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The Finite Element Method


for the Analysis
y of Non-Linear and Dynamic
y Systems
y

Prof. Dr. Michael Havbro Faber


Swiss Federal Institute of Technology
ETH Zurich, Switzerland

Method of Finite Elements II


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C t t off T
Contents Today's
d ' Lecture
L t

• S l i
Solution off Equilibrium
E ilib i Equations
E i in
i Dynamic
D i Analysis
A l i

Direct Integration methods

- The central difference method

- The Houbolt method

- The Wilson θ method

- The Newmark method

- Coupling of integration operators

Method of Finite Elements II


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I t d ti to
Introduction t Dynamic
D i Analysis
A l i

• I
Introduction
d i

The very basics ☺ k Unstretched p


position
Newtons 2‘nd law of motion: kΔ
mx = w − k (Δ + x) Δ
m m
⇓ Stretched position
w = mg (static equilibrium)
mx − w + k (Δ + x) = 0
⇓ x x , 
x
mx − k Δ + k (Δ + x) = mx + kx = 0
k
x + x = 
 x + ωn2 x = 0 ωnτ = 2π ⇒ τ =

= 2π
m
m ωn k
1 1 k
⇓ fn =
τ
=
2π m

x = A sin ωnt + B cos ωn t ⇒ t x = 0 x sin ωnt + 0 x cos ωnt


Method of Finite Elements II
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I t d ti to
Introduction t Dynamic
D i Analysis
A l i

• I
Introduction
d i

We have previously considered the equilibrium equations


governing the linear dynamic response of a system of finite
elements:
 + CU
MU  + KU = R FI (t ) + FD (t ) + FE (t ) = R (t )
M : Mass matrix
C : Damping matrix 
FI (t ) = MU
K : Stiffness matrix 
F (t ) = CU
D
U : Displacements
 : Velocities
FE (t ) = KU
U
 : Accelerations
U
Method of Finite Elements II
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I t d ti to
Introduction t Dynamic
D i Analysis
A l i

• I
Introduction
d i

Whether a dynamic analysis is needed or not is generally up to


engineering judgment –

requires
q understanding
g of the interaction between loading
g and
structural response!

IIn generall – if th
the lloading
di varies
i over time
ti with
ith frequencies
f i
higher than the Eigen-frequencies of the structure –
then dynamic analysis will be required

Method of Finite Elements II


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I t d ti to
Introduction t Dynamic
D i Analysis
A l i

• I
Introduction
d i

 + CU
MU  + KU = R

In principle the equilibrium equations may be solved by any


standard numerical integration scheme – BUT !

Efficiency – numerical efforts – must be considered and it is


worthwhile to look at special techniques of integration which are
especially suited for the analysis of finite element assemblies.

Method of Finite Elements II


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Di t IIntegration
Direct t ti Methods
M th d
 + CU
MU  + KU = R
• Di
Direct Integration
I i Methods
M h d

Direct means: The equations are solved in their original form!

Two ideas are utilized

1) The equilibrium equations are satisfied only at time steps,


i.e. at discrete times with intervals Δt

2) A particular variation of displacements, velocities and


accelerations within each time interval is assumed

The accuracy depends on these assumptions as well as the


choice of time intervals!

Method of Finite Elements II


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Di t IIntegration
Direct t ti Methods
M th d
 + CU
MU  + KU = R
• Di
Direct Integration
I i Methods
M h d

The displacements, velocities and accelerations


0
U : Displacement vector at time t = 0
0 
U : Velocity vector at time t = 0
0 
U : Acceleration vector at time t = 0
are assumed to known and we aim to establish the solution of
the equilibrium equations for the period 0 - T.

So we sub-divide
S b di id T into
i t n intervals
i t l off length
l th Δt = T/n
T/ and
d
establish solutions for the times Δt , 2 Δt , 3 Δt , …,T.

