INTRODUCTION

What’s hot in computational mechanics? The three “multis”: multiscale, multiphysics and multiprocessing.
Collectively these trends lead to the formulation and model-based simulation of coupled systems: systems whose
behavior is driven by the interaction of functionally distinct components. The nature of these components broadly
defines the “multi” discipline. Material models spanning a range of physical scales are the framework of multiscale
simulations. Multiphysics addresses the interaction of different physical behavior, as in structures and fluids,
at similar physical scales. Multiprocessing refers to computational methods that use system decomposition to
achieve concurrency. Summarizing, the breakdown of a system is dictated by: (S) physical scales in multiscale,
(P) physical behavior in multiphysics, and (C) implementation considerations in multiprocessing. Obviously
a three-level hierarchy: (S)-(P)-(C), can be discerned, but this level of full generality has not been reached in
practice.
These hot areas have a common feature: explosive complexity. The choice among models, algorithms and imple-
mentations grows combinatorially in the number of components. Consider for example a fluid-structure interaction
problem. Whereas the use of a FEM model for the structure part would be viewed as natural, the choice of fluid
model can vary across a wide spectrum, depending on what physical effects (flow, turbulence, gravity waves, acous-
tic waves, mixing, moving boundaries, bubbles, etc.) are to be captured. Discretization methods vary accordingly.
If control is added to the picture, for example to simulate maneuvers of a flexible airplane, further choices emerge.
So far this applies to components in isolation. The treatment of interaction requires additional decisions at the
interfaces. For example: do the meshes match? can meshes slip past each other? how can reduced or spectral
models be linked to physical models? To make things more difficult, often models that work correctly with isolated
components break down when coupled. So the modeling level becomes crowded. But that is not all. Proceeding
to the solution algorithm and implementation levels brings up further choices, in particular if parallel processing
issues are important.
How to cope with this combinatorial explosion of choices? Analytical treatment can go so far in weeding out
choices. The traditional way to go beyond that frontier is numerical experimentation. This also has limitations: the
most one can do is take “pot shots” at the computational application domain. It can only show that a model works.
A “bridging” tool between human analytics and numerical testing has gained popularity over the past decade:
computer algebra systems (CAS) able to carry out symbolic computations. This is due to technical improvements
in general-purpose CAS such as Mathematica and Maple, as well as availability on inexpensive personal computers
and laptops. (This migration keeps licensing costs reasonable.) Furthermore, Maple is available as a toolbox of the
widely used Matlab system. A related factor is wider exposure in higher education: many universities now have
site licenses, which facilitate lab access and use of CAS in course assignments and projects.
In computational mechanics, CAS tools can be used for a spectrum of tasks: formulation, prototyping, imple-
mentation, performance evaluation, and automatic code generation. Although occasionally advertised as “doing
mathematics by computer” the phrase is misleading: as of now only humans can do mathematics. But a CAS can
provide timely help. Here is a first-hand example: the writer needed four months to formulate, implement and test
the 6-node triangle in the summer–fall of 1965 as part of thesis work [1.16]. Using a CAS, a similar process can
be completed in less than a week, and demonstrated to students in 20 minutes.
The writer has developed finite elements with CAS support since 1984 — using the venerable Macsyma for the Free
Formulation elements presented in [1.6,1.22]. The development of templates as a unified framework for element
families [1.24,1.26] would not have been possible without that assistance.
In the present lectures, Mathematica [1.92] is employed as a CAS “filter tool” for the design and analysis of
time integration methods for structural dynamics and coupled systems. The main purpose of the filter is to weed
out unsuitable methods by working on test systems. This initial pass streamlines subsequent stages of numerical
experimentation.
 1
.

Coupled
Systems

1–1
Chapter 1: COUPLED SYSTEMS 1–2

TABLE OF CONTENTS

Page
§1.1. Systems 1–3
§1.2. System Decomposition 1–3
§1.3. Coupled System Terminology 1–3
§1.3.1. Fields . . . . . . . . . . . . . . . . . . . . . 1–4
§1.3.2. Examples . . . . . . . . . . . . . . . . . . . 1–5
§1.3.3. Interior and Exterior Problems . . . . . . . . . . . . . 1–6
§1.3.4. Splitting and Fractional Step Methods . . . . . . . . . . 1–6
§1.4. Scenarios 1–6
§1.4.1. Approaches . . . . . . . . . . . . . . . . . . . 1–7
§1.4.2. Monolithic vs. Partitioning . . . . . . . . . . . . . 1–7
§1. Notes and Bibliography
. . . . . . . . . . . . . . . . . . . . . . . 1–8
§1. References. . . . . . . . . . . . . . . . . . . . . . . 1–8

1–2
1–3 §1.3 COUPLED SYSTEM TERMINOLOGY

This chapter introduces the concept of coupled system from a descriptive standpoint.

