Combined Axial and Bending Stiffness in Interval

Finite-Element Methods
Rafi L. Muhanna, M.ASCE1; Hao Zhang2; and Robert L. Mullen, F.ASCE3

Abstract: This paper presents a new approach for the treatment of parameter uncertainty for linear static structural mechanics problems.
Parameter uncertainties are introduced as interval numbers. Interval arithmetic is applied to finite-element method to analyze the structural
responses due to uncertain loading, axial and bending stiffness. However, a naïve use of interval arithmetic in the formulation of
finite-element method, i.e., replacing the deterministic parameters with corresponding interval ones, will result in meaningless wide results
due to the so-called dependency problem. In the present approach, an element-by-element technique is used to reduce the overestimation
and compatibility conditions are ensured by a penalty method. With the newly developed overestimation control, most sources of
overestimation are eliminated and a very sharp enclosure for the system response is obtained. A number of numerical examples are
introduced.
DOI: 10.1061/共ASCE兲0733-9445共2007兲133:12共1700兲
CE Database subject headings: Bending; Stiffness; Finite element method; Parameters.

Introduction
Real life engineering practice often deals with variables and pa-
rameters of uncertain values. For a proper performance assess-
ment, these uncertainties must be accounted for appropriately.
Probability theory is the traditional approach to handle uncer-
tainty. This approach is computationally expensive, and requires
sufficient statistical data to justify the assumed statistical distribu-
tions. An alternative interval approach, especially when data are
incomplete, has been employed 共Moore 1966兲. The uncertainties
in parameters will be introduced as interval numbers, i.e., the
uncertain variables are known to lie between two prescribed
bounds 共endpoints兲, but no assumption about the statistical distri-
bution inside the interval is made. For example, if the yield
strength is known to range from 240 to 250 MPa, it can be rep-
resented as 关240,250兴 MPa. Interval arithmetic is very convenient
to represent uncertain variables with known bounds when statis-
tical information is not available. Nevertheless, interval arithmetic
can also be combined with any available statistical information to
represent different levels of uncertainty 共Ferson and Ginzburg
1995; Joslyn 1996; Joslyn and Kreinovich 2002兲. Interval arith-
metic is closely connected with other set-based uncertainty theo-
1
Associate Professor, School of Civil and Environmental Engineering,
Georgia Institute of Technology, Atlanta, GA 30332. E-mail:
rafi.muhanna@gtsav.gatech.edu
2
Graduate Student, School of Civil and Environmental Engineering,
Georgia Institute of Technology, Atlanta, GA 30332. E-mail: hao.zhang@
ce.gatech.edu
3
Professor, Dept. of Civil Engineering, Case Western Reserve Univ.,
Cleveland, OH 44106. E-mail: rlm@case.edu
Note. Associate Editor: Elisa D. Sotelino. Discussion open until May
1, 2008. Separate discussions must be submitted for individual papers. To
extend the closing date by one month, a written request must be filed with
the ASCE Managing Editor. The manuscript for this paper was submitted
for review and possible publication on September 9, 2004; approved on
March 19, 2007. This paper is part of the Journal of Structural Engi-
neering, Vol. 133, No. 12, December 1, 2007. ©ASCE, ISSN 0733-9445/
2007/12-1700–1709/$25.00.
ries. For example, a fuzzy number 共Zadeh 1978兲 can be viewed as
a set of valued intervals with different confidence of given level
of presumptions 共␣ cuts兲. Thus fuzzy arithmetic can be performed
as interval arithmetic on ␣ cuts. A Dempster–Shafer structure
共Dempster 1967; Shafer 1976兲 with interval focal elements can be
viewed as a set of intervals with probability mass assignments. In
this sense, the developed approach in the present work is also
applicable to the uncertain systems handled by other set-based
uncertainty theories.
Recently, interval arithmetic has been used with the finite-
element method to analyze structures with bounded parameters,
such a method is called the interval finite-element method
共IFEM兲. A number of developments in IFEM can be reviewed.
Rao and Berke 共1997兲 used a combinatorial approach 共based on
an exhaustive combination of the extreme values of the interval
parameters兲 to compute interval bounds on system response. For
linear structural analysis, this approach gives an exact solution.
However, it is computationally tedious and expensive, and is lim-
ited to the solutions of small-scale problems only. A search-based
algorithm was developed in the work of Rao and Chen 共1998兲.
The algorithm is inefficient especially in large size problems, and
the accuracy of the results is limited to narrow intervals only.
Koyluoglu and Elishakoff 共1998兲 have introduced a comparison
of stochastic and interval finite-element method applied to shear
frames exhibiting uncertain modulus of elasticity. The work was
restricted to narrow intervals and approximate results. Qiz and
Elishakoff 共1998兲 used the first-order perturbation method and
interval arithmetic to determine the bounds of static displace-
ments of structures under interval modulus of elasticity and inter-
val loads. This method does not consider the dependence that
exists between the interval coefficients of the stiffness matrix and
load vector, therefore, the obtained result is overly conservative.
Pantelides and Ganzerli 共2001兲 compared convex model and
fuzzy set finite-element method. Convex superposition approach
was proposed to analyze load uncertainty, and exact solution was
obtained. However, the superposition is only applicable to load
uncertainty. Combinatorial approach was used in Ganzerli and
Pantelides 共1999兲 to treat interval modulus of elasticity, and this

