : : ; J , where J < Is. J is, at maximum, equal to
the total number of nodal coordinates of the element.
In the case of isoparametric nite elements, the element matrices turn out to depend on
element functions g, which, in general, depend non-linearly on the design variables, i.e.,
on the nodal coordinates. The element functions g are incomplete polynomia and dened
by the following form:
g(a1; : : : ; aJ ) = pj (a1 ; : : : ; aj 1; aj+1; : : : ; aJ ) + qj (a1 ; : : : ; aj 1; aj+1; : : : ; aJ )
(aj )rj ;
rj 2 @ [ f0g; j = 1; : : : ; J (5.1)
Thus, a function g is such that for any j , the term pj and the coecient qj 6= 0 are
independent of aj . The design variable aj appears in one and only one power rj which
belongs to the set @ [ 0 of non-negative integers. Although not stated explicitly, pj and
qj , and therefore the element function g, will generally depend on the local coordinates
within the nite element. Typically, g may represent the determinant or components of the
Jacobian matrix or components of other matrices in the denition of an element matrix.
It should be noted that for isoparametric elements, the power rj is always 0 or 1, but for
reasons of generality, the presentation in this section covers any power rj , thereby making
the theory generally applicable to other types of elements, cf. Olho, Rasmussen & Lund
(1992).
Before numerical derivatives of an element function are considered, let us dene the fol-
lowing standard nite dierence operators d(akj) for numerical dierentiation of a function
f with respect to a design variable aj :
d(0)
aj f = 0
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 51

d(1)
f 1
aj f =
a =
a (f (aj +
aj ) f (aj ))
j j
d(2) 1
aj f = 2
a (f (aj +
aj ) f (aj
aj )) (5.2)
j
d(3) 1
aj f = 6
a ( f (aj + 2
aj ) + 6f (aj +
aj ) 3f (aj ) 2f (aj
aj ))
j
d(4) 1
aj f = 12
a ( f (aj + 2
aj ) + 8f (aj +
aj ) 8f (aj
aj ) + f (aj 2
aj ))
j
:::
In Eq. 5.2, the symbol k in d(akj) designates the order of the complete polynomial for which
the standard nite dierence operator d(akj) yields the exact numerical derivative of the
function f .
An element function g as dened by Eq. 5.1 is now substituted into the usual rst or-
der forward dierence expression for numerical dierentiation with respect to aj , i.e., the
formula for k = 1 in Eq. 5.2,

g = 1 (g(a +
a ) g(a )) (5.3)
j j j

aj
aj
=
1a (pj + qj
(aj +
aj )rj pj qj
(aj )rj ) ; j = 1; : : : ; J
j
Then, in Eq. 5.2, set k equal to the value of rj associated with aj , i.e.,
@g = d(k=rj )g; j = 1; : : : ; J (5.4)
@aj aj
and introduce the symbol j for the relative perturbation of aj , i.e.
j =
aaj > 0; j = 1; : : : ; J (5.5)
j
Substitute now g from Eq. 5.1 into the right hand side of Eq. 5.4, and consider the
formulas in Eq. 5.2 for f = g and k = rj = 0; 1; 2; : : :. For each value of rj , the following
proportional relationship is easily established between the analytical (and exact) derivative
@g=@aj and its rst order nite dierence approximation
g=
aj :
@g = c
g ; r 2 @ [ f0g; j = 1; : : : ; J (5.6)
@aj rj
aj j
The proportionality factors crj are called correction factors and are found to depend only
on j (for crj > 1)
c0 = 0
c1 = 1
 1
c2 = 1 + 21 j
  1
c3 = 1 + j + 13 j2 (5.7)
52 5.3. \Exact" Numerical Dierentiation of Special Element Functions
 3 1  1
c4 = 2 3
1 + j + j + j
2 4
::: 0 k1 ! 11
1 X k
ck = @ k p j(k 1) pA
p=0
where the latter expression for ck is given in terms of binomial coecients.

g (a 1 ,...,a j ,...,aJ )

∂g ∆g
∂ aj
= c rj ∆ a
j
∆g
∆ aj

aj

Figure 5.1: Illustration of relationsship between the analytical derivative @g=@aj and its
rst order nite dierence approximation
g=
aj .

In Fig. 5.1 this relationship of proportionality between the analytical derivative @g=@aj
of an element function g and its rst order nite dierence approximation
g=
aj is
illustrated.
The following important points concerning the above development should be noted:
 Eqs. 5.5 - 5.7 represent an ecient and simple computational scheme for deter-
mining \exact derivatives" of element functions g by application of correction
factors to computationally inexpensive rst order dierences. Truncation errors
are completely avoided.
 The correction factors in Eq. 5.7 are independent of the actual values of the
design variables and can therefore be precomputed for a selected nite value of
j > 0. These values of the correction factors are then applicable in all future
sensitivity analyses, provided that the original value of j is observed when
computing the value of
aj = j aj to be used in Eq. 5.6.
Hence, using Eq. 5.5 the absolute perturbation j can be eliminated in Eq. 5.6 which may
be rewritten as
@g = c
g = crj ( g((1 +  )a ) g(a ) ) ; r 2 @ [ 0; j = 1; : : : ; J (5.8)
@aj rj
aj j aj j j j j
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 53
where the value of j > 0 has been preselected.
Eqs. 5.7 and 5.8 are the main expressions to be used when calculating derivatives of various
element matrices for isoparametric nite elements.

5.4 3D Solid Isoparametric Finite Elements

In this section the method of \exact" numerical dierentiation described in Section 5.3 is
used to determine \exact" numerical derivatives of element matrices and vectors for 3D
isoparametric hexahedral (brick) nite elements with respect to shape design variables in
the form of nodal coordinates. These elements are described in Appendix A where all
element matrices and vectors are given. Local coordinates, domain, and nodal degrees of
freedom for these isoparametric nite elements can be seen in Fig. 5.2.

z,w
ζ
η

y,v
x,u

Figure 5.2: Domain, node numbering, and nodal degrees of freedom of 3D isoparameric
nite elements.

5.4.1 Derivative of Element Stiness Matrix

The element stiness matrix k is given by
Z
k=

BT E B jJj d
(5.9)
Here,
is the domain of the nite element described in curvilinear, non-dimensional  --
coordinates for the element, see Fig. 5.2, and jJj is the determinant of the Jacobian matrix
J which at each point denes the transformation of dierentials d , d, and d into dx,
dy, and dz. Like J, the strain-displacement matrix B depends on coordinates of the nodal
points, whereas the constitutive matrix E depends only on the constitutive parameters
of the assumed linearly elastic material. The expressions for the Jacobian J and for the
strain-displacement matrix B are given in the following.
54 5.4. 3D Solid Isoparametric Finite Elements
Let us recall that within the isoparametric formulation of a nite element with an arbitrary
number n of nodal points, the same set of shape functions
Ni = Ni(; ;  ); i = 1; : : : ; n (5.10)
is used for interpolation of global x, y, and z coordinates from nodal values xi , yi, and zi
and of displacements functions u, v, and w from nodal values ui, vi, and wi, i.e.,
X
n X
n X
n
x = Nixi ; y = Niyi; z = Nizi (5.11)
i=1 i=1 i=1
X
n X
n X
n
u(x; y; z) = Niui; v(x; y; z) = Nivi; w(x; y; z) = Niwi (5.12)
i=1 i=1 i=1
Shape functions Ni; i = 1; : : : ; n, for the two implemented 3D solid isoparametric nite
elements are given in Appendix A in Tables A.1 and A.2.
In terms of the vector di of nodal degrees of freedom
di = fui vi wigT ; i = 1; : : : ; n (5.13)
the element nodal vector d containing nodal displacements is
d = fdT1 dT2 : : : dTi : : : dTn gT (5.14)
and the strain vector function " is
"(x; y; z) = f"x "y "z xy yz xz gT (5.15)
with their mutual relationship dened by
"=Bd (5.16)
The strain-displacement matrix B is determined by operating on the shape functions Ni,
and it is found that
B = [ b1 b2 : : : bi : : : bn ] (5.17)
where the submatrix bi , which is associated with the nodal point i of the nite element,
has the form 2 3
66 N i;x 0 0 7
66 0 Ni;y 0 777
bi = 6666 N0 N0 N0i;z 7777 ; i = 1; : : : ; n (5.18)
66 i;y i;x 7
4 0 Ni;z Ni;y 75
Ni;z 0 Ni;x
Here, the derivatives of the shape functions Ni with respect to x, y, and z are given by
8 9 2 38 9 8 9
>
< i;x = 6 x x x 7 < i; >
N > ; ; ; > N = >
< Ni; >
=
N = 6 ; ; ; 7 Ni; = N i; ; i = 1; : : : ; n (5.19)
>
: Ni;z >; 4 ;z ;z ;z 5 > : Ni; > >
: Ni; >
i;y y y y
; ;
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 55
where the matrix is the inverse
=J 1 (5.20)
of the Jacobian
2 3 2 3
66 x; y; z; 77 Xn66 N i; x i N i; y i Ni; z i 7
J = 4 x; y; z; 5= 4 Ni; xi Ni; yi Ni; zi 75 (5.21)
x; y; z; i=1 Ni; xi Ni; yi Ni; zi

Note that J is expressed in terms of the derivatives of Ni; i = 1; : : : ; n, with respect to the
curvilinear element coordinates  , , and  and of the coordinates (xi ; yi; zi), i = 1; : : : ; n,
of each of the n nodal points of the nite element.
Now all terms necessary for calculating the element stiness matrix in Eq. 5.9 are dened,
and in order to determine its derivative, Eq. 5.9 is dierentiated with respect to any of
the shape design variables aj ; j = 1; : : : ; J , leading to
" #
@ k = Z @ BT E B + BT E @ B jJj d
+ Z BT E B @ jJj d
; (5.22)
@aj
@aj @aj
@aj
j = 1; : : : ; J
Since the elasticity matrix E is symmetric, each of the two matrix terms in the rst integral
in Eq. 5.22 is equal to the transpose of the other, and the matrix term in the second integral
is symmetric in itself. Application of this observation can reduce Eq. 5.22 to a more simple
expression. Introducing the notation [ ]S for the operation
 
[C]S = 1 CT + C (5.23)
2
of symmetrization of a quadratic matrix C, Eq. 5.22 can be rewritten as
" # " #
@ k = Z 2 BT E @ B jJj d
+ Z BT E B @ jJj d
; j = 1; : : : ; J (5.24)
@aj
@aj S
@aj S
If a matrix B^ (j) is dened as
@ B + B @ jJj
B^ (j) = @a (5.25)
j 2jJj @a j
then Eq. 5.24 can be written in compact form as
@ k = 2  Z BT E B^ (j) jJj d
 ; j = 1; : : : ; J (5.26)
@aj
S
It is seen that Eq. 5.26 is of the same form as Eq. 5.9 so existing subroutines for com-
putation of k can be used to compute the derivative @ k=@aj , provided that the strain-
displacement matrix B can be substituted by B^ (j) determined from Eq. 5.25 and the full
matrix k is calculated so that the symmetrization operation, Eq. 5.23, of the matrix in
Eq. 5.26 can be carried out.
However, in the following the form of Eq. 5.22 will be preferred instead of the compact
form of Eq. 5.26 as it makes it easier to follow the derivations given.
It is seen from Eq. 5.22 that the derivatives of the determinant jJj and of the components
in the strain-displacement matrix B must be determined before the derivatives @ k=@aj ,
j = 1; : : : ; J , of the element stiness matrix can be calculated.
56 5.4. 3D Solid Isoparametric Finite Elements
5.4.2 \Exact" Numerical Dierentiation of J and B j j

In this section it will be shown that \exact" numerical derivatives of the Jacobian J and
of the strain-displacement matrix B can be obtained on the basis of \exact" numerical
dierentiation by applying Eqs. 5.1, 5.7, and 5.8 in Section 5.3.
Note rst that all the shape functions Ni; i = 1; : : : ; I , of the nite element depend only
on the non-dimensional curvilinear coordinates  , , and  within the element and thus
are independent of the actual geometry of the element. The shape functions and their
derivatives with respect to local coordinates are therefore independent of the shape design
variables aj ; j = 1; : : : ; J .
Consider rst the Jacobian matrix J in Eq. 5.21. The determinant jJj of this matrix can
be found as jJj = J11cof (J11) + J22 cof (J22) + J33 cof (J33), where cof denotes cofactor. It
is thereby seen that any coordinate x, y, or z will appear only linearly in the expression
for the determinant jJj. Thus, the scalar jJj will be either independent or a linear function
of any of the shape design variables aj , and the derivative of jJj can therefore be found
by applying Eqs. 5.8 where the correction factor crj = 1, cf. Eq. 5.7. The following
expression for the derivative @ jJj=@aj ; j = 1; : : : ; J , is obtained:
@ jJj =
J = 1 ( jJ((1 +  )a )j jJ(a )j ) ; j = 1; : : : ; J (5.27)
j j j
@aj
aj j aj
The computation of derivatives of components of the strain-displacement matrix B requires
dierentiation of bi with respect to aj and hence of the derivatives of Ni;x, Ni;y , and Ni;z ,
see Eqs. 5.17, 5.18, and 5.19. This involves dierentiation of the matrix , and since the
components qp of this matrix are given by qp = jJj 1cof (Jpq ), these components cannot
be dierentiated exactly on the basis of a simple polynomial approximation. This diculty
can be circumvented by dierentiating the identity J = I, where I is the identity matrix,
which gives
@ = @ J ; j = 1; : : : ; J (5.28)
@a j @a j
From Eq. 5.21 it is seen that each of the components of the Jacobian matrix J is either
independent or a linear function of any of the shape design variables aj ; j = 1; : : : ; J ,
from among the set of coordinates xi , yi, and zi of the element nodal points. Hence, the
derivative of each of the components in the Jacobian matrix J can be determined using
Eq. 5.8.
The derivative @ B=@aj can be written as
" #
@ B = @ b1 @ b2 : : : @ bi : : : @ bn (5.29)
@aj @aj @aj @aj @aj
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 57
where 2 3
@Ni;x 0 0 77
66@aj
66 77
0 @N
66
@aj
i;y
0 77
66 7
66 @N i;z 7 77
@ bi = 66 0 0 @aj 77 ; i = 1; : : : ; n
@aj 666 @Ni;y @Ni;x 0 77 (5.30)
66
@aj @aj 7
77
0
66 @N i;z @N i;y 7 7
66 @aj @aj 777
64
@Ni;z 0 @Ni;x 5
@aj @aj
The derivatives of Ni;x, Ni;y , and Ni;z , i.e., the components in the strain-displacement
matrix B, can then be found using Eqs. 5.8, 5.19, and 5.28:
8 9 8 9
> N > > Ni; >
@ < Ni;x = = @ < N =
@aj >
: Ni;z >
i;y
; @aj >: Ni; >
i;
;
8 9
@ J < Ni; >
> =
= @aj > N (5.31)
: Ni; >
i;
;
8 9
>
< Ni;x > =
@ J
= J 1 @a > Ni;y >
j :N ;
i;z
8 9
>
< Ni;x >
=
= J 1 1 [ J((1 + j )aj ) J(aj )] > Ni;y > ;
j aj : Ni;z ;
i = 1; : : : ; n; j = 1; : : : ; J
Now all terms needed for the \exact" numerical derivative of the stiness matrix, cf. Eq.
5.22, are found using rst order nite dierences, i.e., using \exact" semi-analytical design
sensitivity analysis.
In fact, only a comparatively small amount of additional work is required to derive the
corresponding expressions for analytical design sensitivity analysis. Such derivations can
be found in Wang, Sun & Gallagher (1985), El-Sayed & Zumwalt (1991), and Olho,
Rasmussen & Lund (1992). These analytical expressions have not been implemented in
ODESSY because the method of \exact" numerical dierentiation is just as accurate within
computational round-o errors. Furthermore, as many dierent kinds of generalized shape
design variables are available in ODESSY, it would take a lot of work to obtain analyti-
cal sensitivities of the relations between derivatives of generalized shape design variables
Am ; m = 1; : : : ; M (governing positions of master nodes controlling the shape of, e.g.,
b-splines), and derivatives of shape design variables aj ; j = 1; : : : ; J , which represent ele-
ment nodal coordinates. If analytical sensitivity analysis is not carried out in all evaluation
steps, then there is no reason to introduce it here, so we will stay within the semi-analytical
58 5.4. 3D Solid Isoparametric Finite Elements
approach to design sensitivity analysis. In Section 5.7 it is described how derivatives with
respect to generalized shape design variables Am can be related to derivatives with respect
to shape design variables aj .

5.4.3 Stress Sensitivities

The stress components for a particular nite element are assembled in the stress vector
function (x; y; z) = fx y z xy yz xz gT which is given by
   
 = E " "th = E Bd "th (5.32)
in terms of the elasticity matrix E, strain-displacement matrix B, element nodal displace-
ment vector d, and possible initial thermal strains "th. These thermally induced strains
are given by
n o n o
"th = "thx "thy "thz xyth yzth xzth T = T^ T^ T^ 0 0 0 T ; T^ = T T0 (5.33)
where  is a matrix containing thermal expansion coecients, T is the temperature at the
given point, and T0 is the temperature at which the structure is free of thermally induced
strains.
The stress design sensitivities @  =@aj with respect to any shape design variable aj ; j =
1; : : : ; J , becomes
!
@ = E @B d + B @d @ "th ; j = 1; : : : ; J (5.34)
@aj @aj @aj @aj
where ( )
@ "th = @T @T @T 0 0 0 T ; j = 1; : : : ; J (5.35)
@aj @aj @aj @aj
The sensitivities @ B=@aj are given by Eqs. 5.29, 5.30, and 5.31 and the element nodal
displacement sensitivities @ d=@aj and the temperature sensitivities @T=@aj for the element
are known from the solutions of Eqs. 4.6 and 4.22, respectively.
The stress sensitivities can be calculated in a similar way for 2D solid isoparametric ele-
ments and isoparametric Mindlin plate and shell elements, so Eqs. 5.34 and 5.35 can be
adopted immediately for these elements.

5.4.4 Derivative of Element Mass Matrix

The consistent element mass matrix m is given by
Z
m=

% NT N jJj d
(5.36)
Here,
is the domain of the nite element in its local coordinate system, see Fig. 5.2, % the
mass density, N contains shape functions Ni , and jJj is the determinant of the Jacobian
matrix J.
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 59
The derivative of the mass matrix can be found by dierentiating Eq. 5.36 with respect
to any of the shape design variables aj ; j = 1; : : : ; J , i.e.,
@ m = Z % NT N @ jJj d
; j = 1; : : : ; J (5.37)
@aj
@aj
The derivative of the determinant jJj of the Jacobian matrix is given by Eq. 5.27 so
all terms needed for calculating the \exact" numerical derivative of the mass matrix are
known.

5.4.5 Derivative of Element Initial Stress Stiness Matrix

Next derivatives of the element initial stress stiness matrix, also called element geometric
stiness matrix, are considered. In the derivation of element initial stress stiness matrices
it is convenient to reorder nodal degrees of freedom by introducing the element displace-
ment vector d, where translational d.o.f. are reordered so that rst all x-direction d.o.f.
are given, then y, and then z as follows
d = fu1 u2 : : : ui : : : un v1 v2 : : : vi : : : vn w1 w2 : : : wi : : : wngT (5.38)
Relating d.o.f. to the reordered element vector d the element initial stress stiness matrix
k for the 3D isoparametric nite elements is given by
Z
k =

GT S G jJj d
(5.39)
Here,
is the domain of the nite element described in curvilinear, non-dimensional  --
coordinates for the element, see Fig. 5.2, G a matrix obtained by appropriate dierentia-
tion of shape functions Ni, S a matrix of initial stresses, and jJj is the determinant of the
Jacobian matrix J.
The matrix G is given by 2 3
66 g 0 0 77
G=4 0 g 0 5 (5.40)
0 0 g
where each submatrix g is given by
2 3
Ni;x
g = 664 Ni;y 77
5 ; i = 1; : : : ; n (5.41)
Ni;z
The stress matrix S is given by 2 3
s 0 0
S = 664 0 s 0 775 (5.42)
0 0 s
and each submatrix s is dened as
2 3
 x  xy xz
s = 664 xy y yz 775 (5.43)
xz yz z
60 5.4. 3D Solid Isoparametric Finite Elements
Here x, xy , etc., are stresses found by an initial static stress analysis.
If Eq. 5.39 is dierentiated with respect to any of the design variables aj ; j = 1; : : : ; J ,
the following expression for the \exact" numerical derivative of the initial stress stiness
matrix is obtained
" #
@ k = Z @ GT S G + GT @ S G + GT S @ G jJj d

@aj
@aj @aj @aj
Z
+ GT S G @@ajJj d
; j = 1; : : : ; J (5.44)

j
Thus, it is necessary to nd the derivatives of the components in the stress matrix S, of
the determinant jJj of the Jacobian, and of the components of the matrix G.
The derivatives of the components in the stress matrix S, i.e., the stress sensitivities,
are given by Eq. 5.34, and the derivative of the determinant jJj is given by Eq. 5.27.
The matrix G contains the components Ni;x, Ni;y , and Ni;z , i.e., the same components as
involved in the denition of strain-displacement matrix B, see Eqs. 5.17, 5.18, 5.40, and
5.41. The derivatives of these components are given by Eq. 5.31. Thus, all terms necessary
for evaluating the \exact" numerical derivative of the element initial stress stiness matrix,
cf. Eq. 5.44, are now found.

5.4.6 Derivative of Thermal Element \Stiness Matrix"

The thermal element \stiness matrix" consists of contributions from the heat conduction
matrix kth given by Z
k =
BthT  Bth jJj d

th (5.45)
Here,
is the domain of the nite element in its local coordinate system, see Fig. 5.2,
Bth a matrix obtained by appropriate dierentiation of shape functions Ni,  the thermal
conductivity matrix, and jJj is the determinant of the Jacobian matrix J. If the material
is isotropic,  can simply be replaced by the scalar , the conductivity coecient.
The matrix Bth is given by
h i
Bth = bth1 bth2 : : : bthi : : : bthn (5.46)
where the submatrix bthi, which is associated with the nodal point i of the nite element,
has the form 2 3
N i;x
bthi = 664 Ni;y 775 ; i = 1; : : : ; n (5.47)
Ni;z
In case of boundary conditions in terms of convection heat transfer, the thermal \stiness
matrix" receives additional contributions given by the element matrix h
Z
h= !2
NT h N jJj d! (5.48)
Here, !2 is the surface of the nite element described in curvilinear, non-dimensional  ,
  , or   coordinates for the element, for which the convection boundary condition
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 61
is applied. N contains shape functions Ni, h is the convection coecient specied, and jJj
is the determinant of the Jacobian matrix J for the surface !2 .
If Eqs. 5.45 and 5.48 are dierentiated with respect to any shape design variable aj ; j =
1; : : : ; J , the following expressions for the derivatives of the thermal \stiness matrices"
are obtained 2 3
@ kth = Z 4 @ Bth T  Bth + BthT  @ Bth 5 jJj d
+ Z BthT  Bth @ jJj d
(5.49)
@aj
@aj @aj
@aj
and
@ h = Z NT h N @ jJj d!; j = 1; : : : ; J (5.50)
@aj !2 @aj
The derivative of the determinant jJj is given by Eq. 5.27, and derivatives of the compo-
nents Ni;x, Ni;y , and Ni;z in the matrix Bth, see Eqs. 5.46 and 5.47, are given by Eq. 5.31.
All terms required for evaluating the \exact" numerical derivatives in Eqs. 5.49 and 5.50
are therefore found.

5.4.7 Derivative of Consistent Load Vector

In this section \exact" numerical derivatives will be found for the consistent element load
vector f which is given by
Z Z
f =
NT FB jJj d
+ ! NT FS jJj d! (5.51)
where
is the domain of the nite element in its local coordinate system, FB represents
body forces, ! the surface described in curvilinear, non-dimensional  ,   , or  
coordinates for the element at which surface forces FS are applied, and N contains shape
functions Ni. In the surface integral, N and jJj are evaluated on !.
If initial thermally induced strains have to be taken into account, the consistent nodal
force vector f th due to thermally induced strains is calculated as
Z
f th = BT E "th jJj d

(5.52)
"th
where is an element vector containing thermally induced strains as given by 5.33.
Taking the same approach as previously, the load vectors in Eqs. 5.51 and 5.52 is dieren-
tiated with respect to any of the design variables aj ; j = 1; : : : ; J , leading to the following
expressions for the \exact" derivatives
@ f = Z NT F @ jJj d
+ Z NT F @ jJj d!; j = 1; : : : ; J (5.53)
B S
@aj
@aj ! @aj
and " #
@ f th = Z @ BT E "th + BT E @ "th jJj d
+ Z BT E "th @ jJj d
; (5.54)
@aj
@aj @aj
@aj
j = 1; : : : ; J
Here, the derivative @ "th=@aj of the element thermally induced strains is given by Eq. 5.35,
@ jJj=@aj is given by Eq. 5.27, and \exact" numerical derivatives of the strain-displacement
matrix B are given by Eqs. 5.29, 5.30, and 5.31.
62 5.5. 2D Isoparametric Finite Elements
5.4.8 Derivative of Consistent Thermal Flux Vector
Finally, \exact" numerical derivatives of the thermal ux vector will be determined for the
3D isoparametric nite elements.
The consistent thermal nodal ux vector q is given by
Z Z
q= !1
NT qS jJj d! + !2
NT h Te jJj d! (5.55)
where the rst term derives from specied ux at the surface !1 and the latter term from
a specied convection boundary condition at surface !2. The surfaces !1, !2 are described
in curvilinear, non-dimensional  ,   , or   coordinates for the element. The
scalar qS is prescribed ux normal to the surface !1, N contains shape functions Ni that
are evaluated on the surface !, jJj the determinant of the Jacobian matrix for the surface
!, h the convection coecient specied, and Te is the environmental temperature specied
for the convection boundary condition.
The derivative @ q=@aj then can be determined by
@ q = Z NT q @ jJj d! + Z NT h T @ jJj d! (5.56)
S e
@aj !1 @aj !2 @aj
where @ jJj=@aj is given by Eq. 5.27.
Now \exact" numerical derivatives have been determined for all implemented element
matrices and vectors of the 3D isoparametric nite elements.

5.5 2D Isoparametric Finite Elements

Next, \exact" numerical derivatives of element matrices and vectors of the implemented 3-,
4-, 6-, 8-, and 9-node 2D isoparametric nite are considered. These elements are formulated
for both plane stress, plane strain, and axisymmetric situations and they are described in
Appendix A where all element matrices and vectors are given. Local coordinates, domain,
and nodal degrees of freedom for these 2D isoparametric nite elements can be seen in Fig.
5.3.
Shape functions for the implemented 3-, 4-, 6-, 8-, and 9-node 2D elements are given in
Apppendix B in Tables B.4, B.1, B.5, B.2, and B.3, respectively.
In case of triangular isoparametric elements, the interpolation functions are dened con-
veniently in terms of non-dimensional area coordinates 1, 2, and 3 within the element
as shown in Fig. 5.3. Only two of the three dimensionless area coordinates are mutually
independent, due to the area constraint relation
1 + 2 + 3 = 1 (5.57)
If 1 and 2 are selected as independent coordinates the following relations are obtained
1 = ; 2 = ; 3 = 1   (5.58)
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 63

(axissymmetry
of rotational
)
y,v η
(z,w) ξ1
ξ2
ξ3
ξ

x,u
(r,u)

Figure 5.3: Domain, node numbering, and nodal degrees of freedom of 2D solid iso-
parameric nite elements. Local, non-dimensional coordinates  ,  and area
coordinates 1, 2, 3 are shown for the quadrilateral and triangular elements,
respectively. Text in parantheses refer to standard notations for problems with
rotational symmetry.

Derivatives with respect to  and , with the constraint in Eq. 5.57 taken into account,
can be found as
@ = @ @ ; @ = @ @ (5.59)
@ @1 @3 @ @2 @3
The element matrices for the triangular elements can then be formulated similarly to the
quadrilateral elements by using Eqs. 5.57 - 5.59.

5.5.1 Derivative of Element Stiness Matrix

The element stiness matrix k is given by
Z
k = ! BT E B jJj d! (5.60)
Here, ! is the domain of the nite element in its local coordinate system, see Fig. 5.3, and
jJj is the determinant of the Jacobian matrix J which at each point denes the transfor-
mation of dierentials d and d into dx and dy. Like J, the strain-displacement matrix
B depends on coordinates of the nodal points, whereas the constitutive matrix E depends
only on the constitutive parameters of the assumed linearly elastic material.
For the plane stress and strain situations, d! = t d d, where t is the thickness of the
nite element, and for axisymmetric structures we have d! = 2 r d d, where r is the
radius at the integration point. The axis of rotational symmetry is assumed to be parallel
with the y-axis as shown in Fig. 5.3.
The expressions for the Jacobian J and for the strain-displacement matrix B can be found
in a uniform way for plane stress, plane strain and axisymmetric nite elements, if the
strain vector " is dened in the following way
"(x; y) = f"x "y xy "z gT (5.61)
64 5.5. 2D Isoparametric Finite Elements
In order to have the relations between standard notations for axisymmetric problems and
the notations used here, it should be noted that r = x, z = y, w = v, "r = "x, "z = "y ,
rz = xy , and " = "z as indicated on Fig. 5.3.
The element nodal vector d containing nodal displacements is given by
d = fdT1 dT2 : : : dTi : : : dTn gT (5.62)
where the vector di of nodal degrees of freedom is
di = fui vigT ; i = 1; : : : ; n (5.63)
The relation between the strain vector " and the displacement vector d is
"=Bd (5.64)
The strain-displacement matrix B can be found to have the following form
B = [ b1 b2 : : : bi : : : bn ] (5.65)
where the submatrix bi , which is associated with the nodal point i of the nite element,
has the form 2 3
66 Ni;x
0 7
0Ni;y 77
bi = 6666 Ni;y
Ni;x 777 ; i = 1; : : : ; n (5.66)
4 Ni 5
r 0
The fourth row in bi is used only in case of an axisymmetric problem. The derivatives of
the shape functions with respect to x and y are given by
( ) " #( ) ( )
Ni;x = ;x ;x Ni; = Ni; ; i = 1; : : : ; n (5.67)
Ni;y ;y ;y Ni; Ni;
where the matrix is the inverse
=J 1 (5.68)
of the Jacobian " # X n " N x N y #
x;
J = x; y; =
 y;  i; i i; i (5.69)
  i=1 N x N y
i; i i; i
Now all terms necessary for calculating the element stiness matrix in Eq. 5.60 are dened.
The \exact" numerical derivative of the element stiness matrix is found, as before, by
dierentiating Eq. 5.60 with respect to any of the shape design variables aj ; j = 1; : : : ; J ,
and because the derivative for the axisymmetric case is dierent from the plane stress or
strain situations, expressions are given for both situations. For the plane stress or strain
case we have:
" #
@ k = Z Z @ BT E B + BT E @ B jJj t d d (5.70)
@aj @aj @aj
ZZ
+ BT E B @@ajJj t d d; j = 1; : : : ; J (5.71)
j
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 65
and for the axisymmetric case:
" #
@ k = Z Z @ BT E B + BT E @ B jJj 2 r d d
@aj @aj " @aj #
ZZ @ j J j @r
+ B E B @a r + jJj @a 2 d d; j = 1; : : : ; J
T (5.72)
j j

Hence, it is necessary to determine the derivative @ B=@aj of the strain-displacement ma-

trix, the derivative @ jJj=@aj of the determinant of the Jacobian matrix, and the derivative
@r=@aj of the radius r.
The derivative of the determinant of the Jacobian matrix J is given by Eq. 5.27 and the
derivatives of Ni;x and Ni;y needed for the evaluation of the derivative @ B=@aj are given
by 5.31. However, for completeness of the derivations given here, Eqs. 5.29, 5.30, and 5.31
are rewritten to the 2D case.
The derivative @ B=@aj can be written as
" #
@ B = @ b1 @ b2 : : : @ bi : : : @ bn (5.73)
@aj @aj @aj @aj @aj
where 2 3
@Ni;x 0
@aj 66 77
66
@Ni;y 777
0 6
@ bi = 666 @aj 7
@Ni;y @Ni;x 777 ; i = 1; : : : ; n
@aj 66 (5.74)
66 7
 Nji  @aj 777
@a
64
@ r 5
@aj 0
The derivatives @Ni;x =@aj and @Ni;y =@aj are given by Eq. 5.31, i.e.,
( ) ( )
@ Ni;x = J 1 1 [ J((1 +  )a ) J(a )] Ni;x ; (5.75)
j j j
@aj Ni;y j aj Ni;y
i = 1; : : : ; n; j = 1; : : : ; J
and the derivative of the fourth row in the submatrix bi can be found by applying Eqs.
5.1 and 5.8, i.e.,
 Ni  
@ r @ 1r
= Ni
@aj 8 @a j
< N2i @r
> if aj is a x-coordinate
= > r @aj (5.76)
:0 if aj is a y-coordinate
Here it is assumed that the axis of rotational symmetry is parallel with the y-axis as shown
in Fig. 5.3.
66 5.5. 2D Isoparametric Finite Elements
Finally, the derivative @r=@aj , see Eq. 5.76 can be calculated as
@r =
r = 1 (r((1 +  )a ) r(a )) ; j = 1; : : : ; J (5.77)
j j j
@aj
aj j aj
Using Eqs. 5.27, 5.73, 5.74, 5.75, 5.76, and 5.77, the derivative @ k=@aj of the element
stiness matrix k, cf. Eqs. 5.71 and 5.72, can now be determined.

5.5.2 Derivative of Element Mass Matrix

Next \exact" numerical derivatives of the consistent element mass matrix m are derived.
The mass matrix m is given by
Z
m= !
% NT N jJj d! (5.78)
Here, ! is the domain of the nite element described in curvilinear, non-dimensional  
coordinates for the element, see Fig. 5.3, % the mass density, N contains shape functions
Ni , and jJj is the determinant of the Jacobian matrix J.
Taking the same approach as before, Eq. 5.78 is dierentiated with respect to a design
variable aj leading to the following result for the plane stress or strain case:
@ m = Z Z % NT N @ jJj t d d (5.79)
@aj @aj
and for the axisymmetric case:
" #
@ m = Z Z % NT N @ jJj r + jJj @r 2 d d; j = 1; : : : ; J (5.80)
@aj @aj @aj
The derivative @ jJj=@aj is given by Eq. 5.27 and the derivative @r=@aj is given by Eq.
5.77.

5.5.3 Derivative of Element Initial Stress Stiness Matrix

As in the case of 3D isoparametric nite elements, it is convenient to dene the element
initial stress stiness matrix k in terms of the reordered displacement vector d
d = fu1 u2 : : : ui : : : un v1 v2 : : : vi : : : vngT (5.81)
Relating d.o.f. to the reordered element vector d , the element initial stress stiness matrix
k for the 2D isoparametric nite elements is given by
Z
k = !
GT S G jJj d! (5.82)
Here, ! is the domain of the nite element in its local coordinate system, see Fig. 5.3, G a
matrix obtained by appropriate dierentiation of shape functions Ni , S a matrix of initial
stresses, and jJj is the determinant of the Jacobian matrix J.
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 67
The matrix G is given by " #
G = g0 g0 (5.83)
where each submatrix g is given by
" #
N
g = N ; i = 1; : : : ; n
i;x (5.84)
i;y

The stress matrix S is given by " #

S = 0s 0s (5.85)
where each submatrix s is dened as
" #
s = x xy (5.86)
xy y
Here x, xy , etc., are stresses determined by an initial static stress analysis.
Dierentiating Eq. 5.82 with respect to any of the shape design variables aj ; j = 1; : : : ; J ,
leads to the following expression for the \exact" numerical derivative in the plane stress
or strain case:
" #
@ k = Z Z @ GT S G + GT @ S G + GT S @ G jJj t d d
@aj @aj @aj @aj
ZZ
+ GT S G @@ajJj t d d; j = 1; : : : ; J (5.87)
j
and for the axisymmetric case:
" #
@ k = Z Z @ GT S G + GT @ S G + GT S @ G jJj 2 r d d
@aj @aj " @aj # @aj
ZZ
+ GT S G @@ajJj r + jJj @a
@r 2 d d; j = 1; : : : ; J (5.88)
j j

The derivative @ jJj=@aj is given by Eq. 5.27, the derivatives of the components in the
matrix G, see Eqs. 5.83 and 5.84, are given by Eq. 5.75, the sensitivities @ S=@aj are given
by Eq. 5.34, and the derivative @r=@aj is given by Eq. 5.77.