§1.1. Systems
The American Heritage Dictionary lists eight meanings for system. By itself the term is used here
in the sense of a functionally related group of components forming or regarded as a collective entity.
This definition uses “component” as a generic term that embodies “element” or “part,” which connote
simplicity, as well as “subsystem,” which connotes complexity. We restrict attention to mechanical
systems, and in particularly those of importance in Aerospace, Civil and Mechanical Engineering.

§1.2. System Decomposition

Systems are analyzed by decomposition or breakdown. Complex systems are amenable to many kinds
of decomposition chosen according to specific analysis or design objectives. These lectures focus on
decompositions called partitions that are suitable for computer simulation. Such simulations aim at
describing or predicting the state of the system under specified conditions viewed as external to the
system. A set of states ordered according to some parameter such as time or load level is called a
response.
System designers are not usually interested in detailed response computations per se, but on project goals
such as cost, performance, lifetime, fabricability, inspection requirements and satisfaction of mission
objectives. The recovery of those overall quantities from simulations is presently an open problem in
computer system modeling and one that is not addressed here.
The term partitioning identifies the process of spatial separation of a discrete model into interacting
components generically called partitions. The decomposition may be driven by physical, functional, or
computational considerations. For example, the structure of a complete airplane can be decomposed into
substructures such as wings and fuselage according to function. Substructures can be further decomposed
into submeshes or subdomains to accommodate parallel computing requirements. Subdomains are
composed of individual elements. Going the other way, if that flexible airplane is part of a flight
simulation, a top-level partition driven by physics is into fluid and structure (and perhaps control and
propulsion) models. This kind of multilevel partition hierarchy at common physical scales: coupled
system, structure, substructure, subdomain and element, is typical of present practice in modeling and
computational technology.

§1.3. Coupled System Terminology (a) X Y

Because coupled systems have been studied by many people from

many angles, terminology is far from standard. The following sum-
mary is one that has evolved for the computational simulation, and (b) Y
X
does reflect personal choices. Most of the definitions follow usage
introduced in a 1983 review article [1.65]. Casual readers may want
to skim the following material and return only for definitions. Figure 1.1. Interaction between two
A coupled system is one in which physically or computationally subsystems X and Y :
(a) one way, (b) two way.
heterogeneous mechanical components interact dynamically.

The interaction is called one-way if there is not feedback between subsystems, as illustrated in Figure
1.1(a) for two subsystems identified as X and Y . The interaction is called two-way (or generally
multiway) if there is feedback between subsystems, as illustrated in Figure 1.1(b). In this case, which
will be the one of primary interest here, the response has to be obtained by solving simultaneously

1–3
Chapter 1: COUPLED SYSTEMS 1–4

TIM
Start time tn ESTE
P h

xi
E
SPAC End time tn+1
3D

e
ctur
Stru
TIME
id t
Flu

Splitting in time Partitioning

(fluid field only) in space

Figure 1.2. Decomposition of an aeroelastic FSI coupled system: partitioning in space and
splitting in time. 3D space is shown as “flat” for visualization convenience. Spatial
discretization (omitted for clarity) may predate or follow partitioning. Splitting (here
for fluid only) is repeated over each time step and obeys time discretization constraints.

the coupled equations which model the system. “Heterogeneity” is used in the sense that component
simulation benefits from custom treatment.
As noted above the decomposition of a complex coupled system for simulation is hierarchical with two
to four levels being common. At the first level one encounters two types of subsystems, embodied in
the generic term field:
Physical Subsystems. Subsystems are called physical fields when their mathematical model is described
by field equations. Examples are mechanical and non-mechanical objects treated by continuum theories:
solids, fluids, heat and electromagnetics. Occasionally those components may be intrinsically discrete,
as in actuation control systems or rigid-body mechanisms. In such a case the term “physical field” is
used for expediency, with the understanding that no spatial discretization process is involved.
Artificial Subsystems. Sometimes artificial subsystems are incorporated for computational conveniency.
Two examples: dynamic fluid meshes to effect volume mapping of Lagrangian to Eulerian descriptions
in interaction of structures with fluid flow, and fictitious interface fields, often called “frames”, that
facilitate information transfer between two subsystems.