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approach is of exponential complexity. Chen et al. 共2002兲 have
used matrix perturbation to calculate bounds on displacements of
structural static problems. Obtained results were approximate and
not guaranteed to contain the exact bounds. McWilliam 共2000兲
proposed two methods for determining bounds on static displace-
ments of structures with interval parameters. The first method is a
modified version of perturbation analysis. The second method is
based on the assumption that the displacement surface is mono-
tonic. However, for the general case, the validity of monotonicity
is difficult to verify. Möller et al. 共2000兲 have developed an opti-
mization algorithm combining evolution strategy, gradient
method and Monte Carlo method. The algorithm was applied to
both static and dynamic nonlinear analysis. The accuracy of the
approach is not clear as the exact solutions were not presented in
the paper. Dessombz et al. 共2001兲 have introduced an IFEM in
which the interval parameters were factorized during the assem-
blage process of the stiffness matrix, then Rump’s iterative algo-
rithm 共Rump 1983兲 was employed for solving the linear interval
equation. In this work, the overestimation control becomes more
difficult with the increase of the number of the interval param-
eters, which does not lead to useful results for practical problems.
In the works of Muhanna and Mullen 共1995兲, Mullen and
Muhanna 共1996, 1999兲, an interval-based fuzzy finite element has
been developed for treating uncertain loads in static structural
problems. Load dependency was eliminated and the exact solu-
tion was obtained. Also, Muhanna and Mullen 共2001兲 have devel-
oped an IFEM based on element-by-element technique and
Lagrange multiplier. Uncertain modulus of elasticity was consid-
ered. Most sources of overestimation were eliminated, and a sharp
enclosure for the system response was obtained.
In this paper we consider finite-element analysis of frame
structures with interval loading, axial stiffness and bending stiff-
ness. A brief review of interval arithmetic is presented, the for-
mulation is described, and numerical examples are given.
Short Review of Interval Arithmetic
For simplicity and better clarity, all interval quantities will be
introduced in bold face. Detailed information about interval arith-
metic can be found in a number of books and publications such as
Hansen 共1965兲, Moore 共1966兲, Alefeld and Herzberger 共1983兲,
Neumaier 共1990兲, Rump 共2001兲, and Sun Microsystems 共2002兲.
The main interval arithmetic operations are presented in the
Appendix.
Basic Definition
An interval number is a closed set in R that includes the possible
range of an unknown real number, where R denotes the set of real
numbers. Therefore, a real interval is a set of the form
x = 关x,x̄兴
where x and x̄⫽lower and upper bounds 共endpoints兲 of the inter-
val number x, respectively. The set of real intervals will be de-
noted by IR. Operations with at least one interval operand are by
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definition interval operations. It is easy to see that the set of all
possible results for x 苸 x and y 苸 y forms a closed interval 共for 0
not in a denominator interval兲, and the end points can be calcu-
lated by
x ⴰ y = 关min共xi ⴰ y i兲,max共xi ⴰ y i兲兴 for ⴰ 苸兵+ ,− , · ,/其 共2兲
Dependency Problem in Interval Arithmetic
The interval-system quality is measured by the width of the inter-
val results, and a sharp enclosure of the exact solution is the goal.
However, the width of results may be unnecessarily wide in some
occasions due to dependency effect. For example, if the interval
function f共x兲 = x − x is evaluated with x = 关a , b兴 = 关1 , 2兴, the inter-
val subtraction rule 共Appendix兲 gives the result: f共x兲 = 关a − b , b
− a兴 = 关−1 , 1兴, which contains the exact solution 关0 , 0兴, but is much
wider. The interval arithmetic implicitly made the assumption that
all intervals are independent, namely it treats x − x as if evaluating
the intervals x − y, and x , y are two independent interval quantities
that happen to have the same bounds. This phenomenon is re-
ferred as overestimation due to “dependency” of the variables
共Moore 1979; Neumaier 1990; Hansen 1992兲. Reducing the over-
estimation is a central issue to successful engineering application
of interval analysis. In general, sharp results are obtained when
proper bracketing is used, dependency is reduced and the physical
nature of the problem is not violated. In the previous example, the
dependency problem could be avoided in evaluating x − x as
x · 共1 − 1兲 = 0.
Interval Vectors and Matrices
An interval matrix A 苸 IRn⫻n is interpreted as a set of real
n ⫻ k matrices by the convention A = 兵A 苸 Rn⫻k 兩 Aij 苸 Aij
for i = 1 , . . . , n ; j = 1 , . . . , k其. The set of n ⫻ k interval matrices is
denoted by IRn⫻k. An n ⫻ 1 interval matrix is an interval vector,
denoted by IRn. Operations on interval matrices are extended
