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Module-5
Prof C S Manohar
Department of Civil Engineering
IISc, Bangalore 560 012 India
1
Recall
2
Critical step size
2 T
tcr = Forward difference scheme
2 T
tcr = Central difference scheme
When applied to MDOF systems, t must be selected such
that these conditions are met for all particpating modes.
For direct integrations
2n 2
tcr min = if n n Forward difference scheme
1 n N n N
2 2
tcr min = Central difference scheme
1 n N n N
For modal superposition method, each mode can be
integrated, in principle, with different step size with higher modes
requiring finer step sizes. 3
Bounds on N
2
Thus, for central difference method, t tcr
max N
e
1 e N e
4
Ne
Ne Ne
N K e N Nt K eN U e
t
K
t
e 1
We have N2 tN N e 1
e 1
N M N t
Ne
Ne Ne
N M e N N M eN I e
t
e 1 e 1 e 1
N M eN I e
t
Ne Ne Ne
U I
e 2
e N Ie e
max max Ne N2 max Ne
2 2 2
2
N
e 1
Ne
e 1
Ne
e
N
e 1
Ne
1 e N e 1 e N e 1 e N e
I
e 1
e I
e 1
e I
e 1
e
Remarks
Sizes of K e & M e are taken to be that of K and M
In solving element level eigenvalue problem we have removed BCS
and interactions with other elements, 5
AE 1 1 ml 2 1 L
Axially vibrating rod K M
6 1 2
t
l 1 1 3 E
AE 1 1 ml 1 0
Axially vibrating rod K M t L
l 1 1 2 0
1 E
Euler-Bernoulli Beam
6
Average acceleration, linear acceleration, and Newmark β methods
7
Average acceleration, linear acceleration and Newmark's methods
U U n U n
2
U n 1 U n U
2t
t Un
U n 1 U n U n t U n 1 U n
2
2 3
U U n U n U n U n 1 U n
2 6t
t 2 t 2 tn tn 1
U n 1 U n U n t U n U n 1 U n
2 6
8
The Newmark method
Consider U t
U t t U t
U t t for some 0,1
t
U t t U t tU t t
Suppose we now approximate U t t as a weighted sum
U t t 1 U n U n 1
U t t U t t 1 U t U t t
U n 1 U n t 1 U n U n 1
9
Now consider the Taylor's expansion
t 2
U t t U t tU t U t 2t for some 0, 0.5
2
Suppose we now approximate U t 2t as a weighted sum
U t 2t 1 2 U n 2U n 1
1
U n 1 U n tU n t U n U n 1
2
2
Note: & are treated as being independent
10
Average acceleration method Newmark's method
t
U n 1 U n U n 1 U n 1
= &
1
2 4 2
t 2 Average acceleration method
U n 1 U n tU n U n 1 U n
4 1 1
Linear acceleration method = &
6 2
t Linear acceleration method
U n 1 U n U n 1 U n
2
t 2 Newmark's method
U n 1 U n U n t U n 1 2U n
6 Implicit
Newmark method Self-starting
U n 1 U n t 1 U n U n 1 Single step
1
U n 1 U n U n t t U n U n 1
2
2
11
Newmark's method
U n 1 U n t 1 U n U n 1 1
1
U n 1 U n U n t t U n U n 1
2
2
2
MU n 1 CU n 1 KU n 1 Fn 1 3
1 1 1
2 U n1 2 U n1 U n U n t U n
4
t 2
Substitute (4) in (1) to get
1
2 n 1
U n 1 U n t 1 U n U U n U n t U n 5
t 2
12
1
2 n 1
U n 1 U n t 1 U n U U U t U n 5
t n n
2
Note: (4) and (5) contain the unknown U n 1 on the RHS.
Substitute of (4) and (5) into (3) to get
1
t 2 M C K U n 1 Fn 1 M a0U n a2U n a3U n
t
C a1U n a4U n a5U n
1 1 1
a0 ; a ; a ; a 1 4
; a 1;
t 2 1
t 2
t 3
2
t
a5 2 ; a6 t 1 ; a7 t
2
13
Newmark's method - I
F n 1
M a0U n a2U n a3U n C a1U n a4U n a5U n
1 1
2 n 1
U U n U n t U n
1
(3) U n 1
t 2
(4) U n 1 U n t 1 U n U n 1
(5) n n 1; if nt t f go to (2); otherwise, end.