Method of Finite Elements II


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Di t IIntegration
Direct t ti Methods
M th d
 + CU
MU  + KU = R
• Di
Direct Integration
I i Methods
M h d

We distinguish principally between

Explicit methods:

Solution is based on the equilibrium equations at time t

Implicit methods:

S l ti is
Solution i based
b d on the
th equilibrium
ilib i equations
ti att time
ti t + Δt

Method of Finite Elements II


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Di t IIntegration
Direct t ti Methods
M th d
 + CU
MU  + KU = R c
• Th Central
The C l difference
diff method
h d
t
U = 1 ( t −Δt U − 2 t U + t +Δt U) a
Δt 2
t  1
U= (− t −Δt U + t +Δt U) b
2Δt
a and b inserted in c

⎛ 1 1 ⎞ t +Δt ⎛ 2 ⎞t ⎛ 1 1 ⎞ t −ΔΔt
⎜ 2 M + C ⎟ U = t
R − ⎜ K − M ⎟ U − ⎜ 2 M − C⎟ U
⎝ Δt 2Δt ⎠ Δt ⎝ Δt 2Δt ⎠
2
⎝ ⎠

( a0M + a1C ) t +Δt U = t R − ( K − a2M ) t U − ( a0M − a1C ) t −Δt U

Method of Finite Elements II


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Di t IIntegration
Direct t ti Methods
M th d
( a0M + a1C ) t +Δt U =
t
R − ( K − a2 M ) t U − ( a0 M − a1C ) t −Δt U
• Th Central
The C l difference
diff method
h d

We see that we do not need to factorize the stiffness matrix ☺

We also see that in order to calculate the displacements


p at time
Δt we need to know the displacements at time 0 and –Δt

In general 0 U, 0 U and 0 U
 are known and we may use a and b to
obtain −Δt Ui
−Δt  + Δt 2
0 
U i = U i − Δt U
0
i
0
Ui
2

−Δ
Δt  + a 0U
U i = 0 U i − Δt 0 U 
i 3 i

Method of Finite Elements II


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Di t IIntegration
Direct t ti Methods
M th d

• Th Central
The C l difference
diff method:
h d Solution
S l i procedure:
d

A: Initial calculations

1) Form stiffness matrix, mass matrix and damping matrix


2)) Initialize 0 U, 0 U and 0 U

3) Select time step Δt, Δt ≤ Δtcr and calculate integration constants
1 1 1
a0 = , a1 = , a2 = 2a0 , a3 =
Δt 2 2Δt a2
4) Calculate −Δt  + a 0U
U = 0 U − Δt 0 U 
3
5) Form effective mass matrix M̂ = ( a0 M + a1C )
6) Triangularize M M̂ = LDLT

Method of Finite Elements II


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Di t IIntegration
Direct t ti Methods
M th d

• Th Central
The C l difference
diff method:
h d Solution
S l i procedure:
d

B: For each time step

1) Calculate effective loads at time t:


t ˆ = t R − ( K − a M ) t U − ( a M − a C ) t −Δt U
R 2 0 1

2) Solve for the displacements U at time t + Δt


ˆ
LDLT t +Δt U = t R

3) If required, solve for the corresponding velocities and


accelerations
t  = a ( t −Δt U − 2 t U + t +Δt U)
U 0
t  = a (− t −Δt U + t +Δt U) It is not required to factorize the
U 1 stiffness matrix – explicit method
Method of Finite Elements II
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Di t IIntegration
Direct t ti Methods
M th d

• The Central difference method

The effectiveness of the central difference method depends on the


efficiency of the time step solution – because we need a lot of
them
F this
For thi reason the th method
th d isi usually ll only
l applied li d when
h a lumped l d
mass matrix can be assumed and when the velocity dependent
damping can be neglected, i.e.:
1 t +Δt t ˆ
M U = R
t ˆ Δt
2
Δt 2
t +Δt
U i = Ri ( ), mii > 0
⎛ 2 ⎞t ⎛ 1 ⎞ t −ΔΔt mii
t
R̂ = R − ⎜ K − 2 M ⎟ U − ⎜ 2 M ⎟ U
R t

⎝ Δt ⎠ ⎝ Δt ⎠
K t U = ∑ K (i ) t U = ∑ t F
(i )

1
R = t R − ∑ t F − 2 M ( t −ΔΔt U − 2 t U)
t ˆ (i ) i i

i Δt
Method of Finite Elements II
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Di t IIntegration
Direct t ti Methods
M th d

• The Central difference method: Example:

With natural periods:


T1 = 4.45
k1 = 4 T2 = 2.8

m1 = 2 R1 = 0

U1 ,U1 ,U1
⎡ 2 0 ⎤ ⎡U1 ⎤ ⎡ 6 −2 ⎤ ⎡U1 ⎤ ⎡ 0 ⎤
k2 = 2 ⎢ 0 1 ⎥ ⎢  ⎥ + ⎢ −2 4 ⎥ ⎢U ⎥ = ⎢10 ⎥
⎣ ⎦ ⎣U 2 ⎦ ⎣ ⎦⎣ 2⎦ ⎣ ⎦
m2 = 1 R2 = 10

U 2 ,U 2 ,U2
k3 = 2

Method of Finite Elements II


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Di t IIntegration
Direct t ti Methods
M th d  + Δt
2
−Δt
Ui = Ui − Δt U
0 0 0 
U
i i
2

−Δ
Δt  + a 0U
Ui = 0 Ui − Δt 0 U 
• The Central difference method: Example: i 3 i

⎡ 2 0 ⎤ ⎡U1 ⎤ ⎡ 6 −2 ⎤ ⎡U1 ⎤ ⎡ 0 ⎤ With Eigen periods:


⎢ 0 1 ⎥ ⎢  ⎥ + ⎢ −2 4 ⎥ ⎢U ⎥ = ⎢10 ⎥ T1 = 4.45
⎣ ⎦ ⎣U 2 ⎦ ⎣ ⎦⎣ 2⎦ ⎣ ⎦
T2 = 2.8
We will calculate the the response
p of the system
y for
Δt=T2 /10 and for Δt=10 T2 over 12 time steps

First we calculate
0 
U
⎡ 2 0 ⎤ ⎡ 0U1 ⎤ ⎡ 6 −2 ⎤ ⎡0 ⎤ ⎡ 0 ⎤ ⎡ 0U1 ⎤ ⎡ 0 ⎤
⎢ 0 1 ⎥ ⎢ 0  ⎥ + ⎢ −2 4 ⎥ ⎢0 ⎥ = ⎢10 ⎥ ⇒ ⎢ 0  ⎥ = ⎢10 ⎥
⎣ ⎦ ⎣ U2 ⎦ ⎣ ⎦ ⎣ ⎦ ⎣ ⎦ ⎣ U2 ⎦ ⎣ ⎦

Then we continue with the steps ☺

Method of Finite Elements II


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Di t IIntegration
Direct t ti Methods
M th d
⎡ 2 0 ⎤ ⎡U1 ⎤ ⎡ 6 −2 ⎤ ⎡U1 ⎤ ⎡ 0 ⎤
⎢ 0 1 ⎥ ⎢  ⎥ + ⎢ −2 4 ⎥ ⎢U ⎥ = ⎢10 ⎥
⎣ ⎦ ⎣U 2 ⎦ ⎣ ⎦⎣ 2⎦ ⎣ ⎦
• The Central difference method: Example:
1 1 1
a0 = , a1 = , a2 = 2a0 , a3 =
Δt 2 2Δt a2
1 1
a0 = = 12.8, a1 = = 1.79,
(0.28) 2
2 ⋅ 0.28 For Δt = 0.28
1 1
a2 = 2 ⋅ = 25.5, a3 = = 0.0392
(0.28) 2 25.5

−Δt ⎡0 ⎤ ⎡0 ⎤ ⎡0⎤ ⎡ 0 ⎤
Ui = ⎢ ⎥ − 0.28
0 28 ⎢ ⎥ + 00.0392
0392 ⎢ ⎥ = ⎢ ⎥
0
⎣ ⎦ 0
⎣ ⎦ 10
⎣ ⎦ ⎣ 0.0392 ⎦
ˆ ⎡2 0⎤ ⎡0 0 ⎤ ⎡ 25.5 0 ⎤
M = 12.8
12 8 ⎢ ⎥ + 1.79
1 79 ⎢ ⎥ =⎢ ⎥
⎣ 0 1 ⎦ ⎣ 0 0 ⎦ ⎣ 0 12.8 ⎦
ˆ ⎡ 0 ⎤ ⎡ 45.0 2 ⎤t ⎡ 25.5 0 ⎤ t −Δt
t
R =⎢ ⎥+⎢ ⎥ U−⎢ ⎥ U
⎣10 ⎦ ⎣ 2 21.5⎦ ⎣ 0 12.8⎦
Method of Finite Elements II
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Di t IIntegration
Direct t ti Methods
M th d
⎡ 2 0 ⎤ ⎡U1 ⎤ ⎡ 6 −2 ⎤ ⎡U1 ⎤ ⎡ 0 ⎤
⎢ 0 1 ⎥ ⎢  ⎥ + ⎢ −2 4 ⎥ ⎢U ⎥ = ⎢10 ⎥
⎣ ⎦ ⎣U 2 ⎦ ⎣ ⎦⎣ 2⎦ ⎣ ⎦
• The Central difference method: Example:

The equation which must be solved for each time step is:

⎡ 25.5 0 ⎤ ⎡ U1 ⎤ t ˆ
t +Δt

⎢ 0 12.8⎥ ⎢ t +Δt ⎥ = R
⎣ ⎦ ⎢⎣ U 2 ⎥⎦

5 0 ⎤ ⎡ U1 ⎤
t −Δt

t ˆ ⎡ 0 ⎤ ⎡ 45
45.0
0 2 ⎤ ⎡ t
U1 ⎤ ⎡ 25
25.5
R =⎢ ⎥+⎢ ⎥ ⎢t ⎥ − ⎢ ⎥ ⎢ t −Δt ⎥
10
⎣ ⎦ ⎣ 2 21.5 ⎦ ⎣ U2 ⎦ ⎣ 0 12.8 ⎦ ⎢⎣ U 2 ⎥⎦

Method of Finite Elements II


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k1 = 4

Di t IIntegration
Direct t ti Methods
M th d m1 = 2 R1 = 0

U 1 ,U1 ,U1 k2 = 2

• The Central difference method: Example:


m2 = 1 R2 = 10

U 2 ,U 2 ,U2
The results are: k3 = 2

CentralDifference_U1 For Δt=28


5
CentralDifference_U2 the solution increase
4
steadily
3

0
0 0.5 1 1.5 2 2.5 3 3.5 4

Method of Finite Elements II


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Di t IIntegration
Direct t ti Methods
M th d
 + CU
MU  + KU = R c
• Th Houbolt
The H b l method
h d
t +Δt  = 1 (2 t +Δt U − 5 t U + 4 t −Δt U − t − 2 Δt U)
U a
Δt 2
t +Δt  1
U= (11t +Δt U − 18 t U + 9 t −Δt U − 2 t − 2 Δt U) b
6Δt
a and b inserted in c

⎛ 2 12 ⎞ t +Δt
⎜ 2 M + C + K ⎟ U=
⎝ Δt 6Δt ⎠
t +Δt ⎛ 5 3 ⎞ ⎛ 4 3 ⎞ t −Δt ⎛ 1 1 ⎞ t − 2 Δt
R + ⎜ 2 M + C⎟ t U − ⎜ 2 M + C⎟ U + ⎜ 2 M + C⎟ U
⎝ Δt Δt ⎠ ⎝ Δt 2Δt ⎠ ⎝ Δt 3Δt ⎠

Method of Finite Elements II


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Di t IIntegration
Direct t ti Methods
M th d

• Th Houbolt
The H b l method
h d

We will not consider the Houbolt in more detail – however it is


noted that it is necessary to factorize the stiffness matrix (implicit
method)

Furthermore, if the mass and damping terms are neglected, the


Houbolt method results in the static analysis equations

⎛ 2 12 ⎞ t +Δt
⎜ 2 M + C + K ⎟ U=
⎝ Δ t 6 Δt ⎠
t +Δt ⎛ 5 3 ⎞ ⎛ 4 3 ⎞ t −Δt ⎛ 1 1 ⎞ t − 2 Δt
R + ⎜ 2 M + C⎟ t U − ⎜ 2 M + C⎟ U + ⎜ 2 M + C⎟ U
⎝ Δt Δt ⎠ ⎝ Δt 2Δt ⎠ ⎝ Δt 3Δt ⎠

Method of Finite Elements II


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Di t IIntegration
Direct t ti Methods
M th d