5.5.4 Derivative of Thermal Element \Stiness Matrix"

The thermal element \stiness matrix" consists of contributions from the heat conduction
matrix kth given by Z
k = ! BthT  Bth jJj d!
th (5.89)
Here, ! is the domain of the nite element described in curvilinear, non-dimensional  
coordinates for the element, see Fig. 5.3, Bth a matrix obtained by appropriate dierenti-
ation of shape functions Ni,  the thermal conductivity matrix, and jJj is the determinant
68 5.5. 2D Isoparametric Finite Elements
of the Jacobian matrix J. If the material is isotropic,  can simply be replaced by the
scalar , the conductivity coecient.
The matrix Bth is given by
h i
Bth = bth1 bth2 : : : bthi : : : bthn (5.90)
where the submatrix bthi, which is associated with the nodal point i of the nite element,
has the form " #
th N
bi = N ; i = 1; : : : ; n
i;x (5.91)
i;y
In case of boundary conditions in terms of convection heat transfer, the thermal \stiness
matrix" receives additional contributions given by the element matrix h
Z
h= 2
NT h N jJj d (5.92)
Here, 2 is the boundary of the nite element described in curvilinear, non-dimensional 
or  coordinates for the element, for which the convection boundary condition is applied.
N contains shape functions Ni, h is the convection coecient specied, and jJj is the
determinant of the Jacobian matrix J for the boundary 2 . For the plane stress and strain
situations, d = t d, where t is the thickness, and for axisymmetric structures we have
d = 2 r d, where r is the radius.
Dierentiating Eqs. 5.89 and 5.92 with respect to a shape design variable aj ; j = 1; : : : ; J ,
leads to the following expressions for the \exact" numerical derivatives for the plane stress
or strain case:
2 3
@ kth = Z Z 4 @ Bth T  Bth + BthT  @ Bth 5 jJj td d + Z Z BthT  Bth @ jJj td d (5.93)
@aj @aj @aj @aj
and
@ h = Z NT h N @ jJj t d; j = 1; : : : ; J (5.94)
@aj 2 @aj
For the axisymmetric case we obtain:
2 3
@ kth = Z Z 4 @ Bth T  Bth + BthT  @ Bth 5 jJj 2 r d d
@aj @aj @aj
ZZ " #
+ T @ j J j
B  B @a r + jJj @a 2 d d;
th th @r (5.95)
j j
and
" #
@ h = Z NT h N @ jJj r + jJj @r 2 d; j = 1; : : : ; J (5.96)
@aj 2 @aj @aj
Here, the derivative @ jJj=@aj is given by Eq. 5.27, the derivative of the components in the
matrix Bth, see Eqs. 5.90 and 5.91, are given by Eq. 5.75, and the derivative @r=@aj is
given by Eq. 5.77.
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 69
5.5.5 Derivative of Consistent Load Vector
Next, \exact" numerical derivatives will be derived for the consistent element load vector
f which is given by Z Z
f = N FB jJj d! + NT FS jJj d
!
T

(5.97)
where ! is the domain of the nite element in its local coordinate system, FB represents
body forces,  the boundary described in curvilinear, non-dimensional  or  coordinates
for the element at which boundary forces FS are applied, and N contains shape functions
Ni . In the boundary integral, N and jJj are evaluated on .
If initial thermally induced strains have to be taken into account, the consistent nodal
force vector f th due to thermally induced strains is calculated as
Z
f th = !
BT E "th jJj d! (5.98)
where "th is an element vector containing thermally induced strains, i.e.,
n o n o
"th = "thx "thy xyth "thz T = T^ T^ 0 T^ T ; T^ = T T0 (5.99)
where  is a matrix containing thermal expansion coecients, T is the temperature at the
given point, and T0 is the temperature at which the structure is free of thermally induced
strains.
Taking the same approach as previously, the load vectors in Eqs. 5.97 and 5.98 are dieren-
tiated with respect to any of the design variables aj ; j = 1; : : : ; J , leading to the following
expressions for the \exact" derivatives for the plane stress or strain case:
@ f = Z Z NT F @ jJj t d d + Z NT F @ jJj t d; j = 1; : : : ; J (5.100)
B S
@aj @aj @aj
and
" #
@ f th = Z Z @ BT E "th + BT E @ "th jJj t d d
@aj @aj @aj
ZZ
+ BT E "th @@ajJj t d d; j = 1; : : : ; J (5.101)
j
For the axisymmetric case we have:
" #
@ f = Z Z NT F @ jJj r + jJj @r 2 d d
B
@aj " @aj @aj #
Z
+ NT FS @ jJj r + jJj @r 2 d; j = 1; : : : ; J (5.102)
@aj @aj
and
" #
@ f th = Z Z @ BT E "th + BT E @ "th jJj 2 r d d
@aj @aj " @aj #
ZZ
+ BT E "th @@ajJj r + jJj @a @r 2 d d; j = 1; : : : ; J (5.103)
j j
70 5.6. Isoparametric Mindlin Plate and Shell Finite Elements
Here, the derivative @ "th =@aj of the element thermally induced strains is found by combin-
ing Eqs. 5.35 and 5.99, @ jJj=@aj is given by Eq. 5.27, \exact" numerical derivatives of the
strain-displacement matrix B are given by Eqs. 5.73, 5.74, and 5.75, and the derivative
@r=@aj is given by Eq. 5.77.

5.5.6 Derivative of Consistent Thermal Flux Vector

Now \exact" numerical derivatives of the thermal ux vector q will be determined for the
2D isoparametric nite elements.
The consistent thermal nodal ux vector q is given by
Z Z
q= 1
NT qS jJj d +
2
NT h Te jJj d (5.104)
where the rst term derives from specied ux at the boundary 1 and the latter term
from a specied convection boundary condition at boundary 2. The boundaries 1, 2
are described in curvilinear, non-dimensional  or  coordinates for the element. The
scalar qS is prescribed ux normal to the boundary 1 , N contains shape functions Ni that
are evaluated on the boundary , jJj the determinant of the Jacobian matrix J for the
boundary , h the convection coecient specied, and Te is the environmental temperature
specied for the convection boundary condition.
The \exact" numerical derivative for the plane stress or strain case is given by:
@ q = Z NT q @ jJj t d + Z NT h T @ jJj t d; j = 1; : : : ; J (5.105)
S e
@aj 1 @aj 2 @aj
and for the axisymmetric case:
" #
@ q = Z NT q @ jJj r + jJj @r 2 d
S
@aj 1 @a"j @aj #
Z
+ NT h Te @@ajJj r + jJj @a @r 2 d; j = 1; : : : ; J (5.106)
2 j j

Here, the derivative @ jJj=@aj is given by Eq. 5.27 and the derivative @r=@aj is given by
Eq. 5.77.

5.6 Isoparametric Mindlin Plate and Shell Finite El-

ements
In this section the method of \exact" numerical dierentiation is used to determine \exact"
numerical derivatives of element matrices and vectors for isoparametric Mindlin plate and
shell nite elements. These elements are described in Appendix C where all element
matrices and vectors are given. The four main assumptions of the Mindlin plate theory,
which is a \thick" plate theory where transverse shear strains are accounted for, are also
given in Appendix C.
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 71
These Mindlin plate elements have in-plane membrane capability, where the elements are
formed by combining a plane membrane element, i.e., a 2D solid isoparametric element,
with a standard Mindlin plate bending element. These plate elements can be transformed
into at shell elements as described in Section C.10 in Appendix C. Using this approach of
generating at shell elements, all element matrices for the shell elements are established in
the local coordinate system for the Mindlin plate element, see Fig. 5.4, and all derivations
in this section are therefore only given for the Mindlin plate elements.
Local coordinates, domain, and nodal degrees of freedom for these isoparametric nite
plate elements can be seen in Fig. 5.4.

y
η y
ξ1
ξ2 vi
ξ3
ξ
θ yi
i
wi x
z x
z θ xi ui

Figure 5.4: Domain, node numbering, and nodal degrees of freedom of isoparametric
Mindlin plate nite elements. Local, non-dimensional coordinates  ,  and
area coordinates 1, 2, 3 are shown for the quadrilateral and triangular ele-
ments, respectively.

It is important to notice that all element matrices for the Mindlin elements are given in
terms of standard right-hand-rule rotations x, y as illustrated in Figs. 5.4. When the
Mindlin plate theory is derived it is normally done using the rotations 1 , 2 which are
dened as
1 = y (5.107)
 =
2 x
The use of rotations 1 , 2 greatly simplify the algebra when developing the Mindlin plate
theory but as the use of standard right-hand-rule rotations is most common in nite element
programs, standard right-hand-rule rotations x, y are used here.
Shape functions for the implemented 3-, 4-, 6-, 8-, and 9-node Mindlin plate nite elements
are similar to those used for the 2D solid elements, i.e., the shape functions given in
Apppendix B in Tables B.4, B.1, B.5, B.2, and B.3, respectively.
In case of triangular isoparametric elements, Eqs. 5.57, 5.58, and 5.59 in Section 5.5 are
used as relations between the non-dimensional coordinates  ,  and area coordinates 1,
2, 3.
72 5.6. Isoparametric Mindlin Plate and Shell Finite Elements
5.6.1 Derivative of Element Stiness Matrix
The element stiness matrix k for a Mindlin plate nite element is given by
Z
k= !
BT DM B jJj d! (5.108)
where DM is the elasticity matrix, B the generalized strain-displacement matrix, jJj the
determinant of the Jacobian matrix J, and ! is the domain of the nite element described
in curvilinear, non-dimensional   coordinates for the element as shown in Fig. 5.4. The
matrices J and B depend on the coordinates of the nodal points, whereas DM depends
only on the thickness t of the plate and on the constitutive parameters of the assumed
linearly elastic material. The elasticity matrix DM is given in Appendix C in Eqs. C.7,
C.8, and C.9.
In terms of the vector di of nodal degrees of freedom, cf. Fig. 5.4
di = fui vi wi xi yi gT ; i = 1; : : : ; n (5.109)
the relationship between the vector d of generalized displacements of element nodal points
d = fdT1 dT2 : : : dTi : : : dTn gT (5.110)
and the generalized strain vector " takes the standard form " = B d where B is given by
B = [ b1 b2 : : : bi : : : bn ] (5.111)
If the generalized strain vector " is dened as
8 9 8 9
>
> u; x >
> >
> u; x >
>
>
> v;y
>
> >
> v; y
>
>
>
> > > >
> u;y +v;x > > u;y +v;x >
> > >
>
< 1;x > = > <  >
=
"(x; y) = >  = y;x (5.112)
> 2;y > > >
> x;y > >
>
> 1;y + 2;x >> >
> y;y + x;x > >
>
> >
> >
> >
>
>
>  2 w; y > >  x w; y >
: 1 w;x ; : y w;x >
> > ;
then the submatrix bi , which is associated with the nodal point i of the nite element, has
the form 2 3
66 0 N N i;x 0 0 0 0 7
66 i;y 0 0 0 77
66 Ni;y Ni;x 0 0 0 777
6 Ni;x 777 ; i = 1; : : : ; n
bi = 666 00 00 0 0
0 Ni;y 0 77 (5.113)
66
66 0 0 0 Ni;x Ni;y 777
64 0 0 Ni;y Ni 0 75
0 0 Ni;x 0 Ni
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 73
It is seen that the rst three rows in bi originate from the membrane part, the next three
from the bending terms and the last two rows from the shear part. The derivatives of the
shape functions Ni with respect to x and y are given by Eq. 5.67 in Subsection 5.5.1.
Having dened the matrices involved in the element stiness matrix k, the \exact" numer-
ical derivative is, as before, found by dierentiating Eq. 5.108 with respect to any shape
design variable aj ; j = 1; : : : ; J , which leads to
" #
@ k = Z @ BT D B + BT D @ B jJj d! + Z BT D B @ jJj d!; (5.114)
@aj ! @aj M M
@aj !
M
@aj
j = 1; : : : ; J
Here, the derivative @ jJj=@aj is given by Eq. 5.27 and the derivative @ B=@aj of the
generalized strain-displacement matrix B can be found using the results in Subsection
5.5.1. The derivatives @Ni;x=@aj and @Ni;y =@aj are given by Eq. 5.75, and as the shape
functions Ni only depend on the local, non-dimensional coordinates  and , we have
@Ni = 0; j = 1; : : : ; J (5.115)
@aj
Using these equations the \exact" numerical derivative @ k=@aj in Eq. 5.114 can now be
determined.

5.6.2 Derivative of Element Mass Matrix

The consistent element mass matrix m is given by
Z
m= !
% NT N jJj d! (5.116)
Here, ! is the domain of the nite element in its local coordinate system, % the mass
density, N contains shape functions Ni , and jJj is the determinant of the Jacobian matrix
J.
Dierentiating Eq. 5.116 with respect to any of the shape design variables aj leads to
@ m = Z % NT N @ jJj d!; j = 1; : : : ; J (5.117)
@aj ! @aj
where the derivative @ jJj=@aj is given by Eq. 5.27.

5.6.3 Derivative of Element Initial Stress Stiness Matrix

In the derivation of element initial stress stiness matrices it is convenient to reorder
and omit some nodal degrees of freedom by introducing the reordered, condensed element
displacement vector d that only contains translational degrees of freedom. These trans-
lational d.o.f. are reordered so that rst all x-direction d.o.f. are given, then y, and then
z as follows
d = fu1 u2 : : : ui : : : un v1 v2 : : : vi : : : vn w1 w2 : : : wi : : : wngT (5.118)
74 5.6. Isoparametric Mindlin Plate and Shell Finite Elements
Relating d.o.f. to the reordered, condensed element vector d , the element initial stress
stiness matrix k for an isoparametric Mindlin plate nite element is given by
Z
k = !
GT S G jJj d! (5.119)
where ! is the domain of the nite element described in curvilinear, non-dimensional  
coordinates for the element, G a matrix obtained by appropriate dierentiation of shape
functions Ni , S a matrix of initial membrane stresses, and jJj is the determinant of the
Jacobian matrix J.
The matrix G for the isoparametric Mindlin plate nite element is given by
2 3
g 0 0
G = 664 0 g 0 775 (5.120)
0 0 g
where each submatrix g is dened as
" #
N
g = N ; i = 1; : : : ; n
i;x (5.121)
i;y

The stress matrix S has the following form

2 3
s 0 0
S = 664 0 s 0 775 (5.122)
0 0 s
where each submatrix s is dened as
" #
s = x xy (5.123)
xy y
Here x, xy , etc., are membrane stresses in the plate found by an initial static stress
analysis.
Now, Eq. 5.119 is dierentiated with respect to any of the design variables aj ; j = 1; : : : ; J :
" #
@ k = Z @ GT S G + GT @ S G + GT S @ G jJj d!
@aj ! @aj @aj @aj
Z
+ GT S G @ jJj d!; j = 1; : : : ; J (5.124)

@a j
Here, the derivatives of the components in the stress matrix S, i.e., the stress sensitivities,
are given by Eq. 5.34, and the derivative of the determinant jJj is given by Eq. 5.27. The
matrix G contains the components Ni;x and Ni;y , and the derivatives of these components
are given by Eq. 5.75. Using these equations, all terms necessary for evaluating the
\exact" numerical derivative of the element stress stiness matrix for an isoparametric
Mindlin plate nite element, cf. Eq. 5.124, are now found.
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 75
5.6.4 Derivative of Thermal Element \Stiness Matrix"
Next, the \exact" numerical derivative of the thermal element \stiness matrix" is derived
for isoparametric Mindlin plate nite elements. The thermal element stiness matrix
consists of contributions from the heat conduction matrix kth given by
Z
kth = B th T  Bth jJj d! (5.125)
!
Here, ! is the domain of the nite element in its local coordinate system, Bth a matrix
obtained by appropriate dierentiation of shape functions Ni,  the thermal conductivity
matrix, and jJj is the determinant of the Jacobian matrix J. If the material is isotropic,
 can be simply replaced by the scalar , the conductivity coecient. The matrix Bth is
given by Eqs. 5.90 and 5.91.
In case of boundary conditions in terms of convection heat transfer, the thermal \stiness
matrix" receives additional contributions given by the element matrix h
Z Z
h= !2
NT h N jJj d! + 2
NT h N jJj t d (5.126)
The convection boundary condition is applied to either the surface !2 or the boundary
2 of the nite element, both described in local coordinates. N contains shape functions
Ni , t is the thickness of the element, h the convection coecient specied, and jJj is the
determinant of the Jacobian matrix J for the surface !2 or the boundary 2 .
Dierentiating Eqs. 5.125 and 5.126 with respect to any shape design variable aj ; j =
1; : : : ; J , leads to
2 3
@ kth = Z 4 @ Bth T  Bth + BthT  @ Bth 5 jJj d!
@aj ! @aj @aj
Z
+ BthT  Bth @@ajJj d! (5.127)
! j
and
@ h = Z NT h N @ jJj d! + Z NT h N @ jJj t d; j = 1; : : : ; J (5.128)
@aj !2 @aj 2 @aj
Here, the derivative of the determinant jJj is given by Eq. 5.27, and derivatives of the
components Ni;x and Ni;y in the matrix Bth, see Eqs. 5.90 and 5.91, are given by Eq. 5.75.
All terms required for evaluating the \exact" numerical derivatives in Eqs. 5.127 and 5.128
are therefore found.

5.6.5 Derivative of Consistent Load Vector

The consistent element load vector f is given by
Z Z Z
f= !
NT FB jJj d! + !
NT FS jJj d! +  NT FS jJj t d (5.129)
76 5.6. Isoparametric Mindlin Plate and Shell Finite Elements
where ! is the domain of the nite element in its local coordinate system, FB represents
body forces,  is the boundary described in curvilinear, non-dimensional  or  coordi-
nates for the element, t the thickness, FS represents surface forces, and N contains shape
functions Ni . In the surface and boundary integrals, N and jJj are evaluated on ! and ,
respectively.
If initial thermally induced strains have to be taken into account, the consistent nodal
force vector f th due to thermally induced strains is calculated as
Z
f th =
!
B T E "th jJj d! (5.130)
where "th is an element vector containing thermally induced strains and it is given by Eq.
5.33, where "thz is omitted.
Dierentiating Eqs. 5.129 and 5.130 with respect to any shape design variable aj ; j =
1; : : : ; J , leads to
@ f = Z NT F @ jJj d! + Z NT F @ jJj d! + Z NT F @ jJj t d (5.131)
B S S
@aj ! @aj ! @aj  @aj
and
" #
@ f th = Z @ BT E "th + "th E @ BT jJj d! + Z BT E "th @ jJj d!; (5.132)
@aj ! @aj @aj ! @aj
j = 1; : : : ; J
Here, the derivative @ "th=@aj of the thermally induced element strains can be found using
Eqs. 5.35, @ jJj=@aj is given by Eq. 5.27, and \exact" numerical derivatives of the strain-
displacement matrix B are found by combining by Eqs. 5.111, 5.113, 5.75, and 5.115.

5.6.6 Derivative of Consistent Thermal Flux Vector

Finally, \exact" numerical derivatives of the thermal ux vector will be determined for the
isoparametric Mindlin plate nite elements.
The consistent thermal nodal ux vector q is given by
Z Z
q = !Z
NT qS jJj d! +
N
 Z
T q jJj t d
S
1 1

+ NT h Te jJj d! + NT h Te jJj t d (5.133)

! 2  2

where the rst two terms derive from specied ux at either surface !1 or boundary 1
and the two latter terms from specied convection boundary conditions at surface !2 or
boundary 2 . The surfaces !1 , !2 and boundaries 1 , 2 are described in curvilinear,
non-dimensional coordinates for the element, and t is the thickness of the element. The
scalar qS is prescribed ux normal to the surface !1 or the boundary 1 , N contains shape
functions Ni that are evaluated on the surface ! or the boundary , jJj the determinant
of the Jacobian matrix J for the surface ! or the boundary , h the convection coecient
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 77
specied, and Te is the environmental temperature specied for the convection boundary
condition.
Not surprisingly, we dierentiate Eq. 5.133 with respect to any of the shape design variables
aj ; j = 1; : : : ; J , leading to
@ q = Z NT q @ jJj d! + Z NT q @ jJj t d
S S
@aj !1 @aj 1 @aj
Z Z
+ NT h Te @ jJj d! + NT h Te @ jJj t d; j = 1; : : : ; J (5.134)
!2 @a j 2@a j
Here, the derivative @ jJj=@aj is given by Eq. 5.27.
Now \exact" numerical derivatives with respect to any shape design variable aj ; j =
1; : : : ; J , have been found for element matrices and vectors of all the implemented isopara-
metric nite elements.

5.7 Element Derivatives w.r.t. Generalized Shape De-

sign Variables
In this section it will be shown how the element derivatives obtained in Sections 5.4, 5.5,
and 5.6 with respect to shape design variables aj ; j = 1; : : : ; J , which represent nodal
coordinates of the individual nite element, can be associated with generalized shape
design variables Am ; m = 1; : : : ; M , which may represent, e.g., positions of master nodes
controlling the shape of a Coons patch surface, a b-spline, etc. Dierent modiers like
translation, scaling, and rotation types as described in Chapter 2 will be covered, and it
will be shown how to treat combinations of these modiers when they are linked to a single
shape design variable.
As described in Chapter 2, the coordinates of nite element nodes are never used as
individual shape design variables as this may lead to a very large number of design variables
and other major drawbacks as poor convergence properties and diculties in ensuring
compatibility and slope continuity between boundary nodes. Therefore, it is advantageous
to introduce a comparatively small number M of shape design variables Am ; m = 1; : : : ; M ,
which, through a suitable set of shape functions for the design boundary, control the large
number of design variables ai; i = 1; : : : ; Is, which are all element nodal coordinates that
are selected as design variables. In the description given here it is assumed that the \design
boundary layer technique", where only nite element nodes at the design boundary are
subjected to perturbation, see Fig. 4.1 in Section 4.4, is adopted. This implies that the
computation of element matrices at perturbed values of the design variables is as limited
as possible.
Introducing the set of generalized shape design variables Am; m = 1; : : : ; M , it is only
necessary to perform M sensitivity analyses at a given step of redesign. For a static design
sensitivity analysis, for example, Eq. 4.6 can be rewritten in terms of any of the generalized
78 5.7. Element Derivatives w.r.t. Generalized Shape Design Variables
shape design variables Am; m = 1; : : : ; M :
K @A@ D = @ K D + @ F ; m = 1; : : : ; M (5.135)
m @Am @Am
which is restricted to the pseudo load vector @A @K D + @F .
m @Am
Thus, instead of solving Eq. 4.6 for each pseudo load associated with a design variable
ai ; i = 1; : : : ; Is, in the form of a nodal coordinate, the single pseudo loads are superposed
a priori, resulting in a pseudo load vector that corresponds to the generalized shape design
variable Am . Mechanically, this may be conceived as the superposition principle, in terms
of pseudo loads and corresponding displacement sensitivities.
Although a particular Am may not be related to all ai; i = 1; : : : ; Is, for the sake of
generality it is assumed that Am = Am (a1; : : : ; aIs ). Application of the chain rule then
yields
@K = X Is @ K @a
i
@Am i=1 @ai @Am ; m = 1; : : : ; M (5.136)
with summation over all element nodal coordinates that are selected as design variables
ai ; i = 1; : : : ; Is. The derivative @ F=@Am is established in a similar way.
Consider now an element stiness matrix k in global coordinates of any of the nite
elements of the discretized structure. The possible nodal coordinates of a particular element
that play the role of shape design variables are denoted by aj ; j = 1; : : : ; J , and generally
constitute a small subset of the total set of shape design variables ai; i = 1; : : : ; Is, in terms
of nodal coordinates. Thus, the derivative @ K=@ai in Eq. 5.136 can be calculated as

@ K = X @ k  (5.137)
@ai nae @aj aj =ai
where nae is the number of active (perturbed) elements in the design boundary layer as
described in Section 4.4. Each of these elements may contain one or more of the parameters
ai ; i = 1; : : : ; Is, as a nodal point coordinate design variable aj .
Eqs. 5.136 and 5.137 are applicable to all derivatives of element matrices and vectors
dened in the preceding sections, and the formulas for \exact" numerical dierentiation
of element matrices and vectors are now applicable to generalized shape design variables
when the mesh sensitivities @ai =@Am have been established.

5.7.1 Boundary Shape Representation

In order to determine the derivatives @ai =@Am , a general description of the boundary shape
representation is given. This is done for the general case of a design boundary surface of
a solid structural domain. It is straight-forward to specialize from the general case to the
more commonly treated cases of boundary curves for planar structural domains.
Fig. 5.5 illustrates the design boundary surface, which may be conceived to be a part,
or the full surface, of a solid continuum structure. The shape of the boundary surface is
assumed to be controlled by M master nodes Sm; m = 1; : : : ; M , and the nite element
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 79

z1 zt

Q1 y1 Sm Qt yt
x1 xt

zT
S1
yT
QT
xT
SM y

Figure 5.5: Design boundary surface of solid body.

nodal points on the boundary surface are denoted by Qt ; t = 1; : : : ; T . In the general
case, the surface may have been generated by some kind of mesh generator which do not
contain analytical descriptions of the surface representation. In ODESSY, unstructured
mesh generators may be used to generate the nite elements on the surface, and this
mesh generation may include a smoothing process of the boundary surface nodes. It is
thereby not possible to have an explicit relation between the geometric design element
description and the nite element nodes at the surface. Nevertheless, it will be assumed
that the design boundary can be described by some smooth shape interpolation functions
Rm , m = 1; : : : ; M , that are functions of some non-dimensional curvilinear coordinates k
that are embedded in the surface, but explicit expressions for these shape interpolation
functions Rm are not available in the general case.
If mapping techniques are used to generate the design surface, it is possible to calculate
analytical derivatives @Rm (k )=@Am . This has been done by, e.g., Yao & Choi (1989)
for Bezier surfaces, by Choi & Chang (1991) for geometric surfaces and other surface
representations, and for B-spline curves by Braibant & Fleury (1984), but it is not possible
in the general case to determine the derivatives of these shape interpolation functions
Rm (k ). This has also been realized by Botkin (1992) and Botkin, Bajorek & Prasad
(1992) in their approach of using feature-based structural design and fully automatic mesh
generation techniques in shape optimization.
Each of the master nodes Sm; m = 1; : : : ; M , which controls the shape of the design
boundary surface, can be characterized by the vector
som = fxom ymo zmo gT (5.138)
which contains the global coordinates of the initial position of the m-th master node Sm.
The coordinate vector c of any nite element nodal point Qt; t = 1; : : : ; T , on the design
80 5.7. Element Derivatives w.r.t. Generalized Shape Design Variables
boundary surface can now be written symbolically as
X
M
c= Rm(k ) [som + G(Am)] (5.139)
m=1
Here, the vector
c = fx y zgT (5.140)
contains the set of global coordinates for any nite element point on the design boundary
surface and the vector G(Am) represents some transformation of the m-th master node
Sm as a function of the generalized shape design variable Am .
The master node transformation G(Am ) may, in ODESSY, be controlled by
 translation modiers
 scaling modiers
 rotation modiers
 combinations of the three above-mentioned modiers
For simplicity, it is assumed here that only one shape design variable Am controls the posi-
tion of a master node Sm, but in reality one design variable may control many master nodes
or the position of a specic master node may depend on several shape design variables.
Now, let the set of shape design variables ai ; i = 1; : : : ; Is, be associated with the design
boundary surface under study and assume, for reasons of generality, that the set ai ; i =
1; : : : ; Is, comprises all xt , yt, and zt , t = 1; : : : ; T , coordinates of the nite element nodal
points Qt; t = 1; : : : ; T , that belong to the design boundary as shown in Fig. 5.5.
The problem is now to establish the derivative of the coordinate vector, i.e., the mesh
sensitivities @ai =@Am for the implemented master node transformations G(Am ).

Translation Modiers

If the master node transformation G(Am ) represents a translation modier, the coordinate
vector c of any nite element nodal point Qt ; t = 1; : : : ; T , on the design boundary surface
can be written as
XM
c = Rm (k ) [som + Am nm ] (5.141)
m=1
Here, nm is a unit vector in global coordinates that represents the translation direction,
i.e., the move direction for the m-th master node. The generalized shape design variable
Am represents the movement of the m-th master node in the direction nm relative to its
initial location given by som. This is illustrated in Fig. 5.6.
Now, from Eq. 5.141 it is seen that the coordinate vector c, and thereby the shape design
variables ai; i = 1; : : : ; I , I = 3T , depend linearly on the parameters Am ; m = 1; : : : ; M .
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 81

nm

n1 z1 Am n m
zt

Q1 y1 Sm Qt yt
A1 n1 x1 xt

zT
S1
yT
Q
xT T
SM
y
AM n M

x
nM

Figure 5.6: Translation modiers for design boundary surface.

Hence, the mesh sensitivities @ai =@Am in case of a translation modier can be computed
by means of \exact" numerical dierentiation using Eq. 5.8, with crj = 1; i.e.,
@ai =
ai = 1 (a ((1 +  )A ) a (A )) ; (5.142)
@Am
Am mAm i m m i m
i = 1; : : : ; I; I = 3T; m = 1; : : : ; M
Having determined the mesh sensitivities @ai =@Am , it is now possible to determine \exact"
numerical derivatives of element matrices and vectors with respect to generalized shape
design variables Am; m = 1; : : : ; M , cf. Eqs. 5.136 and 5.137, if Am is linked to a translation
modier.

Scaling Modiers

Next, master node transformations G(Am) in terms of scaling modiers are considered. In
this case, the coordinate vector c of any nite element nodal point Qt ; t = 1; : : : ; T , on the
design boundary surface can be written as
X
M
c= Rm(k ) [pm + (som pm )(1 + Am)] (5.143)
m=1
Here, the generalized shape design variable Am represents the scaling of the distance be-
tween the m-th master node and the point Pm, which is characterized by the coordinate
vector pm. The value of Am is assumed to be equal to zero in the initial geometry. Scaling
modiers are illustrated in Fig. 5.7.
82 5.7. Element Derivatives w.r.t. Generalized Shape Design Variables

z o p ) (1+ A )
(s m - m m

(s1o - p1) (1+ A1) z1 zt

Q1 y1 Sm Qt yt
x1 xt

zT
S1
yT
QT
xT
SM
y
P1 Pm (soM - p M ) (1+ AM )

PM
x

Figure 5.7: Scaling modiers for design boundary surface.

As in case of translation modiers, the coordinate vector c, and thereby the shape design
variables ai; i = 1; : : : ; I , I = 3T , depend linearly on the parameters Am ; m = 1; : : : ; M ,
and Eq. 5.142 can be used to compute the mesh sensitivities @ai =@Am .

Rotation Modiers

In case of rotation modiers, here illustrated for the two-dimensional case but implemented
for the general three-dimensional case in ODESSY, the coordinate vector c of any nite
element nodal point Qt ; t = 1; : : : ; T , on the design boundary surface can be written as
X
M h i
c= Rm (k ) pm + (som pm )T T(Am) (5.144)
m=1
Here, the generalized shape design variable Am represents the rotation of the m-th master
node around the point Pm, which is characterized by the coordinate vector pm . Am denotes
the angle of rotation in the x y plane, see Fig. 5.8, and T(Am ) is the transformation
matrix given by 2 3
cos ( A m ) sin ( A m ) 0
T(Am ) = 664 sin(Am ) cos(Am) 0 775 (5.145)
0 0 1
It is seen from Eqs. 5.144 and 5.145 that the coordinate vector c does not depend linearly
on the parameters Am; m = 1; : : : ; M , and furthermore, the method of \exact" numerical
dierentiation cannot yield \exact" numerical derivatives of the transformation matrix
T. Alternatively, one could dierentiate Eq. 5.144 and use analytical expressions for
the derivative of the transformation matrix T. However, such an evalution of derivatives
@ c=@Am is very dicult to implement in general in the mesh generation routines, and it
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 83

(smo - p m )T T ( A m )

y
Sm
Am

smo - p m

Pm boundary curve

z x

Figure 5.8: Rotation modier for design boundary.

is therefore decided to use rst order nite dierence approximations, i.e.,
@ai 
ai ; i = 1; : : : ; I; I = 3T; m = 1; : : : ; M (5.146)
@Am
Am
Combinations of Modiers
If several modiers are linked to the same generalized shape design variable Am , and
thereby evaluated sequentially, it is chosen to use rst order nite dierences to approxi-
mate the mesh sensitivities @ai =@Am , i.e.,
@ai '
ai ; i = 1; : : : ; I; I = 3T; m = 1; : : : ; M (5.147)
@Am
Am
Eq. 5.147 may yield the \exact" numerical derivative, depending on the types of modiers
combined, cf. the preceding subsections.
In general, the derivatives @ai =@Am ; m = 1; : : : ; M , are evaluated by the preprocessor using
the following steps:
84 5.8. Element Derivatives for Arbitrary Design Variables
1. Perturb the generalized design variable Am in question.
2. Call design-model-building routines which update the design model.
3. Call boundary surface remeshing routines to update nite element mesh.
4. Subtract the new boundary surface mesh from the original mesh to obtain mesh
sensitivities @ai =@Am , cf. Eqs. 5.147.
Now the relations @ai =@Am , m = 1; : : : ; M , have been determined for the possible types
of generalized shape design variables Am implemented in ODESSY, and the new semi-
analytical method of design sensitivity analysis using \exact" numerical dierentiation is
thereby applicable for all types of shape variables implemented.

5.8 Element Derivatives for Arbitrary Design Vari-

ables
The aim of this section is to describe how the new S-A method for design sensitivity
analysis can be applied for arbitrary types of design variables, i.e., shape as well as sizing
and material design variables. The description is given for 2D solid isoparametric nite
elements but is easily applied to 3D solid and Mindlin plate and shell nite elements.
Each of the design variables ai ; i = 1; : : : ; I , can be divided into the three following groups:
1. Generalized shape design variables Am ; m = 1; : : : ; M , which are transformed
to shape design variables in the form of nodal coordinates ai ; i = 1; : : : ; Is.
2. Sizing design variables ai ; i = 1; : : : ; It.
3. Material design variables ai; i = 1; : : : ; Im .
Element derivatives w.r.t. the rst group containing shape design variables have been
covered in the preceding sections and the new S-A method for design sensitivity analysis
using \exact" numerical dierentiation of element matrices for the two other types of design
variables will be described in the following.