naturally from the corresponding deterministic matrices opera-
tions. Algebraic properties of interval matrix operations are pro-
vided by Neumaier 共1990兲, Apostolatos and Kulisch 共1968兲 and
Mayer 共1970兲.
Linear Interval Equations
A linear interval equation with coefficient matrix A 苸 IRn⫻n and
right-hand side b 苸 IRn is defined as the family of linear equations
Ax = b 共A 苸 A, b 苸 b兲 共3兲
共1兲 Therefore, a linear interval equation represents systems of equa-
tions in which the coefficients are unknown numbers ranging in
certain intervals. The solution set of Eq. 共3兲 is given by
⌺共A,b兲 = 兵x 苸 Rn兩 ∃ A 苸 A, ∃ b 苸 b: Ax = b其 共4兲
The solution set ⌺共A , b兲 usually is not an interval vector, and
does not need to be convex; in general, ⌺共A , b兲 has a very com-
plicated structure. In order to guarantee that the solution set
⌺共A , b兲 is bounded, it is required that the matrix A be regular, i.e.
that every matrix A 苸 A is nonsingular. The hull of the solution
set ⌺共A , b兲 is an interval vector which has the narrowest possible
interval components, denoted as
AHb ª 〫 ⌺共A,b兲
where
AHb = 〫 兵A−1b兩A 苸 A,b 苸 b其 for b 苸 IRn
In fact, the exact hull of the solution set for the general case is not
computationally achievable. The solution of interest is seeking an
enclosure, i.e., an interval vector x containing AHb, while narrow
enough to be useful
A Hb 債 x
A number of methods have been developed to find the x for the
general linear interval equations such as interval Gauss elimina-
tion, Interval Gauss–Seidel iteration, Krawczyk’s iteration, and
fixed-point iteration 共Gay 1982; Neumaier 1987, 1990; Jansson
1991; Rump 1983, 1992兲. These algorithms usually involve a
preconditioning of the coefficient matrix, and then iterations are
performed to get the enclosure. The present work is based on the
Brouwer’s fixed point theorem and Krawczyk’s operator. This
method has been discussed in the works of Gay 共1982兲, Neumaier
共1987, 1989兲, Jansson 共1991兲, and Rump 共1983, 1992兲.
One typical approach to find a zero of a linear system Ax = b, is
to transform it into a fixed point equation g共x兲 = x, in which
g共x兲 = x − R共Ax − b兲 = Rb + 共I − RA兲x
and R⫽nonsingular matrix. From Brouwer’s fixed point theorem,
it follows that for some interval vector x 苸 IRn
Rb + 共I − RA兲x 苸 x ∀x苸x
implies
∃x 苸 x: Ax = b
Condition 共9兲 is a range determination problem, and can be re-
duced to the following interval expression:
Rb + 共I − RA兲x 債 x
If an interval vector x satisfying Eq. 共11兲 can be found, then x
contains the solution of Ax = b. The result can be extended to find
the enclosure of the solution set of linear interval equation
Ax= b 共Neumaier 1990; Rump 2001兲. The following theorem can
be presented.
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Theorem 1 共Rump 2001兲: Let A 苸 IRn⫻n , R 苸 Rn⫻n , b , x
苸 IRn be given, if
Rb + 共I − RA兲x 債 int共x兲 共12兲
then R and every matrix A 苸 A is nonsingular, and
共5兲 ⌺共A,b兲 = 兵x 苸 Rn兩 ∃ A 苸 A, ∃ b 苸 b: Ax = b其 債 x 共13兲
where int共x兲 denotes the interior of x. Expression 共13兲 provides a
guaranteed enclosure to the solution set of the linear interval
共6兲 equation Ax= b. The residual form of Eq. 共12兲 can be given in the
form 共Neumaier 1990兲
Rb − RAx0 + 共I − RA兲x* 債 int共x*兲 共14兲
where x = x0 + x* and x0 is a deterministic vector, in particular,
共7兲 R mid共b兲 is a good choice for x0. Assigning z = Rb − RAx0 and
C = 共I − RA兲, iteration could be constructed 共Rump 1983兲:
x*n+1 = z + Cx*n 共for n = 0,1,2, . . . 兲 共15兲
If condition 共14兲 is satisfied after n iterations, then
x*n+1 + x0⫽enclosure of the solution set of Ax= b. The quality
共how sharp the enclosure is兲 of the enclosure provided in Eq. 共15兲
depends mainly on the width of the iterative matrix C and is
crucial for the solution convergence the condition that the spectral
radius ␳共兩C 兩 兲 ⬍ 1 共Rump 1983兲.
It is important to notice that the above algorithm is designed
for the nonparametric linear interval equations, i.e., each coeffi-
共8兲 cients in the system are assumed to vary independently between
their bounds. However, for many engineering problems, the coef-
ficients have complex dependency relations. For example, the
stiffness matrix in FEM is symmetric and positive definite. To
account for the dependency effect, one approach is to adapt the
solver for nonparametric interval equation. This approach usually
共9兲 involves reformulation of the coefficient matrix and the right-
hand side vector. It has been shown a sharp or even exact enclo-
sure could be obtained in some cases 共Muhanna and Mullen 1999,
2001; Dessombz et al. 2001兲.
共10兲
Interval Finite-Element Analysis
Overestimation in IFEM
共11兲
A naïve use of interval arithmetic in FEM 共naïve IFEM兲, i.e.,
replacing deterministic numbers in conventional FEM with inter-
val numbers and solving the system as a nonparametric interval
equation will result in meaningless wide results 共Muhanna and
Mullen 2001; Dessombz et al. 2001兲. Let us consider the simple
frame shown in Fig. 1. The frame is subjected to a unit moment
 Fig. 2. Two-step bar

