8.

Analysis of SDOF systems: Numerical methods

 Numerical Evaluation of Duhamel’s Integral

For a linear system, the response of the system to an exciting force is given by the
Duhamel’s equation. A closed form solution to the integral in the equation can be
obtained only when the force can be represented by a simple mathematical function.
In other cases, a numerical method should be used. Three alternative procedures are
described here.
For an undamped system, the Duhamel’s integral reduces to

(1)
8. Analysis of SDOF systems: Numerical methods
 In Equation 1

2(a)
2(b)
The Duhamel’s integral for a damped system is

(3)
where
4(a)
4(b)
8. Analysis of SDOF systems: Numerical methods
 To carry out the integrations in Eq. 2 and 4 we use one of the following numerical
methods, which essentially finds the area under the curve versus
1. Rectangular summation
2. Trapezoidal method
3. Simpson’s method
Rectangular summation
We divide the time axis into N time intervals, each of duration h. The area under the
curve is now is approximated by the sum of the N rectangles under the curve. The
ordinate of the first rectangle is y0 and that of the ith yi-1. The total area is
  (5)
Since the upper boundaries of the rectangles do not match the outline of the curve
the area given by Eq. 5 is not accurate. However, if h is small and the number of
rectangles is large the error involved is reasonably small.
Numerical Integration

Figure 1 (a) Area under a curve; (b) rectangular summation (c) trapezoidal method;
(d) Simpson’s method.
Trapezoidal method
 The area under the curve is again divided into N equal intervals each of duration as shown
in Fig. 1(c). The area under the curve bounded by ordinate yi-1 and yi is approximated by
that of a trapezium. The are of the nth trapezium is . The total area is given by
(6)

Simpson’s method
 The time axis is again divided into N intervals, but N should be even in this case. A
parabola is now fitted between ordinates y2i—2, y2i-1 and y2i. The area of segment i is given
by

and the total area is

(7)
Example 1
The water tower shown in Figure E8.9a is idealized as a single-degree-of-freedom system. It
is subjected to the half-sine-wave loading shown in Figure E8.9b. Calculate the displacement
history for the first 1.0 s using numerical evaluation of the Duhamel’s integral and h=0.1 s.
Neglect damping and assume that the tower is initially at rest.

Figure 2: Forced
vibration of a tower
structure: (a) tower; (b)
forcing function
Example
 Solution

The mass of the tower and frequency are obtained from

kip. s2/in.
rad/s
The displacement response obtained by numerical integration of Duhamel’s integral are
shown in Tables 1 and 2
A closed form solution can be obtained in this case noting that the forcing function is in fact a
sine function

where p0 = 100 kips and and

 Table 1

Rect. Trap Simp Rect. Trap Simp

sum Method Method sum Method Method

(1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12)
0 0 1.000 0.00 0.00 0.0 0.0 0.000 0.00 0.0 0.0 0.0
0.1 50.0 0.809 40.45 0.00 40.5 0.588 29.39 0.0 29.4
0.2 86.6 0.309 26.76 40.45 107.7 180.6 0.951 82.36 29.4 141.1 199.9
0.3 100.0 -0.309 -30.90 67.21 103.5 0.957 95.10 111.7 318.6
0.4 86.6 -0.809 -70.06 36.32 2.6 21.7 0.588 50.92 206.8 464.6 713.6
0.5 50.0 -1.000 -50.00 -33.74 -117.5 0.000 0.00 257.8 515.5
0.6 0.00 -0.809 0.00 -83.74 -167.5 -248.4 -0.588 0.00 257.8 515.5 764.5