5.8.1 Element Derivatives w.r.t. Sizing Design Variables

For a 2D solid isoparametric nite element as described in Section 5.5, the thickness t
may be chosen as a sizing design variable ai; i = 1; : : : ; It, in case of plane stress or strain
situations.
As an example, take the stiness matrix k given by Eq. 5.60, where d! = t d d. The
derivative @ k=@ai is easily computed as
@ k = @ k = Z BT E B jJj d d; i = 1; : : : ; I (5.148)
t
@ai @t !
The derivatives of other element matrices and vectors for 2D solid and Mindlin plate and
shell nite elements w.r.t. sizing design variables ai; i = 1; : : : ; Is, in the form of element
thicknesses are easily established in a similar way.
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 85
5.8.2 Element Derivatives w.r.t. Material Design Variables
All types of material parameters like Young's modulus, mass density, conductivity co-
ecients, shear modulus, and components of the constitutive matrix and orientation of
anisotropy for a composite material can be chosen as material design variables ai; i =
1; : : : ; Im. Using the same example as for sizing variables, the stiness matrix k given
by Eq. 5.60 for a 2D solid element depends on material parameters in the constitutive
matrix E, and choosing one of these material parameters as a material design variable, the
derivative @ k=@ai is found as
@ k = Z BT @ E B jJj d!; i = 1; : : : ; I (5.149)
m
@ai ! @ai
where the derivative @ E=@ai is easily computed analytically.
Derivatives of all other element matrices and vectors w.r.t. material design variables are
established using the same approach as above.
Now derivatives of all implemented element matrices and vectors have been calculated
in an accurate way for a variety of design variables. The approach of \exact" numerical
dierentiation of element matrices is used for shape design variables whereas analytical
derivatives can be used for sizing and material design variables. The actual implementation
of the new S-A method is described in the following section.

5.9 Implementation and Numerical Eciency of New

S-A Method
In this section the numerical eciency and the actual implementation of the new S-A
method are discussed. The description is exemplied by means of 3D solid nite elements
and is similar for all other types of implemented elements. First derivatives w.r.t. shape
design variables are discussed as these are most complicated and then sizing as well as
material design variables are covered. The actual implementation of the new S-A method
is a comprimise between accuracy, numerical eciency, and ease of implementation so the
traditional S-A method using rst order nite dierences is applied for some sensitivities if
it leads to improved eciency or easier implementation without signicant loss of accuracy.
In Chapter 6 several examples will demonstrate the accuracy of the new S-A method.

5.9.1 Derivatives w.r.t. Shape Design Variables

Derivative of Stiness Matrix
When the derivative of the global stiness matrix K is computed, it is done at the element
level as described by Eqs. 4.7 and 4.9, restricting the summation of element matrix deriva-
tives to the active (perturbed) nite elements. The \design boundary layer" approach of
using one-element-deep sensitivity calculations for shape design variables is adopted.
86 5.9. Implementation and Numerical Eciency of New S-A Method
For 3D solid elements, the derivative of the element stiness matrix k w.r.t. element shape
design variables aj ; j = 1; : : : ; J , in the form of nodal coordinates is given by Eqs. 5.22
and 5.26, i.e.,
@ k = 2  Z BT E B^ (j) jJj d
 ; j = 1; : : : ; J (5.150)
@aj
S
where the operation [ ]S of symmetrization of a quadratic matrix, cf. Eq. 5.23, has been
employed and the matrix B^ (j) is dened by Eq. 5.25, i.e.,
@ B + B @ jJj
B^ (j) = @a (5.151)
j 2jJj @aj

The element derivatives @ k=@aj yield the \exact" numerical derivatives and they only
need to be calculated once for each possible perturbed nodal coordinate ai ; i = 1; : : : ; Is,
of which aj ; j = 1; : : : ; J , is a small subset. This leads to the following procedural steps for
establishing the derivatives @ K=@Am in the design sensitivity analysis w.r.t. generalized
shape design variables Am; m = 1; : : : ; M :
1. If design sensitivity analysis w.r.t. rst generalized shape design variable A1 :
(a) The preprocessor evaluates all generalized shape design variables
Am ; m = 1; : : : ; M , in order to determine the set ai; i = 1; : : : ; Is,
of possible perturbed nodal coordinates. Then it perturbs the vari-
able A1 and updates the surface mesh. Mesh sensitivities @ai =@A1
are then available, see Eqs. 5.147.
(b) The nite element module evaluates all element derivatives @ k=@ai ,
i = 1; : : : ; Is, cf. Eqs. 5.137 and 5.150, and store them on disk.
(c) The global stiness matrix derivative @ K=@A1 is evaluated using Eqs.
5.136, 5.137, and 5.147.
2. Else design sensitivity analysis w.r.t. Am ; m = 2; : : : ; M :
(a) The preprocessor perturbs shape design variable Am leading to mesh
sensitivities @ai =@Am .
(b) The nite element module evaluates the derivative @ K=@Am based on
the element derivatives @ k=@ai stored on disk and mesh sensitivities
@ai =@Am .
The perturbation
Am of a generalized shape design variable Am is set to 1=1000 of the
smallest side length of the nite elements in the structure as described in Section 4.4 in
order to obtain accurate mesh sensitivities @ai =@Am . It should be noted that the mesh
sensitivities are \exact" numerical derivatives in case of translation or scaling modier
links to the generalized shape design variable Am , cf. Eq. 5.142.
The eciency of the new S-A approach to obtain the derivative @ K=@Am of the global
stiness matrix K compared with the traditional method is very much problem dependent.
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 87
If the number M of generalized shape design variables Am is small, then the traditional
S-A method, where the element stiness matrix derivatives are approximated by rst order
nite dierences
k=
Am for all nae perturbed elements, is more ecient as the number
Is of element derivatives @ k=@ai , see Eq. 5.150, involved in the new S-A method will be
substantially larger than nae .
However, increasing the number M of generalized design variables, the new S-A method
becomes more ecient because the element derivatives @ k=@ai only needs to be calcu-
lated once and the derivative @ K=@Am is quickly evaluated from these element derivatives
whereas the traditional S-A method needs to evaluate
k=
Am for nae perturbed elements
for all design variables Am ; m = 1; : : : ; M .
Furthermore, the ratio of eciency between the traditional and the new S-A method is
very much dependent on the computer used. The new S-A method needs to store more
element derivatives on disk than the traditional method, so the disk access speed is also
an important factor.
In general, for a few generalized shape design variables Am the new S-A method may be
twice as slow to determine the global stiness matrix derivative @ K=@Am (or even slower
in special cases), but having a larger number of design variables, the two methods are
comparable in eciency and for a large number of generalized shape design variables, say
50, the new S-A method may be considerably faster.
For most problems, the traditional S-A method yields suciently accurate derivatives of
stiness matrices, but for many beam- and plate-like structures, it is absolute necessary
to use the new S-A method in order to obtain satisfactory results as will be demonstrated
by numerical examples in Chapter 6.

Derivatives of Mass Matrix and Thermal \Stiness Matrix"

The implementation of \exact" numerical derivatives for the global mass matrix M and the
global thermal \stiness matrix" Kth is very similar to the implementation for the stiness
matrix as described above. The description of the eciency of the new S-A method given
above can also be applied directly to these element derivatives but it should be noted that
the traditional S-A method based on rst order nite dierences has worked well for these
matrix derivatives for all the design sensitivity analysis problems that I have studied.

Stress Sensitivities
The element stress sensitivities are calculated using \exact" numerical dierentiation as
described in Subsection 5.4.3, see Eqs. 5.34 and 5.35, which are easily rewritten to the
situation of design sensitivity analysis w.r.t. a generalized shape design variable Am; m =
1; : : : ; M : !
@  = E @ B d + B @ d @ "th ; m = 1; : : : ; M (5.152)
@Am @Am @Am @Am
88 5.9. Implementation and Numerical Eciency of New S-A Method
where ( )
@ "th = @T @T @T 0 0 0 T ; m = 1; : : : ; M (5.153)
@Am @Am @Am @Am
The element nodal displacement vector d, the displacement sensitivities @ d=@Am and the
temperature sensitivities @T=@Am are known from the solutions of Eqs. 4.2, 5.135, and
4.22, respectively, and the strain-displacement matrix B is given by Eqs. 5.17, 5.18, and
5.19. Finally, the derivative @ B=@Am can be computed by application of the chain rule,
i.e.,
@B = X Is @ B @a
i
@A m i=1@a @A ; m = 1; : : : ; M
i m
(5.154)
The derivative @ B=@Am will be non-zero only for elements in the perturbed \boundary
layer", i.e., elements that have nodal coordinates at the design boundary surface. Moreover,
since B is independent of all design variables other than those associated with the particular
nite element, i.e., aj ; j = 1; : : : ; J , then
8X
> J @ B @a
@ B = < @a @Aj for elements in the \boundary layer" (5.155)
@Am > : j=1 0
j m
for all other elements, m = 1; : : : ; M
where the mesh sensitivities @aj =@Am are available from Eq. 5.147. It should be noted that
the summation in Eq. 5.155 is only carried out over those shape design variables aj ; j =
1; : : : ; J , that are associated with nodal points of the element on the design boundary
surface.
In this way \exact" numerical derivatives of stresses are obtained. This approach of ob-
taining stress sensitivities is slightly slower than the traditional S-A method because the
derivative @ B=@Am must be established for elements in the \design boundary surface
layer", but the time it takes to perform these additional computations is not perceptible
in a design sensitivity analysis.

Derivatives of Load Vectors

Many numerical experiments have shown that usual nite dierence approximations of
the derivatives of the nodal load vector f , see Eqs. 5.51 and 5.52, and the thermal ux
vector q, see Eqs. 5.55, are suciently accurate, and therefore the expressions for the
derivatives of these element vectors using \exact" numerical dierentiation are currently
not implemented. Furthermore, it has been easier reusing the traditional S-A method for
these computations when implementing the new S-A method in ODESSY.

Derivative of Initial Stress Stiness Matrix

There is a minor dierence between calculating the derivative of the initial stress stiness
matrix and of the stiness matrix because part of the initial stress stiness matrix derivative
is dependent on the stress sensitivities calculated.
Chapter 5. \Exact" Numerical Dierentiation of Element Matrices 89
The \exact" numerical derivative of the element initial stress stiness matrix is given by
Eqs. 5.44, and using the operation [ ]S of symmetrization of a quadratic matrix, cf. Eq.
5.23, the \exact" numerical derivative @ k =@aj can be written as
@ k = 2  Z GT S G^ (j) jJj d
 + Z GT @ S G jJj d
; j = 1; : : : ; J (5.156)
@aj
S
@aj
where the matrix G^ (j) is dened as
@ G + G @ jJj
G^ (j) = @a (5.157)
j 2jJj @aj

It is seen that the rst part of Eq. 5.156 only needs to be calculated once whereas the
second part needs to be evaluated for the each sensitivity analysis w.r.t. a generalized shape
design variable Am . The new S-A method is therefore substantially slower for calculating
the initial stress stiness matrix derivative than the traditional S-A method, but Eq. 5.156
always leads to accurate sensitivities. This will be exemplied by numerical examples in
Chapter 6.

5.9.2 Derivatives w.r.t. Sizing or Material Design Variables

The implementation of the new S-A method for sizing and material design variables is very
similar to the implementation for shape design variables as described above, and therefore
only the dierences will be pointed out.
Analytical derivatives similar to Eqs. 5.148 and 5.149 in Section 5.8 are implemented for
derivatives of stiness, mass, thermal \stiness", and for initial stress stiness matrices
and stress sensitivities, whereas the traditional S-A method is applied for derivatives of
load vectors.
The analytical derivatives of element matrices are computed and stored on disk during the
design sensitivity analysis w.r.t. the rst design variable ai as described in the preceding
subsection for calculation of \exact" numerical derivatives of element stiness matrices
w.r.t. shape design variables. These derivatives are calculated only once and then reused
for all other design variables, when necessary.
This approach to design sensitivity analysis is in most cases more ecient than the tradi-
tional S-A method, because the element derivatives only need to be calculated once, and
they are faster to evaluate than the rst order nite dierences used in the traditional S-A
method.
The actual implementation and the eciency of the new S-A method has now been dis-
cussed, and the accuracy of this approach to design sensitivity analysis will be demon-
strated by several examples in the following chapter.
90 5.9. Implementation and Numerical Eciency of New S-A Method
 Chapter
6
Examples of Design Sensitivity
Analysis
6.1 Introduction
Ianalysis
n this chapter several examples of design sensitivity analysis are presented. The
examples are used to illustrate the implementation of the methods for design sensitivity
that have been described in preceding Chapters 4 and 5. Some of the examples are
used to illustrate that the dierent methods for design sensitivity analysis have been imple-
mented correctly in ODESSY while other examples are used to emphasize the importance
of using the new semi-analytical (S-A) method of design sensitivity analysis described in
Chapter 5 for certain types of problems.
In Section 6.2 the initial design for the classical problem of shape optimization of a planar
llet is subjected to static design sensitivity analysis w.r.t. a generalized shape design
variable. Both the OFD method, the traditional S-A method, and the new S-A method
are shown to give accurate stress sensitivities for this problem.
Next the cantilever beam example introduced by Barthelemy & Haftka (1988) for study of
the inaccuracy problem associated with the traditional S-A method, as described in Section
5.2, is presented in Section 6.3. The results presented for this model problem illustrate the
accuracy of the new S-A method and demonstrate the shortcoming of the traditional S-A
method.
In Section 6.3 a two-material cantilever beam subjected to thermal loading is presented.
This example again witnesses inaccuracy problems for the traditional S-A method when
the displacement eld is characterized by large rigid body rotations relative to actual
deformations of the nite elements. This is also illustrated by a plate example in Section
6.5 where a thin plate clamped at all edges is subjected to a point load at the midpoint.
The next example in Section 6.6 concerns design sensitivity analysis of a plate reinforced
by stineners. The objective here is to illustrate that the sensitivity analysis of both simple
and multiple eigenfrequencies can be carried out in an accurate way based on the results
91
92 6.2. Static Design Sensitivity Analysis of Classical Fillet Problem
of Sections 4.9.1 and 4.9.2. In Section 6.7 the thickness of the reinforced plate is reduced,
resulting in a dense spectrum of eigenfrequencies. By this example it is illustrated how
dicult it can be to decide from numerical results the multiplicity of a specic eigenvalue,
with the risk of computing erroneous sensitivities in case of a wrong estimation of the
multiplicity.
Finally, two plate examples presented in Sections 6.8 and 6.9 illustrate that the inaccuracy
problem associated with the traditional S-A method for static design sensitivity analysis
also manifests itself in sensitivity analysis of eigenvalues. The sensitivity analysis of free
transverse vibration frequencies of a thin clamped square plate is shown to give erroneous
results for the traditional S-A method, and the inaccuracy problem is even worse for
sensitivities of eigenfrequencies of a vibrating plate with in-plane loads, i.e., a problem
where initial stress stiening eects are taken into account.
Altogether, the examples in this chapter demonstrate the accuracy of the implemented
methods for design sensitivity analysis of static, thermo-elastic, and dynamic problems.
The examples also emphasize the superiority of the new S-A method to the traditional S-A
method for sensitivity analysis of beam- and plate-like structures.

6.2 Static Design Sensitivity Analysis of Classical Fil-

let Problem
The rst example is used to illustate that both the OFD, the traditional S-A, and the
new S-A method have been implemented properly in ODESSY for static design sensitivity
analysis w.r.t. generalized shape design variables. The initial design for the classical
problem of shape optimization of a planar llet in plane stress is used as a test example.
Fig. 6.1 shows schematically the loading and boundary conditions for the problem after use
has been made of symmetry conditions. The oblique llet design boundary is modelled by
a quadratic B-spline controlled by ve master nodes, each of which is assigned a translation
modier as shown in Fig. 6.1. A free mesh generation algorithm is used for discretization
of the structural domain and has divided it into 173 nite elements. The mesh is a mixture
of 6- and 8-node isoparametric nite elements for plane stress and the side length ` of the
smallest element is specied to be 1 mm. The llet has unit thickness and is modelled by
an isotropic material.
The sensitivity of the von Mises reference stress at the nite element nodal point Q1 is
studied here with respect to perturbation of the generalized shape design variable A5 which
represents translation of the master node S5 in the direction n5 , see Fig. 6.1.
With the discretization shown in Fig. 6.1, the von Mises reference stress vM at the point
Q1 is 241.0 MPa, and the sensitivity
vM =
A5 of this stress component is calculated by
the OFD method, by the traditional S-A method using rst order nite dierence approxi-
mations for derivatives of element matrices and vectors, and by the new S-A method using
\exact" numerical dierentiation of element matrices and vectors. The computationally
expensive OFD technique, cf. Eq. 4.1, is chosen as a reference method whose limit with
regard to design sensitivity accuracy is known to be set only by the solution procedure, the
Chapter 6. Examples of Design Sensitivity Analysis 93

30 this design boundary is modelled by a quadratic

B-spline controlled by five master nodes
S1
translation modifier is linked to master node S5
n5
S5
45 Q1

100 MPa 20

20
100

Figure 6.1: Classical llet example.

discretization, and the usual analysis accuracy capabilities of the applied nite element.
The perturbation
A5 is varied from 10 1 to 10 9 of the smallest side length ` of the nite
elements in the structure and the results obtained are given in Table 6.1.
The stress sensitivities obtained by the three dierent methods are seen to agree within
at least four digits when the relative perturbation
`=` of the boundary elements is less
than 10 2, whereas the sensitivities obtained by the OFD and the traditional S-A method
for larger perturbations dier slightly due to the large perturbations used. The relative
perturbation is normally, as default in ODESSSY, set to 1=1000 of the smallest side length
` of the nite elements in the structure as described in Section 4.4, i.e., for this example

A5 would be set to 10 3 as default. All three methods are seen to give accurate results
for this perturbation, but it is worth noticing that the new S-A method is completely
independent of the perturbation used.
The present example indicates correct implementation of the three dierent methods for
design sensitivity analysis of static problems with respect to generalized shape design
variables, but does not endow the new S-A method with priority over the traditional S-A
approach. This is because a problem has been considered in which the displacement eld
is characterized by very small rigid body rotations relative to actual deformations of the
nite elements, cf. the discussion in Section 5.2. It is very important to notice that under
such conditions, the traditional S-A method is completely reliable.

6.3 Static Design Sensitivity Analysis of Long Can-

tilever Beam
Consider next an example in which, still within the usual linear theory of elasticity, the
displacement eld entails dominance of rigid-body rotation relative to actual deformation
94 6.3. Static Design Sensitivity Analysis of Long Cantilever Beam

Table 6.1: Computed von Mises reference stress sensitivity
vM =
A5 at the nite element
nodal point Q1.

Boundary
element
length OFD Traditional New
perturbation Perturbation method S-A method S-A method

`
A5
vM
vM
vM
`
A5
A5
A5

10 1 10 1 23:47 29:56 23:62

10 2 10 2 23:61 23:61 23:62
10 3 10 3 23:62 23:62 23:62
10 4 10 4 23:62 23:62 23:62
10 5 10 5 23:62 23:62 23:62
10 6 10 6 23:62 23:62 23:62
10 7 10 7 23:62 23:62 23:62
10 8 10 8 23:62 23:62 23:62
10 9 10 9 23:61 23:61 23:62

of the nite elements in a subdomain of the structure. The example is the cantilever beam
problem used by Barthelemy & Haftka (1988) to study the inaccuracy problem associated
with the traditional S-A method as described in Section 5.2. The problem pertains to a
slender cantilever beam of given length L and aspect ratio 50 as shown in Fig. 6.2. The
beam is subjected to a given tip load P at the free end and is modelled by a regular pattern
of 8-node isoparametric serendipity nite elements. The length of the element sides are
equal and denoted by `. The design sensitivity
vL =
L of the tip displacement vL with
respect to the length L of the beam is studied, and the \design boundary layer" approach
of using one-element-deep sensitivity information is adopted.
It has been demonstrated by numerical experiments in Barthelemy & Haftka (1988) that
the displacement design derivative
vL =
L determined by the traditional S-A method for
this beam problem is subject to severe inaccuracy problems. This fact is illustrated by
the results presented in Table 6.2 for dierent values of the relative perturbation
`=` of
the lengths ` of the nite elements in the \design boundary layer". The results are based
on a discretization of the beam into 200 x 4 eight-node isoparametric nite elements as
indicated in Fig. 6.2, the beam has length L = 100 and unit thickness, the load P has
unit value, Young's modulus is set to 2.1
105 MPa, and Poisson's ratio = 0.3. Since the
beam is long, sensitivity results in Table 6.2 may be compared with analytical results for
It Lis=@L
@v seenstated
from the results
in the in Table
caption 6.2 that
of Table foravalues
6.2 for of the relative
corresponding perturbation
Bernoulli-Euler
`=` as
beam.
5
small as 10 , even the sign is wrong for the sensitivities obtained by the traditional S-A
Chapter 6. Examples of Design Sensitivity Analysis 95

y,v
P

vL
x,u

Figure 6.2: Finite element model of long cantilever beam with aspect ratio 50.

Table 6.2: Computed displacement design sensitivities
vL =
L for cantilever beam mod-
elled by 200 x 4 eight-node isoparametric serendipity nite elements for plane
stress.
(Computed displacement vL = 2.3807. Bernoulli-Euler comparison beam has vL = 2.3809
and @vL =@L = 0.1429.)

Boundary
element
length Beam length OFD Traditional New
perturbation perturbation method S-A method S-A method

`
L
vL
vL
vL
` L
L
L
L

10 1 2:5
10 2 0:1429 3235: 0:1428

10 2 2:5
10 3 0:1428 324:8 0:1428
10 3 2:5
10 4 0:1428 32:25 0:1428
10 4 2:5
10 5 0:1436 3:096 0:1428
10 5 2:5
10 6 0:1523 0:1771 0:1428
10 6 2:5
10 7 0:2006 0:1344 0:1428

method. Furthermore, for perturbations less than 10 3 the OFD method starts to diverge
due to truncation errors, showing that it is dicult to obtain accurate sensitivities for this
beam problem.
As expected, sensitivities obtained by use of the new S-A method are independent of the
perturbation
`=` and attain values that agree within 0:02% with the sensitivity value of
the corresponding Bernoulli-Euler comparison beam. This illustrates the \exactness" of
the new S-A method, and furthermore, it demonstrates that the \design boundary layer"
approach of using one-element-deep sensitivity information gives accurate results.
96 6.4. Thermo-Elastic Sensitivity Analysis of Two-Material Beam
It should be noted that the traditional S-A method would yield more accurate sensitivities
if a second order central dierence approximation of the stiness matrix derivative is used,
as the sensitivity error then is proportional to the square of the length perturbation. When
rst order nite dierences are used the sensitivity error is linearly dependent on the length
perturbation. This can also be seen from Table 6.2. However, in case of both rst and
second order nite dierence approximations, the sensitivity error for the traditional S-A
method for this problem will be proportional to the square of the number of elements used
to model the beam in the length direction. This has been shown by Pedersen, Cheng &
Rasmussen (1989) and Olho & Rasmussen (1991a).

6.4 Thermo-Elastic Sensitivity Analysis of Two-Mate-

rial Beam
Next, a two-material cantilever beam subjected to thermal loading is considered. The
previous cantilever beam example illustrated the inaccuracy problem associated with the
traditional S-A method when the displacement eld contains large rigid body rotations
relative to usual strains, and because such displacement elds occur often in thermo-elastic
problems, inaccuracy problems can be expected for the traditional S-A method.

y,v

T = 373 K

aluminium vL
interface
steel x,u

T = 573 K L

Figure 6.3: Two-material cantilever beam with aspect ratio 25.

The cantilever beam consists of two material domains of equal heights and dierent tem-
peratures are specied at the upper and lower boundary of the beam as shown in Fig. 6.3.
The beam aspect ratio is 25 whereas the previous beam example in Section 6.3 had an
aspect ratio of 50. The length of the beam is set to L = 50, i.e., the height of the beam
is 2. As in the previous beam example, the derivative of the tip displacement,
vL =
L,
is studied for dierent values of relative perturbations
`=` of the lengths ` of the nite
elements in the \design boundary layer".
The nite element model consists of 400 eight-node elements, giving the tip displacement
The
vL =two materials
0:6714 due to have the following
the thermal properties:
loading. Displacement sensitivities
vL =
L are presented
in Table 6.3.
The results in Table 6.3 emphasize the possible need for using the new S-A method for
thermo-elastic design sensitivity analysis. The S-A method needs so small relative pertur-
Chapter 6. Examples of Design Sensitivity Analysis 97

Steel Aluminium
Young's modulus : 210000 MPa 70000 MPa
Poisson's ratio : 0.3 0.3
Conductivity coecient : 27
10 6 W/(mm2
K) 202
10 6 W/(mm2
K)
Expansion coecient : 1:2
10 5 K 1 2:5
10 5 K 1

Table 6.3: Computed displacement design sensitivities
vL =
L for two-material cantilever
beam modelled by 100 x 4 eight-node isoparametric serendipity nite elements
for plane stress. The beam aspect ratio is 25.

Boundary
element
length Beam length OFD Traditional New
perturbation perturbation method S-A method S-A method

`
L
vL
vL
vL
` L
L
L
L

10 1 5:0
10 2 0:02686 310:3 0:02684

10 2 5:0
10 3 0:02684 31:05 0:02684
10 3 5:0
10 4 0:02684 3:081 0:02684
10 4 5:0
10 5 0:02683 0:2840 0:02684
10 5 5:0
10 6 0:02658 0:004314 0:02684
10 6 5:0
10 7 0:02534 0:02292 0:02684

bations as 10 6 just in order to obtain sensitivities of correct sign, and if a more slender
beam is studied, this error problem is increased. The OFD method produces accurate
results unless very small perturbations are used, and the new S-A method yields very ac-
curate results for all perturbations. It should be noted that in the current implementation
of the new S-A method in ODESSY, a nite dierence approximation is involved in the
calculation of the derivatives of the load vectors as described in Subsection 5.9.1, but this
approximation is seen not to aect the accuracy of the sensitivities obtained.
It should be noted that no inaccuracy problem has been detected in the thermal sensitivity
analysis computing temperature sensitivities and thereby thermally induced strain sensi-
tivities using the traditional S-A approach. The inaccuracy problem encountered here is
entirely associated with the displacement sensitivities due to a thermal load.
98 6.5. Static Design Sensitivity Analysis of Thin Clamped Square Plate
6.5 Static Design Sensitivity Analysis of Thin Clamp-
ed Square Plate
Next let us consider another example where the traditional method of S-A static design
sensitivity analysis may result in severe errors, cf. Barthelemy & Haftka (1988). The
example concerns a square plate clamped at all edges and subjected to a concentrated
load at the midpoint. As indicated in Fig. 6.4, one quarter of the plate is modelled by 100
4-node isoparametric Mindlin plate nite elements.

L L

Figure 6.4: Finite element model of one quarter of square plate.

The length/thickness ratio is 100, and the sensitivity of the lateral displacement at the point
of load application with respect to the side length L is computed for dierent perturbations.
The perturbations are conned to the elements adjacent to the lines of symmetry.
The results are presented in Table 6.4 and conrm that the traditional S-A method is
strongly dependent on the size of the relative perturbation
L=L, whereas the new S-A
method gives accurate sensitivities. The inaccuracies of the OFD method for the pertur-
bations 10 1 and 10 2 are due to these large values.
Other numerical tests of this plate example with dierent length/thickness ratios have
shown that, as expected, the errors of the traditional S-A method increase rapidly with
increasing length/thickness ratios as the displacement eld becomes more and more charac-
terized by large rigid body rotations relative to actual deformations of the nite elements.

6.6 Design Sensitivity Analysis of Reinforced Vibra-

ting Plate
Next a square plate reinforced by ribs as shown in Fig. 6.5 is considered. The aim of
this example is to illustrate how the results of Sections 4.9.1 and 4.9.2 can be used in
eigenfrequency design sensitivity analysis, that is, to show that sensitivities of both simple
and multiple eigenvalues can be computed accurately. The new S-A method constitutes
the basis for the design sensitivity analysis but the traditional S-A method may be applied
as well.
Chapter 6. Examples of Design Sensitivity Analysis 99

Table 6.4: Computed derivative of lateral displacement wmid at the point of load applica-
tion with respect to side length L. Length/thickness ratio is 100.

Plate length OFD Traditional New

perturbation method S-A method S-A method

L
wmid
wmid
wmid
L
L
L
L

10 1 0:6815 254:8 0:8181

10 2 0:7997 46:14 0:8181
10 3 0:8162 4:304 0:8181
10 4 0:8179 0:3011 0:8181
10 5 0:8181 0:7663 0:8181
10 6 0:8181 0:8129 0:8181
10 7 0:8181 0:8176 0:8181
10 8 0:8181 0:8180 0:8181
a

plate
b
a
b

horizontal
a

vertical
ribs
ribs
a a a
b b

Figure 6.5: Square plate reinforced by ribs.

The plate is clamped at all edges and reinforced by two horizontal and two vertical ribs.
The length a=0.5 m, b=0.05 m, the thickness of the ribs is 0.05 m, and the thickness of the
plate is 0.005 m. Both the plate and the ribs are made of steel with the following material
properties

Young's modulus = 210000 MPa

Poisson's ratio = 0.3
Mass density = 7800 Kg/m3

The structure is symmetric and therefore multiple eigenfrequencies are expected. The goal
 100 6.6. Design Sensitivity Analysis of Reinforced Vibrating Plate
is to nd sensitivities of both the simple and the multiple eigenfrequencies with respect to
6 dierent design variables.
The nite element model consists of 1156 4-node isoparametric Mindlin plate elements and
the model has 5445 d.o.f. All eigenvectors are M-orthonormalized, see Eq. 4.26, and the
4 lowest eigenfrequencies will be considered. From the analysis it is found that the lowest
eigenfrequency is simple and has the value 92.20 Hz, but the second and third eigenfre-
quency are identical and have the value 161.71 Hz. In this example, the eigenfrequencies
are considered to be identical when the relative dierence between the values is  10 4.
The fourth eigenfrequency is simple and equal to 175.03 Hz. The eigenmodes correspond-
ing to the 4 eigenfrequencies can be seen in Figs. 6.6 - 6.9, and the in uence of the ribs is
very clear.
As the second eigenfrequency is multiple, an innite number of linear combinations of the
eigenvectors shown in Figs. 6.7 and 6.8 corresponding to the multiple eigenfrequency will
satisfy the general eigenvalue problem in Eq. 4.24 and the M-orthonormalization condition
in Eq. 4.26.
The design sensitivities with respect to changes of single design variables are computed
by two dierent methods, namely the overall nite dierence (OFD) method and the new
semi-analytical (S-A) method.
The OFD method which is used as a reference method implies that the design is perturbed,
a new eigenfrequency analysis is performed, and then the eigenfrequency sensitivities j
are found from
j '
fj (a
1 ;a: : : ; aI ) = fj (a1; : : : ; ai +
ai; : : : ;
aaI ) fj (a1 ; : : : ; ai; : : : ; aI ) (6.1)
i i

The new semi-analytical (S-A) method is based on Eq. 4.29 for the simple eigenfrequencies
and Eq. 4.40 for the multiple eigenfrequencies. Eqs. 4.7, 5.114, 5.117, 5.136, 5.137, and
5.142 yield the \exact" numerical derivatives of stiness and mass matrices.
Furthermore, based on the S-A method we shall calculate the sensitivities of all four eigen-
frequencies regarding them as simple, i.e., using only Eq. 4.29 in order to see the conse-
quences of this erroneous assumption.
Chapter 6. Examples of Design Sensitivity Analysis 101

Figure 6.6: 1. eigenmode. f1 = 92.20 Hz.

Figure 6.7: 2. eigenmode. f2 = 167.7 Hz.

Figure 6.8: 3. eigenmode. f3 = 167.7 Hz.

102 6.6. Design Sensitivity Analysis of Reinforced Vibrating Plate

Figure 6.9: 4. eigenmode. f4 = 175.0 Hz.

The rst design sensitivity analysis is with respect to the thickness of the plate as shown
in Fig. 6.10.

design variable no. 1:

plate thickness

Figure 6.10: Design variable no. 1.

The sensitivities are shown in Table 6.5 and it is seen that the same results are obtained
by the OFD method and the S-A method using Eqs. 4.29 and 4.40.
Increasing the plate thickness is a symmetric design change and therefore we may expect
that the multiple eigenfrequency remains multiple. Note that while the sensitivities of
the other eigenfrequencies are positive then the sensitivity of the lowest eigenfrequency is
negative, i.e., the rst eigenfrequency will decrease if the thickness of the plate is increased.
These results require some explanation.
The eigenmode corresponding to the lowest eigenfrequency can be characterized as a global
mode while all higher order eigenmodes can be regarded as nearly-local modes for each
of the nine subdomains of the plate, see Figs. 6.6 - 6.9. Thus, increasing the plate
thickness will have little eect on the overall stiness of the structure as it is mainly
governed by the ribs whereas the thickness of the plate has a large in uence on the total
mass, i.e., the inertia forces. Therefore, increasing the plate thickness will decrease the
lowest eigenfrequency which mainly depends on the overall stiness and total mass of the
structure.
The higher order eigenmodes, on the other hand, mainly depend on the local stiness and
mass of each of the nine subdomains, and increasing the plate thickness has a larger eect
on the local stiness than on the local mass of each subdomain. This is the reason why
the higher eigenfrequencies will increase with increasing plate thickness.
For this design change, the erroneous assumption of using Eq. 4.29 to the double eigenfre-
Chapter 6. Examples of Design Sensitivity Analysis 103

Table 6.5: Eigenfrequency sensitivities with respect to design variable no. 1: plate thick-
ness.

Frequency no. OFD method Eq. 4.29 & 4.40 Eq. 4.29
j
fj
j @fj

a1 @a1

1 1552: 1552: 1552:

2 14093: 14094: 14094:
3 14093: 14094: 14094:
4 31407: 31407: 31407:

quency, see last column in Table 6.5, in fact gives the same sensitivities as obtained by Eq.
4.40. This shows that the in uence of the o-diagonal terms f12T e = f21T e in the sensitivity
matrix in Eq. 4.40 is very weak for this symmetric design change.
Next, the eigenfrequency sensitivities are found with respect to the thickness of the ribs
as shown in Fig. 6.11. The results are shown in Table 6.6.

design variable no. 2:

rib thickness

Figure 6.11: Design variable no. 2.

Table 6.6: Eigenfrequency sensitivities with respect to design variable no. 2: rib thickness.

Frequency no. OFD method Eq. 4.29 & 4.40 Eq. 4.29

fj @fj
j
a2 j @a2

1 1879: 1879: 1879:

2 1714: 1714: 1714:
3 1714: 1714: 1714:
4 304:7 305:1 305:1
104 6.6. Design Sensitivity Analysis of Reinforced Vibrating Plate
It is seen in Table 6.6 that again the same results are obtained by the OFD method and
the S-A method using Eqs. 4.29 and 4.40. All the sensitivities are positive, and again the
multiple eigenfrequency remains multiple with this design change.
Next we want to determine sensitivities of the eigenfrequencies when the position of the
horizontal ribs is changed. The design variable is the distance between the horizontal ribs,
see Fig. 6.12.

design variable no. 3:

position of horizontal ribs

Figure 6.12: Design variable no. 3.

The results are shown in Table 6.7.

Table 6.7: Eigenfrequency sensitivities with respect to design variable no. 3: position of
horizontal ribs.

Frequency no. OFD method Eq. 4.29 & 4.40 Eq. 4.29
j
fj j @fj

a3 @a3

1 40:86 40:86 40:86

2 380:6 380:6 287:5
3 186:9 186:9 93:75
4 169:5 168:6 168:6

It is seen from Table 6.7 that the multiple eigenfrequency f~ = f2 = f3 will split when the
distance between the horizontal ribs is increased. Now we can also see dierences between
the two last columns in Table 6.7 showing the in uence of o-diagonal terms in Eq. 4.40
which implies that calculation of sensitivities of the double eigenfrequency by means of the
single-modal formula in Eq. 4.29 gives erroneous results.
Next, the distance between the vertical ribs is used as a design variable as shown in Fig.
6.13, and the results are presented in Table 6.8.
The sensitivities for this design variable should be the same as obtained for design variable
no. 3, the distance between the horizontal ribs, except for that the sensitivities for the
multiple eigenfrequency f2 = f3 should be interchanged when using Eq. 4.40. It is seen
that the OFD method does not display this situation as the eigenfrequencies are ordered
Chapter 6. Examples of Design Sensitivity Analysis 105

design variable no. 4:

position of vertical ribs

Figure 6.13: Design variable no. 4.