§1.3.1. Fields
A coupled system is characterized as two-field, three-field, etc., according to the number of different
fields that appear in the first-level decomposition.
For computational treatment of a dynamical coupled system, fields are discretized in space and time. A
field partition is a field-by-field decomposition of the space discretization. A splitting is a decomposition
of the time discretization of a field within its time step interval. See Figure 1.2. In the case of static or
quasi-static analysis, actual time is replaced by pseudo-time or some kind of control parameter.
Partitioning may be algebraic or differential. In algebraic partitioning the complete coupled system is
spatially discretized first, and then decomposed. In differential partitioning the decomposition is done
first and each field then discretized separately.

1–4
1–5 §1.3 COUPLED SYSTEM TERMINOLOGY

Figure 1.3. Algebraic partitioning was originally developed to handle

matching meshes, as typical of structure-structure interaction.

Algebraic partitioning was originally developed for

matched meshes and substructuring; cf. Figure 1.3,
but later work has aimed at simplifying the treatment
of nonmatched meshes through frames [1.68,1.69].
Differential partitioning often leads to nonmatched
meshes, which are typical of fluid-structure inter-
action as depicted in Figure 1.4, and handles those
naturally.
A property is said to be interfield or intrafield if it
pertains collectively to all partitions, or to individual
partitions, respectively. Fluid

A common use of this qualifier concerns parallel

computation. Interfield parallelism refers to the im-
Structure
plementation of a parallel computation scheme in
which all partitions can be concurrently processed
for time-stepping. Intrafield parallelism refers to
the implementation of parallelism for an individual
partition using a second-level decomposition; for
Figure 1.4. Differential partitioning was originally
example into substructures or subdomains. developed for fluid-structure interaction
problems, in which nonmatched
meshes are common.

§1.3.2. Examples
Experiences discussed here come from systems where a structure is one of the fields. Accordingly, all
of the following examples list structures as one of the field components. The number of interacting
fields is given in parenthesis.
Fluid-structure interaction (2) Thermal-structure interaction (2)
Control-structure interaction (2) Control-fluid-structure interaction (3)
Electro-thermo-mechanical interaction (3) Fluid-structure-combustion-thermal interaction (4)

When a fluid is one of the interacting fields a wider range of computational modeling possibilities
opens up as compared to, say, structures or thermal fields. For the latter finite element discretization
methods can be viewed as universal in scope. On the other hand, the range of fluid phenomena is
controlled by several major physical effects such as viscosity, compressibility, mass transport, gravity
and capillarity. Incorporation or neglect of these effects gives rise to widely different field equations as
well as discretization techniques.

1–5
Chapter 1: COUPLED SYSTEMS 1–6

For example, the interaction of an acoustic fluid with a structure in aeroacoustics or underwater shock
is computationally unlike that of high-speed gas dynamics with an aircraft or rocket, a surface ship
with ocean waves, or flow through porous media. Even more variability can be expected if chemistry
and combustion effects are considered. Control systems also exhibit modeling variabilities that tend
not to be so pronounced, however, as in the case of fluids. The partitioned treatment of some of these
examples is discussed further in subsequent sections.

§1.3.3. Interior and Exterior Problems

When interacting fields occupy nonoverlapping regions of space, and one of which is a structure, the
following terminology is commonly used.
Interior Problem. The structure surrounds the nonstructural fields. for example, in the tank problem
depicted in Figure 1.5. Exterior Problem. The structure is surrounded by the nonstructural fields, which
may be viewed to be unbounded. For example, in the submarine problem depicted in Figure 1.6.

Gas
Inlet
Outlet
Structure
Liquid

Fluid

Figure 1.5. Interior problem. The structure Figure 1.6. Exterior problem. The structure (submarine
(tank) surrounds the non structural hull) is surrounded by the non structural
fields: liquid and gas. fields, liquid in this case.