 =
=3.142×10−3
=2.094×10−3
 Table 2

Rectangular sum Trapezoidal method Simpson’s method

(1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12)
(1)
0.1 (2)
0.588 (3)
0.809 (4)
0.0000 (5)
0.0000 (6)
0.0000 (7)
0.1271 (8)
0.0923 (9)
0.00 (10) (11) (12)
0.1
0.2 0.588
0.951 0.809
0.309 0.0000
0.2542 0.0000
0.1847 0.0000
0.1847 0.1271
0.3382 0.0923
0.4434 0.00
0.1846 0.3949 0.4187 0.2458
0.2
0.3 0.951
0.951 0.309
-0.309 0.2542
0.4223 0.1847
0.7019 0.1847
0.6182 0.3382
0.3252 0.4434
1.0010 0.1846
0.6184 0.3949 0.4187 0.2458
0.3
0.4 0.951
0.588 -0.309
-0.809 0.4223
0.2282 0.7019
1.2994 0.6182
1.1849 0.3252
0.0080 1.0010
1.4597 0.6184
1.1856 0.0454 1.4946 1.2358
0.4
0.5 0.588
0.000 -0.809
-1.000 0.2282
-0.2434 1.2994
1.6199 1.1849
1.6199 0.0080
-0.3692 1.4597
1.6197 1.1856
1.6197 0.0454 1.4946 1.2358
0.5
0.6 0.000
-0.588 -1.000
-0.809 -0.2434
-0.5262 1.6199
1.6199 1.6199
1.6199 -0.3692
-0.5262 1.6197
1.6197 1.6197
1.6197 -0.5203 1.6013 1.6162
0.6 -0.588 -0.809 -0.5262 1.6199 1.6199 -0.5262 1.6197 1.6197 -0.5203 1.6013 1.6162
Direct integration of the equation of motion

 The direct integration of the equations of motion provides the response of the system at
discrete intervals of time which are usually equally spaced. The response parameters
determined are displacement, velocity, and acceleration. The parameter values at any
instance of time , say No. n, are expressed in terms of the known values at one or more
previous instances, for example n-1, n-2 etc. Usually, two such expressions are employed,
the equation of motion at time n provides the third equation. The three equations are solved
simultaneously to obtain the three parameters.
Direct numerical integration thus involves marching along time. To begin the process, the
parameter values must be known at one or more previous instances of time. Several
different methods are available, each depends on the selected expressions relating the
values at the current instance to those at previous instances. In the following we discuss two
such methods.
The following are used in the presentation: h = time interval, tn = nh, un = displacement at tn,
pn = the applied force at time , = velocity at time , and = acceleration at time
Average acceleration method
 In this method it is assumed that as shown in
Fig. 3 the acceleration over the interval h is an
average of those at the beginning and end of
the interval:
(8)
For simplicity we shift the origin on the time
axis to point . On integrating Eq. 8 we get
(9)
where C is the constant of integration. We
now apply the following boundary conditions:
at t = 0, , and at t = h, to get and Figure 3: Average acceleration method
(10)
Average acceleration method

 Integration of Eq. 9 gives

(11)
where D is the constant of integration. On applying the boundary conditions: at t = 0, u = un,
at t = h, we get
(12)
The equation of motion at time is
(13)
On solving Eqs. 10, 12, and 13 simultaneously we get in terms of . From Eq. 12 we get
(14)
Average acceleration method

 Substitution of Eq. 14 into Eq. 10 gives

(15)
Finally on substituting Eqs. 14 and 15 into Eq. 13 gives
(16)

Equation 16 Is solved for un+1. Substitution in Eq. 15, 14, respectively gives and
To begin the integration, and must be known. Of these the initial displacement and initial
velocity will be given. The initial acceleration can then be determined from the equation of
motion at t = 0.
Linear acceleration method

 In this method it is assumed that the acceleration

varies linearly over the interval h. Thus
(17)
Integration of Eq. 17 gives
(18)
Assuming that the origin has been moved to the
beginning of the interval and substituting the
boundary conditions at and we get
(19)
(20) Figure 4: Linear acceleration method
Linear acceleration method
 On integrating Eq. 19 and substituting the boundary conditions, we get

(21)
Together Eqs. 20, 21 and the equation of motion, Eq. 13, enable us to solve for , , and . Thus
Eq. 21 gives
(22)
Substitution of Eq. 22 in Eq. 20 gives
(23)
Substituting Eqs. 22 and 23 in Eq. 13 we get
(24)
Equation 24 is solved for . Eqs. 23 and 22 then give respectively and .
Example 2
 Find the response of the tower in Example 1 by the average
acceleration and linear acceleration method. Assume
damping as 10 % of critical
k 100 kips/in.
m 2.533 kip s2/in.
ω 6.283 rad/s
= 3.183 kip s/in.

Average acceleration method

Substituting m, c, k, and h in Eq. 16 we get
(a) Figure 5: Forced vibration of a tower structure: (a)
tower; (b) forcing function
Equations 15 and 14 give
(b)
(c)
Step by step integration is now carried out using Eqs. a, b, c.
The results for the first 1s are shown in Table 1
Example 2

 Table 1 Average acceleration method.