Table 6.8: Eigenfrequency sensitivities with respect to design variable no. 4: position of
vertical ribs.

Frequency no. OFD method Eq. 4.29 & 4.40 Eq. 4.29

fj @fj
j
a4 j @a4

1 40:86 40:86 40:86

2 380:6 186:9 93:75
3 186:9 380:6 287:5
4 166:4 167:0 167:0

by magnitude in each analysis when using the OFD method. More importantly, we again
note that application of the single-modal Eq. 4.29 yields erroneous sensitivities of the
multiple eigenfrequency f2 = f3.
The next design variable is the width of the horizontal ribs, see Fig. 6.14, and the results
are shown in Table 6.9.

design variable no. 5:

width of horizontal ribs

Figure 6.14: Design variable no. 5.

Again, the results obtained by the OFD method and the S-A method using Eqs. 4.29
and 4.40 are very similar, and it is seen that the multiple eigenfrequency splits with this
design change. Furthermore, the sensitivities of the double eigenfrequency obtained by
using Eq. 4.29 even have a wrong sign, so using the erroneous assumption of regarding the
106 6.6. Design Sensitivity Analysis of Reinforced Vibrating Plate

Table 6.9: Eigenfrequency sensitivities with respect to design variable no. 5: width of
horizontal ribs.

Frequency no. OFD method Eq. 4.29 & 4.40 Eq. 4.29
j
fj
j @fj

a5 @a5

1 273:4 273:4 273:4

2 866:2 866:2 719:7
3 26:38 26:38 120:1
4 401:4 400:9 400:9

eigenfrequencies as simple leads to completely wrong results for this design change.
The last design variable is the width of the vertical ribs as shown in Fig. 6.15.

design variable no. 6:

width of vertical ribs

Figure 6.15: Design variable no. 6.

Table 6.10: Eigenfrequency sensitivities with respect to design variable no. 6: width of
vertical ribs.

Frequency no. OFD method Eq. 4.29 & 4.40 Eq. 4.29
j
fj
j @fj

a6 @a6

1 273:4 273:4 273:4

2 866:2 26:38 120:1
3 26:38 866:2 719:7
4 399:5 399:8 399:8

As before, the sensitivities with respect to this design variable should be the same as
obtained for design variable no. 5, the width of the horizontal ribs, except for that the
Chapter 6. Examples of Design Sensitivity Analysis 107
sensitivities for the multiple eigenfrequency f2 = f3 should be interchanged when using the
S-A method and Eqs. 4.29 and 4.40.
Again it is seen that very similar results are obtained by the OFD method and the S-
A method when Eqs. 4.29 and 4.40 are used properly, whereas the last column again
witnesses shortcoming of Eq. 4.29 when applied to the double eigenfrequency f2 = f3 .
Up to now the eigenfrequency sensitivities have been found with respect to single design
changes of each of the 6 design variables thickness of plate, thickness of ribs, position of
horizontal ribs, position of vertical ribs, width of horizontal ribs, and width of vertical ribs.
Let us nally show that it is possible to determine sensitivities for any direction in the
space of the 6 design variables when some of them are changed simultaneously. The
position of both the horizontal and vertical ribs, see Figs. 6.12 and 6.13, will be changed
simultaneously and again the OFD method is used as a reference. The two design variables
will be given unit increments.
All the generalized gradient vectors fsk in Eq. 4.46 have been calculated and Eq. 4.47 is
used for determining the increments
f =
f2 and
f =
f3 of the multiple eigenfrequency
f2 = f3 . Eq. 4.30 is used for determining increments of the simple eigenfrequencies f1 and
f4 . The sensitivities for this simultaneous design change are shown in Table 6.11.

Table 6.11: Eigenfrequency sensitivities for unit increments of design variable no. 3: posi-
tion of horizontal ribs and design variable no. 4: position of vertical ribs.

Frequency no. OFD method Eq. 4.30 & 4.47

j
fj
fj

1 81:72 81:72
2 193:8 193:8
3 193:8 193:8
4 335:5 335:5

It is seen that very accurate results are obtained by using Eqs. 4.30 and 4.47 for determining
sensitivities of single and bimodal eigenfrequencies, respectively, in any direction in the
space of design parameters.
It has now been demonstrated that design sensitivities of simple as well as multiple eigen-
values with respect to single or simultaneous change of design variables can be calculated
very accurately using the S-A approach.
108 6.7. Ribbed Plate with Cluster of Eigenfrequencies
6.7 Ribbed Plate with Cluster of Eigenfrequencies
Next, we shall illustrate how important it is for the design sensitivity analysis to decide cor-
rectly from the numerical results whether some eigenvalues coalesce and become multiple,
or remain distinct.
We consider the same example as before, i.e., the square plate with ribs shown in Fig. 6.5,
but now the thickness of the plate is 2 21 times less, i.e., 0.0020 m. This causes the 9 lowest
eigenfrequencies to become very close as their corresponding eigenmodes can be regarded
as local modes for each of the nine subdomains of the plate, see Figs. 6.16 - 6.25.
Chapter 6. Examples of Design Sensitivity Analysis 109

Figure 6.16: 1. mode. f1 = 70.40 Hz. Figure 6.24: 9. mode. f9 = 72.32 Hz.

Figure 6.18: 3. mode. f3 = 72.17 Hz. Figure 6.17: 2. mode. f2 = 72.17 Hz.

Figure 6.20: 5. mode. f5 = 72.28 Hz. Figure 6.19: 4. mode. f4 = 72.25 Hz.

Figure 6.22: 7. mode. f7 = 72.32 Hz. Figure 6.21: 6. mode. f6 = 72.31 Hz.
110 6.7. Ribbed Plate with Cluster of Eigenfrequencies

Figure 6.23: 8. mode. f8 = 72.32 Hz.

Figure 6.25: 10. mode. f10 = 110.0 Hz.

Chapter 6. Examples of Design Sensitivity Analysis 111
The rst eigenfrequency is 70.404 Hz and the second through the ninth eigenfrequency are
close to 72.2 Hz. These 9 eigenfrequencies are so close that it is dicult to decide which
of them are multiple.
If we use as a criterion for identical eigenfrequencies that the relative dierence between
the frequencies must be  10 3 then the 8 eigenfrequencies from the second to the ninth
should be considered as multiple, but if we use a tighter criterion as 10 4 then the second
and third should be considered as a double eigenfrequency and the sixth, seventh, eighth
and ninth should be considered as a 4-fold multiple eigenfrequency. If the criterion 10 5 is
used the second and third should be considered as a double eigenfrequency, and similarly
with the seventh and eighth.
We will determine sensitivities of the eigenfrequencies when the position of the horizontal
ribs is changed as shown in Fig 6.12. The sensitivities are calculated (a) by the OFD
method which is used as reference, (b) using Eq. 4.29 and 4.40 and assuming two double
eigenfrequencies, (c) using Eq. 4.29 and 4.40 and assuming one double and one 4-fold
multiple eigenfrequency, (d) using Eq. 4.29 and 4.40 and assuming one 8-fold multiple
eigenfrequency, and (e) only using Eq. 4.29 which is just valid in cases of simple eigenvalues.
The results are shown in Table 6.12.

Table 6.12: Eigenfrequency sensitivities with respect to design variable no. 3: position of
horizontal ribs.

Freq. OFD Eq. 4.29 & 4.40, Eq. 4.29 & 4.40, Eq. 4.29 & 4.40 and Eq. 4.29
no. method f2 = f3 and f2 = f3 and f2 = f3 = f4 = f5
f7 = f8 f6 = f7 = f8 = f9 = f6 = f7 = f8 = f9

fj @fj
j
a5 j j j @ai

1 203:2 203:2 203:2 203:2 203:2

2 257:1 257:1 257:1 286:5 256:8
3 143:5 143:5 143:5 143:5 143:1
4 71:65 71:65 71:65 78:36 71:65
5 116:8 116:8 116:8 287:1 116:8
6 143:8 143:7 143:7 143:7 143:7
7 114:4 114:4 114:4 143:7 127:8
8 143:8 143:8 143:8 143:8 130:3
9 123:5 123:5 123:5 143:8 123:5
10 13:60 13:60 13:60 13:60 13:60

It is seen that we obtain the same results by the S-A method assuming either two double
eigenfrequencies f2 = f3 and f7 = f8, or one double eigenfrequency f2 = f3 and one 4-fold
multiple f6 = f7 = f8 = f9. These two columns are in excellent agreement with the OFD
112 6.8. Vibration Frequencies of Thin Clamped Square Plate
method but it is not a general situation that dierent choices of multiplicity lead to the
same results. This is also illustrated by the next column in Table 6.12 because if we
assume having an 8-fold multiple eigenfrequency f2 = f3 = f4 = f5 = f6 = f7 = f8 = f9, wrong
sensitivities are obtained for several of the eigenfrequencies, i.e., for f2, f4, f5 , f7 , and f9.
At last, if we consider all eigenfrequencies as simple, i.e., use Eq. 4.29, then the results
for the multiple eigenfrequencies f2 = f3 and f7 = f8 only dier slightly from the results
obtained by the OFD method while the other sensitivities are correct. This illustrates that
the in uence of the o-diagonal terms in the sensitivity matrix in Eq. 4.40 is quite small
for this design change. This is also the reason why the same sensitivities are obtained for
f6 , f7, f8 , and f9 using Eq. 4.40 independently of whether the assumption f7 = f8 or the
assumption f6 = f7 = f8 = f9 is used. In both cases, the o-diagonal terms in the sensitivity
matrix in Eq. 4.40 are small compared to the diagonal terms for this design change, and
therefore the same sensitivities are obtained for both assumptions.
These results show the importance for the design sensitivity analysis of deciding correctly
whether an eigenfrequency is multiple or simple. Thus, wrong assumptions concerning the
multiplicity of an eigenfrequency may lead to erroneous results.
The importance of deciding correctly the multiplicity of a multiple eigenvalue can be seen
from the sensitivity matrix in Eqs. 4.40 and 4.46. If a wrong multiplicity N is assumed, a
subeigenvalue problem of wrong dimension is posed, and if the o-diagonal terms fskT e; s 6=
k, in the sensitivity matrix are non-zero, the eigenvalues of the sensitivity matrix, i.e.,
the directional derivatives, in general will be incorrect. A structural design with a dense
spectrum of eigenfrequencies often occur for plate and shell structures, and special care
must be taken in the sensitivity analysis as observed in this example.

6.8 Vibration Frequencies of Thin Clamped Square

Plate
This example deals with the subject of semi-analytical design sensitivity analysis of vibra-
tion frequencies of a thin clamped square plate, and it will be shown that application of
the traditional S-A method can result in severe errors. The example concerns a square
plate which is clamped at all edges and modelled by 100 9-node \heterosis" isoparametric
Mindlin plate elements, see Fig. 6.26.

L L

Figure 6.26: Finite element model of square plate.

Chapter 6. Examples of Design Sensitivity Analysis 113
The plate is made of steel with the following material properties
Young's modulus : 210000 MPa
Poisson's ratio : 0.3
Mass density : 7800 Kg/m3
114 6.8. Vibration Frequencies of Thin Clamped Square Plate
The side length L of the square plate is 1:0 m and the thickness 1:0
10 3 m, i.e. the
length/thickness ratio is 1000. The lowest eigenfrequency f1 = 8.994 Hz is simple, while
f2 = f3 =18:36 Hz is a double.
The shape design variable is the side length L of the plate, and the sensitivities of the three
lowest eigenfrequencies will be computed for dierent perturbations. The overall nite
dierence (OFD) method, see Eq. 6.1, is used as a reference method, and furthermore, the
eigenfrequency sensitivities will be calculated by the traditional S-A method, cf. Eqs. 4.7
and 4.8, and by the new semi-analytical method using \exact" numerical dierentiation of
element matrices.

Table 6.13: Computed derivative of lowest eigenfrequency f1 with respect to side length
L.
Plate length OFD Traditional New
perturbation method S-A method S-A method

L
f1
f1
f1
L
L
L
L

10 2 17:71 12188: 17:99

10 3 17:96 1308: 17:99
10 4 17:99 115:7 17:99
10 5 17:99 4:605 17:99
10 6 17:99 16:65 17:99
10 7 17:99 17:86 17:99
10 8 18:00 17:98 17:99
10 9 17:97 17:99 17:99
10 10 18:13 17:97 17:99

The data presented in Table 6.13 are the sensitivities of the lowest eigenfrequency while
Table 6.14 presents sensitivities of the multiple eigenfrequency. As f2 and f3 remain
multiple with the design change considered, the same values are obtained for sensitivities
2 and 3, and therefore only results for 2 are listed in Table 6.14.
The results in Table 6.13 and 6.14 conrm that the traditional S-A method is strongly
dependent on the size of the relative perturbation, and that even the sign of the sensitivity
is wrong unless a very small perturbation is used. The new S-A method, however, yields
accurate sensitivities. The OFD method is used as a reference, and it should be noted
that the inaccuracies of the OFD method for the perturbations 10 1 and 10 2 are due
to these large values. Furthermore, the OFD method becomes inaccurate for very small
perturbations due to numerical round-o errors.
The traditional S-A method for static design sensitivity analysis is prone to large errors for
problems involving large rigid body rotations relative to actual deformations of the nite
Chapter 6. Examples of Design Sensitivity Analysis 115

Table 6.14: Computed sensitivities 2(=3) of double frequency f2 = f3 with respect to

side length L.

Plate length OFD Traditional New

perturbation method S-A method S-A method

L 2 2 2
L

10 2 36:10 19415: 36:71

10 3 36:63 2074: 36:71
10 4 36:71 176:2 36:71
10 5 36:71 15:40 36:71
10 6 36:71 34:58 36:71
10 7 36:72 36:50 36:71
10 8 36:72 36:69 36:71
10 9 36:80 36:71 36:71
10 10 36:19 36:70 36:71

elements as the components of the approximate element pseudo loads that correspond to
to a rigid body rotation dr do not vanish in general, i.e., (
k=
ai )dr 6= 0 as described
in Section 5.2. As the design sensitivity expressions for eigenvalues involve multiplication
of stiness matrix derivatives by the eigenvector, see Eqs. 4.29 and 4.40, the same type of
inaccuracy problem will arise when the S-A method is applied to design sensitivity analysis
of eigenvalues for such structures.
In the current example, the small length/thickness ratio will result in eigenvector dis-
placement elds where the rigid body rotations are comparatively large relative to the
actual deformations of the nite elements, and therefore the traditional S-A method yields
completely wrong results unless very small perturbations are used.

6.9 Eigenfrequencies of Vibrating Square Plate with

In-plane Loads
The next example concerns design sensitivity analysis of a square plate which is clamped
at one edge and simply supported at two opposite edges. The plate is subjected to a
uniformly distributed in-plane load of magnitude 200 N/m at the fourth edge. The nite
element model consists of 100 9-node \heterosis" isoparametric Mindlin plate elements, see
Fig. 6.27.
The plate has the same dimensions and material properties as the plate in the previous
example in Section 6.8.
116 6.9. Eigenfrequencies of Vibrating Square Plate with In-plane Loads

sim
pe d ply
supp
clam orte
d

sim
ply
supp
L orte N/m
d 200
L

Figure 6.27: Finite element model of square plate with in-plane load.

Table 6.15: Computed derivative of lowest eigenfrequency f1 with respect to side length L
for plate without in-plane load. Plate length/thickness ratio is 1000.

Plate length OFD Traditional New

perturbation method S-A method S-A method

L
f1
f1
f1
L
L
L
L

10 2 6:231 73253: 6:325

10 3 6:315 7951: 6:325
10 4 6:324 796:3 6:325
10 5 6:325 7:401 6:325
10 6 6:325 1:709 6:325
10 7 6:320 5:521 6:325
10 8 6:271 6:184 6:325
10 9 4:948 5:804 6:325
10 10 8:880 6:837 6:325

For comparison purposes it is rst assumed that the in-plane load is absent and then the
lowest frequency is obtained as f1 = 3.167 Hz. The shape design variable is again taken
to be the side length L of the plate, and the sensitivities of the lowest eigenfrequency are
given in Table 6.15.
It is seen from Table 6.15 that there is a good agreement between the results obtained
by the OFD method and the new S-A method for the perturbations 10 4 - 10 6, but for
smaller values of the perturbation the OFD method starts to diverge due to numerical
round-o errors. The traditional S-A method starts to diverge for perturbations smaller
than 10 8 and does not reach the same sensitivity value as the two other methods.
The errors in the sensitivities obtained by the traditional S-A method are seen to be larger
for this example than for the previous one. This is to be expected as the rigid body
Chapter 6. Examples of Design Sensitivity Analysis 117
rotations relative to actual deformations of the nite elements are larger for this example
due to the boundary conditions considered.
Now, consider the case where the plate is subjected to the in-plane load. This implies a
lowering of the rst eigenfrequency from 3.167 Hz to 2.690 Hz. Again design sensitivities
are calculated, and the results are given in Table 6.16.

Table 6.16: Computed derivative of lowest eigenfrequency f1 with respect to side length L
for plate with in-plane load = 200 N/m. Plate length/thickness ratio is 1000.

Plate length OFD Traditional New

perturbation method S-A method S-A method

L
f1
f1
f1
L
L
L
L

10 2 6:511 103053: 6:587

10 3 6:583 11180: 6:587
10 4 6:597 1122: 6:587
10 5 6:598 106:4 6:587
10 6 6:598 4:714 6:587
10 7 6:570 5:451 6:587
10 8 6:322 6:383 6:587
10 9 5:477 5:847 6:587
10 10 0:384 7:325 6:587

This example emphasizes the importance of using our modied version of the S-A method.
The new S-A method is independent of the perturbation used, whereas a comparison of
the results obtained by the OFD method and the traditional S-A method for this example
re ects diculties in obtaining reliable sensitivities. This is due to both comparatively
larger rigid body rotations relative to actual deformations of the nite elements, and the
necessity of performing two design sensitivity analyses. First the stress sensitivities are
determined in a static sensitivity analysis and then the eigenfrequency sensitivities are
calculated including the initial stress stiening eects. Inaccuracies in the static sensitivity
analysis hereby become accumulated in the dynamic sensitivity analysis and this is the
reason why there are small dierences in the results obtained by the OFD method and
the new S-A method. The OFD method is based on rst order forward nite dierences,
and as the problem is strongly non-linear this gives small inaccuracies although small
perturbations are used.
Finally, the same example is considered but now the thickness is increased to 20:0
10 3
m, i.e. the length/thickness ratio is 50, and the in-plane load is set to 1:5
106 N/m.
Without the in-plane load the lowest eigenfrequency becomes f1 = 62.97 Hz, and with the
in-plane load included, the lowest eigenfrequency f1 is reduced to 53.93 Hz. The shape
118 6.10. Concluding Remarks on Examples
design variable is still taken to be the side length L of the plate and the design sensitivities
obtained are given in Table 6.17.

Table 6.17: Computed derivative of lowest eigenfrequency f1 with respect to side length L
for plate with in-plane load = 1:5
106 N/m. Plate length/thickness ratio is
50.

Plate length OFD Traditional New

perturbation method S-A method S-A method

L
f1
f1
f1
L
L
L
L

10 2 127:9 5024: 129:5

10 3 129:5 430:0 129:5
10 4 129:6 72:93 129:5
10 5 129:7 123:7 129:5
10 6 129:7 128:8 129:5
10 7 129:7 129:3 129:5
10 8 129:7 129:4 129:5
10 9 129:7 129:4 129:5
10 10 131:1 129:5 129:5

For this example, there is seen to be good agreement between the OFD method and the
new S-A method. The traditional S-A method is seen to converge to the same value as
obtained by the other two methods but it is still dependent of the chosen value of the
perturbation. The sensitivities obtained by the traditional S-A method are much better
for this example than for the previous one, because the length/thickness ratio has been
decreased. This results in smaller rigid body rotations relative to actual deformations of the
nite elements, and therefore the errors associated with the fact that (
k=
aj )dr 6= 0
are reduced.

6.10 Concluding Remarks on Examples

Several numerical examples of design sensitivity analysis have been presented in this chap-
ter. The traditional semi-analytical method of design sensitivity analysis has been shown
to give very accurate results in cases where the displacement eld is characterized by small
rigid body rotations relative to actual deformations of the nite elements, cf. Section 6.2
where a classical llet example is studied.
However, in cases where the displacement eld entails dominance of rigid body rotations rel-
ative to actual deformations of the nite elements, the traditional semi-analytical method
Chapter 6. Examples of Design Sensitivity Analysis 119
has been shown to be prone to yield erroneous sensitivities. This is demonstrated for static
design sensitivity analysis of a long cantilever beam in Section 6.3 and of a thin clamped
square plate in Section 6.5. Furthermore, the inaccuracy problem has been demonstrated
to manifest itself in thermo-elastic design sensitivity analysis of a two-material cantilever
beam in Section 6.4. Thus, the inaccuracy problem can also be expected in many thermo-
elastic design problems as displacement elds with dominance of rigid body rotations often
occur in such problems.
Design sensitivity analysis of simple as well as multiple eigenfrequencies of reinforced vi-
brating plates has been shown to give accurate results in Sections 6.6 and 6.7. One of the
major diculties in computing sensitivities of multiple eigenvalues is to decide correctly
from numerical results the multiplicity of a given eigenvalue in case of a dense spectrum
of eigenvalues. A wrong estimation of the multiplicity of a repeated eigenvalue is shown
to give erroneous sensitivities in Section 6.7 and this diculty associated with multiple
eigenvalues, in addition to the lack of usual Frechet dierentiability, has to be taken into
account when solving optimum design problems involving multiple eigenvalues. These
questions will be further discussed in Chapter 8.
Finally, the inaccuracy problem associated with the traditional semi-analytical method is
shown to occur also in dynamic design sensitivity analyses. This is illustrated by com-
putation of design sensitivies of simple as well as multiple free vibration frequencies of a
thin clamped square plate in Section 6.8. Furthermore, if initial stress stiening eects
are taken into account when computing eigenfrequencies of vibrating plates, in Section 6.9
the error problem is shown to be even worse because errors in stress sensitivities from the
static design sensitivity analysis become accumulated in the dynamic design sensitivity
analysis.
The new approach to semi-analytical design sensitivity analysis based on \exact" numerical
dierentiation of element matrices has been shown to yield accurate sensitivities for all
studies made and must be considered a very reliable tool in a general purpose computer
aided engineering design system.
120 6.10. Concluding Remarks on Examples
 Chapter
7
A General and Flexible Method of
Problem Denition
7.1 Introduction
T mulating problems of mathematical
his chapter describes the implementation of a general and exible method of for-
programming in structural optimization systems.
The method enables the formulation and solution of problems involving local, integral,
min/max, max/min and possibly non-dierentiable user dened functions in any conceiv-
able mix. The mathematical formulation is based on the so-called bound formulation, and
the implementation specic details involve a parser capable of interpreting and performing
symbolic dierentiation of the user dened functions. The basic data involved in the user
dened functions are available through a class of database operations and many dierent
mathematical operators and functions are implemented.
The problem of mathematical programming consists in determining optimum values of
the design variables such that they maximize or minimize a specic function termed the
objective function, while satisfying a set of geometrical and/or behavioural requirements
which are called constraint functions.
In Section 7.2 the traditional way of formulating problems of mathematical programming in
general structural optimization systems is described. Usually, only standard formulations,
such as to minimize the maximum stress with a volume constraint, can be chosen, but in
practical design cases much more complicated problem denitions may be necessary.
The mathematical programming problems to be solved can involve criteria of various na-
ture, e.g., integral type functions, max/min or min/max type functions, or local type
functions like stress at a given point. A very general and elegant way of formulating and
solving such mathematical programming problems is to make use of the bound formulation
which is described in Section 7.3.
Having formulated the problem of mathematical programming in a standard form using
the bound formulation where the objective and constraint functions are given as vector
121
122 7.2. Background
functions, a description of how the user can dene these vector functions is given. We have
realized that the only way to obtain a exible system for denition of structural optimiza-
tion problems is to allow the user to dene objective and constraint functions in a home-
made language consisting of a set of operators and functions. Thus, a parser interprets
the denition of the user dened objective and constraint functions as described in Section
7.4. This results in some database operations as described in Section 7.5 where basic data
are read. The relations between these basic data must be dened by some mathematical
operators and functions described in Section 7.6. Having obtained the necessary data and
their relations, the vector functions can be evaluated as described in Section 7.7 and sym-
bolic dierentiation is easily implemented in each evaluation step. In this way analytical
expressions for derivatives of vector functions are available. When all vector functions have
been evaluated, the mathematical programming problem can be established and solved,
resulting in improved values of the design variables as described in Section 7.8.
The approach described in this chapter is valid for all types of optimization problems
that can be solved by ODESSY, except the case of having multiple eigenvalues in the
optimization problem. This special case is covered in Chapter 8.
Documentation of this approach of dening problems of mathematical programming in
structural optimization systems can also be found in Lund & Rasmussen (1994).

7.2 Background
In this section the traditional way of formulating problems of mathematical programming
in general structural optimization systems is described. Some of the rst available general
structural optimization systems, for instance OASIS, see Esping (1986), SAMCEF, see
Fleury (1987) and Braibant & Morelle (1990), and CAOS, see Rasmussen (1989, 1990)
and Rasmussen, Lund, Birker & Olho (1993) provide the user with a choice of a number
of predened functions from which the optimization problem can be built, for instance,
weight, de ection, stress, eigenfrequency, and compliance.
Functions like these are made available by equipping the system with a module which can
nd this information in the database of analysis results. Given the options above, the user
may choose to formulate the problem as, for instance,
Minimize maximum stress
Subject to
weight  some upper limit
lowest eigenfrequency  some lower limit

or alternatively
or any other combination of the functions. We see that the possible problem formulations
of such a system are of very dierent types. Weigth and compliance are integral type
functions, de ection or stress at a given point are local type functions, and maximum stress
Chapter 7. A General and Flexible Method of Problem Denition 123
Minimize weight
Subject to
maximum stress  some upper limit
de ection at a given point  some upper limit
compliance  some upper limit

or minimum eigenfrequency are min/max or max/min type criteria which are inherently
non-dierentiable.
In addition to the mathematical diculties created by the dierent natures of these criteria,
it is a programming diculty to make the system cope with any possible combination that
the user may dene. A very general and elegant solution is to make use of the so-called
bound formulation which will be brie y described in Section 7.3.
A system that provides a wide selection of basic functions, possibly more than the above-
mentioned, and enables the user to freely combine them into optimization problems is
a very general tool for structural optimization. However, by developing and using such
systems extensively for some years to solve industrial problems, we have learned that it is
impossible for a system designer to foresee the necessary facilities for all types of problems
that may arise in practical design cases. The universe of relevant design problems is too
large to be covered by any practical nite set of criterion functions.
Some straight-forward examples of unusual problem denitions have been
 cases where some mathematical combination of dierent stress types at dif-
ferent locations in the structure has been established as the design criterion
through a long time of numerical and experimental investigations and perhaps
practical use. Industries will typically rather abstain from the use of structural
optimization than being forced into changing their well-tested design criteria
just because of a limitation in the software system.
 cases of multicriterion optimization in the form of using a weighted sum of
dierent functions as one of the criteria of the problem.
 cases of unusual material failure criteria in the form of expressions involving,
for instance, dierent stress or strain types.
 cases where manufacturing constraints must be included in the denition of the
optimization problem.
System developers have the possibility to taylor the system by continuously reprogramming
it to t the problem at hand but this is not acceptable in the long run. Therefore we
initiated a more fundamental solution of the problem of generality.
124 7.3. Bound Formulation
7.3 Bound Formulation
In this section the bound formulation which is used as a basis for formulating and solving
problems of mathematical programming in ODESSY is described.
In order to keep an overview of a large system like ODESSY, it is absolutely necessary
to maintain a rigorous modularity in the organization of the code and have the modules
perform the necessary exchange of information through well-dened interfaces. In relation
to optimizers, this problem is well-known and has been addressed by Vanderplaats (1987)
in connection with his ADS subroutine package.
The optimization concept of ODESSY is based on the formation and solution of a sequence
of explicit subproblems as opposed to systems that work with line-search oriented opti-
mizers. From a theoretical point of view, the subproblem approach is known to be less
stable than line-search algorithms and it is often dicult or impossible to prove conver-
gence properties for the algorithm. However, from a system point of view, the subproblem
approach is much easier to program and control because it is realized via a xed sequence
of calculations independently of the iteration history. The subproblem approach works re-
liably in most cases and has gained a signicant popularity among developers of structural
optimization systems.
In the formulation of problems of mathematical programming only rst order approxima-
tions are used, i.e., we do not require our analysis module to provide more than rst order
sensitivities because higher order derivatives are computationally very costly to compute.
This does not prevent the use of, for instance, a quasi-Newton approach in which second
order approximations are gradually formed based on rst order information in several it-
erations. However, currently ODESSY only contains two optimizers, namely a sequential
linear programming algorithm (SIMPLEX) and an implementation of the MMA method
by Svanberg (1987), see also Fleury & Braibant (1986).
The usual mathematical programming formulation of a structural optimization problem is
as follows:
Minimize g0(a)
a

Subject to (7.1)
gj (a)  Gj ; j = 1; : : : ; J
ai  ai  ai; i = 1; : : : ; I
where I is the number of so-called design variables, ai, and J is the number of constraints
other than side constraints. Maximization problems are easily included in this form by
simply minimizing g0(a). We notice that non-dierentiable functions occur very often
in connection with practical structural optimization problems as the result of min/max or
max/min criteria.
The objective and constraint functions gj ; j = 0; : : : ; J , are specied by the user as a part
of the problem formulation. These vector functions can be picked and combined freely
Chapter 7. A General and Flexible Method of Problem Denition 125
among all the analysis results that the system is able to evaluate as will be described in
the next section.
In the interest of simplicity, generality and, above all, ease of programming, a formulation
that enables the system to handle the optimization problem in a uniform way regardless of
the blend of local-, integral- and min/max-criteria is very much desired and can be obtained
by use of the so-called bound formulation, see Bendse, Olho & Taylor (1983), Taylor &
Bendse (1984), and Olho (1989). This technique very elegantly solves the problem of
generality, and, assuming an adequate sensitivity analysis scheme, it also provides a simple
solution to the non-dierentiability problem in connection with min/max and max/min
problems.
It is assumed that any function gj in the problem is actually a max over a set of functions
(the formulation for max/min problems is completely equivalent), such that
gj (a) = max gjk (a); j = 0; : : : ; J (7.2)
k=1;:::;pj

The counters pj ; j = 0; : : : ; J , designate the number of functions among which gj is given

as the max. In the case of, for instance, a max stress criterion, pj would be the number
of nodal stresses among which the maximum is to be found. Ordinary scalar functions are
just a special case signied by the corresponding pj = 1. This gives us the following form
of 7.1:
Minimize
a max g0k (a);
k=1;:::;p0

Subject to (7.3)
max gjk (a)  Gj ; j = 1; : : : ; J
k=1;:::;pj
ai  ai  ai ; i = 1; : : : ; I
The constraint functions gj = max(gjk ), j = 1; : : : ; J , do not cause dierentiability prob-
lems. They may simply be treated separately:
Minimize
a max g0k (a);
k=1;:::;p0

Subject to (7.4)
gjk (a)  Gj ; k = 1; : : : ; pj ; j = 1; : : : ; J
ai  ai  ai ; i = 1; : : : ; I
This leads to the idea of using a similar approach for the objective function g0 = max(g0k ).
In order to make this possible, a new, articial design variable  is introduced and a new,
articial objective function f ( ). It is now possible to formulate an equivalent problem in
which the previous non-dierentiable objective function plays the role of constraints:
Minimize f ( )
126 7.3. Bound Formulation
a; 

Subject to (7.5)
g0k (a)  f ( ); k = 1; : : : ; p0 ;
gjk (a)  Gj ; k = 1; : : : ; pj ; j = 1; : : : ; J
ai  ai  ai; i = 1; : : : ; I
In this formulation, the only way of reducing the value of the articial objective function
f ( ) while fullling the constraints, is to simultaneously reduce all the functions comprised
in the original objective, i.e., minimizing the maximum. The articial objective function
f ( ) acts as a bound which suppresses the value of the original objective and gives this
technique the name of \bound formulation".
The specic form of the articial objective function f ( ) has yet to be selected. If a linear
method of mathematical programming is used, there is no reason not to select the simplest
imaginable function of  :
f ( ) =  (7.6)
Next 7.6 is inserted in 7.5, and, in order to better cope with functions of varying nature
and scale, we perform a normalization of the problem:
Minimize 
a; 

Subject to (7.7)
g0k (a)  1; k = 1; : : : ; p ;
0

gjk (a)  1; k = 1; : : : ; p ; j = 1; : : : ; J
j
Gj
ai  ai  ai; i = 1; : : : ; I
As previously mentioned, the counters pj ; j = 0; : : : ; J , designate the number of functions
over which the max for criterion j is to be found. In the case of, for instance, minimization
of maximum nodal stress, pj may often be many thousands, and the number of functions in
the optimization becomes very large. In order to prevent this, an \active set strategy" can
be used, which only includes the nodal stresses exceeding a certain fraction of the current
maximum in the problem.
Tableau 7.7 is valid regardless of the blend of vector functions gj ; j = 0; : : : ; J , and the
numerical operations performed are therefore identical for any problem that the user could
possibly dene. Due to this standardization, the bound formulation has greatly simplied
the programming of the optimization module.
Having obtained a standard format for the mathematical program, a method for the user to
dene the problem and a database module for extracting vector functions gj ; j = 0; : : : ; J ,
are required.
Chapter 7. A General and Flexible Method of Problem Denition 127
7.4 Specifying the Problem
Solving many real-life structural design optimization problems has indicated that the only
way to cover all possible combinations of problem specications is to allow the user to
specify the functions of the problem as mathematical relations between a set of basic data
available in the system. Furthermore, the system must be designed such that it is relatively
simple to expand the set of basic information as new analysis facilities are added to the
system. The same is valid for the available mathematical expressions.
The basic data of the system are available through a class of database operations that
extract the required information from the ODESSY analysis result les. These functions
are very similar to those used in conventional systems to extract the values and sensitivities
of the objective and constraint functions.
Examples of calls of the database functions could be:
nstress(svm, mat=steel, ldc=1)
which returns the nodal von Mises stresses in material \steel" in load case 1, or
weight( )
which returns the overall weight of the structure.
The mathematical operations are available as the usual mathematical operators, for in-
stance addition, subtraction, multiplication and division. In addition to these, a set of
predened functions are available, for instance logarithm, trigonometric functions, maxi-
mum and minimum.
We can imagine a criterion function specied as
maxval [ 1.5[ nstress(svm, mat=steel) ] + 1.2[ nstress(st, mat=aluminium) ] ]
which would specify the maximum value of a vector containing a weighted sum of von Mises
stresses in material \steel" and Tresca stresses in material \aluminium". Please notice the
use of brackets as parantheses except in the case of arguments to database funtions. We
shall return to this syntactic peculiarity later.