§1.3.4. Splitting and Fractional Step Methods

Splitting methods for the equations of mathematical physics predate partitioned analysis by two decades. In the
American literature they can be originally traced to the mid-50s development of alternating direction methods by
Peaceman, Douglas and Rachford [1.11,1.71]. Similar developments were independently undertaken in the early
1960s by the Russian school led by Bagrinovskii, Godunov and Yanenko, and eventually unified in the method of
fractional steps [1.93]. The main applications of these methods have been the equations of gas dynamics in steady
or transient forms, discretized by finite difference methods. They are particularly suitable for problems with layers
or stratification, for example atmospheric dynamics or astrophysics, in which different directions are treated by
different methods.
The basic idea is elegantly outlined by Richtmyer and Morton [1.75]. Suppose the governing equations in divergence
form are ∂ W/∂t = AW , where the operator A is split into A = A1 + A2 + . . . + Aq . Pick a time difference
scheme and replace A successively in it by q A1 , q A2 , . . ., each for a fraction h/q of the temporal stepsize h. Then
a multidimensional problem can be replaced by a succession of simpler 1D problems. Splitting may be additive, as
in the foregoing example, or multiplicative. Since the present lectures focus on partitioned analysis, the discussion
of these variations falls beyond its scope.
Comparison of those methods with partitioned analysis makes clear that little overlap occurs. Splitting is appropriate
for the treatment of a field partition such as a fluid, if the physical structure of such partition display strong
directionality dependencies. Consequently splitting methods are seen to pertain to a lower level of a top-down
hierarchical decomposition.

1–6
1–7 §1.4 SCENARIOS

§1.4. Scenarios
Because of their variety and combinatorial nature, the simulation of coupled problems rarely occurs as
a predictable long-term goal. Some more likely scenarios are as follows.
Research Project. Members of a research group develop personal expertise in modeling and simulation
of two or more isolated problems. Individuals are then called upon to pool that disciplinary expertise
into solving a coupled problem.
Product Development. The design and verification of a product requires the concurrent consideration
of interaction effects in service or emergency conditions. The team does not have access, however, to
software that accommodates those requirements.
Software House. A company develops commercial application software targeted to single fields as
isolated entities: a CFD gas-dynamics code, a structure FEM program and a thermal conduction analyzer.
As the customer base expands, requests are received for allowing interaction effects targeted to specific
applications. For example the CFD user may want to account for moving rigid boundaries, then
interaction with a flexible structure, and finally to include a control system.
The following subsection discusses approaches to these scenarios.

§1.4.1. Approaches
To fix the ideas we assume that the simulation calls for dynamic analysis that involves following the time
response of the system. [Static or quasistatic analyses can be included by introducing a pseudo-time
history parameter.] Further, the modeling and simulation of isolated components is assumed to be well
understood. The three approaches to the simulation of the coupled system are:
Field Elimination. One or more fields are eliminated by techniques such as integral transforms or model
reduction, and the remaining field(s) treated by a simultaneous time stepping scheme.
Monolithic or Simultaneous Treatment. The whole problem is treated as a monolithic entity, and all
components advanced simultaneously in time.
Partitioned Treatment. The field models are computationally treated as isolated entities that are sepa-
rately stepped in time. Interaction effects are viewed as forcing effects that are communicated among
individual components using prediction, substitution and synchronization techniques.
Elimination is restricted to special linear problems that permit efficient decoupling. It often leads
to higher order differential systems in time, or to temporal convolutions, which can be the source of
numerical difficulties. On the other hand the monolithic and partitioned treatments are general in nature.
No technical argument can be made for the overall superiority of either. Their relative merits are not
only problem dependent, but are interwined with human factors as discussed below.

§1.4.2. Monolithic vs. Partitioning

Keywords that favor the partitioned approach are: customization, independent modeling, software reuse,
and modularity.
Customization. This means that each field can be treated by discretization techniques and solution
algorithms that are known to perform well for the isolated system. The hope is that a partitioned
algorithm can maintain that efficiency for the coupled problem if (and that is a big if) the interaction
effects can be also efficiently treated.

1–7
Chapter 1: COUPLED SYSTEMS 1–8

Independent Modeling. The partitioned approach facilitates the use of non-matching models. For
example in a fluid-structure interaction problem the structural and fluid meshes need not coincide at
their interface; cf. Figure 1.4. This translates into project breakdown advantages in analysis of complex
systems such as aircraft or ships. Separate models can be prepared by different design teams, including
subcontractors that may be geographically distributed.
Software Reuse. Along with customized discretization and solution algorithms, customized software
(private, public or commercial) may be available. Furthermore, there is often a gamut of customized
service tools such as mesh generators and visualization programs. The partitioned approach facilitates
taking advantage of existing code. This is particularly suitable to academic environments, in which
software development tends to be cyclical and loosely connected from one project to another.
Modularity. New methods and models may be introduced in a modular fashion according to project
needs. For example, it may be necessary to include local nonlinear effects in an individual field while
keeping everything else the same. Implementation, testing and validation of incremental changes can
be conducted in a modular fashion.
These advantages are not cost free. The partitioned approach requires careful formulation and im-
plementation to avoid degradation in stability and accuracy. Parallel implementations are particularly
delicate. Gains in computational efficiency over a monolithic approach are not guaranteed, particularly
if interactions occur throughout a volume as is the case for thermal and electromagnetic fields. Finally,
the software modularity and modeling flexibility advantages, while desirable in academic and research
circles, may lead to anarchy in software houses.
In summary, circumstances that favor the partitioned approach for tackling a new coupled problem
are: a research environment with few delivery constraints, access to existing and reusable software,
localized interaction effects (e.g. surface versus volume), and widespread spatial/temporal component
characteristics. The opposite circumstances: commercial environment, rigid deliverable timetable,
massive software development resources, global interaction effects, and comparable length/time scales,
favor a monolithic approach.
Most of the following lecture material focuses on the partitioned approach.