14
Newmark's method - II
15
Stability of Newmark's method
Consider x 2 x 2 x 0
xn 1 2 xn 1 2 xn 1 0
xn 1 xn t 1 xn xn 1
xn 1 xn t 1 2 xn 2 xn 2 xn 1 2 xn 1
2
1
xn 1 xn xn t t 2 xn xn 2 xn 1 xn 1
2 2 2
2
16
2t 2 xn 1 1 2 t 2 xn 1
21 21
t 2t xn 1 t xn
2
2 2
1 2t 2 t xn 1
2
2t 1 t xn 1
2 2
1 2t 1 t 1 2
xn
t 2t 2 1 1 2 t 2 1 x
n
2 2
AX n 1 BX n
Characteristic equation B A 0
17
Jury's criteria
P z a0 z 2 a1 z a2
a0 1 2t 2 t 2
a1 2 2t 1 2 t
2 2
a2 1 2t 1 t 2 2 0.5
P 1 2 t 2
4 2 4t 2 1
2 2 2
1 P 1 4 t
18
Necessary conditions
P 1 0 P 1 t 0 OK
2 2
1
&
2 2
Sufficient conditions: Number of conditions=2-1=1
1
a2 a0 2t t 0.
2 2
2
1
This is satisfied if .
2 19
Remarks
The method is unconditionally stable if >0.5 & 0.5
These requirements are independent of system natural
frequency and damping.
0.5
These requirements depend upon system natural
frequency and damping. 20
Average acceleration method =0.25 & 0.5
is unconditionally stable
1 1
Linear acceleration method = & is
6 2
conditionally stable
For >0.5& >0.5 the method displays high frequency
dissipation characteristics. That is, the spectral radius drops
below value of 1 for larger (keeping t fixed).
For =0.5, the high frequency dissipation characteristics
is not witnessed.
If =0, the above conditions read as
4 2 t 2 4 2 0 & 2 t 2 0.5 0
0.5 & 0.5
For 0.5, the accuracy of the method drops to O t 21
2.8
2.6
0.5
2.4 alpha=0.25
alpha=0.24
2.2
alpha=0.2
spectral radius
2 alpha=0.3
alpha=0.4
1.8
1.6
1.4
1.2
0.8 -3 -2 -1 0 1 2
10 10 10 10 10 10
wdt
22
1
0.9
0.8
spectral radius
delta=0.5
0.7 delta=0.6
delta=0.7
delta=0.8
0.6 delta=0.88
0.5
0.45
0.4 -3 -2 -1 0 1 2
10 10 10 10 10 10
wdt
23
Error estimates and convergence of forward Euler's method
Consider
x t a x t , t ; x t0 x0 ; x t is 2 N 1.
Discrete time approximation: let us take tn nt t0
According to Euler's method
yn 1 yn
a yn , tn , n 0,1, 2,3, 1
t
Let x tn true solution of x t a x t , t ; x t0 x0 at t t n .
Discretization error en x tn yn
Since we expect to specify y0 exactly, e0 0. 24
t 2
x tn 1 x tn t x tn tx tn x n with tn n tn 1 2
2
t 2
x n Local discretization error
2
=error committed in the single step from tn to tn 1 assuming
that x t & x t are known exactly at t tn .
Assumption: neglect round off errors due to finite precision calculations.
yn 1 yn
a yn , tn , n 0,1, 2,3, 1
t
From 1 and 2 we get
t 2
x tn 1 yn 1 x tn yn t x tn a yn , tn x n
2
t 2
en 1 en t a x tn , tn a yn , tn
2
x n
25
t 2
en 1 en t a x tn , tn a yn , tn 2
x n
Consider a x tn , tn a yn x tn yn , tn
a yn , tn x tn yn a xn , tn for some xn between x tn & yn
a x tn , tn a yn , tn a xn , tn en
t 2
en 1 en ta xn , tn en x n with e0 0 (3)
2
Let a xn , tn L & x n Y with L, Y 0.
t 2
3 en1 en tL en Y
2
t 2
en 1 en 1 tL Y
2
26
t 2
en 1 en 1 tL Y 4
2
Consider the difference equation
t 2
n 1 n 1 tL Y with 0 0 5
2
At n 0, 0 0 & e0 =0 n en for n =0.
Let n en be true for some n>0.
t 2
en 1 n 1 tL Y
2
en 1 n 1
Thus to obtain a bound on the error, we need to solve
the difference equation 5 .
27
t 2
n 1 n 1 tL Y with 0 0
2
Consider n 1 n 1 tL . Let n c n c n 1 c n 1 tL 1 tL
Try n c 1 tL B
n
n 1
n
c 1 tL B c 1 tL B 1 tL
t 2
2
t
Y B Y
2L
t
n c 1 tL
n
Y
2L
t t
0 0 c Y n Y 1 tL 1
2L 2L
n
x2
Recall: exp x 1 x exp exp x 1 xx
2
1 tL exp tL 1 tL exp ntL
n
t t
n Y exp ntL 1 Y exp tn L 1
2L 2L
t
en Y exp tn L 1 28
2L
Remarks
1 The global error in Euler's method is O t , that is, the error 0,
as t 0, like ct for some constant c if t tn is held fixed. It should be
noted that the local error is O t 2 .
t
2 en Y exp tn L 1 is an upper bound; it may not be realistic.