7.5 Database Operations

The database operations are specied as function calls. Each function extracts a specic
type of information from the database, for instance nodal stresses, element strains, com-
pliance or volume. The obtained vector functions can be divided into the three categories:
nodal vector functions, element vector functions, and global vector functions.
The database functions available in the ODESSY system are listed in the following and
possible input specications to each function are also given.
128 7.5. Database Operations
Table 7.1: Database operations for nodal vector functions with arguments.
Description Name Specic Specic Load Absolute Specic Specic Additional
type material case value layer point options
Nodal stresses nstress yes yes yes yes yes yes
Nodal strains nstrain yes yes yes yes yes yes
Absolute
Displacements disp yes yes yes yes - yes displace-
ment
Nodal forces force yes yes yes yes - yes Absolute
force
Nodal temp - yes yes yes - yes
temperatures
Nodal thermal tempforce yes yes yes yes - yes
forces
Nodal x,y,z - - - yes - yes
coordinates
Nodal radii rad - - - yes - yes
Boundary
radius of curvature - - - yes - no
curvature

Table 7.2: Database operations for element vector functions with arguments.
Description Name Specic Specic Load Absolute Specic Specic Additional
type material case value layer point options
Element estress yes yes yes yes yes yes
stresses
Element estrain yes yes yes yes yes yes
strains
Element elthk - yes - - - -
thicknesses

The extraction of raw data by database operations is always the rst step in evaluating
a user dened criterion function gj . In order to be able to handle all combinations in a
unied way, the system has been designed such that all database operations return the
same data type, a vector of nodal values, VNV.
The components of VNV's are nodal values (may also contain element or global values)
Chapter 7. A General and Flexible Method of Problem Denition 129
Table 7.3: Database operations for global vector functions with arguments.
Description Name Specic Load Additional options
material case
Volume vol yes -
Weight weight yes -
Compliance compliance - yes
Mass moment massinertia yes -
of inertia
Area moment areainertia yes -
of inertia
Eigen- eigenfreq - yes Specic number, include all eigenfrequencies
frequencies above or below specied number
Eigen-
frequencies eigenfreqsti - yes Specic number, include all eigenfrequencies
incl. stress above or below specied number
stiening
Buckling load buckload - yes Specic number, include all buckling load factors
factors above or below specied number
Probability pof yes yes
of failure

characterized by the following data structure (ODESSY is coded in ANSI C):

struct ods nv f
long nr; /* Node or element number */
long mat; /* Material number */
long ldc; /* Load case number */
double val; /* Value */
double vali; /* Sensitivity value */
short sign; /* Sign of value */
g
The material number is part of this data structure because a given node may be on the
interface between several materials and have a dierent value for each material.
VNV's are simply arrays of the structure described above:
struct ods vnv f
long n nv; /* Number of components in the vector */
short type; /* Type of vector (nodal, element, or global) */
struct ods nv nv[ ]; /* The actual vector of the type struct ods nv */
g
Some of the database functions, for instance the volume calculation, return only a scalar
130 7.6. Operators and Functions
value. In this case there is no evident need for the data structures described above, but
the subsequent operations are much simpler if data are represented in a uniform way.

7.6 Operators and Functions

The usual way of writing mathematical expressions is by a mix of operators and functions,
for instance
log(3:2  x + y)
where the two operators, * and +, are used together with a logarithm function. The usual
mathematical operators and functions are available in ODESSY for operations between
random combinations of VNV's and scalar numbers. Furthermore, some additional conve-
nient operators, like concatenation of two VNV's, have been implemented. The currently
available operators and functions are listed in tables 7.4 and 7.5.
Table 7.4: Implemented operators.
Operator: Description:
+ Addition operators.
- Subtraction operator.
/ Division operator.
* Multiplication operator.
^ Power function.
j Operator which concatenates two vectors.
max Operator which species a maximization of the objective function.
min Operator which species a minimization of the objective function.
maxval Maximum value operator which nds the maximum value of a vector.
minval Minimum value operator which nds the minimum value of a vector.
maxvec Operator which compares two vectors and returns a vector consisting of maximum
values for each node (or element).
minvec Operator which compares two vectors and returns a vector consisting of minimum
values for each node (or element).
\value" \Top" operator which subtracts all values of a vector exceeding \value" multiplied by
the maximum value of the vector. The scalar \value" must be between 0.0 and 1.0.
\value" \Bottom" operator which subtracts all values of a vector less than \value" multiplied
by the minimum value of the vector. The scalar \value" must be larger than 1.0.

Each operator or function operates on the VNV's dened in section 7.5 and is thus capable
of evaluating either initial values or sensitivity values. For each operator and function, a
set of evaluation rules is implemented, e.g., it is not allowed to multiply a VNV of nodal
values with a VNV of element values.
Chapter 7. A General and Flexible Method of Problem Denition 131
Table 7.5: Implemented functions.
Function: Description:
cos Cosine.
sin Sine.
log Logarithm base e.

7.7 Evaluation Sequence

Each denition of an objective or constraint function in the mathematical program is
interpreted by a so-called parser. A parser is well-known as an important part of any
computer programming language compiler. It breaks a mathematical expression into a
sequence of simple operations and keeps track of input and output of each operation. The
user can control the evaluation sequence by subdividing the expression using brackets.
Brackets are used for this purpose to distinguish subdivisions from function arguments.
In the absence of brackets, the parser breaks the expression down based on the usual
matematical rules of precedence, such that a + b  c is evaluated as a + [b  c] rather than
[a + b]  c.
The available operators are internally converted into functions, such that the expression
results in a sequence of function calls each returning one VNV to be used in subsequent
calls. Each function call involves either:
1. A database function dening a VNV.
2. Call of an operation on one VNV.
3. Call of an operation between two VNV's.
This decomposition of the evaluation sequence makes it easy to implement analytical ex-
pressions for derivatives of each VNV. Because a maximum of two VNV's and only one
basic operation or function is involved in each function call, symbolic dierentiation is
easily implemented in each step.
To illustrate the evaluation sequence for dierent types of VNV's, we consider the example
in Section 9.3 where the shape of a turbine disk is optimized. For this turbine disk the
design optimization problem is dened as
where vM;i is von Mises reference stress at node i and Ti is the nodal temperature. The
non-linear stress constraint is illustrated on Fig. 9.12 in Section 9.3. In ODESSY, this
optimization problem can be dened as
min [ massinertia() ]
maxval [ nstress(svm)/ 1.0E6 / [ minvec [ 550; [ 1484.5 - [ 1.5temp()] ] ] ] ] < 1.0
minval [ curvature()  5.0 ] > 0.0050
The stress constraint where the von Mises reference stress at every nodal point i is nor-
malized with a temperature dependent non-linear function dening the allowable stress
132 7.7. Evaluation Sequence

Minimize the mass moment of inertia

Subject to 8
>
> vM;i [MPa]
< 550 if Ti  623 K
maximum normalized stress >
vM;i [MPa] 1
>
: 1484 :5 1:5Ti if Ti > 623 K
minimum boundary radius of curvature  5 mm

illustrates the generality of this approach of dening problems of mathematical program-

ming.
For these denitions of objective and constraint functions, we get the following evaluation
sequences:
Objective function:
VNV1 = massinertia() Database function dening VNV1 as the mass moment.
VNV2 = min(VNV1) Call of \min" operator with input VNV1 gives nal
result.
Constraint function no. 1:
VNV1 = 1.5 VNV1 is dened as the digit 1.5.
VNV2 = temp() Database function denes VNV2 as a vector containing
nodal temperatures.
VNV3 = mult(VNV1,VNV2 ) Call of multiplication operator between VNV1 and
VNV2 .
VNV4 = 1484.5 VNV4 is dened as the digit 1484.5.
VNV5 = minus(VNV4,VNV3 ) Call of subtraction operator between VNV4 and VNV3.
VNV6 = 550 VNV6 is dened as the digit 550.
VNV7 = nstress(svm) Database function denes VNV7 as a vector containing
von Mises stresses for all nodes.
VNV8 = 1.0E6
VNV9 = minvec(VNV6 ,VNV5 )
VNV10 = div(VNV7 ,VNV8 )
VNV8 is dened as the digit 1:0
106.
Call of \minvec" operator between VNV6 and VNV5
returns a vector containing the smallest value of either
VNV6 and VNV5 for each node, see Fig. 9.12.
Call of division operator between VNV7 and VNV8
gives VNV10 containing von Mises stresses in [MPa].
Chapter 7. A General and Flexible Method of Problem Denition 133
VNV11 = div(VNV10 ,VNV9 ) Call of division operator between VNV10 and VNV9
gives VNV11 containing normalized von Mises stresses.
VNV12 = maxval(VNV11) Call of \maxval" operator with input VNV11 gives -
nal result for constraint function no. 1 in VNV12 and
denes the maximum value of VNV12 to be less than
the right hand side (= 1.0). VNV12 is just a copy of
VNV11 .
Constraint function no. 2:
VNV1 = 5.0 VNV1 is dened as the digit 5.0.
VNV2 = curvature()
VNV3 = bottom(VNV2,VNV1 )
Database function denes VNV2 as a vector containing
boundary radius of curvatures for all boundary nodes.
Call of \bottom" operator between VNV2 and VNV1
gives VNV3 containing the boundary radii of curvature
which are less than the smallest value multiplied by 5.0.
VNV4 = minval(VNV3) Call of \minval" operator copies VNV3 to nal result
for constraint function no. 2 in VNV4 and denes the
minimum value of VNV4 to be less than the right hand
side (= 0.005).
Each VNV is evaluated for either initial values or sensitivity values, and we see that
symbolic dierentiation is very easily incorporated in each function call. For instance, by
usual dierentiation rules, the derivative of VNV10 for constraint function no. 1 is given
as

VNV10 = VNV7 VNV8 VNV 7 VNV8

0 0
0

(VNV8) 2

which is easily evaluated due to the structure of each VNV.

7.8 Using the Database Module

This database module for evaluation of objective and constraint functions gj can be used in
dierent ways. It is mainly used as a basic part of the iterative solution procedure for mul-
ticriterion optimum design which is realized through systematic sequences of redesign and
reanalysis. This is illustrated on Fig. 7.1 where a ow diagram for structural optimization
with ODESSY is shown.
The user can improve the design by using this procedure for structural optimization. In
each step of redesign, the available analysis modules in ODESSY compute current values
of variables fm of the types listed in Tables 7.1, 7.2, and 7.3. These basic data are used to
evaluate current values of the specied objective and constraint functions gj . The design
sensitivity analysis is carried out for each design variable ai, resulting in derivatives rgj
134 7.8. Using the Database Module

Start optimization

for specified number

Preprocessor updates geometry, of iterations
boundary conditions and loads

Structural analysis fm

Database module evaluates objective

and constraint functions g j
for each design
Preprocessor perturbs design variable variable ai
ai and updates analysis model

∆
Design sensitivity analysis fm

∆Database module evaluates derivatives

g j of objective and constraint functions
∆
ai , g j , g j
Optimizer calculates improved
values of design variables a i

no
Converged?
yes

Stop

Figure 7.1: Flow diagram for structural optimization using ODESSY.

of objective and constraint functions. The bound formulation, see Eq. 7.7, is then used to
set up a problem of mathematical programming which is solved by one of the implemented
optimizers, resulting in improved values of the design variables. This iteration process
continues until convergence is achieved or the specied number of iterations is reached.
The database module can also be used in another way as it has been integrated in the
module for postprocessing of the results. The user can, while using the postprocessor,
make interactive function calls to the database module and have any VNV (of nodal or
element values) plotted at the current geometry. Such a facility can be very helpful in the
design phase in order to evaluate some well-tested design criteria or to establish new design
criteria. Furthermore, it is much easier to check the validity of denitions of objective and
constraint functions by using this interactive graphical facility.
Chapter 7. A General and Flexible Method of Problem Denition 135
7.9 Conclusions
In this chapter it has been demonstrated that it is not only possible but also relatively
simple to create a structural optimization system that handles problem formulations com-
prising any mix of local, integral, min/max and max/min functions in a completely uniform
way. The mathematical basis of this is the bound formulation. This, in combination with
a parser capable of interpreting user dened expressions, makes it possible to do analysis
and sensitivity analysis of user dened mathematical expressions and even performing the
sensitivity analysis by exact and ecient symbolic dierentiation of the expressions. The
approach described makes the system very easy to expand with new available mathematical
expressions or with new basic information if new analysis facilities are implemented. The
integration of the database module in the module for postprocessing has made it very easy
to check the validity of denitions of objective and constraint functions, and, furthermore,
has equipped the system with a very useful tool for interactive, graphical visualization of
user dened mathematical expressions for design criteria.
This development can be seen as one out of many necessary steps that will make structural
optimization facilities applicable and accessible to real-life engineering designers. Problems
involving mixed criteria like, for instance, thermo-elastic stresses are dicult to handle by
the traditional \trial and error" methods because the consequences of a contemplated
design change may be extremely dicult to foresee, and they call very much upon rational
design techniques based on optimization.
136 7.9. Conclusions
 Chapter
8
Multiple Eigenvalues in Structural
Design Problems
8.1 Introduction
T lems with multipledevoted
his chapter is to the diculties of solving structural optimum design prob-
eigenvalues. In Section 4.9 expressions for design sensitivity anal-
ysis of both simple and multiple eigenvalues were derived and it was shown that multiple
eigenvalues can only be expected to be directionally dierentiable. In Sections 6.6 and 6.7
these expressions for design sensitivity analysis were used successfully to compute changes
of simple and multiple natural transverse vibration frequencies subject to changes of dier-
ent design parameters of stiener reinforced thin elastic plates. The question now is how
to solve optimum design problems with multiple eigenvalues as traditional gradient based
optimization algorithms cannot be applied due to the lack of usual Frechet dierentiability
of multiple eigenvalues.
The diculties of having multiple eigenvalues in structural design problems have been an
active research area during the last 15 years and references to some important papers in
this area are given in Section 8.2.
The problem of solving optimization problems with multiple eigenvalues is then illustrated
by a simple example involving 2x2 matrices depending on two design variables.
Next the problem of optimization is formulated as maximization of the smallest (simple or
multiple) eigenvalue subject to a constraint of given volume of material of the structure in
Section 8.4. For such an optimization problem necessary optimality conditions are derived
for arbitrary multiplicity of the smallest eigenvalue. The necessary optimality conditions
express (I) linear dependence of a set of generalized gradient vectors of the multiple eigen-
value and the gradient vector of the constraint, and (II) positive semi-deniteness of a
matrix of the coecients of the linear combination. The main advantage of these neces-
sary optimality conditions is, when compared to those obtained by other researchers, that
they do not contain variations of design variables.
137
138 8.2. Background
In Section 8.5 iterative numerical algorithms for eigenvalue optimization problems involving
multiple eigenvalues are presented. The basic idea of the approaches described is to add
constraints on the allowable design changes in case of multiple eigenvalues, whereby design
sensitivity expressions for simple as well as multiple eigenvalues become identical. It is
shown how the derived necessary optimality conditions can be applied for development
of an iterative numerical method for optimization of structural eigenvalues of arbitrary
multiplicity. Furthermore, an eective mathematical programming approach for solving
optimization problems is described. The mathematical programming approach is used to
solve the problem of maximizing the lowest eigenvalue of a stiener reinforced thin elastic
plate in Section 8.6.
Most of the results presented in this chapter originate from a joint work on multiple
eigenvalues in structural optimization problems between Alexander P. Seyranian, Moscow
State Lomonosov University, Niels Olho and myself. This joined work can be found in
Seyranian, Lund & Olho (1994).

8.2 Background
Multiple eigenvalues in the form of buckling loads and natural frequencies of vibration
very often occur in complex structures that depend on many design parameters and have
many degrees of freedom. For example, stiener reinforced thin-walled plate and shell
structures have a dense spectrum of eigenvalues, and multiple eigenvalues are found very
often as illustrated in Sections 6.6 and 6.7. Also, symmetry of structural systems may lead
to apperance of several linearly independent buckling modes and vibration modes with
multiple eigenvalues.
In 1977, Olho & Rasmussen discovered that the optimum buckling load of a clamped-
clamped column of given volume is bimodal. This optimization problem was rst consid-
ered by Lagrange, and its interesting history is presented in a recent paper by Cox (1992).
Olho & Rasmussen (1977) showed that the bimodality of the optimum eigenvalue must
be taken into account in the mathematical formulation of the problem in order to ob-
tain the correct optimum solution. They rst demonstrated that an analytical solution
obtained earlier by Tadjbakhsh & Keller (1962) under the tacit assumption of a simple
buckling load is not optimal, then presented a bimodal formulation of the problem, solved
it numerically, and obtained the correct optimum design. The optimum bimodal buckling
load obtained was later conrmed to be correct to within a slight deviation of the sixth
digit by analytical solutions obtained independently by Seyranian (1983, 1984) and Masur
(1984). The discovery in 1977 of multiple optimum eigenvalues in structural optimization
problems, and the necessity of applying a bi- or multimodal formulation in such cases,
opened a new eld for theoretical investigations and development of methods of numerical
analysis and solution.
Prager & Prager (1979), Choi & Haug (1981), and Haug & Choi (1982) presented uni-
modal and bimodal optimum solutions for systems with few degrees of freedom conrming
apperance of multiple eigenvalues in optimization problems. A wealth of references on mul-
Chapter 8. Multiple Eigenvalues in Structural Design Problems 139
timodal optimization problems and specic results for columns, arches, plates and shells
can be found in comprehensive surveys by Olho & Taylor (1983), Gajewski & Zyczkowski
(1988), Zyczkowski (1989) and Gajewski (1990). A survey of other problems of optimum
design with respect to structural eigenvalues was earlier published by Olho (1980), see
also Olho (1981a, 1981b).
One of the main problems related to multiple eigenvalues is their non-dierentiability in
the common (Frechet) sense. This was revealed by Masur & Mroz (1979, 1980) and Haug
& Rousselet (1980b). The non-dierentiability creates diculties in nding sensitivities of
multiple eigenvalues with respect to design changes and derivation of necessary optimal-
ity conditions in optimization problems. Choi & Haug (1981) used a Lagrange multiplier
method for bimodal problems and showed that this method which is very useful for dier-
entiable criteria and constraints may yield incorrect results.
Haug & Rousselet (1980b) proved existence of directional derivatives of multiple eigenvalues
and obtained explicit formulas for derivatives. Bratus & Seyranian (1983) and Seyranian
(1987) presented sensitivity analysis of multiple eigenvalues based on a perturbation tech-
nique and derived necessary optimality conditions. The main advantage of these necessary
optimality conditions is, when compared with those obtained by previous researchers, that
they do not contain variations of design variables. Similar developments were presented by
Masur (1984, 1985). It was with the use of these necessary optimality conditions Seyra-
nian (1983, 1984) and Masur (1984) independently of each other obtained the analytical
solution to the bimodal optimum clamped-clamped column problem mentioned above.
Overton (1988) considered minimization of the maximum eigenvalue of a symmetric matrix.
This problem is similar to the problem of maximizing the minimum eigenvalue. Derivation
of necessary optimality conditions using the bound formulation of such problems had earlier
been presented by Bendse, Olho & Taylor (1983) and Taylor & Bendse (1984). In a
recent paper Cox & Overton (1992) presented new mathematical results for optimization
problems of columns against buckling. They derived necessary optimality conditions using
advanced nonsmooth optimization methods. Their results for optimum columns are in
good agreement with the results obtained earlier by Olho & Rasmussen (1977), Seyranian
(1983, 1984), and Masur (1984).
Numerical algorithms for solution of structural optimization problems with multiple eigen-
values have been suggested and discussed by, among others, Olho & Rasmussen (1977),
Choi, Haug & Lam (1982), Choi, Haug & Seong (1983), Olho & Plaut (1983), Bendse,
Olho & Taylor (1983), Myslinski & Sokolowski (1985), Zhong & Cheng (1986), Plaut,
Johnson & Olho (1986), Gajewski & Zyczkowski (1988), Overton (1988), and Cox &
Overton (1992).

8.3 Illustrative Optimization Problem for Eigenval-

ues
In order to illustrate the diculties in solving eigenvalue optimization problems with mul-
tiple eigenvalues, let us consider a simple illustrative example. The example involves 2x2
140 8.3. Illustrative Optimization Problem for Eigenvalues
matrices depending on two design variables x and y, and design sensitivities of multiple
eigenvalues are calculated using the expressions given in Section 4.9. The example is taken
from Seyranian, Lund & Olho (1994) where other simple illustrative examples can be
seen.
The example is described by the following K and M matrices
" # " #
K = 1 +y x 1 y x ; M = 10 01 (8.1)

The characteristic equation for this system is

2 2 + 1 x2 y2 = 0 (8.2)
and q
1;2 = 1  x2 + y2 (8.3)
The level curves  = c, where c is a constant, for this function are described by the equation
q
c = 1  x2 + y2 (8.4)
and
x2 + y2 = (c 1)2 (8.5)
This surface is a circular cone, see Fig. 8.1.

Figure 8.1: Circular cone surface for eigenvalue .

Bimodality occurs at x = 0; y = 0, for which we have 1 = 2 = 1.
It can be seen immediately from Eq. 8.3 and Fig. 8.1 that the eigenvalues  are not
dierentiable at the bimodal point in the usual (Frechet) sense. Indeed
@1;2 =  p x ; @1;2 =  p y (8.6)
@x x2 + y2 @y x2 + y2
Chapter 8. Multiple Eigenvalues in Structural Design Problems 141
As x ! 0 and y ! 0 the two right-hand side expressions become undened and have
no limit. Furthermore, L'H^opital's Rule cannot help either because the derivatives of the
denominators also tend to zero.
Now we proceed to sensitivity analysis of the double eigenvalue ~ = 1 at x = 0; y = 0,
using the results of Section 4.9.2 in Chapter 4. Taking the direction "e we have
x = "e1; y = "e2;
p e1 + e2 = 1 (8.7)
For the sake of simplicity we can introduce the angle  and write the directional vector e
in the form
e1 = cos ; e2 = sin  (8.8)
Let us determine the directional derivatives 1, 2 for the double eigenvalue ~ = 1. The
orthonormalized eigenvectors corresponding to ~ are
! !
1
1 = 0 ; 2 = 1 0 (8.9)
Using the expressions in Eqs. 8.1 and 8.9 we obtain the vectors fsk according to Eq. 4.45
  ! !   ! !!
f11T = 1 0 0 1 0 ; 1 0 1 0 10
1 0 1 0 1 = (1; 0)
  ! !   ! !!
f12T = 1 0 0 1 1 ; 1 0 1 0 01
1 0 0 0 1 = (0; 1) (8.10)
  ! !   ! !!
f22T = 0 1 0 1 1 ; 0 1 1 0 01
1 0 0 0 1 = ( 1; 0)
Thus, Eq. 4.46 takes the form
 
 cos
det  sin    sin  
cos    = 0 (8.11)
or
21;2 = sin2  + cos2  = 1 (8.12)
So, 1 = 1 and 2 = 1 for any direction e = (cos ; sin ). Hence, the double eigenvalue
~ splits into 1;2 = 1  " for any direction "e. This means that the bimodal solution
x = 0; y = 0 is the optimum solution to the problem
Maximize min j ; j = 1; 2 (8.13)
x; y
This result, of course, can be seen immediately from Fig. 8.1.

8.4 Necessary Optimality Conditions for Eigenvalue

Problems
In this section necessary optimality conditions for eigenvalue optimization problems are
described. The optimization problem considered concerns maximization of the lowest of the
142 8.4. Necessary Optimality Conditions for Eigenvalue Problems
eigenvalues j ; j = 1; : : : ; n, subject to a constant volume constraint and can be formulated
as follows
Maximize min j ; j = 1; : : : ; n (8.14)
a1 ; : : : ; aI

Subject to
F (a1; : : : ; aI ) = 0 (8.15)
This formulation of the structural eigenvalue optimization problem is chosen as it is the
most commonly used.
In the following dierent situations of optimum fundamental eigenvalues are considered.

8.4.1 Simple Optimum Fundamental Eigenvalue

First the situation where optimum is achieved at the simple lowest eigenvalue 1 with
1 < 2  3  : : : is studied. In this well-known case, due to Frechet dierentiability
of simple eigenvalues, the necessary optimality condition implies linear dependence of the
gradient vectors of 1 and F
r
1 0f0 = 0 (8.16)
where
! ! !
r @ K @ M @
1 = 1 @a 1 @a 1 ; : : : ; 1 @a 1 @a 1
T
1 1
T K
I
@ M
I
! (8.17)
r
f0 = F = @a @F ; : : : ; @F
1 @aI
and 0 is a positive (Lagrangian) multiplier to be determined from Eqs. 8.15 and 8.16.

8.4.2 N -fold Optimum Fundamental Eigenvalue

Let us consider the general case when in the optimization problem, Eqs. 8.14 and 8.15,
the maximum is attained at an N -fold multiple lowest eigenvalue 1 = 2 = : : : = N <
N +1  : : :. This is a non-dierentiable case, and we have to use directional derivatives as
described in Section 4.9.
Taking the vector of varied design variables in the form a + "e, kek = 1, we obtain the
directional derivatives  = j ; j = 1; : : : ; N , from Eq. 4.46, i.e.,
 
det  fskT e sk  = 0; s; k = 1; : : : ; N (8.18)
where the generalized gradient vectors fsk are given by Eq. 4.45. Please note that the sub-
scripts of the generalized gradient vector fsk refer to the modes from which it is calculated.
Chapter 8. Multiple Eigenvalues in Structural Design Problems 143
The direction e must full the volume constraint in Eq. 8.15, i.e.,
f0T e = 0 (8.19)
The necessary optimality conditions are derived for arbitrary multiplicity N of the lowest
multiple eigenvalue in Appendix D and they give much insight in the diculties in max-
imizing a lowest multiple eigenvalue. In the sequel, a short summary of these conditions
are given.
In general, the optimum point is characterized by the fact that there must be no admissible
direction e for which all  = j ; j = 1; : : : ; N , are of the same sign, otherwise an improving
direction e exists.
In Appendix D it is proved that if the vectors f0 ; fsk , s; k = 1; : : : ; N , k  s (the total
number of these vectors is equal to (N + 1)N=2 + 1) are linearly independent, then there
exists an improving direction e for which j > 0; j = 1; : : : ; N . It should be noted that the
linear independence of the vectors is only possible if I  (N + 1)N=2 + 1, where I is the
dimension of the vector a of design variables.
In this way the existence of an improving direction e can easily be checked.
The necessary optimality conditions in case of an N -fold optimum fundamental eigenvalue
can be stated as:
If the vector of design variables a renders a lowest N -fold eigenvalue 1 = 2 = : : : = N
a maximum, it is necessary that the vectors f0 ; fsk , s; k = 1; : : : ; N , k  s, are linearly
dependent
X
N
skfsk 0f0 = 0 (8.20)
s;k=1
with the coecients 0 ; sk satisfying conditions of positive semi-deniteness of the sym-
metric matrix sk, s; k = 1; : : : ; N .
The main advantage of these necessary optimality conditions is, when compared to those
obtained by other researchers, that they do not contain variations of design variables.
These necessary optimality conditions are proved in Appendix D both in case of a bimodal
optimum eigenvalue and for arbitrary multiplicity N of the fundamental eigenvalue. The
applicability of the necessary optimality conditions as basis for numerical iterative algo-
rithms for solution of eigenvalue problems involving multiple eigenvalues is described in
the following section.

8.5 Algorithms for Eigenvalue Problems with Multi-

ple Eigenvalues
This section is devoted to descriptions of algorithms that can be used to solve eigenvalue
problems involving multiple eigenvalues. It will be illustrated how the necessary optimality
conditions derived in Section 8.4 and Appendix D can be used as a basis for an iterative
numerical method for solution of eigenvalue optimization problems, and furthermore, an
eective mathematical programming approach is described.
144 8.5. Algorithms for Eigenvalue Problems with Multiple Eigenvalues
The basic idea in our algorithms developed for solving the structural eigenvalue optimiza-
tion problem dened by Eqs. 8.14 and 8.15 have been that we would like to avoid the
necessity of using directional derivatives. If directional derivatives should be implemented
in the optimization algorithm, a line search method using directional derivatives may pos-
sibly be developed but such an algorithm will be computationally very costly.
For summary, let us rewrite Eq. 4.47 which is used for computing the increments
 =

j ; j = 1; : : : ; N , of the N -fold eigenvalue corresponding to the vector
a of actual
increments of the design variables:
 
det  fskT
a sk
  = 0; s; k = 1; : : : ; N (8.21)
where the generalized gradient vectors fsk are dened by Eq. 4.45.
If the o-diagonal terms in the sensitivity matrix in Eqs. 8.21 are zero, then the traditional
equations for determining increments of simple eigenvalues appear, i.e., traditional Frechet
derivatives are valid. Such a situation can be obtained by adding the constraints
fskT
a = 0; s; k = 1; : : : ; N; s 6= k (8.22)
For an N -fold multiple eigenvalue, Eqs. 8.22 results in N (N 1)=2 constraints for the
allowable direction
a, and in case of only a few design variables ai ; i = 1; : : : ; I , the
optimization problem may become too constrained. However, adding these constraints
makes it possible to use traditional gradient based algorithms for solving the optimization
problem where the increments
j of an N -fold multiple eigenvalue can be computed as

j = fjjT
a; j = 1; : : : ; N (8.23)
Furthermore, as demonstrated by the reinforced plate example in Section 6.7, it is necessary
to decide correctly from the numerical results the multiplicity N of a multiple eigenvalue,
otherwise the directional derivatives computed might be erroneous due to the solution of an
incorrect subeigenvalue problem for determination of directional sensitivities, see Eq. 8.21
and the discussion in Section 6.7. This problem of determining correctly the multiplicity
of an eigenvalue is now avoided by adding the constraints in Eq. 8.22 because Eq. 8.23 is
valid for both simple and multiple eigenvalues.
Chapter 8. Multiple Eigenvalues in Structural Design Problems 145
8.5.1 Optimality Criteria Based Algorithm
In the sequel it will be shown how the necessary optimality conditions derived in Section
8.4 can be used as basis for an optimization algorithm. Such an approach is also described
in Seyranian, Lund & Olho (1994).
At a given iteration stage, the design is associated with eigenvalues j ; j = 1; : : : ; n, and
it is necessary to decide the multiplicity of the lowest eigenvalue. If the relative dierence
between adjacent eigenvalues is less than , which is a small parameter assumed to be
specied, these eigenvalues are considered to be multiple, and the multiplicity of the lowest
eigenvalue determines the actual formulation for calculating the increments
a of the
design variables a.

Simple Eigenvalue
If the lowest eigenvalue 1 is simple, the eigenvalue increment and the volume constraint
can be expressed as
r

1 = T1
a = f11T
a (8.24)
f0T
a = 0 (8.25)
where f11 and f0 are dened by Eqs. 4.45 and 8.17, respectively, and the volume constraint
is assumed to be linear in the design variables. Guided by the results in Subsection 8.4.1,
the vector of increments of the design variables is taken in the single modal form

a = k(f11 0f0 ) (8.26)
where k is a positive move limit type of scaling factor. At the optimum point, according
to Eqs. 8.16 and 8.17, the vector
a will tend towards the null vector.
The a priori unknown constant 0 is determined by substituting Eq. 8.26 into Eq. 8.25
which gives
0 = f0Tf11
T
(8.27)
f0 f0
and substitution of Eq. 8.27 into 8.24 yields the Cauchy-Bunyakowski inequality
!

1 = k f11T f11 (f0T f11 )(f0T f11 )  0 (8.28)
fT f
0 0
for the increment 1 of the eigenvalue. Thus, at each step of redesign the eigenvalue 1
increases while satisfying the volume constraint, Eq. 8.25, and this continues until f11 and
f0 becomes linearly dependent, cf. Eqs. 8.16 and 8.17.
Bimodal Eigenvalue
If the lowest eigenvalue is associated with a bimodal eigenvalue ~ = 1 = 2 or the two
lowest eigenvalues 1 < 2 are very close such that 2 1 < , a bimodal formulation
must be used to determine the increments
a of the vector of design variables a.
146 8.5. Algorithms for Eigenvalue Problems with Multiple Eigenvalues
Guided by the results stated in Lemma 1 and Theorem 1 in Section D.1 in Appendix D,
see also Eq. 8.20, the vector of increments
a is taken as

a = k ( 11f11 + 2 12f12 + 22f22 0f0 ) (8.29)
where k again is a positive scaling factor.
Obviously, the increments
a for the iterative computational procedure can be chosen in
many ways, but using the approach of adding the constraints given by Eq. 8.22 leads us to
choose the following four simultaneous conditions as a basis for determining the coecients
11 , 2 12, 22, and 0 in the expression for
a in Eq. 8.29 (where we disregard the scaling
factor k):

1 = f11T
a = 1 (8.30)

2 = f22T
a = (1 + 1 2) (8.31)
f12T
a = 0 (8.32)
f0T
a = 0 (8.33)
It is seen from Eqs. 8.30 and 8.31 that we specify the increments
1 and
2 with a
view to diminish the (possible) dierence between 1 and 2 while going in a direction
that increases the bimodal eigenvalue. Now, by substituting Eq. 8.29 into Eqs. 8.30-8.33,
we obtain the following system of equations for determining the unknown coecients 11,
2 12, 22, and 0:
2 T
f f T f22 f T f12 f T f0 3 8
11 f11
9 8 9
11 7 > > 11 >
> > 1 >
66 11 11
f22 f22 f22 f12 f22 f0 77 22
T T T < = < 1 + 1 2 >
> =
66 = (8.34)
4 f12T f12 f12T f0 75 >> 2 12 >
> > 0 >
symm f T f0 : 0 ; > : 0
>
;
0
Having solved Eq. 8.34 for the coecients 11, 2 12, 22, and 0, substitution of these
coecients into Eq. 8.29 results in a new vector
a of increments of design variables. It
may be necessary to normalize these coecients in order to avoid numerical problems as
described in Seyranian, Lund & Olho (1994).
It should be noted that the determinant of the coecient matrix in Eq. 8.34 is non-
negative, and that it only vanishes if the vectors f11 , f12 , f22 , and f0 become linearly
dependent, which is the necessary optimality condition for an optimum bimodal solution.
This approach for a bimodal lowest eigenvalue is easily extended to higher multiplicity
of the lowest eigenvalue, and during the optimization process, the optimization procedure
switches between the dierent formulations, depending on the multiplicity of the lowest
eigenvalue.
The optimization procedure described in this section has been used successfully in Seyra-
nian, Lund & Olho (1994) for solving optimization problems for maximum buckling load
of stepped columns on an elastic foundation and my collegue Lars Krog has implemented
this approach in ODESSY for solving topology design problems with eigenvalues. The
major advantage of this approach is that the number of design variables, in most cases,
is reduced. The number of design variables is I but using this approach, only four design
Chapter 8. Multiple Eigenvalues in Structural Design Problems 147
parameters 11, 2 12, 22, and 0 need to be determined in case of a bimodal eigenvalue.
This approach may be very attractive in topology optimization where the number I of
design variables can be very large.