Notes and Bibliography

Historical summary provided in Chapter 2.

References

[1.1] Ahmed, M. O. and Corless, R. M., The method of modified equations in Maple, Electronic Proc.
3rd Int. IMACS Conf. on Applications of Computer Algebra, Maui, 1997. PDF accessible at
http://www.aqit.uwo.ca/∼corless.
[1.2] Belvin, W. K. and Park, K. C., Structural tailoring and feedback control synthesis: an interdisciplinary
approach, J. Guidance, Control & Dynamics, 13, 424–429, 1990.
[1.3] Belytschko, T. and Mullen, R., Mesh partitions of explicit-implicit time integration, in: Formulations and
Computational Algorithms in Finite Element Analysis, ed. by K.-J. Bathe, J. T. Oden and W. Wunderlich,
MIT Press, Cambridge, 673–690, 1976.
[1.4] Belytschko, T. and Mullen, R., Stability of explicit-implicit mesh partitions in time integration, Int. J.
Numer. Meth. Engrg., 12, 1575–1586, 1978.
[1.5] Belytschko, T., Yen, T. and Mullen, R., Mixed methods for time integration, Comp. Meths. Appl. Mech.
Engrg., 17/18, 259–275, 1979.

1–8
1–9 §1. References

[1.6] Bergan, P. G. and Felippa, C. A., A triangular membrane element with rotational degrees of freedom,
Comp. Meths. Appl. Mech. Engrg., 50, 25–69, 1985
[1.7] Butcher, J. C., Numerical Methods for Ordinary Differential Equations, Wiley, New York, 2003.
[1.8] Cohn, A., Über die Anzahl der Wurzeln einer algebraischen Gleichung in einem Kreise, Math Z., 14–15,
110–148, 1914.
[1.9] Dahlquist, G. and Björck, A., Numerical Methods, Prentice-Hall, Englewood Cliffs, N.J., 1974; reprinted
by Dover, New York, 2003.
[1.10] Davis, P. J., John von Neumann at 100: SIAM celebrates a rich legacy, SIAM News, 36, No. 4, May 2003.
[1.11] Douglas, J. and Rachford Jr., H. H., On the numerical solution of the heat equation in two and three space
variables, Trans. Amer. Math. Soc., 82, 421–439, 1956.
[1.12] Farhat, C. and Lin, T. Y., Transient aeroelastic computations using multiple moving frames of reference,
AIAA Paper No. 90-3053, AIAA 8th Applied Aerodynamics Conference, Portland, Oregon, August 1990.
[1.13] Farhat, C., Park, K. C. and Pelerin, Y. D., An unconditionally stable staggered algorithm for transient finite
element analysis of coupled thermoelastic problems, Comp. Meths. Appl. Mech. Engrg., 85, 349–365, 1991.
[1.14] Farhat, C. and Roux, F.-X., Implicit parallel processing in structural mechanics, Comput. Mech. Advances,
2, 1–124, 1994.
[1.15] Farhat, C., Chen, P. S. and Mandel, J., A scalable Lagrange multiplier based domain decomposition method
for implicit time-dependent problems, Int. J. Numer. Meth. Engrg., 38, 3831–3854, 1995.
[1.16] Felippa, C. A., Refined finite element analysis of linear and nonlinear two-dimensional structures, Ph.D.
Dissertation, Department of Civil Engineering, University of California at Berkeley, Berkeley, CA, 1966.
[1.17] Felippa, C. A. and Park, K. C., Computational aspects of time integration procedures in structural dynamics,
Part I: Implementation, J. Appl. Mech., 45, 595–602, 1978.
[1.18] Felippa, C. A., Yee, H. C. M. and Park, K. C., Stability of staggered transient analysis procedures for
coupled mechanical systems, Report LMSC-D630852, Applied Mechanics Laboratory, Lockheed Palo
Alto Research Laboratory, Lockheed Missiles & Space Co., 1979.
[1.19] Felippa, C. A. and Park, K. C., Direct time integration methods in nonlinear structural dynamics, Comp.
Meths. Appl. Mech. Engrg., 17/18, 277–313, 1979.
[1.20] Felippa, C. A. and Park, K. C., Staggered transient analysis procedures for coupled dynamic systems:
formulation, Comp. Meths. Appl. Mech. Engrg., 24, 61–112, 1980.
[1.21] Felippa, C. A. and DeRuntz, J. A., Finite element analysis of shock-induced hull cavitation, Comp. Meths.
Appl. Mech. Engrg., 44, 297–337, 1984.
[1.22] Felippa, C. A. and Bergan, P. G., A triangular plate bending element based on an energy-orthogonal free
formulation, Comp. Meths. Appl. Mech. Engrg., 61, 129–160, 1987.
[1.23] Felippa, C. A. and T. L. Geers, Partitioned analysis of coupled mechanical systems, Engrg. Comput., 5,
123–133, 1988.
[1.24] Felippa, C. A., Recent advances in finite element templates, Chapter 4 in Computational Mechanics for
the Twenty-First Century, ed. by B.H.V. Topping, Saxe-Coburn Publications, Edinburgh, 71–98, 2000.
[1.25] Felippa, C. A., Park, K. C. and Farhat, C., Partitioned analysis of coupled mechanical systems, Invited
Plenary Lecture, 4th World Congress in Computational Mechanics, Buenos Aires, Argentina, July 1998,
expanded version in Comp. Meths. Appl. Mech. Engrg., 190, 3247–3270, 2001.
[1.26] Felippa, C. A., A study of optimal membrane triangles with drilling freedoms, Comp. Meths. Appl. Mech.
Engrg., 192, 2125–2168, 2003.
[1.27] Gantmacher, F., The Theory of Matrices, Vol. II, Chelsea, New York, 1960.
[1.28] Gear, C. W., Numerical Initial value Problems in Ordinary Differential Equations, Prentice-Hall, Engle-
wood Cliffs, N.J., 1971.
[1.29] Geers, T., L., Residual potential and approximate methods for three-dimensional fluid-structure interaction,
J. Acoust. Soc. Am., 45, 1505–1510, 1971.
[1.30] Geers, T. L., Doubly asymptotic approximations for transient motions of general structures, J. Acoust. Soc.
Am., 45, 1500–1508, 1980.

