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# Department of Mechanical Engineering

## Numerical Solution of the Saint-Venant’s Classical Torsion Problem

of Rectangular Cross-Section Prismatic Bars
by Finite Difference Method

## Ryan M. Cabrera, M.Sc.

Assistant Professor, Department of Mechanical Engineering
College of Engineering, University of the Philippines

ABSTRACT

In this paper, the formulation of the torsion problem of rectangular cross-section prismatic bars
by the Saint-Venant’s approach is presented. The resulting problem is in the form a partial
differential equation, i.e., the Laplace equation and subjected to Neumann boundary conditions.
An analytical method of solution by Fourier series developed by Danao and Cabrera (2007) is
presented to serve as reference for verification of the numerical solution. The finite difference
method (FDM) developed in Cabrera (2014) is then presented and applied in solving the same
torsion problem. The torsion stress distribution obtained by analytical and FDM solutions are
then presented in graphical form. Using the value of the maximum torsional stress per twisting
moment, the FDM solution is then verified using the results from the literature: the analytical
solution by Danao and Cabrera (2007), the power-fit model by Danao and Cabrera (2007), and
the power-fit model by Timoshenko and Goodier (1970).

1 Introduction
The general theory of torsion is very well established in literature and remains a classic in the
field of solid mechanics and elasticity. Most often, problems concerning torsion, particularly
that of prismatic bars, have great variety of engineering applications which range from analyz-
ing stresses to designing of machine members and structures. Mostly, established solutions to
torsion problems are for most cases given analytically. Only in some applications where difficul-
ties in obtaining exact solutions may arise, numerical methods of solutions are sought. These
difficulties are often a result of complexities in geometry or perhaps, the boundary conditions of
the governing partial differential equation of the machine member or structure being analyzed.
The most common of torsion problems encountered in engineering is that of circular-section
bars. Only less familiar are those of triangular, elliptical, and rectangular sections. Among

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these geometries, analysis of rectangular-section bars is the most involved and is the main con-
cern of this study. Although already well established in literature, for instance the classic text
by Goodier and Timoshenko (1970), it still remains a subject of interest for research.
Generally, in torsion problems, two methods of approaches are known: (a) the approach
first introduced by Saint-Venant which uses displacement components and associated warping
function; and (b) the approach first introduced by Prandtl which uses the concept of membrane
analogy and associated stress function. These approaches lead to solving torsion problems in
the form of partial differential equations of either Laplace- or Poisson- type. In particular,
Saint-Venant’s approach yields Laplace’s equation while Prandtl’s approach yields Poisson’s
equation. In other words, torsion problems are generally boundary value problems (BVPs)
which can be solved either analytically or numerically.
For classical torsion problems, the material from which the prismatic bars are made of is as-
sumed to be, at the macroscopic level, homogeneous and isotropic. However, the resulting PDE
obtained from using either the Saint-Venant’s or Prandtl’s approach for torsion of rectangular
prismatic bars made of inhomogenous and orthotropic materials cannot simply be categorized
as either Laplace- or Prandtl- type, respectively. Although it can still be classified as a linear
PDE. The most recent work concerning torsion of rectangular prismatic bars made of inho-
mogenous and orthotropic materials are those by Xu et al. (2010) and Cabrera (2014). In their
work, they modeled the torsion problem for prismatic bars made of materials called functionally
FGMs are a type of material whose composition and micro-structure vary smoothly in
space according to a predefined law. They are particularly interesting to study because they
exhibit inhomogeneous and, in many cases, anisotropic properties (Horgan, 2007; Koizumi,
1998; Vel, 2010). According to Birman and Byrd (2007), most FGMs are usually particulate-
type and are associated with particulate composites wherein the volume fraction of particles
varies in one or several directions. This variation of volume fraction gives FGMs an advantage
over laminated composites because it eliminates stress discontinuities and delamination-related
problems (Asemi, et al., 2013). In particular, because of the ability of FGMs to be tailored in
such a way that the transition from one material to another is in a piecewise smooth fashion,
the abrupt changes in inter-laminar stress experienced by laminated composites can be reduced
considerably. Such materials are found to have very high reliability and applications in various
fields of engineering such as aerospace, biomechanical, and biomaterials engineering. Besides
being inhomogeneous, FGMs are also orthotropic, making them amenable to orthotropic beam
vapor deposition processes. Other methods of manufacturing FGMs which have been employed
to give the gradient composition and structure are (Koizumi, 1998): powder metallurgy and
self-propagating combustion synthesis (SHS). This orthotropic behavior plus their inherent
inhomogeneity nature would endow FGMs more advantages, such as tailor-fit capabilities, over
conventional materials (e.g., metals) and laminated composites.