8.5.2 Mathematical Programming Approach

In this section it will be demonstrated that a mathematical programming approach for
solving optimization problems can be used eectively. The approach is based on the same
ideas as described in Subsection 8.5.1, i.e., the constraints given by Eq. 8.22 are included
such that the need for using directional derivatives is avoided, but in this mathematical
programming formulation a set of the lowest eigenvalues j ; j = 1; : : : ; m, is included
in each design step, ensuring better convergence properties than the algorithm based on
necessary optimality conditions described in the preceding section where only the lowest
eigenvalue is considered in each design step. The implementation of this mathematical
programming approach has been made in cooperation with my collegue Lars Krog.
The basic idea is to replace the original objective function in Eq. 8.14 with a linearized
prediction of the objective function in the next iteration, i.e., the optimization problem,
cf. Eqs. 8.14 and 8.15, is reformulated as
Maximize min j +
j ; j = 1; : : : ; m (8.35)

a1 ; : : : ;
aI

Subject to
F (a1; : : : ; aI ) = 0 (8.36)

fskT
a = 0; s 6= k (8.37)

ai 
ai 
ai; i = 1; : : : ; I (8.38)

The additional N (N 1)=2 constraints in Eq. 8.37 for each N -fold multiple eigenvalue
make it possible to compute the linear increment of both simple and multiple eigenvalues
j in the form

j = fjj
a (8.39)
where the generalized gradient vector fjj is dened by Eq. 4.45, i.e., the linear increment of
eigenvalue j can be related directly to eigenvector j , although the eigenvalue is multiple.
The optimization problem in Eqs. 8.35-8.38 is rewritten using the bound formulation
described in Section 7.3, i.e.,

Maximize  (8.40)

ai ; 
148 8.6. Example: Maximization of Lowest Eigenvalue of Ribbed Plate
Subject to
j +
j   ; j = 1; : : : ; m (8.41)

F (a1; : : : ; aI ) = 0 (8.42)

fskT
a = 0; s 6= k (8.43)

ai 
ai 
ai; i = 1; : : : ; I (8.44)

This mathematical programming problem is solved in each design iteration, and as the
process converges to the optimum point, the vector
a tends to the null vector. The
necessary optimality conditions derived in Section 8.4 then can be applied to check that
the optimum solution is obtained.
The mathematical programming approach described in this section has proven to be very
eective as will be demonstrated in the next section where this iterative numerical method
will be used for solution of an eigenvalue optimization problem involving multiple eigen-
values.

8.6 Example: Maximization of Lowest Eigenvalue of

Ribbed Plate
In order to illustrate the eciency of the mathematical programming approach for solving
eigenvalue optimization problems with multiple eigenvalues as described in the preceding
section, a reinforced plate example is studied.
The aim of the optimization is to maximize the lowest eigenfrequency of the ribbed plate
introduced in Section 6.6, taking a volume constraint into account. The plate is clamped
at all edges and all dimensions can be seen in Fig. 8.2.
The plate is made of steel with the following material properties
Young's modulus = 210000 MPa
Poisson's ratio = 0.3
Mass density = 7800 Kg/m3

The nite element model consists of 1156 4-node isoparametric Mindlin plate nite ele-
ments, the lowest 6 eigenfrequencies are calculated, and eigenfrequencies are considered to
be identical if the relative dierence between the values is  10 4. The eigenmodes for the
initial design are shown in Fig. 8.3.
In order to improve the design of the plate, ve design variables are dened. For simplicity,
only 5 symmetric design variables are dened, that is, the plate thickness, two dierent
rib thicknesses, the distances a between the ribs, and the width b of the ribs as shown in
Fig. 8.2.
Chapter 8. Multiple Eigenvalues in Structural Design Problems 149

plate

b
a
L

b
ribs
ribs

a
b b
: plate thickness = 0.005 m a = 0.5 m
: rib thickness 1 = 0.05 m b = 0.05 m
: rib thickness 2 = 0.05 m L = 1.60 m

Figure 8.2: Initial design and design variables of square plate reinforced by ribs.

f1 = 92.1974 Hz. f2 = 161.7083 Hz.

f3 = 161.7083 Hz. f4 = 175.0327 Hz.

f5 = 176.0789 Hz. f6 = 177.0941 Hz.

Figure 8.3: Eigenmodes for initial design of reinforced plate.
The SIMPLEX algorithm is used as optimizer and 100 design iterations are performed
using a move limit factor of 2%, i.e., the maximum change of a design variable in each
design iteration is 2%. The optimized design is shown in Fig. 8.4.
The side constraint for minimum rib width b becomes active in the optimized design as
could be expected, see, e.g., the discussions about the \solid plate paradox" in Rozvany,
Olho, Cheng & Taylor (1982), see also Olho (1974, 1975) and Cheng & Olho (1981).
The optimization history is shown in Fig. 8.5 which demonstrates a stable convergence
150 8.6. Example: Maximization of Lowest Eigenvalue of Ribbed Plate

: plate thickness = 0.006558 m

: rib thickness 1 = 0.1637 m

b
: rib thickness 2 = 0.1621 m

a
a = 0.4945 m

b
b = 0.01 m

a
b b

Figure 8.4: Optimized design.

and comparisons between eigenfrequencies of the initial and the nal design are given in
Table 8.1. The lowest eigenfrequency is increased by more than 106%.

Eigenfrequency [Hz]
220

200

180
3 ω1
160 ω2
ω3
ω4
140 ω5
ω6

120

100

80
0 10 20 30 40 50 60 70 80 90 100
Iteration number

Figure 8.5: Optimization history.

It is seen that the lowest eigenfrequency of the optimized design is distinct although the
dierence between the rst and second eigenfrequency is less than 0.08%. During the
optimization process the two lowest eigenfrequencies coalesce in several design iterations.
The third and fourth eigenfrequency remain multiple in all design iterations, so the number
of additional constraints given by Eq. 8.22 is one or two in each design iteration, depending
on the multiplicity of the lowest eigenfrequency. The eigenmodes for the optimized design
are shown in Fig. 8.6.
This example illustrates that the mathematical programming approach described in Section
8.5 can be used eectively for design problems involving multiple eigenvalues. However,
let us slightly modify the example in order to obtain a multiple lowest eigenfrequency.
Next four supporting springs with stinesss k = 109 N/m are added to the structure as
Chapter 8. Multiple Eigenvalues in Structural Design Problems 151
Table 8.1: Result of design optimization for reinforced plate.
Frequency: Initial design Final design
f1 92.1974 190.3866
f2 161.7083 190.5347
f3 161.7083 191.9949
f4 175.0327 191.9949
f5 176.0789 193.2443
f6 177.0941 208.1040

f1 = 190.3866 Hz. f2 = 190.5347 Hz.

f3 = 191.9949 Hz. f4 = 191.9949 Hz.

f5 = 193.2443 Hz. f6 = 208.1040 Hz.

Figure 8.6: Eigenmodes for optimized design of reinforced plate.
illustrated in Fig. 8.7. Obviously, this increases the lowest eigenfrequency and results in
a dense spectrum of eigenfrequencies as can be seen in Fig. 8.8 where the eigenmodes for
the initial design are shown.
Again, 100 design iterations are performed, the lowest eigenfrequency is increased by 29%
and becomes double in the optimized design. None of the side constraints are active in the
design iterations and the optimized design is shown in Fig. 8.9.
The iteration history is illustrated in Fig. 8.10 and comparisons between initial and nal
values of eigenfrequencies are given in Table 8.2. It is seen that the rst and second eigen-
frequency and the fourth and fth eigenfrequency coalesce, and the third eigenfrequency
is nearly equal to the lowest double eigenfrequency as the relative dierence is less than
2
10 4. This dense spectrum of lowest eigenfrequencies in the nal design results in two
152 8.6. Example: Maximization of Lowest Eigenvalue of Ribbed Plate

b
k
k k

a
L
k

b
a
b b
: plate thickness = 0.005 m a = 0.5 m
: rib thickness 1 = 0.05 m b = 0.05 m
: rib thickness 2 = 0.05 m L = 1.60 m

Figure 8.7: Initial design and design variables of square plate reinforced by ribs and with
four supporting springs.

f1 = 170.2444 Hz. f2 = 175.0327 Hz.

f3 = 176.5525 Hz. f4 = 176.5525 Hz.

f5 = 177.6583 Hz. f6 = 178.9780 Hz.

Figure 8.8: Eigenmodes for initial design of reinforced plate with four springs.
additional constraints given by Eq. 8.22 as eigenfrequencies are considered to be identi-
cal by the optimization algorithm if the relative dierence between the values is  10 4,
that is, the lowest and the fourth eigenfrequency is considered double by the optimization
algorithm.
Chapter 8. Multiple Eigenvalues in Structural Design Problems 153

: plate thickness = 0.007888 m

b
: rib thickness 1 = 0.04766 m
: rib thickness 2 = 0.07906 m

a
a = 0.5069 m

b
b = 0.02082 m

a
b b

Figure 8.9: Optimized design.

The iteration history demonstrates a stable convergence process.

Eigenfrequency [Hz]
240

230

220
3 ω1
210 ω2
ω3
ω4
200 ω5
ω6

190

180

170
0 10 20 30 40 50 60 70 80 90 100
Iteration number

Figure 8.10: Optimization history.

The eigenmodes for the optimized design can be seen in Fig. 8.11.
This example illustrates that the mathematical programming approach described in Section
8.5 is very ecient in case of multiple eigenvalues. Correct sensitivity information is used
in each design step due to the additional constraints given by Eq. 8.22, which is the reason
for the stable convergence.
154 8.6. Example: Maximization of Lowest Eigenvalue of Ribbed Plate

Table 8.2: Result of design optimization for reinforced plate with four springs.
Frequency: Initial design Final design
f1 170.2444 219.6628
f2 175.0327 219.6628
f3 176.5525 219.6980
f4 176.5525 219.9389
f5 177.6583 219.9389
f6 178.9780 231.4708

f1 = 219.6628 Hz. f2 = 219.6628 Hz.

f3 = 219.6980 Hz. f4 = 219.9389 Hz.

f5 = 219.9389 Hz. f6 = 231.4708 Hz.

Figure 8.11: Eigenmodes for optimized design of reinforced plate with four springs.
 Chapter
9
Examples of Interactive Engineering
Design with ODESSY
9.1 Introduction
Ia fewof ODESSY
n this chapter it will be illustrated by means of examples how some of the facilities
can be used for interactive engineering design. For reasons of brevity, only
representative examples will be presented here; a demonstration of all the facilities
of the system would require a large number of additional examples.
In Section 9.2 it will be illustrated how design sensitivity display and what-if studies can
be used to improve the design of a turbine disk. The use of design sensitivity display can
greatly improve the design synthesis process as colour design sensitivity contours provide
the designer information about which design variables are critical to some performance
measure or the performance measures that are most eected by changing a particular
design variable.
The use of design optimization based on mathematical programming is illustrated in Sec-
tion 9.3 for improvement of the design of the turbine disk introduced in the preceding
section. The objective is to reduce the mass moment of inertia in order to increase the ac-
celeration capabilities of the disk, and at the same time, a quite complicated temperature
dependent stress constraint and a manufacturing constraint on the minimum boundary
radius of curvature are taken into account.
The next section illustrates how the turbine disk can be designed using a ceramic material.
For such design cases the probability of failure must be evaluated. A reliability evaluation
based on a two-parameter Weibull distribution has been generally accepted in design of
ceramics and has therefore been implemented in ODESSY. The low mass density of the
ceramic material reduces the mass moment of inertia signicantly, compared to the design
made of steel, and the objective then is to reduce the probability of failure of the disk.
Finally, the shape optimization of a shell structure in the form of the hood of a Mazda 323
automobile with the objective of maximizing the fundamental frequency of free vibrations
155
156 9.2. Design Sensitivity Display and What-If Studies of Turbine Disk
is shown.

9.2 Design Sensitivity Display and What-If Studies of

Turbine Disk
With expressions for design sensitivities of displacements, stresses, compliance, eigenvalues,
etc., at hand, this section will brie y illustrate how design sensitivity analysis can be used to
improve engineering designs. A turbine disk will be used as an example, and the relations
between the parameterized design model and the nite element analysis model are also
illustrated.
Previously, when using the traditional design process, the designer was required to use
intuition and trial and error procedures to nd ways of improving the design. Nowadays,
by using a structural analysis program which has capabilities for design sensitivity analysis,
the eciency of the design process can be highly improved. Through the use of, e.g., colour
stress contour plots together with colour stress design sensitivity contour plots, the engineer
easily identies critical regions in which design improvements can be made.
To illustrate this, let us consider the problem of the rotating turbine disk of Figs. 9.1 and
9.2.

Figure 9.1: Initial design of turbine disk.

The disk has blades attached to its circumference and is driven by hot gas. Only the
design of the cross section of the turbine disk is considered so an axisymmetric model can
be used as illustrated in Fig. 9.2. The blades give rise to a xed centrifugal force which
is modelled by a uniformly distributed load of value 310 MPa at the circumference of the
Chapter 9. Examples of Interactive Engineering Design with ODESSY 157

ω = 2094 rad/s
master node
20 fixed boundary
design boundary

10
573 K convection
0
R1

50 °
16

310 MPa
723 K

20
axis of
revolution
convection
100

Figure 9.2: Design model of cross section of turbine disk.

disk, and the gas exposes the circumference to a relatively high temperature of 723 K. The
centre of the disk is attached to a relatively cold shaft of temperature 573 K, and forced
convection of heat to the surroundings takes place in the region between the blades and
the shaft. At these boundaries the temperature of the environment is specied to 723 K
and the convection coecient is 0.0012 W/(mm2
K). At maximum speed, the disk rotates
at 2094 rad/s (= 20000 rev/min). The disk is made of steel with the mass density 7.75
Kg/mm3, Young's modulus 180000 MPa, Poisson's ratio 0.3, thermal expansion coecient
1.2
10 5 K 1, and thermal conductivity coecient 0.027 W/(K
mm).
The design model consists of two design elements. There are two design boundaries, i.e.,
boundaries whose shapes are allowed to change. Each of these shapes are dened by the
positions of a number of master nodes, and this creates an evident connection between the
design variables (the movements of the master nodes) and the shape of the geometry.
In this example, the direction of the movement of each master node is constrained to follow
some predened translation directions specied by the designer as shown in Fig. 9.3. Thus,
in this example, the design variables are simply taken to be the sizes of the movements of
the master nodes along the associated translation directions.
In addition, the distribution of nite element nodes on the boundaries and the desired
nite element type for each design element must be dened. All necessary specications
including loading conditions are assigned to the design model, and the preprocessor with
facilities for automatic mesh generation automatically converts the design model into a
nite element analysis model as shown in Fig. 9.4. The preprocessor has meshed the
design elements with a mixture of 6 and 9 node isoparametric 2-D axisymmetric nite
elements. All load specications are automatically converted into consistent nodal loads.
The design model now has been converted into an analysis model, and by changing the
158 9.2. Design Sensitivity Display and What-If Studies of Turbine Disk

master node
fixed boundary
design boundary
vector defining allowable
translation direction for
master node

axis of
revolution

Figure 9.3: Variable design model.

ω = 2094 rad/s

prescribed temperature = 573 K

convection boundary conditions

consistent
nodal loads

prescribed
axis of temperature
revolution = 723 K
convection boundary conditions

Figure 9.4: Finite element analysis model.

values of the design variables, the geometry can be changed parametrically into other
shapes.
Now, as a starting point we would like to:
Decrease the maximum von Mises reference stress
The convection boundary condition as well as the ow of heat from the hot circumference
to the cold shaft clearly change with the design and give rise to a varying stress eld, and
Chapter 9. Examples of Interactive Engineering Design with ODESSY 159
so do the centrifugal force of the disk. This problem is therefore quite complex, because
the stresses depend on the design, the temperatures, and the forces, which again depend
on the design.
The temperature eld and the von Mises stress eld in the initial disk are displayed in
Figs. 9.5 and 9.6, respectively. In Fig. 9.7 the von Mises stresses are shown in the region
near the lower boundary where the maximum value is found.

ODESSY Postprocessor
Name: wheel
Date: Jul 19 1993 19:07

TEMPERATURES

723.00
698.00
673.00
648.00
623.00
598.00
573.00

Figure 9.5: Temperature eld in turbine disk.

ODESSY Postprocessor
Name: wheel
Date: Jul 19 1993 19:07

STRESS LEVELS
von Mises

5.711E+008
4.761E+008
3.811E+008
2.861E+008
1.911E+008
9.610E+007
1.095E+006

Figure 9.6: von Mises stress eld in turbine disk.

160 9.2. Design Sensitivity Display and What-If Studies of Turbine Disk

ODESSY Postprocessor
Name: wheel
Date: Jun 7 1994 16:39

STRESS LEVELS
von Mises

5.711E+008
4.761E+008
3.811E+008
2.861E+008
1.911E+008
9.610E+007
1.095E+006

Figure 9.7: Zoom of region with largest von Mises stress.

As was already indicated in Fig. 9.3, the disk has been assigned 20 shape design variables
which control the shape of the structural domain, and the geometry may be perturbed for
each of these variables in order to display stress design sensitivities with colour contour
plots.

master node
fixed boundary
design boundary
vector defining allowable
translation direction for
master node

axis of
revolution

Figure 9.8: The two selected design variables for which sensitivities will be shown.
For the two particular design variables indicated in Fig. 9.8, corresponding stress design
sensitivity elds are shown in Figs. 9.9 and 9.10. Each stress design sensitivity eld is
associated with translation of the master node in the direction indicated by the arrow.
Chapter 9. Examples of Interactive Engineering Design with ODESSY 161

ODESSY Postprocessor
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STRESS LEVELS
von Mises

7.464E+010
5.000E+010
3.750E+010
2.500E+010
1.250E+010
0.000E+000
-9.270E+010

Figure 9.9: von Mises stress design sensitivity plot no. 1.

ODESSY Postprocessor
Name: wheel
Date: Jul 20 1993 19:13

STRESS LEVELS
von Mises

3.938E+010
5.000E+009
2.500E+009
0.000E+000
-2.500E+009
-5.000E+009
-6.428E+009

Figure 9.10: von Mises stress design sensitivity plot no. 2.

Fig. 9.9 shows that most of the large von Mises stresses in this region will be increased
if the master node is moved in the direction of the arrow. In other words, in order to
decrease the large stresses in this region, the master node must be moved in the opposite
direction of the arrow in Fig. 9.9.
Fig. 9.10 shows that the indicated inward movement of the master node results in negative
stress sensitivities in the highly stressed region at the lower boundary, i.e., a design change
of this kind has a desirable decreasing eect on the maximum von Mises stress. No doubt,
162 9.3. Shape Optimization of Turbine Disk
this is because such a design change will imply a decrease of the centrifugal forces in the
rotating disk.
When all 20 design perturbations have been performed and the corresponding design sen-
sitivity elds determined, the designer can do a what-if study, where he decides on suitable
changes of the values of the design variables according to the stress sensitivity information.
The rst result of a what-if study of the disk example is shown in Fig. 9.11, where changes
of all design variables have been guessed on the basis of the stress sensitivity information
obtained, and without considering, e.g., a constraint on the volume of the disk. This new
design implies a reduction of the maximum von Mises stress from 571 to 453 MPa.

ODESSY Postprocessor
Name: wheel
Date: Jul 20 1993 20:58

STRESS LEVELS
von Mises

4.525E+008
3.772E+008
3.018E+008
2.265E+008
1.511E+008
7.580E+007
4.524E+005

Figure 9.11: von Mises stresses in updated geometry obtained by what-if study.
Based on this improved design, a new design sensitivity study can be performed, and the
design of the disk presumeably can be further improved, if necessary. This leads us to
another use of design sensitivity analysis, namely in engineering design optimization.

9.3 Shape Optimization of Turbine Disk

The previous example illustrated that the designer can improve designs based on design
sensitivity information by doing what-if studies. However, if the designer is confronted with
a problem that involves more than just a few design variables and criteria to be taken into
account, it becomes very dicult to survey and quantify the design sensitivity information
so as to make decisions regarding values of the design variables that would satisfy design
constraints and be any better than other alternative values. In such situations, facilities
for engineering design optimization based on an iterative solution procedure as described
in Section 7.8 can be used as will be illustrated on the turbine disk example introduced in
the preceding section.
Chapter 9. Examples of Interactive Engineering Design with ODESSY 163
When designing turbine disks or other thermo-elastic problems involving high tempera-
tures, it is very often necessary to consider the fact that the strength, in terms of yield
stress, of most materials is strongly dependent upon the temperature. Metals are often
assumed to have a constant strength up to a certain temperature and then a linear decay
as shown in Fig. 9.12 for the material used for the turbine disk. It is noted that this stress
constraint has a non-dierentiable behaviour.
Allowable von Mises stress σvM [Mpa]
600

500

400

300

200

100
0
273 323 373 423 473 523 573 623 673 723 773 823
Temperature [K]

Figure 9.12: Allowable von Mises stress.

Furthermore, the manufacturing process used for the turbine disk requires the minimum
boundary radius of curvature to be larger than 5 mm.
The objective of the shape optimization is to increase the acceleration capabilities of the
turbine disk, i.e., to minimize the mass moment of inertia, so the denition of the structural
optimization problem is
Minimize the mass moment of inertia
Subject to
maximum normalized von Mises stress  1
minimum boundary radius of curvature  5 mm

This temperature dependent non-linear stress constraint is realized by normalizing the von
Mises stress at the i'th node with the function shown in Fig. 9.12. It should be noted that
the eect of this non-linear stress constraint at a given material point changes during the
optimization process as the temperature eld changes with design. The denition of the
optimization problem can be rewritten as
This denition of the structural optimization problem can be realized using the database
module as described in detail in Section 7.7.
The temperature dependent normalized stress constraint is shown for the initial structure
in Fig. 9.13. The maximum value is 1:34 and corresponds to a violation of 34%.
Performing a shape optimization of the turbine disk example using a SIMPLEX algorithm
as optimizer leads to a reduction of the mass moment of inertia from 3:12
104 to 2:33
104
Kg
m2. The stress constraint is now fullled as shown in Fig. 9.14. Here, the very even
164 9.4. Design Optimization of Ceramic Components
Minimize the mass moment of inertia
Subject to 8
>
> vM;i [MPa]
< 550 if Ti  623 K
maximum normalized stress >
vM;i [MPa] 1
>
: 1484 :5 1:5Ti if Ti > 623 K
minimum boundary radius of curvature  5 mm

ODESSY Postprocessor
Name: wheel
Date: Jun 7 1994 16:50

VNV LEVELS

1.340E+000
1.117E+000
8.938E-001
6.709E-001
4.480E-001
2.251E-001
2.182E-003

Vnv: maxval[ nstress(svm)/1.0E6 / [minvec [550; [1484.5 - [1.5*temp()] ] ] ] ] < 1.0

Figure 9.13: Temperature dependent stress constraint for initial design.

distribution of the normalized stress criterion over the domain should be noted. The nal
design can also be seen in Fig. 9.15.
The nal minimum boundary radius of curvature is 13:5 mm, i.e. this constraint is not
active in the nal design. During the optimization process, this manufacturing constraint
became active in some iterations.
This example illustrates the generality and exibility of the database module described in
Chapter 7 for evaluating objective and constraint functions.

9.4 Design Optimization of Ceramic Components

This section is devoted to problems concerning design optimization of ceramic components.
Such design optimization problems are rarely discussed but design with ceramic materials
calls for use of structural shape optimization as design with new materials very often
cannot be based on design rules or engineering tradition. This will be demonstrated for
Chapter 9. Examples of Interactive Engineering Design with ODESSY 165

ODESSY Postprocessor
Name: wheel
Date: Jun 7 1994 16:51

VNV LEVELS

1.000E+000
8.335E-001
6.669E-001
5.004E-001
3.338E-001
1.673E-001
7.709E-004

Vnv: maxval[ nstress(svm)/1.0E6 / [minvec [550; [1484.5 - [1.5*temp()] ] ] ] ] < 1.0

Figure 9.14: Temperature dependent stress constraint for nal design.

Figure 9.15: Optimized design of turbine disk.

the turbine disk introduced in the preceding sections. Discussions about multicriteria
design optimization of ceramic components can be found in a very interesting paper by
Koski & Silvennoinen (1990) contained in Eschenauer, Koski and Osyczka (1990) where
many other interesting applications of multicriteria design optimization are discussed.
In the last decades there has been an increasing use of ceramic materials in mechanical en-
166 9.4. Design Optimization of Ceramic Components
ginering applications where good wear resistance properties, high hardness, sucient high-
temperature capability, high stiness, and good corrosion resistance are needed. However,
design with ceramic components is dierent from design with traditional ductile materials
due to the brittle behaviour of ceramics.
The use of ceramic materials for load carrying components involves two basic features
that must be taken into account in the design phase. First, even at high temperature,
the material has very low strain tolerance and practically exhibits no yielding. Thus, the
material behaviour is linearly elastic up to the fracture point where an unstable crack
growth suddenly takes place. Second, there is frequently large scatter in the strength
data so probabilistic methods must be used. A reliability evaluation based on a two-
parameter Weibull distribution has been generally accepted in design of ceramics, see,
e.g., McLean & Hartsock (1989). Weibull developed a probabilistic failure criterion based
only on tensile stresses in the component. Compressive failure is not considered in this
criterion because brittle materials usually fail from tensile stresses due to their very high
compressive strength.
The probability of failure is computed for a ceramic component from its stress eld by
using the weakest link theory based on the Weibull distribution, i.e., it is assumed that
the weakest crack-stress combination will cause the overall damage, but the location of
this critical point is not known. The mean fracture stress c is extremely sensitive to
small defects in the material which may be caused by the manufacturing process or by
environmental eects during the everyday use, and as the ceramic material properties are
variable due to the random distribution of aws in ceramics, there is a variation of strengths
for various parts of a component. So, the probability of failure of a ceramic component is
a function of the volume of material subjected to tensile stresses.
Accordingly, the mean fracture stress c is associated with a certain reference volume Vc
which usually encompasses that part of the test specimen where tensile stresses occur. The
most popular method of generating material data is to use test specimens subjected to four
point bending. The specimens are loaded to fracture and the mean fracture stress c is
calculated for a corresponding reference volume Vc. Furthermore, the Weibull modulus m
is determined. The Weibull modulus m can be interpreted as a measure of the narrowness
of the strength distribution, i.e., the larger the value m, the smaller is the variation of the
fracture stress of the material.
For uniaxial stress, Weibull established the following function that describes the cumulative
probability of failure Pf of a ceramic component:
  1 m  1 m  1  Z 
Pf = 1 exp m
m! c Vc V  dV (9.1)
where  is the tensile stress at a given point. The term
1  1  Z 1 1
m ! = m + 1 = 0 t exp [ t] dt (9.2)
m

is the value of the gamma function at m1 + 1 which is easily evaluated.

In order to expand Eq. 9.1 for three-dimensional stress states, the concept of integrating
Chapter 9. Examples of Interactive Engineering Design with ODESSY 167
the normal stress n around the portion of the unit radius sphere where the normal stress
is positive is generally used, see, e.g., McLean & Hartsock (1989) and Fig. 9.16.

σ3
dA = cos ϕ d ϕ d ψ

σn

ϕ
σ2
ψ

σ1

Figure 9.16: Geometric variables describing location on the unit sphere.

Thus, the general equation for the probability of failure is
  1 m  1 m  1  Z 2m + 1
Pf = 1 exp m! c Vc V 2
(Z 2 Z =2 h   i m
) # (9.3)
cos2  1 cos2 + 2 sin2 + 3 sin2  cos  d d dV
0 0
The integration over the unit sphere can be carried out by numerical integration for any
value of the Weibull modulus m, or analytically for discrete values of m. In the imple-
mentation in ODESSY, I have chosen the latter approach. When evaluating the volume
integral in Eq. 9.3, the order of Gauss quadrature used for the numerical integration in
general depends on m, but in the current implementation in ODESSY, the Gauss points
used for evaluating the stresses are also used for computing the volume integral. This
approximation might result in inaccurate results in case of large stress gradients.
In the case of a three-dimensional stress state it might be computationally advantageous
to neglect the mutual interrelationsship between the tensile principal stresses whereby the
following expression for the probability of failure is obtained:
  1 m  1 m  1  Z 
Pf = 1 exp m m m
m! c Vc V (1 + 2 + 3 ) dV (9.4)
This approximation might be acceptable if the second and third principal stresses are
small percentages of the maximum principal stress. In case of other stress states, this
approximation may lead to unacceptable errors. The principal stresses are only included
in the volume integral if they are positive, i.e., i < 0 ) im = 0. Both Eqs. 9.3 and 9.4
have been implemented in ODESSY.
To illustrate the use of this theory for determining the probability of failure of ceramic
components, let us redesign the turbine disk introduced in the preceding sections using a
ceramic material. Silicon nitride is chosen as material due to its strength properties at high
temperatures and its low mass density compared to other ceramics, e.g., zirconia. The ma-
terial properties are standard values given by a manufacturer (Kyocera Corporation). The
168 9.4. Design Optimization of Ceramic Components
chosen sintered silicon nitride has mass density 3.20 Kg/mm3, Young's modulus 304000
MPa, Poisson's ratio 0.27, thermal expansion coecient 3.0
10 6 K 1, and thermal con-
ductivity coecient 0.029 W/(K
mm). The data used for computing the probability of
failure are the mean fracture stress c = 785 MPa (at 723 K), the corresponding reference
volume Vc = 13.5 mm3, and the Weibull modulus m = 13.
It is assumed that the turbine blades have been redesigned in silicon nitride, resulting in
smaller centrifugal forces. The uniformly distributed load of value 310 MPa corresponding
to these centrifugal forces, see Fig. 9.2, is assumed to be reduced to 130 MPa due to the
lower mass density of silicon nitride. All other boundary conditions and load specications
are unchanged but one of the major reasons for using ceramic materials in gas turbines
and turbo chargers is to allow higher working temperatures, whereby the eciency can be
improved.
The initial design is shown in Fig. 9.1 and the largest principal stresses are shown in Fig.
9.17 because the probability of failure highly depends on these stresses.

ODESSY Postprocessor
Name: wheelc
Date: Apr 24 1994 18:23

STRESS LEVELS
SIG1

2.397E+008
1.994E+008
1.590E+008
1.187E+008
7.833E+007
3.797E+007
-2.380E+006

Figure 9.17: Largest principal stresses for initial design of ceramic turbine disk.
The probability of failure is computed by using Eq. 9.3 because the rst and second
principal stresses are of the same magnitude. The probability of failure of the initial design
is computed to 1.47
10 3, i.e., 1 out of 680 turbine disks will fail. The value obtained using
the simplied Eq. 9.4 diers from the value obtained by Eq. 9.3 by a factor of 3 due to
the stress state in the disk.
Next, automatic shape optimization is performed. The mass moment of inertia for the
initial design is 1.29
104 Kg
m2 which is 55% of the mass moment of inertia of the optimized
design in Section 9.3. However, the objective of the optimization process is to decrease
the probability of failure, so the mass moment of inertia is allowed to be increased. The
constraint on the minimum boundary radius of curvature is maintained, so the denition
Chapter 9. Examples of Interactive Engineering Design with ODESSY 169
of the structural optimization problem is
170 9.4. Design Optimization of Ceramic Components
Minimize probability of failure
Subject to
the mass moment of inertia  1.40
104 Kg
m2
minimum boundary radius of curvature  5 mm
Performing a shape optimization, the probability of failure is reduced from 1.47
10 3 to
3.22
10 6, i.e., 1 out of 310000 disks will fail. This probability of failure seems to be
suciently reduced, but it is always very dicult to choose an acceptable reliability. The
failure of a turbine disk may lead to a life-threatening situation so it is necessary to be
absolutely certain about material data, loading conditions, and boundary conditions.
The nal design can be seen in Fig. 9.18, and the largest principal stresses for the optimized
design are shown in Fig. 9.19.

Figure 9.18: Optimized design of ceramic turbine disk.

The constraints on the mass moment of inertia and the minimum boundary radius of
curvature are both active for the nal design, i.e., the mass moment of inertia of the
nal design is 40% smaller than that of the optimized design obtained in Section 9.3.
The turbine disk designed and made of silicon nitride therefore has signicantly improved
acceleration capabilities.
Chapter 9. Examples of Interactive Engineering Design with ODESSY 171

ODESSY Postprocessor
Name: wheelc
Date: Apr 24 1994 18:19

STRESS LEVELS
SIG1

1.343E+008
1.119E+008
8.945E+007
6.703E+007
4.461E+007
2.218E+007
-2.379E+005

Figure 9.19: Largest principal stresses for nal design of ceramic turbine disk.

9.5 Shape Optimization of an Automobile Hood

This example involves shape optimization of a shell structure in the form of the hood of
a Mazda 323 automobile with the objective of maximizing the fundamental frequency of
free vibrations. In practical shape design optimization it is usually advantageous to start
out with a relatively simple model in terms of geometry and nite element representation.
The model is then rened iteratively as the process converges towards a good solution and
the designer acquires more knowledge about the nature of the problem. The nal result
often will be the last in a long sequence of models. However, for reasons of brevity and
the purpose of illustration, we shall start out this example with a fairly accurate geometric
modeling of the original real-life structure and not attempt to generate improved models
along the way.
It is assumed that there is a constraint on the total amount of material such that the weight
of the optimized structure does not exceed the original one. The hood is made from steel
plates with thickness 1.0 mm, Young's modulus = 210 GPa, Poisson's ratio = 0.3 and the
mass density = 7800 kg/m3. The overall dimensions of the hood are approximately 1.25 x
0.85 m and must remain unchanged.

9.5.1 Model
The original geometry, which is visualized in Figs. 9.20 and 9.21, consists of two doubly
curved shells joined by welding. One shell is the external surface of the hood, and the other
shell, which is welded to the inner side of the hood, is a multi-connected set of stieners.
A total of 496 boundaries and 238 curved surface patches form the model. The shapes
of the surfaces are controlled by their boundaries which in turn depend on a number of
172 9.5. Shape Optimization of an Automobile Hood

Engine hood

Stiffening shell

Joined area

Figure 9.20: The underside of the original geometry. The black area is the joined region
(joined by welding), the dark gray is the stiening shell, and the light gray is
the upper side of the hood.

B C B

Engine hood

Stiffening shell

Joined area

A A

Figure 9.21: The original geometry with boundary conditions.

master nodes as described in Chapter 2. Modiers and design variables are dened such
that positions, heights and widths of the stieners can be changed continuously along
each stiener. The outer surface of the engine hood is not changed during the design
Chapter 9. Examples of Interactive Engineering Design with ODESSY 173
optimization as we do not want to aect the aerodynamical properties. Symmetry with
respect to the vertical midplane in Fig. 9.21 is imposed on possible design changes, and
the model then has a total of 32 independent design variables.
The nite element model (see Figs. 9.21 and 9.22) is established using a mix of mapping
and free meshing of curved surfaces. Fig. 9.22 shows a section through the two shells
illustrating their interrelation.

Engine hood

Stiffening shell

Joined area

Figure 9.22: Section through the two shells.

As seen in Fig. 9.21, the structure is supported by two hinges attached to the edge of
the hood, and three support points on the opposite side. The hinges (A) x all degrees of
freedom except for one rotation. The supports (B) x the out-of-plane translational degree
of freedom while the support (C) xes the out-of-plane and vertical translational degrees
of freedom.
Isoparametric shell elements with 6 and 8 nodes are used for the analysis, and the model
comprises a total of more than 20000 degrees of freedom. This modeling gives a rather
crude description of the geometry, but a test of the convergence shows that it is adequate
for the representation of the eigenmodes at hand.

9.5.2 Analysis
The analysis of the original geometry using the Subspace iteration method yields the
following three lowest eigenfrequencies:

f1 = 132 Hz
f2 = 177 Hz
f3 = 198 Hz

We see that none of these eigenfrequencies are multiple. The lowest eigenfrequency corre-
sponds to the eigenmode shown in Fig. 9.23.
174 9.5. Shape Optimization of an Automobile Hood

Frequency: 132 Hz

Figure 9.23: First eigenmode for initial geometry.