1–9
Chapter 1: COUPLED SYSTEMS 1–10

[1.31] Geers, T. L. and Felippa, C. A., Doubly asymptotic approximations for vibration analysis of submerged
structures, J. Acoust. Soc. Am., 73, 1152–1159, 1980.
[1.32] Geers, T. L., Boundary element methods for transient response analysis, in: Chapter 4 of Computational
Methods for Transient Analysis, ed. by T. Belytschko and T. J. R. Hughes, North-Holland, Amsterdam,
221–244, 1983.
[1.33] Grcar, J., Birthday of Modern Numerical Analysis, sepp@california.sandia.gov, 2003
[1.34] Griffiths, D. and Sanz-Serna, J., On the scope of the method of modified equations. SIAM J. Sci. Statist.
Comput., 7, 994–1008, 1986.
[1.35] Hairer, E., Backward analysis of numerical integrators and symplectic methods, Annals Numer. Math., 1,
107–132, 1994.
[1.36] Hairer, E., Norsett, S. P. and Wanner, G., Solving Ordinary Differential Equations I: Nonstiff Problems,
Springer, Berlin, 1994.
[1.37] Hairer, E. and Wanner, G., Solving Ordinary Differential Equations II: Stiff and Difference-Algebraic
Problems, Springer, Berlin, 1996.
[1.38] Hairer, E., Lubich, C. and Wanner, G., Geometric Numerical Integration: Structure Preserving Algorithms
for Ordinary Differential Equations, Springer Verlag, Berlin, 2002.
[1.39] Henrici, P., Discrete Variable Methods for Ordinary Differential Equations, Wiley, New York, 1963.
[1.40] Henrici, P., Error Propagation for Difference Methods, Wiley, New York, 1964.
[1.41] Henrici, P., Applied and Computational Complex Analysis, Vol II, Wiley, New York, 1977.
[1.42] Hermite, C., Sur le nombre des racines d’une équation algébrique comprise entre des limites données,
J. Reine Angew. Math. 52, 39–51, 1856.
[1.43] Hirt, C. W., Heuristic stability theory for finite difference equations, J. Comp. Physics, 2, 339–342, 1968.
[1.44] Hughes, T. J. R. and Liu, W.-K., Implicit-explicit finite elements in transient analysis: I. Stability theory;
II. Implementation and numerical examples, J. Appl. Mech., 45, 371–378, 1978.
[1.45] Hughes, T. J. R., Pister, K. S. and Taylor, R. L., Implicit-explicit finite elements in nonlinear transient
analysis, Comp. Meths. Appl. Mech. Engrg., 17/18, 159–182, 1979.
[1.46] Hughes , T. J. R. and Stephenson, R. S., Stability of implicit-explicit finite elements in nonlinear transient
analysis, Int. J. Engrg. Sci., 19, 295–302, 1981.
[1.47] Hughes, T. J. R., The Finite Element Method – Linear Static and Dynamic Finite Element Analysis,
Prentice-Hall, Englewood Cliffs, N.J., 1987.
[1.48] Hurwitz, A., Über die Bedingungen, unter welchen eine Gleichung nur Wurzeln mit negativen reellen
Theilen besitz, Math. Ann., 46, 273–284, 1895. English translation: On the conditions under which an
equation has only roots with negative real part, in Selected papers on Mathematical Trends in Control
Theory, ed. by R. Bellman and R. Kalaba, Dover, New York, 72–82, 1964.
[1.49] Jensen, P. S., Transient analysis of structures by stiffly stable methods, Computers & Structures, 4, 615–626,
1974.
[1.50] Jury, E. I., Inners and Stability of Dynamic Systems, 2nd ed., Krieger, Malabar, FA, 1982.
[1.51] Kloeden, P. E. and Palmer, K. J. (eds), Chaotic Numerics, American Mathematical Society, Providence,
RI, 1994.
[1.52] Lagrange, J. L., Méchanique Analytique, Chez le Veuve Desaint, Paris, 1788; 1965 Édition compléte,
2 vol., Blanchard, Paris.
[1.53] Lambert, J., Computational Methods in Ordinary Differential Equations, Wiley, London, 1973.
[1.54] Lapidus, L. and Seinfield, J. H., Numerical Solutions of Ordinary Differential Equations, Academic Press,
New York, 1971.
[1.55] LaSalle, R. D., The Stability of Dynamic Systems, Society for Industrial and Applied Mathematics, Provi-
dence, RI, 1976.
[1.56] LaSalle, R. D., The Stability and Control of Dynamic Processes, Springer, Berlin, 1986.
[1.57] Liénard, A. and Chipart, M. H., Sur la signe de la partie reelle des racines d’une équation algebrique,
J. Math. Pure Appl., 10, 291–346, 1914.