The above-presented results for the interval solution of a

simple frame problem provide an insight into some aspects of the
interval finite-element formulation and reveal the most important
sources of overestimation. The main two factors that lead for
overestimation are the element coupling and multiple occurrences
of the interval variables. The four parametric coefficients k2 in
Eq. 共17兲 represent the same physical quantity. In the computa-
tional process, interval arithmetic treats this physical quantity as
four independent interval variables of equal endpoints. Evidently,
the same physical quantity cannot have two different values at the
Fig. 1. Simple frame same time. It is critical to the formulation of interval finite–
element analysis, the way the sources of overestimation are
handled.
load at Node 2. The conventional FEM, using only bending stiff-
ness, gives the equilibrium equations: Present Formulation
In order to reduce the overestimation in the interval finite-element
Ku = p 共16兲 solutions, the issues of coupling and multiple occurrences of in-
terval quantities have to be handled effectively. The authors, in
or their previous work 共Muhanna and Mullen 2001兲 have developed
an element-by-element 共EBE兲 approach where Lagrange multi-
冉 k1 + k2
0.5k2
0.5k2
k2
冊冉 冊 冉 冊
␪1
␪2
=
1
0
共17兲
plier method has been applied to impose the necessary constraints
for compatibility and equilibrium. Very sharp enclosures to the
solution of linear interval finite-element problems with uncertain
where ␪1 and ␪2 are the rotations at Nodes 2 and 3, respectively. modulus of elasticity have been obtained. In this work, the
If the stiffness terms k1 and k2 are introduced as the interval element-by-element approach will be used as well, whereas the
parameters k1 and k2, and the interval numbers of 关0.99, 1.01兴 compatibility and equilibrium constraints will be ensured using a
and 关1.98, 2.02兴 are assigned for k1 and k2, respectively, the naïve penalty method. The formulation will allow the treatment of com-
IFEM takes the following form: bined axial stiffness, bending stiffness and load uncertainty simul-
taneously. Guaranteed solution enclosures will be obtained and

冉 关2.97,3.03兴
关0.99,1.01兴
关0.99,1.01兴
关1.98,2.02兴
冊冉 冊 冉 冊
␪1
␪2
=
1
0
共18兲
a significant improvement in the solution convergence will be
illustrated.
The element-by-element technique can be illustrated by the
two-step bar problem shown in Fig. 2. The elements are disjointed
Solving Eq. 共18兲 using Theorem 1, the values of ␪1 and ␪2 are as shown in Fig. 3, thus the system stiffness matrix K takes a
obtained as block-diagonal structure with dimension of n ⫻ n, and n⫽degrees
of freedom per element ⫻ number of elements in the structure.
␪1 = 关0.3926,0.4074兴 Such a structure of the matrix avoids the element coupling. K is a
singular matrix, conditions of compatibility and equilibrium will
be ensured using the penalty method.
␪2 = 关− 0.2078,− 0.1922兴 共19兲

On the other hand, the exact solution can be achieved by solving

Eq. 共17兲 symbolically

1 1
␪1 = = = 关0.3960,0.4040兴
k1 + 0.75k2 关2.475,2.525兴

− 0.5
␪2 = = 关− 0.2020,− 0.1980兴 共20兲 Fig. 3. EBE two-step bar model
k1 + 0.75k2

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 Fig. 4. EBE two-step bar model with penalty method

In steady-state analysis, the variational formulation for a non-

interval case of a discrete structural model is given in the follow-
ing form 共Gallagher 1975; Bathe 1996兲:

1
⌸ = 2 uTKu − uT p 共21兲 Fig. 5. Two-bay two-story frame

with the conditions

⳵⌸ must be chosen to lie within an allowable range: Large enough to

=0 for all i 共22兲
⳵ ui be effective but not so large as to provoke numerical difficulties
共Cook et al. 1989兲.
where ⌸ , K , u, and p are total potential energy, stiffness matrix,
In the interval case, where the stiffness and the load are con-
displacement vector, and load vector, respectively. Assume that
we want to impose onto the solution the m linearly independent sidered to be uncertain bounded quantities and after employing a
discrete constraints Cu = t, where C⫽matrix of order m ⫻ n. In the penalty EBE technique, the linear system of Eq. 共25兲 takes the
penalty method 共Cook et al. 1989兲 and having into consideration following interval form:
that the compatibility conditions in the present case are
Cu = t = 0, the right-hand side of Eq. 共21兲 can be amended with the
1
penalty function 2 tT␣tT, where ␣ is a diagonal matrix of penalty 共K + Q兲u = p 共26兲
numbers ␣ii, to obtain