9.5.3 Result
The nal geometry is shown in Figs. 9.24 and 9.25, and is obtained after 12 iterations using
the SIMPLEX algorithm of ODESSY. The three lowest eigenfrequencies of the optimized
design are found to be:

f1 = 163 Hz
f2 = 182 Hz
f3 = 216 Hz

The minimum eigenfrequency of 163 Hz implies an increase 24% relative to that of the
original structure, and the nal volume corresponds exactly to the original one.
It is obvious that rather large geometric changes have taken place, and many of the design
variables reach specied maximum (or minimum) allowable values which indicates that the
topology of the initial geometry is not optimum for the case of maximizing the smallest
eigenfrequency. Thus, the nal geometry may only be considered optimum within this
topology and the limitations we have set for variations of the design variables in the initial
mathematical formulation of the problem.
Chapter 9. Examples of Interactive Engineering Design with ODESSY 175

Engine hood

Stiffening shell

Joined area

Figure 9.24: Shape optimized geometry.

Engine hood

Stiffening shell

Joined area

Figure 9.25: Section through the two shells in optimized geometry.

176 9.5. Shape Optimization of an Automobile Hood

Frequency: 163 Hz

Figure 9.26: First eigenmode for optimized geometry.

 Chapter
10
Conclusions
M any different topics in the eld of structural analysis, design sensitivity analysis
and optimization are covered in this Ph.D. project. These topics are related to the
development of a variety of capabilities which constitute part of the backbone of the general
purpose computer aided engineering design system ODESSY, and a short summary and
conclusions of the work presented are given in the following.

Analysis Capabilities for Structural Optimization

The nite element method is used as the analysis tool and we have chosen to write our
own code. This makes it possible to design the system exactly to desired purposes. 19
dierent isoparametric 2-D solids, 3-D solids, plate and shell nite elements have been
implemented as described in Chapter 3. The nite element module has facilities for static
stress analysis, natural frequency analysis, steady state thermal analysis, thermo-elastic
analysis, eigenfrequency analysis with initial stress stiening eects due to mechanical or
thermal loads, and linear buckling analysis with the possibility of including thermo-elastic
eects.
The nite element library has reached a quite high level and has been programmed in a
very structured way such that it is easy to implement other nite element types.

Design Sensitivity Analysis

Facilities for design sensitivity analysis have been implemented for all available analysis
modules, nite element types, and design variable types as described in Chapters 4 and
5. The design variables of the structural design problem can be either geometrical design
variables like sizing or shape variables, material design variables like constitutive parame-
ters of materials, support design variables like the position of supports for the structure,
or loading design variables like the position of external loads applied to the structure.
The method of design sensitivity analysis used is the direct approach which is compu-
tationally ecient and based on dierentiation of the state equations. Using the direct
177
178
approach to design sensitivity analysis, derivatives of various nite element matrices need
to be determined. It is not possible, in ODESSY, to establish analytical relations between
the derivatives of nite element matrices and the available types of generalized shape
design variables due to the very general mesh generation and parameterization facilities
implemented. As described in Section 5.7, the unstructured mesh generators that may
be used to generate three-dimensional surface meshes include smoothing processes, and
analytical relations between the position of surface nite element nodes and generalized
shape design variables are therefore not available. The semi-analytical approach where
derivatives of various nite element matrices and vectors are approximated by computa-
tionally inexpensive rst order nite dierences has therefore been chosen instead of the
analytical approach.
However, as discovered for static problems by Barthelemy & Haftka (1988), the semi-
analytical method of design sensitivity analysis is prone to large errors for certain types
of problems involving shape design variables. The inaccuracy problems may occur for
design sensitivities with respect to structural shape design variables in problems where
the displacement eld is characterized by rigid body rotations which are large relative to
actual deformations of the nite elements, i.e., for example in problems involving linearly
elastic bending of long-span, beam-like structures, and of plate and shell structures. This
error problem is entirely due to the nite dierence approximation involved in determining
various element matrix derivatives.
There has been developed a modied semi-analytical method that is based on \exact"
numerical dierentiation of element matrices (\exact" up to round-o errors) by means of
computationally inexpensive rst order nite dierences. The method of \exact" numerical
dierentiation has been implemented for all analysis modules, nite element types, and
design variable types as described in detail in Chapter 5. This method is computationally
ecient, especially in problems involving many design variables as described in Section
5.9, because \exact" numerical derivatives of element matrices only need to be calculated
once. Furthermore, the method can even be implemented in connection with existing nite
element codes where dierent subroutines for computation of element stiness matrices are
only available as black-box routines.
The new method of semi-analytical design sensitivity analysis completely eliminates the
inaccuracy problems as has been demonstrated by several numerical examples of design
sensitivity analysis in Chapter 6. The traditional semi-analytical method of design sensi-
tivity analysis has been shown to give very accurate results for a classical llet example,
i.e., in a case where the displacement eld is characterized by small rigid body rotations rel-
ative to actual deformations of the nite elements. For such design problems the traditional
semi-analytical method is completely reliable.
However, in cases where the displacement eld entails dominance of rigid body rotations rel-
ative to actual deformations of the nite elements, the traditional semi-analytical method
has been shown to be prone to yield erroneous sensitivities. This has been demonstrated
for static design sensitivity analysis of a long cantilever beam in Section 6.3 and of a thin
clamped square plate in Section 6.5. Furthermore, the inaccuracy problem has also been
demonstrated for thermo-elastic design sensitivity analysis of a two-material cantilever
Chapter 10. Conclusions 179
beam in Section 6.4. The inaccuracy problem can be expected in many thermo-elastic
design problems as displacement elds with dominance of rigid body rotations often occur
in such design problems.
The design sensitivity analysis of simple as well as multiple eigenvalues of vibrating plates
reinforced by ribs has been shown to yield accurate results in Sections 6.6 and 6.7. One of
the major diculties in computing sensitivities of multiple eigenvalues is to decide correctly
from numerical results the multiplicity of a given eigenvalue in cases where the spectrum
of eigenvalues is dense. An incorrect estimation of the multiplicity of a repeated eigenvalue
is shown to give erroneous sensitivities in Section 6.7 and this diculty associated with
multiple eigenvalues, in addition to the lack of usual Frechet dierentiability, has to be
taken into account when solving optimum design problems involving multiple eigenvalues.
Finally, the inaccuracy problem associated with the traditional semi-analytical method is
shown to occur also in dynamic design sensitivity analysis. This is illustrated by com-
putation of design sensitivies of simple as well as multiple free vibration frequencies of a
thin clamped square plate in Section 6.8. Furthermore, as shown in Section 6.9, if initial
stress stiening eects are taken into account when computing eigenfrequencies of vibrat-
ing plates, the error problem is even worse because errors in stress sensitivities from the
static design sensitivity analysis become accumulated in the dynamic design sensitivity
analysis.
The new approach to semi-analytical design sensitivity analysis based on \exact" numerical
dierentiation of element matrices has been shown to yield accurate sensitivities for all
studies made and must be regarded as a very reliable and useful tool in a general purpose
computer aided engineering design system.

A General and Flexible Method of Problem Denition

In Chapter 7 it has been demonstrated that it is not only possible but also relatively simple
to develop a general database module that handles problem formulations comprising any
mix of local, integral, min/max and max/min functions in a completely uniform way. The
mathematical basis for this is the bound formulation. This, in combination with a parser
capable of interpreting user dened expressions, makes it possible to perform analyses and
sensitivity analyses of user dened mathematical expressions and even to carry out the
sensitivity analysis by exact and ecient symbolic dierentiation of the expressions. The
approach described makes it very easy to expand the system by new available mathematical
expressions or by new basic information if new analysis facilities are to be implemented.
The integration of the database module in the module for postprocessing has made it
very easy to check the validity of denitions of objective and constraint functions, and,
furthermore, has equipped the system with a very useful tool for interactive, graphical
visualization of user dened mathematical expressions for design criteria.
180
Multiple Eigenvalues in Structural Design Problems
In Chapter 8 the diculties of solving structural optimum design problems with multiple
eigenvalues are described. The basic diculty is the lack of usual Frechet dierentiability,
suct that traditional gradient based algorithms cannot be used in general, and directional
derivatives must be employed instead.
A very simple example has been used to illustrate the case of a bimodal eigenvalue. The
necessary optimality conditions for an optimum solution to the problem of maximizing the
lowest eigenvalue of a structure with a volume constraint are given, and they provide basic
insight in the diculties connected with this type of optimization problems.
Based on the experience gained by design sensitivity analysis studies and on the basis of
deriving the necessary optimality conditions, dierent approaches to the development of
iterative numerical algorithms for eigenvalue optimization problems are described. The
basic idea of the approaches is to add constraints on the allowable design changes in cases
of multiple eigenvalues, whereby design sensitivity expressions for simple as well as mul-
tiple eigenvalues become identical. The major advantage of using this approach is that
the problem of determining the multiplicity of an eigenvalue correctly is no longer crucial
when these additional constraints are considered. It has been shown that the necessary
optimality conditions can be applied for development of an iterative numerical method for
optimization of structural eigenvalues of arbitrary multiplicity. Thus, an eective and ele-
gant algorithm based on a mathematical programming approach has been developed. This
mathematical programming approach has been used to solve the problem of maximizing
the lowest eigenfrequency of a plate reinforced by ribs. If four supporting springs are added
to the structure, the optimum solution has a bimodal lowest eigenvalue. The mathematical
programming approach has been shown to work very well for problems involving multiple
eigenvalues.

Interactive Engineering Design with ODESSY

The dierent topics covered in this thesis have all been investigated with the aim of devel-
oping a general, exible, and reliable computer aided environement for interactive rational
design, and several examples have been presented with a view to illustrate that ODESSY is
a very eective tool for interactive engineering design. The use of design sensitivity display
and what-if studies for improving engineering designs has been illustrated via a turbine
disk example. The use of design sensitivity display can greatly improve the design synthesis
process as colour design sensitivity plots provide the designer with information concerning
the in uence of design variables on performance measures. The use of automated design
optimization has been illustrated on various design improvements of the turbine disk and
on shape optimization of a hood of an automobile. Complicated design criteria can be
taken into account, thereby making it easier for designers in industry to adopt and use
ODESSY for design synthesis and optimization.
The optimum design techniques implemented in ODESSY have proved to be invaluable
tools in the development of new products. Not only do they speed up the development
process, but they often enable signicant improvements of existing or even classical me-
chanical components. Optimization techniques are also most important in connection with
design with new materials, e.g., ceramics or composites, where design rules and engineering
tradition are often sparse or unavailable.

Further Work
Although a very general design system has been developed, there are still many possibil-
ities for extensions and improvement. The eorts pertaining to integration of ODESSY
into commercial CAD systems, to develop facilities for automatic three-dimensional mesh
generation, and other topics related to the pre- and postprocessing facilities will continue.
Furthermore, the system should be expanded with respect to the classes of problems that
can be handled in terms of implemented types of nite elements, analysis capabilities, and
hence new types of structures and design objectives. Currently, only at shell elements
generated from plate nite elements are available, so improved shell elements should be
implemented. Furthermore, several other three-dimensional solid nite elements must be
implemented when unstructured three-dimensional mesh facilities become available. Facil-
ities for adaptive mesh generation can improve the reliability of the nite element model
used during the redesign process and can therefore become a valuable tool for shape op-
timization. The extension into transient and non-linear types of analysis problems is a
large task but such capabilities are very often necessary in order to solve practical real-life
problems. Furthermore, expansions into other elds of analysis, for instance uid dynam-
ics, acoustics, and magnetic eld theory are other possibilities. Inclusion of design criteria
concerning fabrication cost can also be very useful. Expansions of analysis and design
facilities into these areas will greatly improve the general applicability of the system.

181
182
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195
196
APPENDIX

197
198
 Appendix
A
3D Solid Isoparametric Finite Elements
T wo 3D isoparametric nite elements have been implemented in ODESSY, that is,
an 8-node and a 20-node element. The 20-node element can have curved element sides
as illustrated in Fig. A.1.

z,w
ζ
η
ζ
ξ η

x,u y,v

Figure A.1: Domain, node numbering, and nodal degrees of freedom of 8- and 20-node
isoparametric nite elements.

A.1 Shape Functions for 3D Solid Isoparametric Fi-

nite Elements.
Within the isoparametric formulation of a nite element with an arbitrary number n of
nodal points, the same set of shape functions
Ni = Ni(; ;  ); i = 1; : : : ; n (A.1)
199
200 A.2. Element Stiness Matrix
is used for interpolation of global x, y, and z coordinates from nodal values xi , yi, and zi
and of displacements functions u, v, and w from nodal values ui, vi, and wi, i.e.,
X
n X
n X
n
x = Nixi ; y = Niyi; z = Nizi (A.2)
i=1 i=1 i=1
X
n X
n X
n
u(x; y; z) = Niui; v(x; y; z) = Nivi; w(x; y; z) = Niwi (A.3)
i=1 i=1 i=1
Shape functions for the 8-node element are given in Table A.1.

Table A.1: Shape functions for 8-node 3D solid isoparametric element.

N1 = 18 (1  )(1 )(1  ) N2 = 81 (1 +  )(1 )(1  )
N3 = 81 (1 +  )(1 + )(1  ) N4 = 81 (1  )(1 + )(1  )
N5 = 81 (1  )(1 )(1 +  ) N6 = 18 (1 +  )(1 )(1 +  )
N7 = 81 (1 +  )(1 + )(1 +  ) N8 = 81 (1  )(1 + )(1 +  )

and shape functions for the 20-node element are given in Table A.2.

A.2 Element Stiness Matrix

The element stiness matrix k is given by
Z
k=

BT E B jJj d
(A.4)
Here,
is the domain of the nite element described in curvilinear, non-dimensional  --
coordinates for the element, see Fig. A.1, and jJj is the determinant of the Jacobian matrix
J which at each point denes the transformation of dierentials d , d, and d into dx,
dy, and dz. Like J, the strain-displacement matrix B depends on coordinates of the nodal
points, whereas the constitutive matrix E depends only on the constitutive parameters
of the assumed linearly elastic material which, in the implementation in ODESSY, can
be either isotropic or anisotropic. The expressions for the Jacobian J and for the strain-
displacement matrix B are given in the following.
In terms of the vector di of nodal degrees of freedom
di = fui vi wigT ; i = 1; : : : ; n (A.5)
the element nodal vector d containing nodal displacements is
d = fdT1 dT2 : : : dTi : : : dTn gT (A.6)
and the strain vector function " is
"(x; y; z) = f"x "y "z xy yz xz gT (A.7)
Appendix A. 3D Solid Isoparametric Finite Elements 201

Table A.2: Shape functions for 20-node 3D solid isoparametric element.

N9 = 14 (1  2)(1 )(1  ) N10 = 41 (1 +  )(1 2)(1  )
N11 = 14 (1  2)(1 + )(1  ) N12 = 14 (1  )(1 2)(1  )
N13 = 14 (1  2)(1 )(1 +  ) N14 = 14 (1 +  )(1 2)(1 +  )
N15 = 14 (1  2)(1 + )(1 +  ) N16 = 41 (1  )(1 2)(1 +  )
N17 = 14 (1  )(1 )(1  2) N18 = 41 (1 +  )(1 )(1  2)
N19 = 14 (1 +  )(1 + )(1  2) N20 = 41 (1  )(1 + )(1  2)
N1 = 18 (1  )(1 )(1  ) 21 (N17 + N12 + N9 )
N2 = 18 (1 +  )(1 )(1  ) 12 (N18 + N10 + N9 )
N3 = 81 (1 +  )(1 + )(1  ) 12 (N19 + N11 + N10 )
N4 = 18 (1  )(1 + )(1  ) 12 (N20 + N12 + N11)
N5 = 18 (1  )(1 )(1 +  ) 12 (N17 + N16 + N13)
N6 = 18 (1 +  )(1 )(1 +  ) 12 (N18 + N14 + N13 )
N7 = 18 (1 +  )(1 + )(1 +  ) 12 (N19 + N15 + N14 )
N8 = 18 (1  )(1 + )(1 +  ) 12 (N20 + N16 + N15 )

with their mutual relationship dened by

"=Bd (A.8)
The strain-displacement matrix B is determined by operating on the shape functions Ni,
and it is found that
B = [ b1 b2 : : : bi : : : bn ] (A.9)
where the submatrix bi , which is associated with the nodal point i of the nite element,
has the form 2 3
66 N i;x 0 0 7
66 0 Ni;y 0 777
bi = 6666 N0 N0 N0i;z 7777 ; i = 1; : : : ; n (A.10)
66 i;y i;x 77
4 0 Ni;z Ni;y 5
Ni;z 0 Ni;x
Here, the derivatives of the shape functions Ni with respect to x, y, and z are given by
8 9 2 38 9 8 9
>
< i;x = 6 x x x 7 < i; >
N > ; ; ; > N = >
< Ni; >
=
N = 64 ;y ;y ;y 75 Ni; = N ; i = 1; : : : ; n (A.11)
>
: Ni;z >
i;y
; > > >
: Ni; >
i;
;z ;z ;z : Ni; ; ;
202 A.3. Consistent Nodal Load Vector
where the matrix is the inverse
=J 1 (A.12)
of the Jacobian
2 3 2 3
66 x; y;  z;  77 Xn 66 N i; x i N i; y i N i; z i 77
J = 4 x; y; z; 5 = 4 Ni; x i N i; y i Ni; z i 5 (A.13)
x; y; z; i=1 Ni; xi Ni; yi Ni; zi
Note that J is expressed in terms of the derivatives of Ni; i = 1; : : : ; n, with respect to the
curvilinear element coordinates  , , and  , and of the coordinates (xi ; yi; zi), i = 1; : : : ; n,
of each of the n nodal points of the nite element.

A.3 Consistent Nodal Load Vector

The consistent element load vector f is given by
Z Z
f=

N T F jJj d
+
B
!
N T F jJj d!
S (A.14)
where
is the domain of the nite element in its local coordinate system, FB represents
body forces, ! the surface described in curvilinear, non-dimensional  ,   , or  
coordinates for the element at which surface forces FS are applied, and N contains shape
functions Ni. In the surface integral, N and jJj are evaluated on !.
If initial thermally induced strains have to be taken into account, the consistent nodal
force vector f th due to thermally induced strains is calculated as
Z
f th =

BT E "th jJj d
(A.15)
where "th is an element vector containing thermally induced strains, i.e.,
n o n o
"th = "thx "thy "thz xyth yzth xzth T = T^ T^ T^ 0 0 0 T ; T^ = T T0 (A.16)
where  is a matrix containing thermal expansion coecients, T is the temperature at the
given point, and T0 is the temperature at which the structure is free of thermally induced
strains (typically 20C). These thermally induced strains are based on Gauss points values
for obtaining the highest accuracy.

A.4 Consistent and Lumped Mass Matrices

The consistent element mass matrix m is given by
Z
m=

% NT N jJj d
(A.17)
Here,
is the domain of the nite element in its local coordinate system, see Fig. A.1, %
the mass density, N contains shape functions Ni, and jJj is the determinant of the Jacobian
matrix J.
Appendix A. 3D Solid Isoparametric Finite Elements 203
Lumped mass matrices are also available in ODESSY. These are generated using the
popular HRZ lumping scheme, see Cook, Malkus and Plesha (1989). The idea of this
method is to use only the diagonal terms of the consistent mass matrix, but to scale them
in such a way that the total mass of the element is preserved. The procedural steps are as
follows:
1. Compute only the diagonal coecients mii of the consistent mass matrix.
2. Compute the total mass of the element, m.
3. Compute a number s by adding the diagonal coecients mii associated with
translational d.o.f. (but not rotational d.o.f., if any) that are mutually parallel
and in the same direction. The number of these translational d.o.f. is denoted
by x.
4. Scale all the diagonal coecients by multiplying them by the ratio xm=s, thus
preserving the total mass of the element.
This HRZ lumping procedure is used for all the elements in ODESSY when generating
lumped mass matrices.

A.5 Element Initial Stress Stiness Matrix

In the derivation of element initial stress stiness matrices it is convenient to reorder nodal
degrees of freedom by introducing the element displacement vector d, where translational
d.o.f. are reordered so that rst all x-direction d.o.f. are given, then y, and then z as
follows
d = fu1 u2 : : : ui : : : un v1 v2 : : : vi : : : vn w1 w2 : : : wi : : : wngT (A.18)
Relating d.o.f. to the reordered element vector d the element initial stress stiness matrix
k for the 3D isoparametric nite elements is given by
Z
k =

GT S G jJj d
(A.19)
Here,
is the domain of the nite element described in curvilinear, non-dimensional  --
coordinates for the element, see Fig. A.1, G a matrix obtained by appropriate dierentia-
tion of shape functions Ni, S a matrix of initial stresses, and jJj is the determinant of the
Jacobian matrix J.
The matrix G is given by 2 3
66 g 0 0 77
G=4 0 g 0 5 (A.20)
0 0 g
204 A.6. Thermal Element \Stiness Matrix"
where each submatrix g is given by
2 3
66 Ni;x 77
g = 4 Ni;y 5 ; i = 1; : : : ; n (A.21)
Ni;z
The stress matrix S is given by 2 3
s 0 0
S = 664 0 s 0 775 (A.22)
0 0 s
and each submatrix s is dened as
2 3
 x  xy  xz
s = 664 xy y yz 775 (A.23)
xz yz z
Here x, xy , etc., are stresses found by an initial static stress analysis.

A.6 Thermal Element \Stiness Matrix"

The thermal element \stiness matrix" consists of contributions from the heat conduction
matrix kth given by Z
kth =
BthT  Bth jJj d
(A.24)
Here,
is the domain of the nite element in its local coordinate system, see Fig. A.1,
Bth a matrix obtained by appropriate dierentiation of shape functions Ni,  the thermal
conductivity matrix, and jJj is the determinant of the Jacobian matrix J. If the material
is isotropic,  can simply be replaced by the scalar , the conductivity coecient.
The matrix Bth is given by
h i
Bth = bth1 bth2 : : : bthi : : : bthn (A.25)
where the submatrix bthi, which is associated with the nodal point i of the nite element,
has the form 2 3
N i;x
bthi = 664 Ni;y 775 ; i = 1; : : : ; n (A.26)
Ni;z
In case of boundary conditions in terms of convection heat transfer, the thermal \stiness
matrix" receives additional contributions given by the element matrix h
Z
h= !2
NT h N jJj d! (A.27)
Here, !2 is the surface of the nite element described in curvilinear, non-dimensional  ,
  , or   coordinates for the element, for which the convection boundary condition
is applied. N contains shape functions Ni, h is the convection coecient specied, and jJj
is the determinant of the Jacobian matrix J for the surface !2 .
Appendix A. 3D Solid Isoparametric Finite Elements 205
A.7 Consistent Thermal Nodal Flux Vector
The consistent thermal nodal ux vector q is given by
Z Z
q= !1
NT qS jJj d! + !2
NT h Te jJj d! (A.28)
where the rst term derives from specied ux at the surface !1 and the latter term from
a specied convection boundary condition at surface !2. The surfaces !1, !2 are described
in curvilinear, non-dimensional  ,   , or   coordinates for the element. The
scalar qS is prescribed ux normal to the surface !1, N contains shape functions Ni that
are evaluated on the surface !, jJj the determinant of the Jacobian matrix for the surface
!, h the convection coecient specied, and Te is the environmental temperature specied
for the convection boundary condition.

A.8 Gauss Quadrature

The Gauss integration rules used for the 3D isoparametric nite elements are given in
Table A.3.
206 A.8. Gauss Quadrature

Table A.3: Gauss quadrature used for 3D solid isoparametric nite elements.
Integration rule:
Element type k m k kth "; 
8-node 8-point 8-point 8-point 8-point 8-point
20-node 14-point 14-point 8-point 14-point 8-point
 Appendix
B
2D Solid Isoparametric Finite Elements
F ODESSY. These isoparametric
ive different 2Dsolid isoparametric nite elements have been implemented in
nite elements are formulated in a unied way for
both plane stress, plane strain, and axisymmetric situations. The elements have 3-, 4-, 6-,
8-, and 9-nodes, respectively, and are shown in Fig. B.1. The 6-, 8-, and 9-node elements
can have straight as well as curved boundaries.

ξ1
( symmetry )
axis of rotational ξ2 ξ
3 ξ
y,v
(z,w) η η
ξ1
ξ2
ξ3 ξ
ξ

x,u
(r,u)

Figure B.1: Domain, node numbering, and nodal degrees of freedom of 3-, 4-, 6-, 8-, and 9-
node 2D isoparametric nite elements. Local, non-dimensional coordinates  , 
and area coordinates 1, 2, 3 are shown for the quadrilateral and triangular
elements, respectively. Text in parantheses refer to standard notations for
problems with rotational symmetry.

207
208 B.1. Shape Functions for 2D Solid Isoparametric Finite Elements.
B.1 Shape Functions for 2D Solid Isoparametric Fi-
nite Elements.
Within the isoparametric formulation of a nite element with an arbitrary number n of
nodal points, the same set of shape functions
Ni = Ni(; ); i = 1; : : : ; n (B.1)
is used for interpolation of global x, y coordinates from nodal values xi, yi and of displace-
ments functions u, v from nodal values ui, vi, i.e.,
X
n X
n
x = Nixi ; y = Ni yi (B.2)
i=1 i=1
Xn X
n
u(x; y) = Niui; v(x; y) = Ni vi (B.3)
i=1 i=1
Shape functions for the 4-, 8-, and 9-node elements are given in Tables B.1, B.2, and B.3,
respectively.

Table B.1: Shape functions for 4-node 2D solid isoparametric element.

N1 = 41 (1  )(1 ) N2 = 14 (1 +  )(1 )
N3 = 14 (1 +  )(1 + ) N4 = 41 (1  )(1 + )

Table B.2: Shape functions for 8-node 2D solid isoparametric element.

N5 = 21 (1  2)(1 ) N6 = 21 (1 +  )(1 2 )
N7 = 12 (1  2)(1 + ) N8 = 12 (1  )(1 2)
N1 = 41 (1  )(1 ) 12 (N5 + N8 )
N2 = 14 (1 +  )(1 ) 12 (N5 + N6 )
N3 = 14 (1 +  )(1 + ) 12 (N6 + N7 )
N4 = 14 (1  )(1 + ) 12 (N7 + N8 )

In case of triangular isoparametric elements, the interpolation functions are dened con-
veniently in terms of non-dimensional area coordinates 1, 2, and 3 within the element
as shown in Fig. B.1. Only two of the three dimensionless area coordinates are mutually
independent, due to the area constraint relation
1 + 2 + 3 = 1 (B.4)
Appendix B. 2D Solid Isoparametric Finite Elements 209

Table B.3: Shape functions for 9-node 2D solid isoparametric element.

N9 = (1  2)(1 2)
N5 = 12 (1  2)(1 ) 12 N9 N6 = 21 (1 +  )(1 2 ) 1N
2 9
N7 = 12 (1  2)(1 + ) 12 N9 N8 = 12 (1  )(1 2) 1N
2 9
N1 = 14 (1  )(1 ) 21 (N5 + N8) 14 N9
N2 = 14 (1 +  )(1 ) 12 (N5 + N6) 14 N9
N3 = 14 (1 +  )(1 + ) 12 (N6 + N7 ) 14 N9
N4 = 14 (1  )(1 + ) 12 (N7 + N8) 14 N9

If 1 and 2 are selected as independent coordinates the following relations are obtained
1 = ; 2 = ; 3 = 1   (B.5)
Derivatives with respect to  and , with the constraint in Eq. B.4 taken into account,
can be found as
@ = @ @ ; @ = @ @ (B.6)
@ @1 @3 @ @2 @3
The element matrices for the triangular elements can be formulated similarly to the quadri-
lateral elements by using Eqs. B.4 - B.6. The shape functions for the 3- and 6-node elements
are given in Tables B.4 and B.5.

Table B.4: Shape functions for 3-node 2D solid isoparametric element.

N1 = 1 N2 = 2 N3 = 3

Table B.5: Shape functions for 6-node 2D solid isoparametric element.

N1 = 1(2 1 1) N2 = 2(2 2 1) N3 = 3(2 3 1)
N4 = 4 1 2 N5 = 4 2 3 N3 = 4 1 3
210 B.2. Element Stiness Matrix
B.2 Element Stiness Matrix
The element stiness matrix k is given by
Z
k= !
B T E B jJj d! (B.7)
Here, ! is the domain of the nite element in its local coordinate system, see Fig. B.1, and
jJj is the determinant of the Jacobian matrix J which at each point denes the transfor-
mation of dierentials d and d into dx and dy. Like J, the strain-displacement matrix
B depends on coordinates of the nodal points, whereas the constitutive matrix E depends
only on the constitutive parameters of the assumed linearly elastic material which can be
either isotropic or anisotropic in the implementation in ODESSY.
For the plane stress and strain situations, d! = t d d, where t is the thickness of the
nite element, and for rotationel symmetry we have d! = 2 r d d, where r is the radius.
The axis of rotational symmetry is assumed to be parallel with the y-axis as shown in Fig.
B.1.
The expressions for the Jacobian J and for the strain-displacement matrix B can be found
in a uniform way for plane stress, plane strain and axisymmetric nite elements, if the
strain vector " is dened in the following way
"(x; y) = f"x "y xy "z gT (B.8)
In order to have the relations between standard notations for axisymmetric problems and
the notations used here, it should be noted that r = x, z = y, w = v, "r = "x, "z = "y ,
rz = xy , and " = "z as indicated on Fig. B.1.
The element nodal vector d containing nodal displacements is given by
d = fdT1 dT2 : : : dTi : : : dTn gT (B.9)
where the vector di of nodal degrees of freedom is
di = fui vigT ; i = 1; : : : ; n (B.10)
The relation between the strain vector " and the displacement vector d is
"=Bd (B.11)
The strain-displacement matrix B can be found to have the following form
B = [ b1 b2 : : : bi : : : bn ] (B.12)
where the submatrix bi , which is associated with the nodal point i of the nite element,
has the form 2 3
66 N i;x 0 7
66 0 Ni;y 777
bi = 66 Ni;y Ni;x 77 ; i = 1; : : : ; n (B.13)
4 Ni 5
r 0
Appendix B. 2D Solid Isoparametric Finite Elements 211
The fourth row in bi is used only in case of an axisymmetric problem. The derivatives of
the shape functions with respect to x and y are given by
( ) " #( ) ( )
Ni;x = ;x ;x Ni; = Ni; ; i = 1; : : : ; n (B.14)
Ni;y ;y ;y Ni; Ni;
where the matrix is the inverse
=J 1 (B.15)
of the Jacobian " # Xn " N x N y #
x; y;
J = x; y; =
  i; i i; i (B.16)
  i=1 N x
i; i N i; yi

B.3 Consistent Nodal Load Vector

The consistent element load vector f is given by
Z Z
f= !
NT FB jJj d! +  NT FS jJj d (B.17)
where ! is the domain of the nite element in its local coordinate system, FB represents
body forces,  the boundary described in curvilinear, non-dimensional  or  coordinates for
the element at which boundary forces FS are applied, and N contains shape functions Ni.
In the boundary integral, N and jJj are evaluated on . For the plane stress and strain
situations, d = t d, where t is the thickness of the nite element, and for rotationel
symmetry we have d = 2 r d, where r is the radius.
If initial thermally induced strains have to be taken into account, the consistent nodal
force vector f th due to thermally induced strains is calculated as
Z
f th =
!
B T E "th jJj d! (B.18)
where "th is an element vector containing thermally induced strains, i.e.,
n o n o
"th = "thx "thy xyth "thz T = T^ T^ 0 T^ T ; T^ = T T0 (B.19)
where  is a matrix containing thermal expansion coecients, T is the temperature at the
given point, and T0 is the temperature at which the structure is free of thermally induced
strains. These thermal strains are based on Gauss points values for obtaining the highest
accuracy.

B.4 Consistent and Lumped Mass Matrices

The consistent element mass matrix m is given by
Z
m= !
% NT N jJj d! (B.20)
212 B.5. Element Initial Stress Stiness Matrix
Here, ! is the domain of the nite element described in curvilinear, non-dimensional  
coordinates for the element, see Fig. B.1, % the mass density, N contains shape functions
Ni , and jJj is the determinant of the Jacobian matrix J.
Lumped mass matrices for these elements are also available. These are generated using
the HRZ lumping scheme as described in Appendix A.

B.5 Element Initial Stress Stiness Matrix

In the derivation of element initial stress stiness matrices it is convenient to reorder nodal
degrees of freedom by introducing the element displacement vector d, where translational
d.o.f. are reordered so that rst all x-direction d.o.f. are given, and then y as follows
d = fu1 u2 : : : ui : : : un v1 v2 : : : vi : : : vngT (B.21)
Relating d.o.f. to the reordered element vector d , the element initial stress stiness matrix
k for the 2D isoparametric nite elements is given by
Z
k = ! GT S G jJj d! (B.22)
Here, ! is the domain of the nite element in its local coordinate system, see Fig. B.1,
G a matrix obtained by appropriate dierentiation of shape functions Ni, S a matrix of
initial stresses, and jJj is the determinant of the Jacobian matrix J.
The matrix G is given by " #
G= 0 g g 0 (B.23)
where each submatrix g is given by
" #
N
g = N ; i = 1; : : : ; n
i;x (B.24)
i;y
The stress matrix S is given by " #
S = 0s 0s (B.25)
where each submatrix s is dened as
" #
s=   x  xy (B.26)
xy y
Here x, xy , etc., are stresses found by an initial static stress analysis.

B.6 Thermal Element \Stiness Matrix"

The thermal element \stiness matrix" consists of contributions from the heat conduction
matrix kth given by Z
kth = BthT  Bth jJj d!
!
(B.27)
Appendix B. 2D Solid Isoparametric Finite Elements 213
Here, ! is the domain of the nite element described in curvilinear, non-dimensional  
coordinates for the element, see Fig. B.1, Bth a matrix obtained by appropriate dierenti-
ation of shape functions Ni,  the thermal conductivity matrix, and jJj is the determinant
of the Jacobian matrix J. If the material is isotropic,  can simply be replaced by the
scalar , the conductivity coecient.
The matrix Bth is given by
h i
Bth = bth1 bth2 : : : bthi : : : bthn (B.28)
where the submatrix bthi, which is associated with the nodal point i of the nite element,
has the form " #
th N
bi = N ; i = 1; : : : ; n
i;x (B.29)
i;y
In case of boundary conditions in terms of convection heat transfer, the thermal \stiness
matrix" receives additional contributions given by the element matrix h
Z
h= 2
NT h N jJj d (B.30)
Here, 2 is the boundary of the nite element described in curvilinear, non-dimensional 
or  coordinates for the element, for which the convection boundary condition is applied.
N contains shape functions Ni, h is the convection coecient specied, and jJj is the
determinant of the Jacobian matrix J for the boundary 2.

B.7 Consistent Thermal Nodal Flux Vector

The consistent thermal nodal ux vector q is given by
Z Z
q= 1
NT qS jJj d +
2
NT h Te jJj d (B.31)
where the rst term derives from specied ux at the boundary 1 and the latter term
from a specied convection boundary condition at boundary 2. The boundaries 1, 2
are described in curvilinear, non-dimensional  or  coordinates for the element. The
scalar qS is prescribed ux normal to the boundary 1 , N contains shape functions Ni that
are evaluated on the boundary , jJj the determinant of the Jacobian matrix J for the
boundary , h the convection coecient specied, and Te is the environmental temperature
specied for the convection boundary condition.