1–10
1–11 §1. References

[1.58] Lomax, H., Kutler, P. and Fuller, F. B., The numerical solution of partial differential equations governing
convection, AGARDograph 146, 1970.
[1.59] Park, K. C., Felippa, C. A. and DeRuntz, J. A., Stabilization of staggered solution procedures for fluid-
structure interaction analysis, in: Computational Methods for Fluid-Structure Interaction Problems, ed.
by T. Belytschko and T. L. Geers, AMD Vol. 26, American Society of Mechanical Engineers, New York,
95–124, 1977.
[1.60] Park, K. C. and Felippa, C. A., Computational aspects of time integration procedures in structural dynamics,
Part II: Error propagation, J. Appl. Mech., 45, 603–611, 1978.
[1.61] Park, K. C., Partitioned transient analysis procedures for coupled-field problems: stability analysis, J. Appl.
Mech., 47, 370–376, 1980.
[1.62] Park, K. C. and Felippa, C. A., Partitioned transient analysis procedures for coupled–field problems:
accuracy analysis, J. Appl. Mech., 47, 919–926, 1980.
[1.63] Park, K. C. and Flaggs, D. L., An operational procedure for the symbolic analysis of the finite element
method, Comp. Meths. Appl. Mech. Engrg., 46, 65–81, 1984.
[1.64] Park, K. C. and Flaggs, D. L., A Fourier analysis of spurious modes and element locking in the finite
element method, Comp. Meths. Appl. Mech. Engrg., 42, 37–46, 1984.
[1.65] Park, K. C. and Felippa, C. A., Partitioned analysis of coupled systems, Chapter 3 in Computational
Methods for Transient Analysis, T. Belytschko and T. J. R. Hughes, eds., North-Holland, Amsterdam–New
York, 157–219, 1983.
[1.66] Park, K. C. and Felippa, C. A., Recent advances in partitioned analysis procedures, in: Chapter 11 of
Numerical Methods in Coupled Problems, ed. by R. Lewis, P. Bettess and E. Hinton, Wiley, Chichester,
327–352, 1984.
[1.67] Park, K. C. and Belvin, W. K., A partitioned solution procedure for control-structure interaction simulations,
J. Guidance, Control and Dynamics, 14, 59–67, 1991.
[1.68] Park, K. C. and Felippa, C. A., A variational principle for the formulation of partitioned structural systems,
Int. J. Numer. Meth. Engrg., 47, 395–418, 2000.
[1.69] Park, K. C., Felippa, C. A. and Ohayon, R., Partitioned formulation of internal fluid-structure interaction
problems via localized Lagrange multipliers, Comp. Meths. Appl. Mech. Engrg., 190, 2989–3007, 2001.
[1.70] Parlett, B. N., Very early days of matrix computations, SIAM News, 36, No. 9, Nov. 2003.
[1.71] Peaceman, D. W. and Rachford Jr., H. H., The numerical solution of parabolic and elliptic differential
equations, SIAM J., 3, 28–41, 1955.
[1.72] Piperno, S. and Farhat, C., Design of efficient partitioned procedures for the transient solution of aeroelastic
