You are on page 1of 9
EARTHQUAKE ENGINEERING AND STRUCTURAL DYNAMICS, VOL. 6 9-117 975) COLLOCATION, DISSIPATION AND ‘OVERSHOOT’ FOR TIME. INTEGRATION SCHEMES IN STRUCTURAL DYNAMICS Divison of Sractaral Eneincerig and Sracaral Mechanicr, Department of Ci Ereiveris, ‘Uncersty0f California, Berkeley, Calorie, USA THOMAS 1. HUGHES Dien of Bnincring and Applied Science, California Instat of Technolgy, Patadens, California, U.S.A. SUMMARY, ‘The concept of collocation, originally used by Wilson inthe development of disiaive algorithms fr structural 0, and the initial conditions pie 2 ee wo=a ® ov ® ‘ler andy are sven eto of inl data, >nsier the following family of one-step dillerenece methods for obtaining appeoximat jefe Ge allmieganiy dil thods for obtaining approximate solutions of the Mago +Kdyig = Fyeg wo nse = 1 Ont Omg o dao = dat OAt%, + (OM) [E-Bay + BQ 8) © Frio = (1— OF nt Fria oO yar = dy + Atv, + AP (G8) My + By 44) ® Yass = Yat Atl —7) ay +7 Ansa) ® MOH) and), rspeaey, a which, nar P= Fy and fy nd Dare eels ih ij ) im HM MIERER AND T.J/R, HUGHES govern the acuracy and stability ofthe algorithms. If 8 Eo bandy’ ‘collocation parameter. ‘Charsoteratcs of the preceding algorithms can be ascertained by considering the homogencous singe cegree-oF- freedom model equation Mii Ku= 0 ost = AX liypAtey AP AQ™ se (9) can be succinctly written Xs and Ais called the amplification matrix, Many important properties ofan algorithm may be determined Fe ihe spentral properties ofits amplifeation matrix. The characteristic equation for A is det (AM) = 8-24, 8H AA = 0 whore Lis the identity matrix, A denotes an eigenvalve of A and. Aya Horace A ‘Ay = sum of prineipal minors of A ‘dg= dsterminant A ae invariants of A. “The special radius p= max(|y}| ah %el} where 2s, 2gand Ay are the eigenvalues of A. ‘The explicit definition of A for the family of algorithms defined by (4)-) is VE BAy, 1B +R 1) yy V7 1+Yd=1) da A fa where Ay 28D Ag =~ 008) gy = (1 BBD D= Ki+Bea) wat we (xian “The corresponding invariants are y= 1-08 A DIOD)+ Aa! p= 1+ 8-DIDH Ady Ag = 6-1) + ABO + 84 y—O— DUD “The velocities and accelerations may be eliminated by repeated use of (14) to obtain di i terms of displacements: yyy 2rd Adi —Asty a= 0, MERI NT ‘Comparison of (30) with (16) indicates that the diseete solution has the representation ifference eg ayn Sekt where the coefiients ec, andy are determined by the initial data It i to be noted that 3) is the eet igemalues are distinct. I this isnot the case slightly diferent representa solution of G0) only if the 1 this family reduces to the Newmark family the Wilson 6 methods are obtained, We cll the above methods colocation schemes and 9 TINE INTEGRATION SCHEMES IN STRUCTURAL DYNAMICS 103 appropriate. For example, if, ~ then the general solution of (30) is s a= (Cytneg B+ 6 ‘wheres if, = Ar 2s then the general solution is t= (e,tneatrte Cansei and accuracy om, © ‘The lca rancation error of (30) is = [ue4A0)~24, ult) dgutA0)—Agu(e=2A YE on where satis (13). Expanding wabout rin (34) yields Erase rocaren) 6 here 1 denotes the th derivative of w and 1-24, +g Ay G6) TaD HDD! A 120 & eaten equation (0 i i ob cnn withthe dea equation (1) = es ‘k>0; k is called the order of accuracy. a Seer "Shea (al eae 8) of end and higher one an be linn, Fr example ‘setting m = 4 in (35) and employing (13) yields bis Hei Fs ~ 0 = [OT TAO TJarl+ (OF |-ATJad+ O80) 68) ‘In G8), T,~T, may be explicated by way of (27)-(29) and (36) and (37), viz, Bra, G9) T= 2O+y-DD o) ay @) Employing the above in (3) reveal that ia i , Thuswithno restctions on,» and 8 ] tions on ,yand 9, the diference equation inconsistent and Srstorderacurate, However, y= 14 the order of accuracy is at east 2. Assuming this isthe ease, (38) becomes eaters @ = Qtatufl -128-640—DY12D) + O18") «5 fom which it folows tat fin addition, : =f @-1)2 tha he order of accuracy i at east 3. ‘ : o are only interested in methods aml eed in tots wih eat Sondra. Ths ne sbeaven Siabity Dias KEE abe pc and geval of mliplty greater than oe sty anit Sotdton of stability that we shall require of the family of algorithms (4)-() is thatthe associat posi be - igrithms (4)(9) is thatthe ted i for all Q¢ 0,02, where 0, isa positive constant, stability is said to be conditional, 2, stant, stability ie said to be conditional, whereas table for all Qe 0,2), stability is said to be unconditional. Inthe sequel we shall only be concerned “TOME INTEGRATION SCHEMES IN STRUCTURAL DYNAMICS 10s be vith determining the valves ofthe parameters Pan @for which uncondiiona sai ld. (Keep a v0 Sha ts asmed y = ; ne [ a am element that eignvaes of mulipy greater chan one