2 Methodology
2.1 Research Flow
The research methodology used in this study is shown schematically in Fig. 1 and outlined
here in this particular section. It should be observed in this figure, the research begins with
abstracting the reality of interest, i.e., machine or structural members (which can be compo-
nents of an engineering system) in torsion, and then proceeds with developing the conceptual
and mathematical models of the reality of interest.

2
Figure 1: The research flow chart of this study. This figure shows the flow of
development of the computational model from physical and mathematical modeling.
It also shows the process of verification of computational model.

3
The focus of this section are as follows: (a) developing the mathematical model (i.e., the
classical torsion BVP); (b) presenting the analytical solution developed in (Danao and Cabrera,
2007); and (c) presenting the numerical solution (i.e., the finite difference solution) developed
by Cabrera (2014).

## 2.2 The Governing Partial Differential Equation

In this section, the governing partial differential equation (PDE) of the classical torsion problem
is presented. Consider now an arbitrary section of a prismatic bar subjected to twisting moments
M. The configuration is such that the cross-section lies in the xy- plane while the length of
the bar is in the z- direction. The bar length must be considerably larger than cross-sectional
dimensions such that torsional edge effects can be neglected, i.e., the actual distribution of
stresses over the ends of the bar has no appreciable influence on the distribution in portions
of the bar sufficiently far removed from the ends (Sokolnikoff, 1956). Because of this, the
stresses at the ends of the bar can be freely prescribed as long as the resultant forces and
twisting moments will be the same as those given in the problem. Due to these coupled twisting
moments, a rotation per unit length θ about the center of twist of the problem domain Ω is
produced. Here, this torsion problem domain is denoted as Ω = Ω(x, y) to mean it is Cartesian,
in order to distinguish it from for curvilinear coordinate systems. The boundary of this domain
is denoted as Γ, whose perimeter is denoted as s. Figure 2 shows an arbitrary section of a
prismatic bar when it is subjected to coupled twisting moments M at both ends.

## Figure 2: Arbitrary cross-section of a prismatic bar in torsion. The arbitrary point

P goes to P ∗ when a coupled twisting moment M is applied; the angle of twist at
certain cross-section (lying in the xy- plane) is θz, where θ is the angle of twist per
unit length.

These twisting moments cause a point P to be displaced to some point P ∗ with both points
are in Ω. This displacement components ui = ui (x, y, z), for (i = x, y, z), in the (x, y, z)-
Cartesian coordinate system are as follows (Mindlin, 1975; Timoshenko and Goodier, 1970;
Sokolnikoff, 1956; Srinath, 2003):

## ux = ux (x, y, z) = −θyz (1a)

uy = uy (x, y, z) = θxz (1b)
uz = uz (x, y, z) = θψ(x, y) (1c)

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where ux and uy are known as in-plane displacements, while uz is known as the out-of-plane
displacement, or warping of cross-section. Hence, ψ = ψ(x, y) is called the warping function,
which is independent on z. This assumption follows Saint-Venant’s hypothesis, i.e., the cross-
sections are free to warp in the z- direction but the warping is same for all cross-sections over
the entire length of the bar.
Now, aside from the linear assumption of stresses and strains used here, the strains are also
assumed to be linear, i.e., infinitesimally small; hence, they should have the following form (Lai
et al., 1996; Landau and Lifshitz, 1986; Mase and Mase, 1999; Sokolnikoff, 1956; Srinath, 2003;
Timoshenko and Goodier, 1970; Zienkiewicz and Taylor, 2005):
 