• Th Wilson
The Wil θ method
h d

In this method the acceleration is assumed to vary linearly from


time t to t + Δt

t +τ
U  + τ ( t +θΔt U
 = t U  )
 − t U
θΔt

By integration we obtain

τ 2
t +τ  = U
U + U
t τ + t

2θΔt
( t +θΔt   )
U− tU

1 t  2 1 3 t +θΔt  t 
t +τ 
U = U + Uτ + Uτ +
t t
τ ( U − U)
2 6θΔt

Method of Finite Elements II


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Di t IIntegration
Direct t ti Methods
M th d

• Th Wilson
The Wil θ method
h d

Setting τ = θ Δt we get

t +θΔt
U  + θΔt ( t +θΔt U
 = tU  )
 + t U
2

t +θΔt  θΔt + 1 (θΔt )2 ( t +θΔt U


U = tU+ tU  )
 + 2 t U
6
from which we can solve
6 6 t
t +θΔt  =
U ( t +θΔt
U − t U) − 
U − 2t U
(θΔt ) θΔt
2

t +θΔt
U  − θΔt t U
 = 3 ( t +θΔt U − t U ) − 2 t U 
θΔt 2
Method of Finite Elements II
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Di t IIntegration
Direct t ti Methods
M th d
6 6 t
t +θΔt  =
U ( t +θΔt
U − t U) − 
U − 2t U
(θΔt ) θΔt
2

• Th Wilson
The Wil θ method
h d t +θΔt
U  − θΔt t U
 = 3 ( t +θΔt U − t U ) − 2 t U 
θΔt 2

We now solve for the displacements, velocities and accelerations


by inserting into the dynamic equilibrium equation

 + C t +θΔt U
M t +θΔt U  + K t +θΔt U = t +θΔt
R

t +θΔt
R = t R + θ ( t +Δt R − t R )

Method of Finite Elements II


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Di t IIntegration
Direct t ti Methods
M th d

• The Wilson θ method : Solution procedure:


A: Initial calculations
1) Form stiffness matrix, mass matrix and damping matrix
2) Initialize 0 U, 0 U and 0 U

3) Select time step Δt and calculate integration constants θ = 1.4
6 3 θΔt a0
a0 = , a1 = , a2 = 2a1 , a3 = , a4 =
(θΔt ) θΔt θ
2
2
−a2 3 Δt Δt 2
a5 = , a6 = 1 − , a7 = , a8 =
θ θ 2 6
4) Form effective stiffness matrix ˆ =K+a M+aC
K 0 1
5) Triangularize K ˆ = LDLT

Implicit procedure !

Method of Finite Elements II


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Di t IIntegration
Direct t ti Methods
M th d

• Th Wilson
The Wil θ method
h d : Solution
S l i procedure:
d

B: For each time step

1) Calculate effective loads at time t+∆t:


t +θΔt  + 2t U
ˆ = t R + θ ( t +θΔt R − t R ) + M (a t U + a t U
R  )
0 2

+C(a t U + 2 t U  +a tU  )
1 3

2) Solve for the displacements U at time t + Δt


LDLT t +θΔt U = t +θΔt ˆ
R
3) Solve for the corresponding velocities and accelerations
t +Δt  = a ( t +θΔt U − t U) + a t U
U  +a tU 
4 5 6
t +Δt   + a ( t +Δt U + t U
 )
U = tU 7
t +Δt
U = t U + Δt t U  + a ( t +Δt U + 2 t U
 )
8
Method of Finite Elements II
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Di t IIntegration
Direct t ti Methods
M th d

• Th Newmark
The N k method
h d

This method may be seen as an extension of the Wilson θ method

t +Δt  = tU
U  + ⎡(1 − δ ) t U
 + δ t +Δt U
 ⎤ Δt
⎣ ⎦

t +Δt  Δt + ⎡( 1 − α ) t U
U = tU+ tU  ⎤ Δt 2
 + α t +Δt U
⎢⎣ 2 ⎥⎦

δ and α are parameters which may be adjusted to achieve


accuracy and stability

δ =0.5, α = 1/6 corresponds to the linear acceleration method which


also correspond to the Wilson θ method with θ = 1

Newmark
Ne ma k originally
o iginall proposed
p oposed δ =0.5,
0 5 α = 1/4 which
hich results
es lts in an
unconditionally stable scheme (the trapetzoidal rule)
Method of Finite Elements II
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Di t IIntegration
Direct t ti Methods
M th d