saisy [2 <1 tn ons eee ee comparing (1-03) Otherwise linear ot quads growth nm 8 posible aL - weak instablitn) ae Gy Lax’s equivalence theoren! a consistent, conditionally stable algorithm as above fs conerzen (is Itty fixed and n= ty), dy->0(t) a8 AIO) ‘Conditions under which eigenvalues of magnitude (06), where a€[0,2e]. Since the real and imaginary parts of the rest we get ‘one occar can be examined by substituting 2 = ein iting equation must be zero individual REGION OF cos (lA sinta— Ay cosa A) + 2dy— dy =0 wasaaner,, | STABILITY sin a() —Aeosta+44,c082—Ay) = 0 TRAPEZOIDAL RULE 020 Thote are three eases {i) a= 0. This corresponds to A= 1 and results ia i 1a 2dy + Ay A, 0 (i) a= This corresponds fo A= —1 and yields 142A, Hag Ag = 0 008. Gy Atlsemsining values ofa correspond to complex eigenvalues, Manipulating 47) and (48) to clini —Agt2Ay Ay AE =O . Figure 1, Region of unconditional stat for collocation schemes ‘The measures of numerical dissipation and dispersion that we employ are the algorithmic damping ratio & (see Reference 12) and relative period error (T—T)yT, respectively, where T'=2n/as and T'= 27/6. Both these quantities are defined in terms of the principal roots and thus are meaningful only for <0, Outside this region accuracy isnot an issue and we are concerned only about stability and dissipation, Here p is en ‘important measure since it provides information about stability and dissipation. Figure 2 illustrates the behaviour of spectral radi ws Q1/T for some unconditionally stable members of the Wilton method. The value @ = 1366025 is the smallest 9 within the region of unconditional stability [GE (62), For this value p-+1 as A1/P-»2o, This behaviour, predicted by the stability analysis, is typical ‘fall schemes for which (2,8) les upon the lower stability curve of Figure 1, and is highly undesirable since there is no numerical dissipation in the higher modes, Tneeasing the value of 8 for fixed decreases the limit of pas Ay/f->co (eg. the # = 1-4 curve in Figure 2). The point along the curve at which p achieves its ‘nimom marks the bifurcation of the complex conjugate principal roots into real roots. The smallest value Sf 8 for which the principal roots remain complex at all A/T is found to be @ = 1-420815. Note the vastly Aiperion special prupeaticn uf @~ 1420815 over O14 (cf. Reference 2). As 9 is further increased the Hmitng value of p decreases until it achieves a minimum and then begins to inerease agnin (se, for example, 2 Figure 2). The behaviour of pin Figure 2s typical forall (0, decreases, @ must increase rapidly to maintain unconditional stability. So as not to incur too large a ‘alue of € we shall restrict our attention to the regime 2 > 0-16, We shall also present arguments later on whieh Fidicate that 8 may as wel be assumed tobe less than or equal to yst = 9) denote the smallest value of @ for which the principal rots remain complex as A/T >, a desiable feature in mulideprecoeedom aplcatons = arctan (Bia) 105 os MoM BILDER AND T, JR, HUGHES ae 03 - _ ye x ‘ 0 10 £ x ArT. Fic 2. Special afr Wibon 8 mets pata se ah culo i ecinite aee y i 2a, 8-1 Bauezzoioas mute) vo sro2t,erttie7es ost 2-019, 071218796 i ost POT osk froin, 8.1.38 OST COLLOCATION METHODS a +016, 1514981 oa, 8842) fy io 1 vo vo 10 aut -Fgare 3 Spectral sad for optimal eallocation shames {TIME INTEGRATION SCHEMES IN STRUCTURAL DYNAMICS 107 ‘Tabled. Smallstcolocation parameter whicn ensures complex conjugate principal roots ag A/T >, ‘Corresponding value of algorthaie damping rato and flee period error for Aff = OL * penn : 1 ° oon bay tonne | teoxio B08 oH Touma oaios oss 02 orbs} Oona aa SH Migs Glaxtos Boas i Liga darcios an $13 Hise Gdexios Oba. Sis Feenor o77xto+ as i Hane eaxtos Baw he Heals Ss" Goes FSigsst 021101 bors In Figure 4 algorithmic damping ratios are plotted, The continuous coatrol of aumerical dissipation inthe considered family of algorithms is evident. The damping ratios of the Wilson and Houbolt methods are also depicted in Figure 4 for comparison purposes, ‘The relative peviod errors for the various cases are presented in Figure S. Clearly, for a fixed value of AVIT the relative period errors increase with 8, ‘An investigation revealed that for 8 and AL/T fixed, such that <0, as 0s increased beyond 9° both the damping rato and period error increase quadratically with 8. On the other hand, for # fixed and increasing 10) owe | B21 sia95, 08) faire i Bci-stm.so% ——HOUBOLT METHOD 0.08}-——coLLocarion o.07| | 0.06} E faso.ia 0.05| @+128730) 0.04) o.03| 0.02| cap Broz Baia, a1 8 * area al (TRAPEZOIOAL RULE) 0 or cry os os aut Figure 4, Algo damping satis for collocation