1 1
⌸* = 2 uTKu − uT p + 2 tT␣t
Invoking the stationarity of ⌸*, that is ␦⌸* = 0, we obtain
共K + CT␣C兲u = p
or
共K + Q兲u = p
matrix Q can be called the penalty matrix. As ␣ grows, u changes
in such a way that the constraint equations are more nearly satis-
fied 共Cook et al. 1989兲. The physical interpretation of ␣ is that it
acts as large spring stiffness to force the adjacent nodes to have
identical displacements, as shown in Fig. 4. Penalty numbers
共23兲 The coefficient matrix in Eq. 共26兲 represents the sum of two
matrices: The interval element-by-element stiffness matrix K and
deterministic penalty matrix Q.
For a frame element with interval parameters of cross-section
共24兲 area A, moment of inertia I and modulus of elasticity E, the
required coordinate transformation can result in the coupling of
EA and EI, thus makes it more difficult to handle the dependency
effect. In the present formulation, the coordinate transformation
共25兲 that usually occurs in the conventional FEM is delayed. The
interval parameters 共A, I, and E兲 are factorized out from the
element stiffness matrix in a local element coordinate system.
Consider the ith finite element in the structure, the element stiff-
ness matrix Ki⬘ in local element coordinate can be expressed in
the form Ki⬘ = DiSi = SiDi

Table 1. Interval Properties for the Members of the Frame in Fig. 5

Member Shape A 共cm2兲 I 共cm4兲 E共GPa兲
C1 W12⫻ 19 关35.76, 36.12兴 关5,383.95, 5,438.06兴 关196, 204兴
C2 W14⫻ 132 关249.07, 251.57兴 关63,364.99, 64,001.83兴 关196, 204兴
C3 W14⫻ 109 关205.42, 207.48兴 关51,354.63, 51,870.76兴 关196, 204兴
C4 W10⫻ 12 关22.72, 22.95兴 关2,228.13, 2,250.52兴 关196, 204兴
C5 W14⫻ 109 关205.42, 207.48兴 关51,354.63, 51,870.76兴 关196, 204兴
C6 W14⫻ 109 关205.42, 207.48兴 关51,354.63, 51,870.76兴 关196, 204兴
B1 W27⫻ 84 关159.20, 160.80兴 关118,032.83, 119,219.09兴 关196, 204兴
B2 W36⫻ 135 关254.85, 257.41兴 关323,037.21, 326,283.81兴 关196, 204兴
B3 W18⫻ 40 关75.75, 76.51兴 关25,346.00, 25,600.73兴 关196, 204兴
B4 W27⫻ 94 关177.82, 179.60兴 关135,427.14, 136,788.21兴 关196, 204兴

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 冢 冣
1 1
0 0 − 0 0
L L
12 6 12 6

冢 冣
0 0 −
L3 L2 L3 L2 EA 0 0 0 0 0
6 4 6 2 0 EI 0 0 0 0
0 0 − 2
L2 L L L 0 0 EI 0 0 0
K = S iD i = · 共27兲
1 1 0 0 0 EA 0 0
− 0 0 0 0
L L 0 0 0 0 EI 0
12 6 12 6 0 0 0 0 0 EI
0 − 3 − 2 0 − 2
L L L3 L
6 2 6 4
0 0 − 2
L2 L L L

where Si⫽deterministic matrix and Di⫽interval diagonal matrix. and the residual form 共14兲 is
Applying the coordinate transformation, the element stiffness ma-
trix Ki in global coordinate can be expressed as
Rp⬘ − RAu⬘0 + 共I − RA兲u⬘* 債 int共u⬘*兲 共33兲

Ki = TTi Ki⬘Ti = TTi 共SiDi兲Ti 共28兲 where A = 共SD + Q⬘兲; R⫽inverse of midpoint of A; u⬘ = u⬘0 + u⬘*;
and u⬘0 = R mid共p⬘兲. Assigning z = Rp⬘ − RAu⬘0 and C = 共I − RA兲, Eq.
共33兲 can be rewritten as
in which Ti⫽element coordinate transformation matrix. Similarly,
the system stiffness matrix K constructed by an EBE model can
be expressed as z + Cu⬘* 債 int共u⬘*兲 共34兲

the first term of Eq. 共34兲, z, is a constant interval vector, and it can
K = TTK⬘T = TT共SD兲T 共29兲 be introduced as

where T and S⫽block-diagonal deterministic matrices; their diag- z = Rp⬘ − RAu⬘0

onal submatrices are Ti and Si, respectively, i = 1 , 2 , . . . , m and
m⫽number of elements in the structure. D is an interval diagonal = Rp⬘ − R共SD + Q⬘兲u⬘0
matrix; its submatrices are Di, i = 1 , 2 , . . . , m. = Rp − RQ⬘u⬘0 − RSDu⬘0 共35兲
Applying this factorization, system equation 共26兲 can be writ-
ten as or