problems, Revue Européenne Eléments Finis, 9, 655–680, 2000.
[1.73] Piperno, S. and Farhat, C., Partitioned procedures for the transient solution of coupled aeroelastic problems:
an energy transfer analysis and three-dimensional applications, Comp. Meths. Appl. Mech. Engrg., 190,
3147–3170, 2001.
[1.74] Press, W. H., Flannery, B. P., Teukolsky, S. A. and Vetterling, W. T., Numerical Recipes in Fortran,
Cambridge Univ. Press, 2nd ed., 1992.
[1.75] Richtmyer, R. L. and Morton, K. W., Difference Methods for Initial Value Problems, 2nd ed., Interscience
Pubs., New York, 1967.
[1.76] Roache, P. J., Computational Fluid Mechanics, Hermosa Publishers, Albuquerque, 1970.
[1.77] Routh, E. J., A Treatise on the Stability of a Given State of Motion — Adams Prize Essay, Macmillan, New
York, 1877.
[1.78] Schuler, J. J. and Felippa, C. A., Superconducting finite elements based on a gauged potential variational
principle, I. Formulation, II. Computational results, J. Comput. Syst. Engrg, 5, 215–237, 1994.
[1.79] Schur, I., Über Potenzreihen die in Inners des Einheitkreises besehränkt sind, J. Für Math., 147, 205–232,
1917.
[1.80] Sewell, G., The Numerical Solutions of Ordinary & Partial Differential Equations, Academic Press, 1997.
[1.81] Shampine, L. F., Numerical Solution of Ordinary Differential Equations, CRC Press, 1994.
[1.82] Straughan, B., Energy Method, Stability and Nonlinear Convection, Springer, Berlin, 1992.

1–11
Chapter 1: COUPLED SYSTEMS 1–12

[1.83] Stuart, A. M. and Humphries, A. R., Dynamic Systems and Numerical Analysis, Cambridge Univ. Press,
Cambridge, 1996.
[1.84] Turing, A. M., Rounding-off errors in matrix processes, Quart. J. Mech, 1, 287–308, 1987.
[1.85] Uspenky, J. V., Theory of Equations, McGraw-Hill, New York, 1948.
[1.86] von Neumann, J. and Goldstine, H. Numerical inverting of matrices of high order, Bull AMS, 1947.
[1.87] Waltz, J. E., Fulton, R. E. and Cyrus, N. J., Accuracy and convergence of finite element approximations,
Proc. Second Conf. on Matrix Methods in Structural Mechanics, WPAFB, Ohio, Sep. 1968, in AFFDL TR
68-150, 995–1028, 1968.
[1.88] Warming, R. F. and Hyett, B. J., The modified equation approach to the stability and accuracy analysis of
finite difference methods, J. Comp. Physics, 14, 159–179, 1974.
[1.89] Wilkinson, J. H., Error analysis of direct methods of matrix inversion, J. ACM 8, 281–330, 1961.
[1.90] Wilkinson, J. H., Rounding Errors in Algebraic Processes, Prentice-Hall, Englewood Cliffs, N.J., 1963.
[1.91] Wilkinson, J. H., The Algebraic Eigenvalue Problem, Oxford Univ. Press, Oxford, 1965.
[1.92] Wolfram, S., The Mathematica Book, Wolfram Media Inc., 5th ed. 2003.
[1.93] Yanenko, N. N., The Method of Fractional Steps, Springer, Berlin, 1991.

1–12