2L
Its value lies in providing an idea about the nature of the error.
29
Order of accuracy in Newmark's method
Exact solutuion: U t ,U t ,U t ,
Newmark's approximation:U n ,U n ,U n
U n 1 U n t 1 U n U n 1
Consider U t t U t tU ; t t t
U n 1 U n t 1 U n U n tU ; t t t (1)
t 2
We have U t t U t tU t U ; t t t (2)
2
(2) - (1)
1
U t t U n 1 U t U n t U t U n 2
t U
2
1
en 1 en ten t 2U
2
30
Similarly
1
U n 1 U n tU n t U n U n 1
2
2
1
U n 1 U n tU n t U n U n tU ; t t t
2
2
t 2 t 3
U t t U t tU t U t U ; t t t
2 6
t 2
U t t U n 1 U t U n t U t U n U t U n
2
31
t U ; t t t
6
31
1
en 1 en ten t 2 U
2
t 2 31
en 1 en ten en t U ; t t t
2 6
0 velocity is O t 3 local
1
2
Linear acceleration method
0 displacement is O t 4 local
1
6
Summary
1
If > , the method displays high frequency dissipation
2
characteristics (desirable) but the global error would be of
O t (not desirable).
32
HHT-α method and generalizations
Motivation
To develop an unconditionally stable, second order
accurate method with acceptable high frequency
dissipation characteristics.
f K f C m M U n 1 f Fn 1 f Fn
0 1 t 1 U n 0
1 t t 2 0.5 U n 0
AX n 1 BX n f n 34
Implementation of the generalized HHT method
1 Read algorithmic paramters t, m , f , , &
2 Read initial conditions: U 0 , U 0 & forcing vector; Evaluate U 0 M 1 CU 0 KU 0 F0
1 f K 1 C 1 M f K f C m M
f m
3 Form A 0 1 t &B 0 1 t 1
1 0 t 2 1 t t 2 0.5
4 Evaluate A A-1B
5 Set n 0
1 f Fn 1 f Fn
6 X n1 AX n A 0
0
7 n n 1; if nt t f , exit; otherwise go to step 6.
35
Stability analysis of the generalized HHT method
Consider x 2 x 2 x 0
36
f z a0 z 3 a1 z 2 a2 z a3
a0 1 m 2 1 f t 1 f 2 t 2
a1 2 3 m 2t 1 2 f 3 f
a2 1 3 m 2t 1 2 f 3 f 2 t 2 0.5 2 f 3 f
1
a3 m 2 f t 1 f 2 t 2
2
Necessary conditions
P 1 2 t 2 0
1 P 1 4 2 m 1 4t 2 f 1 2 1 2 2 t 2 2 2 f 1 0
3
0.1 0.1
0.05 0.05
u(t)
u(t)
0 0
-0.05 -0.05
-0.1 -0.1
-0.15 -0.15
-0.2 -0.2
0 2 4 6 8 10 0 2 4 6 8 10
time t time t
0 0.05
38
Newmark's algorithm
u 2u 2u 0; u 0 0; u 0 1
2 rad/s; t =0.01s; =0.5; =0.3
0.2 0.2
Exact Exact
0.15 Newmark 0.15 Newmark
0.1 0.1
0.05 0.05
u(t)
u(t)
0 0
-0.05 -0.05
-0.1 -0.1
-0.15 -0.15
-0.2 -0.2
0 2 4 6 8 10 0 2 4 6 8 10
time t time t
0 0.05
39
HHT- algorithm
u 2u 2u 0; u 0 0; u 0 1
2 rad/s; t =0.1s; =0.5; =0.25; m 0.25; f 0.25
0.2 0.2
Exact Exact
0.15 HHT 0.15 HHT
0.1 0.1
0.05 0.05
u(t)
u(t)
0 0
-0.05 -0.05
-0.1 -0.1
-0.15 -0.15
-0.2 -0.2
0 2 4 6 8 10 0 2 4 6 8 10
time t time t
0 0.05
40
HHT- algorithm
u 2u 2u 0; u 0 0; u 0 1
2 rad/s; t =0.01s; =0.5; =0.25; m 0.25; f 0.25
0.2 0.2
Exact Exact
0.15 HHT 0.15 HHT
0.1 0.1
0.05 0.05
u(t)
u(t)
0 0
-0.05 -0.05
-0.1 -0.1
-0.15 -0.15
-0.2 -0.2
0 2 4 6 8 10 0 2 4 6 8 10
time t time t
0 0.05
41
Example of recent developments
Y K Ping, 2008, A new family of generalized- time integration algorithms
without overshoot for structural dynamics, Earthquake Engineering and
Structural Dynamics, 37, 1389-1409
43