共TT共SD兲T + Q兲u = p 共30兲 z = Rp − RQ⬘u⬘0 − RSDu⬘0

which is equivalent to
共SD + Q⬘兲u⬘ = p⬘
with Q⬘ = TQTT, p⬘ = Tp, and u⬘ = Tu.
Compared to Eq. 共30兲, Eq. 共31兲 has a more desirable structure
yielding a sharp solution enclosure. The linear interval equation,
Eq. 共31兲, can be solved by Theorem 1. However, Theorem 1 is
used with the implicit assumption that the coefficients of A are
independent among themselves and as well as the components of
b vary independently. Special treatment has to be used to reduce
the dependency effect. Using the notation in Eq. 共31兲, Eq. 共12兲
will be reintroduced in the form
= Rp⬘ − RQ⬘u0⬘ − RSM␥␦ 共36兲
A key point in the formulation of Eq. 共36兲 is that Du⬘0 has been
introduced as M␥␦ using the M matrix concept. M is a determin-
istic matrix with the dimensions 关n⫻ 共2⫻ number of elements兲兴,
共31兲
and its derivation has been discussed by Mullen and Muhanna
共1999兲, and Muhanna and Mullen 共2001兲. ␥ is an interval matrix
with the dimensions 共2⫻ number of elements兲, and the compo-
nents are the cross section A and moment of inertia I. ␦ is an
interval vector that has the dimension of number of elements. The
components of ␦ are the modulus of elasticity E of each element.
Every interval parameter 共A, I, and E兲 associated with an element
occurs only once. This treatment eliminates the multiple occur-
rences of interval parameters in z, and gives an exact value for
this term. The following one-element example shows how Du0⬘
could be rewritten as M␥␦

Rp⬘ + 共I − RA兲u⬘ 債 int共u⬘兲 共32兲 Du⬘0 = M␥␦ 共37兲

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 冢 冣冢 冣 冢 冣
EA 0 0 0 0 0 u⬘01 u⬘01 0
0 EI 0 0 0 0 u⬘02 0 u⬘02
0
0
0
0
EI
0
0
EA 0
0 0
0
·
u⬘03
u⬘04
=
0
u⬘04
u⬘03
0
· 冉冊
A
I
· 共E兲 共38兲

0 0 0 0 EI 0 ⬘
u05 0 ⬘
u05
0 0 0 0 0 EI u⬘06 0 u⬘06

In the case of the iterative matrix C = I − RA, by substituting A u = T Tu ⬘

by its equivalent matrix 共SD + Q⬘兲 the following can be obtained:
C = I − RQ⬘ − RSD
Eqs. 共36兲 and 共39兲 provides the smallest possible width to the
coefficients of z and C, which plays a significant role in the
reduction of overestimation. After employing these treatments,
the iteration can be constructed
= TTz + TTCu⬘*n + TTX0
共39兲 = TTRp⬘ − TTRQ⬘u⬘0 − 共TTRSM兲␥␦ + TTCu*n + TTX0 共42兲
In Eq. 共42兲, dependency effect is accounted for and most source
of overestimation are eliminated, and a very sharp enclosure to
the system displacements is obtained.

u⬘*n+1 = z + Cu⬘*n 共40兲 Examples

If condition 共34兲 is satisfied after n iterations, the enclosure u⬘ is
Two examples are presented. The first is a two-bay planar frame
given by
shown in Fig. 5. The frame is adopted from the work of Buono-
pane et al. 共2003兲. In Fig. 5 the column is denoted as “C” and the
u⬘ = u⬘0 + x0 beam as “B.” Subscripts indicate member number. The frame is
= z + Cu⬘*n + x0 subjected to four uniform loads, acting on the member B1, B2, B3,
and B4, respectively. The loads are considered uncertain and de-
= Rp⬘ − RQ⬘u⬘0 − RSM␥␦ + Cu⬘*n + x0 共41兲 scribed by the following interval variables:
and the global displacement u can be obtained as
w1 = 关105.8,113.1兴 kN/m, w2 = 关105.8,113.1兴 kN/m