• Th Newmark
The N k method
h d

We now solve for the displacements, velocities and accelerations


by inserting into the dynamic equilibrium equation
t +Δt   + ⎡(1 − δ ) t U
 + δ t +Δt U
 ⎤ Δt
U = tU ⎣ ⎦
 + C t +Δt U
M t +Δt U  + K t +Δt U = t +Δt R
t  ⎡ 1  ⎤ Δt 2
 + α t +Δt U
t +Δt
U = U + UΔt + ⎢( − α ) t U
t
⎥⎦
⎣ 2

Method of Finite Elements II


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Di t IIntegration
Direct t ti Methods
M th d

• The Newmark method : Solution procedure:


A: Initial calculations
1) Form stiffness matrix, mass matrix and damping matrix
2) Initialize 0 U, 0 U and 0 U

3) Select time step Δt and parameters α and δ
1 δ 1 1 δ
a0 = , a1 = , a2 = , a3 = − 1, a4 = −1
αΔt 2 αΔt αΔt 2α 2α
δ Δt δ
a5 = − 1,
1 a6 = 2) a7 = Δt (1 − δ ),
( − 2), ) a8 = δΔt
α 2 α
4) Form effective stiffness matrix ˆ =K+a M+aC
K 0 1
5) Triangularize K ˆ = LDLT

Implicit procedure !

Method of Finite Elements II


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Di t IIntegration
Direct t ti Methods
M th d

• The Newmark method : Solution procedure:

B: For each time step

1) Calculate effective loads at time t:


t +Δt ˆ  +a tU
R = t +Δt R + M (a0 t U + a2 t U  )
3

+C(a t U + a t U  +a tU  )
1 4 5

2) Solve for the displacements U at time t + Δt


ˆ
LDLT t +Δt U = t +Δt R

3) Solve for the corresponding velocities and accelerations


t +Δt
U = a ( t +Δt U − t U) − a t U −a tU

0 2 3
Δt 
t +Δ  + a t +ΔΔt U + a t U

U = tU 7 6

Method of Finite Elements II


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k1 = 4

Di t IIntegration
Direct t ti Methods
M th d m1 = 2 R1 = 0

U 1 ,U1 ,U1 k2 = 2

m2 = 1 R2 = 10

• The Newmark method : Example: U 2 ,U 2 ,U2


k3 = 2

6 Newmark_U1
Newmark_U2
5
CentralDifference_U1
4 CentralDifference_U2

0
0 0.5 1 1.5 2 2.5 3 3.5 4

Method of Finite Elements II


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k1 = 4

Di t IIntegration
Direct t ti Methods
M th d m1 = 2 R1 = 0

U 1 ,U1 ,U1 k2 = 2

m2 = 1 R2 = 10

• The Newmark method : Example: U 2 ,U 2 ,U2


k3 = 2
7

6 Newmark_U1
_ Δt = 28
Newmark_U2

 = ⎡ 0 ⎤
5
0
4
U ⎢10 ⎥
⎣ ⎦
3

0
0 05
0.5 1 15
1.5 2 25
2.5 3 35
3.5 4

3.5

3 Newmark_U1

2.5
Newmark_U2 Δt = 28

 = ⎡0 ⎤
2
0
U ⎢0 ⎥
1.5
⎣ ⎦
1

0.5

0
Method of Finite
0 Elements
0.5 II 1 1.5 2 2.5 3 3.5 4
Swiss Federal Institute of Technology Page 33

Di t IIntegration
Direct t ti Methods
M th d

• C
Coupling
li off integration
i i operators

For some problems it may be an advantage to combine the


different types of integration schemes – e.g. if a structure is
subjected to dynamic load effect from hydrodynamic loading then
the analysis
y of the hydrodynamic
y y forces mayy be assessed usingg an
explicit scheme and the structural response by using an implicit
scheme.

The best choice of strategy will depend on the problem in


regard stability and accuracy!

Method of Finite Elements II

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