B.8 Gauss Quadrature

The Gauss integration rules used for the 2D isoparametric nite elements are given in
Table B.6.
It should be noted that the 4-point integration rule can be employed everywhere in the
numerical integration for the 9-node Lagrange element with nearly as good results as the
computationally more expensive 9-point integration.
214 B.8. Gauss Quadrature

Table B.6: Gauss quadrature used for 2D solid isoparametric nite elements.
Integration rule:
Element type k m k kth "; 
3-node 1-point 1-point 1-point 1-point 1-point
4-node 4-point 4-point 1-point 4-point 1-point
6-node 3-point 3-point 3-point 3-point 3-point
8-node 4-point 4-point 4-point 4-point 4-point
9-node 9-point 9-point 4-point 9-point 4-point
 Appendix
C
Isoparametric Mindlin Plate and Shell
Finite Elements
S in ODESSY, and all these plate elements
ix different isoparametric Mindlin plate nite elements have been implemented
can also be used as at shell elements. The
element matrices are rst described for Mindlin plate elements with in-plane membrane
capability, where the elements are formed by combining a plane membrane element, i.e.,
the 2D solid isoparametric elements, with a standard Mindlin plate bending element.
In Section C.10 it is shown how these elements are transformed into at shell elements.
This is an easy way to formulate shell elements and the elements pass patch tests and
do not exhibit strain under rigid body motion. However, although membrane-bending
coupling is present throughout an actual curved shell, it is absent in individual at shell
elements and this might lead to inaccurate results, especially if a small number of elements
are used to model a curved surface. This must be taken into account when generating
nite element models using these at shell elements.
The elements have 3-, 4-, 6-, 8-, and 9-nodes, respectively, and are shown in Fig. C.1. The
6-, 8-, and 9-node elements can have straight as well as curved boundaries in the element
plane. Both a 9-node \Lagrange" and a 9-node \heterosis" Mindlin plate nite element
have been implemented, see Section C.9.
It is important to notice that all element matrices for the Mindlin elements are given in
terms of standard right-hand-rule rotations x , y as illustrated in Figs. C.1 and C.2.
When the Mindlin plate theory is derived it is normally done using the rotations 1 , 2
which are dened as
1 = y (C.1)
 =
2 x
The use of rotations 1 , 2 greatly simplify the algebra when developing the theory but as
the aim of this description of the implemented Mindlin plate elements is to give an overview
of the element matrices, standard right-hand-rule rotations x, y are used everywhere.
Furthermore, in the transformation of these at plate elements to at shell elements with
215
216

η
ξ
ξ2 1
ξ3 ξ
y η y
η
ξ1 vi
ξ2
ξ3 ξ ξ
θyi
i
x wi x
z z θxi ui

Figure C.1: Domain, node numbering, and nodal degrees of freedom of 3-, 4-, 6-, 8-, and
9-node isoparametric Mindlin plate nite elements. Local, non-dimensional
coordinates  ,  and area coordinates 1, 2, 3 are shown for the quadrilateral
and triangular elements, respectively.

y
x θy θ1
θx
θ2

Figure C.2: Sign convections for rotations.

arbitrary orientation it is necessary to use right-hand-rule rotations x , y .
The Mindlin plate theory is based on the four following main assumptions:
1. The domain
is of the following special form:
   

= (x; y; z) 2 <3 j z 2 2t ; 2t ; (x; y) 2 !  <2
where t is the plate thickness and ! its area. The boundary of ! is denoted by
.
2. z = 0
3. u(x; y; z) = z 1 (x; y) = z y (x; y) and
v(x; y; z) = z 2 (x; y) = z x(x; y)
Appendix C. Isoparametric Mindlin Plate and Shell Finite Elements 217
4. w(x; y; z) = w(x; y)
In Assumption 1, we may take the plate thickness t to be a function of x and y, if desired.
Assumption 2 is the plane stress hypothesis. It contradicts Assumption 4 but ultimately
causes no problems. It should be noted that no plate theory is completely consistent with
3D theory and, at the same time, both simple and useful. Assumption 3 implies that plane
sections remain plane. A rotation is interpreted as the rotation of a ber initially normal
to the plate midsurface (i.e., z = 0). Furthermore, from Assumption 3 the convenience of
using the rotations 1 , 2 can be seen. By Assumption 4, the transverse displacement w
does not vary through the thickness. From these four assumptions it is also seen that only
C 0 continuity is required of displacement and rotation variables. In the classical Kirchho
plate theory C 1 continuity is required which is a signicant impediment to the derivation
of elements. Within the Mindlin theory, the isoparametric formulation is very well suited
and has therefore been chosen.

C.1 Shape Functions for Isoparametric Mindlin Plate

Finite Elements.
The set of shape functions Ni depend only on the two local coordinates  and , i.e.
Ni = Ni(; ); i = 1; : : : ; n (C.2)
where n is the number of nodal points for the plate nite element.
Within the isoparametric formulation of a Mindlin plate nite element, the same set of
shape functions Ni is used for interpolation of global x, y coordinates from nodal values xi,
yi, of displacements functions u, v, and w from nodal values ui, vi, and wi and of rotation
functions x, y from nodal values xi , yi , i.e.,
X
n X
n
x = Nixi ; y = Ni yi (C.3)
i=1 i=1
X
n X
n X
n
u(x; y) = Niui; v(x; y) = Nivi; w(x; y) = Niwi (C.4)
i=1 i=1 i=1
X
n X
n
x(x; y) = Ni xi; y (x; y) = Ni yi (C.5)
i=1 i=1
Shape functions for the 3-, 4-, 6-, 8-, and 9-node elements are similar to those used for the
2D solid elements described in Appendix B, i.e., the shape functions are given in Tables
B.4, B.1, B.5, B.2, and B.3, respectively.

C.2 Element Stiness Matrix

The element stiness matrix k for a Mindlin plate nite element is given by
Z
k= !
BT DM B jJj d! (C.6)
218 C.2. Element Stiness Matrix
where DM is the elasticity matrix, B the generalized strain-displacement matrix, jJj the
determinant of the Jacobian matrix J, and ! is the domain of the nite element described
in curvilinear, non-dimensional   coordinates for the element as shown in Fig. C.1. The
matrices J and B depend on the coordinates of the nodal points, whereas DM depends
only on the thickness t of the plate and on the constitutive parameters of the assumed
linearly elastic material which can be either isotropic or anisotropic. The elasticity matrix
DM is given by 2 3
66 Et 0 0 0 0 0 0 0 0 0 7
66 0 77
66 0 0 0 0 0 777
66 0 0 0 0 0 777
66 0 0 0 D 0 77
DM = 66 K 0
7
(C.7)
66 0 0 0 0 0 77
66 G t 7
66 0 0 0 0 0 0 1yz:2 0 777
4 5
0 0 0 0 0 0 0 Gxz t
1:2
where E is the plane stress elasticity matrix, DK the Kirchho plate bending elasticity
matrix, Gyz t and Gxz t represent the lateral shear stinesses of the Mindlin plate element,
here modied by a Cowper factor of 1:2, see Cook, Malkus & Plesha (1989) and Zienkiewicz
& Taylor (1989). The symbol t denotes the element plate thickness, which in the imple-
mentation in ODESSY is assumed to be constant within each element.
For an isotropic material the plane stress elasticity matrix E is given as
2 3
1  0
E = E1 664  1 0 75
7
(C.8)
0 0 2(1 +  )
and the Kirchho plate bending elasticity matrix DK is
2 3
D D
66 D 0
77
DK = 64 D 0 75 (C.9)
0 0 (1  )D
2
where E is Young's modulus,  Poisson's ratio, and D = Et3 =12(1  2 ) is the plate exural
rigidity.
In terms of the vector di of nodal degrees of freedom, cf. Figs. C.1 and C.2
di = fui vi wi xi yi gT ; i = 1; : : : ; n (C.10)
the relationship between the vector d of generalized displacements of element nodal points
d = fdT1 dT2 : : : dTi : : : dTn gT (C.11)
and the generalized strain vector " takes the standard form " = B d where B is given by
B = [ b1 b2 : : : bi : : : bn ] (C.12)
Appendix C. Isoparametric Mindlin Plate and Shell Finite Elements 219
If the generalized strain vector " is dened as
8 9 8 9
>
> u; x >
> >
> u; x >
>
>
> v;y
>
> >
> v; y
>
>
>
> > > >
> u;y +v;x > > u;y +v;x >
> > >
>
< 1;x > = > <  >
=
"(x; y) = >  = y;x (C.13)
> 2;y > > >
> x;y > >
>
> 1;y + 2;x >> >
> y;y + x;x > >
>
> >
> >
> >
>
>
>  2 w; y > >  x w; y >
: 1 w;x ; : y w;x >
> > ;
then the submatrix bi , which is associated with the nodal point i of the nite element, has
the form 2 3
66 0 N N i;x 0 0 0 0 7
66 i;y 0 0 0 77
66 Ni;y Ni;x 0 0 0 777
6 Ni;x 777 ; i = 1; : : : ; n
bi = 666 00 00 0 0
0 Ni;y 0 77 (C.14)
66
66 0 0 0 Ni;x Ni;y 777
64 0 0 Ni;y Ni 0 75
0 0 Ni;x 0 Ni
It is seen that the rst three rows in bi originate from the membrane part, the next three
from the bending terms and the last two rows from the shear part. The submatrix bi is
divided into these three parts, and the evaluation of the stiness matrix k is carried out
for each part, possibly using dierent orders of Gauss quadrature as will be described in
Section C.8.
The derivatives of the shape functions Ni with respect to x and y must be calculated when
evaluating the submatrix bi , and these are given by
( ) " #( ) ( )
Ni;x = ;x ;x Ni; = Ni; ; i = 1; : : : ; n (C.15)
Ni;y ;y ;y Ni; Ni;
where the matrix is the inverse of the Jacobian
" # X n " N x N y #
x;
J = x; y; =
 y;  i; i i; i (C.16)
  i=1 Ni; xi Ni; yi

C.3 Consistent Nodal Load Vector

The consistent element load vector f is given by
Z Z Z
f= !
NT FB jJj d! + !
NT FS jJj d! +  NT FS jJj t d (C.17)
where ! is the domain of the nite element in its local coordinate system, t the thickness
of the element, FB represents body forces,  the boundary described in curvilinear, non-
dimensional  or  coordinates for the element, FS represents surface forces, and N contains
220 C.4. Consistent and Lumped Mass Matrices
shape functions Ni. In the surface and boundary integrals, N and jJj are evaluated on !
and , respectively.
If initial thermally induced strains have to be taken into account, the consistent nodal
force vector f th due to thermally induced strains is calculated as
Z
f th = !
BT E "th jJj d! (C.18)
where "th is an element vector containing thermally induced strains, i.e.,
n o n o
"th = "thx "thy xyth yzth xzth T = T^ T^ 0 0 0 T ; T^ = T T0 (C.19)
where  is a matrix containing thermal expansion coecients, T is the temperature at the
given point, and T0 is the temperature at which the structure is free of thermally induced
strains. These thermally strains are based on Gauss points values for obtaining the highest
accuracy.

C.4 Consistent and Lumped Mass Matrices

The consistent element mass matrix m is given by
Z
m= !
% NT N jJj d! (C.20)
Here, ! is the domain of the nite element in its local coordinate system, % the mass
density, N contains shape functions Ni , and jJj is the determinant of the Jacobian matrix
J.
Lumped mass matrices are generated using the HRZ lumping scheme as described in
Appendix A.

C.5 Element Initial Stress Stiness Matrix

In the derivation of element initial stress stiness matrices it is convenient to reorder
and omit some nodal degrees of freedom by introducing the reordered, condensed element
displacement vector d that only contains translational degrees of freedom. These trans-
lational d.o.f. are reordered so that rst all x-direction d.o.f. are given, then y, and then
z as follows
d = fu1 u2 : : : ui : : : un v1 v2 : : : vi : : : vn w1 w2 : : : wi : : : wngT (C.21)
Relating d.o.f. to the reordered, condensed element vector d , the element initial stress
stiness matrix k for an isoparametric Mindlin plate nite element is given by
Z
k = ! GT S G jJj d! (C.22)
where ! is the domain of the nite element described in curvilinear, non-dimensional  
coordinates for the element, G a matrix obtained by appropriate dierentiation of shape
Appendix C. Isoparametric Mindlin Plate and Shell Finite Elements 221
functions Ni , S a matrix of initial membrane stresses, and jJj is the determinant of the
Jacobian matrix J.
The matrix G is given by 2 3
66 g 0 0 77
G=4 0 g 0 5 (C.23)
0 0 g
where each submatrix g is given by
" #
N
g = N ; i = 1; : : : ; n
i;x (C.24)
i;y

The stress matrix S is given by 2 3

s 0 0
S = 664 0 s 0 775 (C.25)
0 0 s
where each submatrix s is dened as
"#
s=    x  xy (C.26)
xy y
Here x, xy , etc., are membrane stresses in the plate found by an initial static stress
analysis.

C.6 Thermal Element \Stiness Matrix"

The thermal element stiness matrix consists of contributions from the heat conduction
matrix kth given by Z
kth = BthT  Bth jJj d!
!
(C.27)
Here, ! is the domain of the nite element in its local coordinate system, Bth a matrix
obtained by appropriate dierentiation of shape functions Ni,  the thermal conductivity
matrix, and jJj is the determinant of the Jacobian matrix J. If the material is isotropic,
 can simply be replaced by the scalar , the conductivity coecient.
The matrix Bth is given by
h i
Bth = bth1 bth2 : : : bthi : : : bthn (C.28)
where the submatrix bthi, which is associated with the nodal point i of the nite element,
has the form " #
th N
bi = N ; i = 1; : : : ; n
i;x (C.29)
i;y
In case of boundary conditions in terms of convection heat transfer, the thermal \stiness
matrix" receives additional contributions given by the element matrix h
Z Z
h= !2
NT h N jJj d! +
2
NT h N jJj t d (C.30)
222 C.7. Consistent Thermal Nodal Flux Vector
The convection boundary condition is applied to either the surface !2 or the boundary 2
of the nite element, both described in local coordinates. N contains shape functions Ni,
t is the thickness, h the convection coecient specied, and jJj is the determinant of the
Jacobian matrix J for the surface !2 or the boundary 2 .

C.7 Consistent Thermal Nodal Flux Vector

The consistent thermal nodal ux vector q is given by
Z Z
q = !Z
NT qS jJj d! +
N
 Z
T q jJj t d
S
1 1

+ NT h Te jJj d! + NT h Te jJj t d (C.31)

! 2  2

where the rst two terms derive from specied ux at either surface !1 or boundary 1
and the two latter terms from specied convection boundary conditions at surface !2 or
boundary 2 . The surfaces !1 , !2 and boundaries 1 , 2 are described in curvilinear,
non-dimensional coordinates for the element and t is the thickness of the element. The
scalar qS is prescribed ux normal to the surface !1 or the boundary 1 , N contains shape
functions Ni that are evaluated on the surface ! or the boundary , jJj the determinant
of the Jacobian matrix J for the surface ! or the boundary , h the convection coecient
specied, and Te is the environmental temperature specied for the convection boundary
condition.

C.8 Gauss Quadrature

Before the Gauss integration rules used for element matrices of the Mindlin plate elements
are described, a few general remarks about these elements are given.
The main advantage of isoparametric Mindlin plate elements is the simple theory as only C 0
continuity is required of displacement and rotation variables. The basis is a \thick" plate
theory in which transverse shear strains are accounted for, but the elements can also be used
for \thin" plates. However, all the implemented elements will suer from shear \locking"
in the thin plate limit, i.e., when t ! 0. In order to understand this locking behaviour
the stiness matrix k can be regarded as being composed of a membrane stiness matrix
km , a bending stiness matrix kb, and a shear stiness matrix ks. The strain-displacement
matrix B is similarly divided into these three parts, i.e., B = Bm + Bb + Bs. Here, Bm is
obtained by using the rst three rows in B in Eq. C.12 associated with in-plane membrane
strains "x, "y , and xy and setting all other rows in B to zero. Similarly, Bb is associated
with in-plane bending strains "x, "y , and xy and is obtained by using row 4, 5, and 6 of
B. The matrix Bs is associated with transverse shear strains yz and xz , and is obtained
by using the 2 last rows in B. In this way the element stiness matrix can be written as
Z Z Z
k = B T D B jJj d! + BT D B jJj d! + BT D B jJj d!
m M m b M b s M s (C.32)
|! {z } |! {z } |! {z }
km kb ks
Appendix C. Isoparametric Mindlin Plate and Shell Finite Elements 223
When Gauss quadrature is used for the numerical integration of ks, it brings two constraints
to a Mindlin plate element for each integration point, one associated with yz and the other
with xz as described by, e.g., Cook, Malkus & Plesha (1989). Too many integration points
may therefore lead to shear locking for a thin plate.
This locking phenomenon can be avoided by adopting a reduced or selective integration
rule to generate k as described by Hughes, Cohen & Haroun (1978), and their guidelines
for using selective integration rules have therefore been followed. Alternatively, one could
redene the transverse shear interpolation as described by Hughes (1987). The Gauss
quadrature used is given in Table C.1.

Table C.1: Gauss quadrature used for isoparametric Mindlin plate nite elements.
Integration rule:
Element type: km kb ks m k kth "; 
3-node 1-point 1-point 1-point 1-point 1-point 1-point 1-point
4-node 4-point 4-point 1-point 4-point 4-point 4-point 1-,4-,1-point
6-node 3-point 3-point 3-point 3-point 3-point 3-point 3-point
8-node 4-point 9-point 4-point 4-point 4-point 4-point 4-point
9-node 9-point 9-point 4-point 4-point 4-point 4-point 4-point

The use of selective integration, however, leads to the unpleasant property that the ele-
ments can have zero-energy modes, i.e., mechanisms. This is avoided when full integration
rules are used but then shear locking appears. Using the selective integration rules given
in Table C.1, the 4-node bilinear element has two possible zero-energy modes, where only
one of them is communicable between adjacent elements. The 8-node serendipity element
has one mechanism which is not communicable between adjacent elements, and the 9-node
Lagrange element has one mechanism. The two triangular elements implemented have no
mechanisms but suer from shear locking.
The 9-node Lagrange element, in general, gives the most accurate results, see Hughes,
Cohen & Haroun (1978) and Cook, Malkus & Plesha (1989), but it is not a \foolproof"
element as it has a spurious zero-energy mode. However, an improved 9-node element
called the \heterosis" element has been implemented in ODESSY, and the theory for this
element is given in the following.

C.9 The \Heterosis" Plate Element

The \heterosis" Mindlin plate element was developed by Hughes & Cohen (1978). The
element is a 9-node element which employs serendipity shape functions for the transverse
displacement w, and Lagrange shape functions for displacements u, v and rotations x, y .
224 C.10. Generating Flat Shell Elements
That is, the transverse displacement w is omitted for the 9-th node which is situated in
the center of the element, see Fig. C.1. The zero-energy mode observed for the 9-node
Lagrange element is thereby eliminated and the \heterosis" element has no mechanisms.
Selective integration as described for the 9-node element in Table C.1 is used for this
element. Using the notations Ni8 and Ni for shape functions for the 8-node serendipity
element and 9-node Lagrange element, respectively, the submatrix bi, see Eq. C.14, for
the Heterosis nite element is given by
2 3
66 0 N N i;x 0 0 0 0 7
66 i;y 0 0 0 77
66 Ni;y Ni;x 0 0 0 777
6 Ni;x 777 ; i = 1; : : : ; 8
bi = 666 00 00 0 0
0 Ni;y 0 77 (C.33)
66
66 0 0 0 Ni;x Ni;y 777
64 0 0 Ni;y8 Ni 0 75
0 0 Ni;x
8 0 Ni
and 2 3
66 0 N N 9 ;x 0 0 0 7
66 9;y 0 0 77
66 N9;y N9;x 0 0 777
6 7
b9 = 666 00 00 N0 N09;x 777 (C.34)
66 9;y 77
66 0 0 N9;x N9;y 77
64 0 0 N9 0 75
0 0 0 N9
When the consistent nodal load vector f is calculated, see Eq. C.17, the serendipity shape
functions Ni8 must be used for interpolating loads in the z-direction.
The \heterosis" element has proven to be a very good plate element which can be used for
both thin and thick plates, and it has no mechanisms.

C.10 Generating Flat Shell Elements

The six dierent Mindlin plate nite elements can also be used as shell elements with 6 d.o.f.
per node. The six Mindlin plate elements described above have no \drilling freedoms" z
included in the formulation, and an element rotation z is thus not measured and gives
no contribution to the strain energy stored in the element. For analysis of a at or folded
plate structure the rotation z is not necessary, and furthermore, for a slightly curved shell
structure the stiness corresponding to a z degree of freedom is small. However, for a
strongly curved shell structure, where the curvature can be measured as the angle between
the element planes of two adjacent elements, this contribution to the stiness of the element
may be large.
I have chosen to use the approximation of transforming the Mindlin plate elements into
general at shell elements, but in order to avoid an ill-conditioned or even singular sti-
Appendix C. Isoparametric Mindlin Plate and Shell Finite Elements 225
ness matrix, the at shell elements are given a small stiness for \drilling rotations" z
according to Bathe (1982). The element stiness matrix is expanded from 5 to 6 d.o.f.,
and the stiness coecients in the diagonal of the element stiness matrix corresponding
to rotations z are set to 1=1000 of the smallest diagonal element in the original stiness
matrix. These added stinesses must be large enough to enable the accurate solution of the
nite element equilibrium equations and small enough not to aect the system response
signicantly.
This expanded element matrix k is then transformed from the element plane to the global
coordinate system using the standard transformation
k = TT k T (C.35)
where T is the transformation matrix between the local and global element degrees of
freedom. All other element vectors and matrices for these at shell elements are calculated
in a somewhat similar way; they are established in their local coordinate system and then
transformed to the global system. In this way the computer code for the plate elements
can be used in all operations for the shell elements.
These at shell elements pass patch tests and do not exhibit strain under rigid body
motion. However, although membrane-bending coupling is present throughout an actual
curved shell, it is absent in individual at shell elements and this might lead to inaccurate
results, especially if a small number of elements are used to model a curved surface. This
must be taken into account when generating nite element models using these at shell
elements.
226 C.10. Generating Flat Shell Elements
 Appendix
D
Necessary Optimality Conditions for
Eigenvalue Problems
In this appendix necessary optimality conditions for eigenvalue optimization problems are
derived in case of a multiple optimum eigenvalue. These derivations were mainly performed
by Alexander P. Seyranian in our joint work on problems involving multiple eigenvalues,
and they can also be found in Seyranian, Lund & Olho (1994). In case of a simple
optimum fundamental eigenvalue, the necessary optimality conditions are given in Section
8.4.1.
The optimization problem considered concerns maximization of the lowest of the eigenval-
ues j ; j = 1; : : : ; n, subject to a constant volume constraint as dened by Eqs. 8.14 and
8.15, i.e.,
Maximize min j ; j = 1; : : : ; n (D.1)
a1 ; : : : ; aI

Subject to
F (a1; : : : ; aI ) = 0 (D.2)
The necessary optimality conditions rst are derived for a double optimum fundamental
eigenvalue and then for any multiplicity N of the lowest eigenvalue and they give much
insight in the diculties in maximizing a lowest multiple eigenvalue.

D.1 Double Optimum Fundamental Eigenvalue

Let us consider the case when the optimum is achieved at the double lowest eigenvalue
1 = 2 , where 1 = 2 < 3  : : :. This is a non-dierentiable case, and we have to use
directional derivatives as described in Section 4.9.
227
228 D.1. Double Optimum Fundamental Eigenvalue
Taking the vector of varied design variables in the form a + "e, kek = 1, according to Eq.
4.46 we obtain the directional derivatives 1 and 2 from
 T T e 
 f e  f
det  f T e f T e   = 0
11 12 (D.3)
12 22
This is a quadratic equation in . Solving it we obtain for any direction e
q
f T e + f T e  (f T e f T e)2 + 4 (f T e)2
1;2 = 11 22 11 22 12 (D.4)
2
The necessary optimality condition for a maximum is
min(1 ; 2)  0 (D.5)
for any direction e satisfying the condition f0T e = 0.
From Eq. D.3 we see that if we take the direction as e, then both 1 and 2 will change
their signs to the opposite ones. This means that if for some direction e both derivatives
1 , 2 are negative then the design point is not a maximum, since a change in sign of the
direction e leads to 1 > 0; 2 > 0, i.e., a better design. This means that the necessary
optimality condition in the bimodal case is
12  0 (D.6)
for any admissible direction e, i.e., direction that satises the condition
f0T e = 0 (D.7)
The optimality condition in Eq. D.6 is fundamentally dierent from that of the dieren-
tiable case due to its non-linear nature. The condition was rst formulated by Masur &
Mroz (1979, 1980).
Using Eqs. D.3 and D.4 we can express the necessary optimality condition of Eq. D.6 in
the form
(f11T e)(f22T e) (f12T e)2  0 (D.8)
for any arbitrary direction e satisfying the condition in Eq. D.7.

D.1.1 Lemma 1: Existence of Improving Direction in Bimodal

Case
Let us formulate the Lemma for existence of an improving direction e:
Lemma 1: If the vectors f11 ; f12 ; f22; f0 are linearly independent then there exists an
improving direction e for which 1 > 0; 2 > 0.
Appendix D. Necessary Optimality Conditions for Eigenvalue Problems 229
D.1.2 Proof of Lemma 1
To prove Lemma 1 consider the following system of linear algebraic equations of the vari-
ables e1; : : : ; eI
f11T e = 10 > 0
f12T e = 0 (D.9)
f22T e = 20 > 0
f0T e = 0
If the vectors f11 ; f12; f22 ; f0 are linearly independent, then a solution
e e to the system in
Eq. D.9 exists for arbitrary values of 1 and 2 . The vector e~ =
0 0
kek is then an improving
direction since from Eqs. D.3 and D.9 we have

1 = f11T e~ = ke1k > 0

0
(D.10)
 = f T e~ = 2 > 0
0
2 22 kek
which proves Lemma 1.

D.1.3 Theorem 1: Necessary Optimality Conditions for Bimodal

Case
Now let us formulate the necessary optimality conditions for the bimodal case
Theorem 1: If the vector of design variables a constitutes the solution of the optimization
problem, Eqs. D.1 and D.2, with the double eigenvalue 1 = 2 < 3  : : :,
then the vectors f11 ; f12; f22 ; f0 are linearly dependent
11f11 + 2 12f12 + 22 f22 0f0 = 0 (D.11)
with the coecients sk satisfying the inequality
11 22  122 (D.12)
i.e., satisfying conditions of positive semi-deniteness of the symmetric ma-
trix sk ; s; k = 1; 2.
Here it is assumed that the rank of the matrix consisting of the vectors f11 ; f12 ; f22 ; f0 is
equal to 3. Note that the linear independence of the four vectors mentioned above is
possible only when the dimension I of the vector of design variables a is greater than 3.
230 D.2. N -fold Optimum Fundamental Eigenvalue
D.1.4 Proof of Theorem 1
At the optimum point, linear dependence of the vectors fsk , f0 in Eq. D.11 is a consequence
of Lemma 1, and to prove Eq. D.12 we express, for example, f22 from Eq. D.11
f22 = 11 f11 2 12 f12 + 0 f0 (D.13)
22 22 22
and substitute this expression into Eq. D.8. Using Eq. D.7 we get
11 f T e2 + 2 12 f T e f T e + f T e2  0 (D.14)
22 11 22 12 11 12

This quadratic form of f11T e and f12T e is positive semi-denite only if its coecients satisfy
the inequality in Eq. D.12.
Lemma 1 and Theorem 1 were formulated and proved for the rst time by Bratus &
Seyranian (1983).

D.2 N -fold Optimum Fundamental Eigenvalue

Consider next the general case when in the optimization problem, Eqs. D.1 and D.2, the
maximum is attained at an N -fold multiple lowest eigenvalue 1 = 2 = : : : = N <
N +1  : : :.
In this case for any admissible direction e, i.e., direction satisfying the condition in Eq.
D.7, we nd directional derivatives j ; j = 1; : : : ; N , from Eq. 4.46, i.e.,
 
det  fskT e sk  = 0; s; k = 1; : : : ; N (D.15)
If the maximum is attained then there must be no admissible direction e for which all
 = j ; j = 1; : : : ; N , are of the same sign. This is an obvious generalization of the
necessary optimality condition in Eq. D.6.
The Lemma for existence of improving directions and the Theorem for necessary optimality
conditions in the general case when maximum is attained at an N -fold multiple lowest
eigenvalue are given in the following.

D.2.1 Lemma 2: Existence of Improving Direction in the Gen-

eral Case
The Lemma for existence of an improving direction e can be formulated as
Lemma 2: If the vectors f0; fsk , s; k = 1; : : : ; N , k  s (the total number of these
vectors is equal to (N + 1)N=2 + 1) are linearly independent, then there
exists an improving direction e for which j > 0; j = 1; : : : ; N .
Note that the linear independence of the vectors is only possible if I  (N + 1)N=2 + 1,
where I is the dimension of the vector a of design variables.
Appendix D. Necessary Optimality Conditions for Eigenvalue Problems 231
D.2.2 Proof of Lemma 2
To prove Lemma 2 we consider the system of linear equations in e1 ; : : : ; eI
fskT e = sk s0 ; s; k = 1; : : : ; N; k  s (D.16)
f0T e = 0
where s0 are given positive constants. If the vectors f0 ; fsk are linearly independent, a
solution to Eq. D.16 exists for any s0 , in particular when s0 > 0. Suppose the vector e is
a solution to the system in Eq. D.16 and let us normalize this vector as e~ = keek . Then
we obtain from Eqs. D.16 and D.15
0
j = fjjT e~ = kejk > 0; j = 1; : : : ; N (D.17)
which implies existence of an improving direction. This proves Lemma 2, see also Seyranian
(1987).
When I < (N + 1)N=2 + 1, the vectors fsk ; f0 are always linearly dependent and hence an
improving direction may not exist.

D.2.3 Theorem 2: Necessary Optimality Conditions for the Gen-

eral Case
Let us formulate the theorem for the necessary optimality conditions
Theorem 2: If the vector of design variables a renders a lowest N -fold eigenvalue 1 =
2 = : : : = N a maximum, it is necessary that the vectors f0 ; fsk , s; k =
1; : : : ; N , k  s, are linearly dependent
X
N
sk fsk 0f0 = 0 (D.18)
s;k=1
with the coecients 0; sk satisfying conditions of positive semi-deniteness
of the symmetric matrix sk , s; k = 1; : : : ; N .
Note that due to the symmetry sk fsk = ksfks we have
X
N X
N X
N
sk fsk = ssfss + 2 sk fsk (D.19)
s;k=1 s=1 s;k=1
s>k
Nevertheless, we prefer the form of Eq. D.18 due to its convenience.

D.2.4 Proof of Theorem 2

Linear dependence of the vectors fsk ; f0 at the optimum point is an obvious consequence of
Lemma 2 and we just need to prove the necessity of positive semi-deniteness of the matrix
232 D.2. N -fold Optimum Fundamental Eigenvalue
sk . To this end we choose a new basis of eigenvectors ~ 1; : : : ; ~ N for which the matrix
sk is diagonal, and show that if an optimum is attained then all ~ss  0, s = 1; : : : ; N .
Let us transform the eigenvectors
XN
~ s = gksk ; s = 1; : : : ; N (D.20)
k=1
Here ~ s are transformed eigenvectors satisfying the orthonormality condition in Eq. 4.26,
and gks is the transformation matrix.
Using Eq. D.20 in Eq. 4.26 we obtain
X
N ! X
N !
~ Ti M~ j = gsiTs M gkj k
s=1 k=1
X
N
= gsigkj Ts Mk
s;k=1
XN
= gsigkj sk (D.21)
s;k=1
XN
= gsigsj
s=1
= ij ; i; j = 1; : : : ; N
In matrix form this equation is equivalent to
gT g = I and gT = g 1 (D.22)
where I is the unit matrix. The last equation means that the transformation matrix g is
an orthogonal matrix. Now let us express vectors k from Eq. D.20 by ~ s. Due to Eq.
D.22 we have
XN
s = gsk ~ k ; s = 1; : : : ; N (D.23)
k=1
Using the notation
!
r r @ K @ M
K ~ M = @a ~ @a ; : : : ; @a ~ @a
1 1
@ K
I
@ M
I
(D.24)
and Eq. 4.45, we obtain
X X  
N
ksfks =
N
r
ksTk K ~ M s r
k;s=1 k;s=1
X X !  X !
=
N
ks
k;s=1 0 t=1
N T
gkt~ t r
K ~ M
N
r
gsm~ m
1 m =1
(D.25)
X X  
=
N N
@ gkt ksgsmA ~ Tt K ~ M ~ m
t;m=1 k;s=1
r r
X
N
= ~tm~ftm
t;m=1
Appendix D. Necessary Optimality Conditions for Eigenvalue Problems 233
So, in the new basis the matrix ks takes the form
X
N
~tm = gkt ksgsm (D.26)
k;s=1
In matrix form we have
~ = gT g = g 1 g (D.27)
This means that there exists a basis in which the matrix ~ is diagonal. Then the optimality
condition in Eq. D.18 takes the form
X
N
~ss~fss 0f0 = 0 (D.28)
s=1
To show that the condition ~ss > 0, s = 1; : : : ; N , is the necessary condition for optimality,
let us consider an admissible direction e, i.e., direction satisfying the condition Eq. D.7.
Multiplying Eq. D.28 by e we obtain
X
N
~ss~fssT e = 0 (D.29)
s=1
Suppose that in Eqs. D.28 the j -th coecient ~jj 6= 0. Let us take the admissible direction
e such that
~fskT e = 0; s; k = 1; : : : ; N; k > s
~fttT e = t0 ; t = 1; : : : ; N; t 6= j (D.30)
f0 e = 0
T

where t0 are arbitrary positive constants.

Such a direction e exists if we assume that the rank of the matrix consisting of the vectors
f0 , ~fsk ,e s; k = 1; : : : ; N , k  s, is equal to (N + 1)N=2  I . Normalizing this vector we get
e~ = kek . Then according to Eq. D.15 for this direction e~ we obtain

s = ~fssT e~ = kesk > 0;

0
s = 1; : : : ; N; s 6= j
and (D.31)
j = ~fjjT e~
So we can nd j from Eq. D.29 taking the direction e~

j = ~fjjT e~ = 1 X N
~T
~jj s=1 ~ssfsse~
s6=j
1 X N ~ ! (D.32)
ss 0
= kek s=1 ~jj s
s6=j

Here we have used Eq. D.31.

234 D.2. N -fold Optimum Fundamental Eigenvalue
If maximum of the lowest N -fold eigenvalue is achieved, then for any admissible direction
e the sensitivities k , k = 1; : : : ; N , must not be of the same sign. Since we have chosen e~
such that all s, s = 1; : : : ; N , s 6= j , are positive, then j must be less than or equal to
zero, i.e., j  0. Using Eq. D.32 we get
XN ~ !
ss 0
~jj s  0
s=1
(D.33)
s6=j

for arbitrary choice of the positive constants s0 , s = 1; : : : ; N , s 6= j .

The inequality in Eq. D.33 can be satised only if
~ss  0; s = 1; : : : ; N; s 6= j (D.34)
~jj
since, otherwise, the constants s0 can be chosen such that the inequality in Eq. D.34 is
violated. This means that all ~ss, s = 1; : : : ; N , must be of the same sign. Without loss of
generality, all ~ss can be regarded as non-negative quantities. So, we have proved Lemma
2, i.e., that
~ss  0; s = 1; : : : ; N; (D.35)
which implies positive semi-deniteness of the matrix of coecients sk , s; k = 1; : : : ; N ,
and this constitutes the necessary optimality condition in the general case of an N -fold
multiple lowest optimum eigenvalue.
Similar results for minimizing the maximum eigenvalue were obtained by Overton (1988).
Recently, Cox & Overton (1992), derived the necessary optimality conditions for discrete
and distributed eigenvalue problems using Clarke's generalized gradient, see Clarke (1990).
They also considered lower and upper bounds on design variables ai  ai  ai . These
results approve optimality conditions suggested by Olho & Rasmussen (1977), and also
used by many others, see, e.g., Gajewski & Zyczkowski (1988).