Table 2. Bounds of Selected Nodal Displacement for the Frame in Fig. 5 w3 = 关49.255,52.905兴 kN/m, w4 = 关49.255,52.905兴 kN/m
Monte Carlo sampling Present IFEA 共43兲
Displ. LB UB LB UB The geometric and material properties of each member are
u5 共cm兲 −0.83282 −0.59153 −0.88035 −0.53708
considered uncertain as well. The variations are 1% for the cross-
sectional area and the moment of inertia, and 4% for the modulus
v5 共cm兲 −0.25154 −0.22315 −0.25212 −0.22174
of elasticity. The intervals used are summarized in Table 1. It is
␪5 共rad兲 −0.00420 −0.00347 −0.00426 −0.00339
assumed that all interval variables vary independently within their
u9 共cm兲 −1.62616 −1.25484 −1.73034 −1.13262
bounds.
v9 共cm兲 −0.21269 −0.188541 −0.21385 −0.18683 There are 34 interval variables involved in this example. The
␪9 共rad兲 0.00510 0.00613 0.00497 0.00626 combinatorial method requires 234 deterministic finite-element
Note: LB⫽lower bound and UB⫽upper bound. analysis 共FEA兲, which is computationally infeasible. Monte Carlo
sampling method is used to evaluate the quality of the results

Table 3. Bounds of Selected Member Nodal Forces for the Frame in Fig. 5
Monte Carlo sampling Present IFEA
Member 共node兲 Nodal force LB UB LB UB
B2 Axial 共kN兲 215.23 244.11 210.43 248.54
共left node兲
Shear 共kN兲 832.81 892.79 831.95 893.56
Moment 共kN m兲 1834.51 1989.67 1826.20 1995.95
C5 Axial 共kN兲 −619.25 −573.12 −620.40 −571.93
共bottom node兲
Shear 共kN兲 −291.27 −258.63 −294.86 −254.82
Moment 共kN m兲 −692.45 −612.55 −702.28 −600.71
Note: LB⫽denotes lower bound and UB⫽upper bound. Axial force: tension 共+兲 and moment: counter clockwise 共+兲.

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 Table 6. Displacement Bounds of Node 80 for the Frame in Fig. 6
Present IFEM Monte Carlo sampling

Displacement LB UB LB UB
x 共cm兲 3.6581 7.7758 5.2014 6.2237
y 共cm兲 −1.1235 −0.6643 −0.9902 −0.7996
Note: LB⫽denotes lower bound and UB⫽upper bound.

one from the Monte Carlo sampling method. This suggests that
the overestimation of the bounds obtained by the present interval
FEA is small, and sharp bounds are obtained.
The second example is intended to illustrate the capability of
developed method in solving large size problems with large num-
Fig. 6. Four-bay 15-story frame ber of uncertain parameters. The presented problem is a four-bay
15-story frame as shown in Fig. 6. The member sections are listed
in Table 4. All beams are subjected to a distributed vertical load
obtained by the present interval FEA. One million realizations are with an unknown distribution but bounded between two constant
used with assumed uniform probability distribution for the inter- functions, and the left-hand side of the frame is subject to con-
val parameters. centrated forces, one concentrated force at each story. The loads
The displacements at nodes 5 and 9, and the member nodal are unknown but bounded by the following interval values:
force of member B2 共left node兲 and C5 共bottom node兲 are sum- Distributed load intensity
marized in Tables 2 and 3, respectively. As seen from the tables,
the solution obtained by the present method sharply encloses the w = 关42, 56兴 kN/ m 共关240,380兴兲 lb/ in.
Each concentrated force
p = 关17.8, 22.24兴 kN 共关4000, 5000兴兲 lb
Table 4. Section Properties for the Members of the Frame in Fig. 6
Element No. Section Element Number Section The geometric and material properties of each member are
1 , 6 , 11, 16, 5 , 10, 15, 20 W14⫻ 426 62–64,67–69, W14⫻ 176
considered uncertain as well. The variations are 2% of the nomi-
42–44,47–49,52–54,57–59 共columns兲 72–74 共columns兲 nal values for the cross-sectional area, the moment of inertia, and
the modulus of elasticity. The intervals used are summarized in
Table 5. It is assumed that all interval variables vary indepen-
2–4,7–9,12–14,17–19 W14⫻ 808 76–91 W24⫻ 84
共columns兲 共beams兲 dently within their bounds. The total number of the interval vari-
21,26,31,36,25 30,35,40 W14⫻ 311 92–107 W21⫻ 68
ables involved in this example is 480 共3 ⫻ 135+ 60+ 15兲. The
共columns兲 共beams兲 combinatorial method requires 2480 deterministic FEA analyses,
which is computationally infeasible and usually provides only an
inner enclosure in frame problems. A Monte Carlo integration
22–24,27–29,32–24,37–39 W14⫻ 605 108–123 W18⫻ 55
共columns兲 共beams兲 method is used to evaluate the quality of the results obtained by
the present interval FEA. Five million Monte Carlo realizations
41,46,51,56,45 50,55,60 W14⫻ 211 124–135 W18⫻ 40
共columns兲 共beams兲 are made assuming a uniform probability distribution for the un-
certain variables. The displacement at node 80 共right top corner兲,
and the member nodal forces of Column 1 are summarized in
61,66,71,65,70,75 W14⫻ 120
共columns兲 Tables 6 and 7, respectively. As seen from the tables, the solution
obtained by the present method represents an enclosure for that
obtained by the Monte Carlo sampling method. As it is clear, the