Time Eq. a) (Eq. b) (Eq. c) (theoretical)

0.0 0.0000 0.0000 00.000 50.0 0.0425 0.8497 16.994 0.0000
0.1 0.0425 0.8497 16.994 86.6 0.2245 2.7902 21.816 0.0323
0.2 0.2245 2.7902 21.816 100.0 0.5851 4.4218 10.815 0.2254
0.3 0.5851 4.4218 10.815 86.6 1.0248 4.3736 −11.779 0.6204
0.4 1.0248 4.3736 −11.779 50.0 1.3433 1.9943 −35.806 1.0961
0.5 1.3432 1.9943 −35.806 0.0 1.3291 −2.2767 −49.613 1.4251
0.6 1.3291 −2.2767 −49.613 0.0 0.9073 −6.1607 −28.066 1.3772
0.7 0.9073 −6.1607 −28.066 0.0 0.2227 −7.5297 0.686 0.8683
0.8 0.2227 −7.5297 0.686 0.0 −0.4633 −6.1909 26.089 0.1105
0.9 −0.4633 −6.1909 26.089 0.0 −0.9175 −2.8928 39.871 −0.5974
1.0 −0.9175 −2.8928 39.871 −
 Linear acceleration method

Substitution for m, c, k, and h in Eq. 24 gives

(d)
Equations 23 and 22 give
(e)
(f)
Time integration is carried out using Eqs. d, e, and f. The results are shown in Table 2
for the first 1s.
 Table 2 Linear acceleration method.

Time Eq. (a) (Eq. b) (Eq. c) (theoretical)

0.0 0.0000 0.0000 0.000 50.0 0.0291 0.8745 17.490 0.0000
0.1 0.0291 0.8745 17.490 86.6 0.2119 2.8603 22.227 0.0323
0.2 0.2119 2.8603 22.227 100.0 0.5896 4.4991 10.549 0.2254
0.3 0.5896 4.4991 10.549 86.6 1.0532 4.3819 −12.893 0.6204
0.4 1.0532 4.3819 −12.893 50.0 1.3862 1.8707 −37.331 1.0961
0.5 1.3862 1.8707 −37.331 0.0 1.3644 −2.5299 −50.680 1.4251
0.6 1.3644 −2.5299 −50.680 0.0 0.8969 −6.4303 −27.328 1.3772
0.7 0.8969 −6.4303 −27.328 0.0 0.1678 −7.6476 2.981 0.8683
0.8 0.1678 −7.6476 2.981 0.0 −0.5389 −6.0547 28.875 0.1105
0.9 −0.5389 −6.0547 28.875 0.0 −0.9785 −2.5210 41.789 −0.5974
1.0 −0.9785 −2.5210 41.789 −1.0073
Errors involved in numerical integration

 The errors involved in numerical integration of the equation of motion can classified into
three types:
1. Round off errors
2. Truncation errors involved in using a finite number of terms in the Taylor series
expansion of and
3. Propagated errors in representing a differential equation by a finite difference equation
Round off errors are random in nature and difficult to estimate. With the precision available
in modern computers such errors would be small.
Truncation errors depend on the ratio where p is the degree of the formula. Obviously to
minimize the truncation errors h should be selected that is less than 1. Thus

or
Propagated errors affect the stability of the computations. If they are large the results would
blow up without limit.
Stability of integration methods
 Errors are introduced in numerical integration solution due to truncation. If the
error grows from step to step in the computation, the solution soon becomes
unbounded and meaningless. The computation method in such a case is unstable.
It can be determined that the average acceleration method is unconditionally
stable. For the liner acceleration method to be stable the following condition must
be satisfied
(25)
or
(26)
Selection of integration method and integration time step

 Of the two methods we have discussed the linear integration method has smaller
truncation error and would be preferrable provided stability can be assured. In both
the average acceleration method and the linear acceleration method should be less
than 0.159 to keep the truncation error small. On the other hand, while the average
acceleration method is unconditionally stable, for the linear acceleration method h
should be selected such that is smaller than 0.55 to assure stability. Thus, if the
truncation error condition is satisfied, stability is automatically assured. The linear
acceleration method thus becomes the preferred method.

To minimize the truncation error h should be reasonably small. In general h = 0.1T

would be adequate. To verify that sufficient accuracy has been achieved, the solution
could be repeated with a smaller time step say h = 0.05T and the two results compared
to each other. If the difference is reasonably small the selected time step is appropriate.