scheme and Houbot mod 108 He MG MILEER AND. 3. R HUGHES ‘rom the lower unconditional stability Himit to the upper one (se (52) and Figure 1), the damping ratio decreases ina linear fashion from its maximum value to zero, whereas the period error inereases linearly, ‘Aeain this holds forall <0. Thus we eonelide: The best unconditionally stable algorithms, providing a ‘maximum of dissipation and minimam period eror are obtained if = 6*() We eal such methods optimal Collocation methods and restrict subsequent attention to these schemes. Somte pars (B, 6%(8) are listed in ‘Table I and intermediate points ean be determined by linear interpolation. ——Hovsorr METHOD COLLOCATION METHODS / pref i iis ae f:018 ool Segre are eliminated by requirement Gi). “The algorithms considered ate (@) Houbote’ methoa™ (@) Park's method® (©) Optimal eoloation schemes of section “Collocation schemes’ @ methods of setion*s method” The Houbolt and Park methods do not permit parametic contro ofthe amount of dsiption present, eres the collocation schemes and a methods do. In addition, the Houbole and Park methods equi Staring procedures since they ze multistep methods, wheres the collocation schemes ands mettods are setstaning. Figure 6 the spectral radi ofthe various cases are presented. The spectral radi ofthe Houbolt ad Park rethods approach 2 as A/T co. This typical of backward difrene schemes. Collocation schemes and 10 TRAPEZOIDAL RULE os ‘@ METHOD (a= O05) 08 or TCOLLGEATION WETHOS (Br0118, 8+1267300) 06 a @ METHOD Ta-O 04 TOLLOCATION METHOD (Br0.6, Bet siaasi) —1_]} fe a 0 0? 03 Aut ‘igure 6, Spectral radi for # methods opinalcllocaion schemes and Houbolt and Park tstods 0 HM. MILER AND TR HUGHES cx methods are seen aso 40 possess strong damping in the high frequency regime. Recall thatthe effect'af ‘p< lis cumulative, eg. p"0 as 2-02. From thee one might be incline to thin that no growth of Xi possible, However, taking the nocm of both Lee 5 2 HM MILER AND T.. 8 HUGHES side of (6) nde a xo" EP 136 om which reveals that [Pf must be considered when comparing [Xl] with [Xo Her, if p= 1 [Xall Uniformly bounded by [P= [Xj butt pc then [X, [20 a8 m2, The ater cae earesponds to Asipave algorithms under costeraton ints paper aod this we se tha the apectal properties ofA) deerme he esympotc behaviour ofXy asm On the other hand, is the siz of [Pf which mut Soncern ts for smal Fora sable alison matrix lari w and thus we have th sharper bound [54TH ® From (67) we deduce that the erudest bound gccurs i = 1, which along with (8) suggests that i is Al which governs the poteatial for early growth, ie. ‘overshoot. 3 ‘A simple example indicates that the norm of a matrix may be arbitrarily large even though the spectal radius is very small. Let n->eo is evident from [tT] q in which all srms go to zer0 as n->20, However, due to the presence ofk the term net-#4 1s very large for small enough. From this example and the previous discussion we draw the following conclusions: I. The long-term, or asymptoti, behaviour of X, is governed by che spectral properties of A. 2, The short-term behaviour of X, is goverred By the norm of A. 3. A stable matrix A may have arbitrarily large norm, 7 = ‘Thus, in addition to the measures of stability and accuracy considered in section ‘Collocation schemes’ i js important to examine the norm of an amplifcation matrix tose if there is a tendency to overshoot. Sin the norm of matrix depends upon every entry, a term-bycterm evaluation may be employed. Specifically pick d and o, compute dy and 1, over the full rnge of 2 or the given method, and compare dh and oy wi pa 810 tyne, fe8peCtVEly, Where the latter ate the maximum absolute values of the exact solutions fr saiven initial conditions, “Another possblity is to work in terms of the natural energy norm of the problem at hand, vz Eq = Monk = (Meh + Ka a For exact solutions of (13), Mute, Os = NGM, & for als. Comparison of with (yoy for varying Q wil also reveal any Stershoot. ‘Before asessing the collocation schemes ané » methods on the bass ofthe preceding ideas, we note th ‘overshoot analysis of multistep methods, suchas Houbolt's and Park's is a more involved matter. For the teases the overshoot characteristics of the staring procedure must be ascertained and, in addition, 1 {neraction between the multistep method and all possible data generated by the starting procedure must Hi evaluated. ‘TE INTEGRATION SCHDIES IN STRUCTURAL DYNAMICS 43 Nwoerical comparisons Since all the algorithms considered are convergent there can be no overshoot inthe limit 0, Thus, in obtaining the following formulas we have assumed ->

You might also like