Table 5. Interval Properties for the Members of the Frame in Fig. 6

Section A 共cm2兲 I 共cm4兲 E 共MPa兲
W14⫻ 426 关798.39, 814.51兴 关271,965.6, 277,459.9兴 关197,948, 201,947兴
W14⫻ 808 关1,513.74, 1,544.32兴 关659,310.6, 672,630.0兴 关197,948, 201,947兴
W14⫻ 311 关583.78, 595.57兴 关178,425.9, 182,030.5兴 关197,948, 201,947兴
W14⫻ 605 关1,136.90, 1,159.87兴 关445,034.6, 454,025.2兴 关197,948, 201,947兴
W14⫻ 211 关396.00, 404.00兴 关109,610.4, 111,824.7兴 关197,948, 201,947兴
W14⫻ 120 关225.46, 230.02兴 关44,091.4, 44,982.1兴 关197,948, 201,947兴
W14⫻ 176 关330.85, 337.53兴 关88,182.8, 89,964.3兴 关197,948, 201,947兴
W24⫻ 84 关157.76, 160.95兴 关97,660.4, 99,633.3兴 关197,948, 201,947兴
W21⫻ 68 关127.74, 130.32兴 关60,986.2, 62,218.3兴 关197,948, 201,947兴
W18⫻ 55 关103.47, 105.56兴 关36,674.2, 37,415.0兴 关197,948, 201,947兴
W18⫻ 40 关75.37, 76.89兴 关25,218.6, 25,728.1兴 关197,948, 201,947兴

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Table 7. Bounds of Selected Member Nodal Forces for the Frame in Fig. 6
Present IFEM Monte Carlo sampling

Member 共node兲 Nodal force LB UB LB UB

Element 1 Axial 共kN兲 −3 , 629.25 −2 , 496.97 −3 , 395.86 −2 , 724.94
共upper node兲 Shear 共kN兲 −17.29 25.48 −5.61 13.87
Moment 共kN m兲 −93.19 63.23 −50.73 20.51
Note: LB⫽denotes lower bound and UB⫽upper bound. Axial force: compression 共−兲.

sample space of this problem is huge and a more realistic Monte
Carlo simulation would require a computationally prohibited
number of realizations to capture the worst case bounds on the
systems response.
Conclusion
er’s fixed point theory with Krawczyk’s operator and a newly
developed overestimation control. The numerical examples show
the naïve interval FEM produces meaningless wide results. The
present approach eliminates most sources of overestimation and a
very sharp enclosure for the system response, due to loading and
stiffness uncertainty in linear static structural mechanics prob-
lems, is obtained. The method is computationally efficient.

In this paper, a new interval finite-element formulation is pre-

sented. Uncertain loads, axial and bending stiffness are introduced Appendix
as independent interval numbers. The major difficulty associated
with the IFEM is the overestimation due to dependency effect: the The main arithmetic operations: addition, subtraction, multiplica-
computed range of the response is much wider than the actual tion, and division are defined as follows 共Neumaier 1990兲.
range. For engineering application, the physical nature of the • Suppose that we have the interval numbers: x = 关a , b兴,
problem must be considered to limit this overestimation. In the y = 关c , d兴.
present approach an element-by-element technique is used and • Addition: x + y = 关a + c , b + d兴.
the compatibility conditions are ensured by the penalty method. • Subtraction: x − y = 关a − d , b − c兴.
The resulting linear interval equation is solved using the Brouw- • Multiplication: x ⫻ y.

if c ⱖ 0 and d ⱖ 0 if c ⬍ 0 ⬍ d if c ⱕ 0 and d ⱕ 0
if a ⱖ 0 and b ⱖ 0 关ac,bd兴 关bc,bd兴 关bc,ad兴
if a ⬍ 0 ⬍ b 关ad,bd兴 关min共ad,bc兲,max共ac,bd兲兴 关bc,ac兴
if a ⱕ 0 and b ⱕ 0 关ad,bc兴 关ad,ac兴 关bd,ac兴
•

Division: x / y • Subdistributivity
if c ⬎ 0 and d ⬎ 0 if c ⬍ 0 ⬍ d x ⫻ 共y ± z兲 債 x ⫻ y ± x ⫻ z; 共x ± y兲 ⫻ z 債 x ⫻ z ± y ⫻ z
if a ⱖ 0 and b ⱖ 0 关a/d,b/c兴 关b/d,a/c兴 • Subcancellation
if a ⬍ 0 ⬍ b 关a/c,b/c兴 关b/d,a/d兴
if a ⱕ 0 and b ⱕ 0 关a/c,b/d兴 关b/c,a/d兴 x − y 債 共x + z兲 − 共y + z兲; x/y 債 共x ⫻ z兲/共y ⫻ z兲;

On the other hand, only some of the algebraic laws valid for 0 苸 x − x; 1 苸 x/x
real numbers remain valid for intervals; other laws only hold in a
weaker form. The following laws hold for intervals x, y, and z.
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