1 ∂ui ∂uj
εij = + for (i, j = x, y, z) (2)
2 ∂xj ∂xi
wherein by substituting the displacements given by Eqs. (1a) to (1c) into the strain- displace-
ment Eq. (2), the following nonvanishing strains are obtained, while noting that γij ≡ 2εij (for
i 6= j):

 
∂ψ
γzx = γzx (x, y) = θ −y (3a)
∂x
 
∂ψ
γzy = γzy (x, y) = θ x + (3b)
∂y

where it should be noted that the strains are symmetric, i.e. γzx = γxz and γzy = γyz . Also,
the vanishing strains are as follows: εxx = εyy = εzz = 0 (normal strains) and γyx = γxy = 0
(shear strains).
The above derivation of elastic strains can be found particularly in the text on mechanics
of solids by Srinath (2003) and is only presented here to make this document self-contained
(although, the derivation of the geometric part in obtaining the displacement components is
not shown here anymore). The above equations of strains are independent of the kind of
materials concerned, i.e., whether conventional (e.g., metals) or FGMs, as long as they are
linearly elastic. That is because the method used above is that of Saint-Venant which makes
a priori assumptions of the forms displacements and then substituting them into the strain-
displacement equations without considering yet stress-strain relations. It should be noted that
the above equations of strains are applicable to any cross-section but here, only the rectangular
cross-section is being considered.
Using the constitutive equations (i.e., Hooke’s law of linear elasticity), the non-vanishing
shear stresses τzx and τzy , corresponding to the non-vanishing strains are obtained as follows:

 
∂ψ
τzx = τzx (x, y) = Gzx θ −y (4a)
∂x
 
∂ψ
τzy = τzy (x, y) = Gzy θ x + (4b)
∂y

where Gzx and Gzy are the orthotropic material moduli of rigidity, which are generally inho-
mogeneous, or in other words, functions of the cross-sectional coordinates (x, y), i.e., Gzx =
Gzx (x, y) and Gzy = Gzy (x, y). However, for homogeneous and isotropic materials such as
metals, and other most commonly-used materials (except composites), these material moduli

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have a singular, uniform value equal to Go , i.e., Gzx = Gzy = Go . In this paper, only those
materials with homogeneous and isotropic modulus of rigidity Go , are being considered.
where the stresses τzx and τzy are components of the total or resultant torsion stress τ = τ (x, y)
which can be calculated as follows:
q
2 + τ2
τ = τ (x, y) = τzx (5)
zy

It should be noted that the stress components are expressed in terms of the warping function.
This means that in order to calculate for the stresses (or collectively, the resultant stress τ =
τ (x, y)), the warping function has to be found first. It can be done by substituting the stress
equations into some equilibrium equations of elastostatics which must be satisfied by the stresses
in the domain and at the boundaries, and then solving the resulting boundary value problem,
i.e., the torsion BVP, to obtain the warping function. After which, the values of the warping
function are substituted back into the equations for the resultant stress to obtain its values
at any point in the domain Ω. The equilibrium equations for the stress components in the
problem domain Ω and on the boundary Γ are given by (Lai et al., 1996; Landau and Lifshitz,
1986; Mase and Mase, 1999; Sokolnikoff, 1956; Srinath, 2003; Timoshenko and Goodier, 1970;
Zienkiewicz and Taylor, 2005) as follows:

∂τzx ∂τzy
+ = 0 in Ω(x, y) (6a)
∂x ∂y
τzx nx + τzy ny = 0 on Γ (6b)

where Eq. (6a) is the condition inside the problem domain Ω while Eq. (6b) is the condition
at the boundary Γ, wherein nx and ny are direction cosines in the x- and y- axes respectively.
If the stress components satisfy the equations of equilibrium both in the domain and at the
boundary Γ, then the problem is well-posed.
Another condition that must be satisfied by the stress components particularly at the ends
of the bar is the prescribed twisting moment M. For an infinitesimal area dA = dxdy ∈ Ω, the
infinitesimal twisting moment prescribed at each infinitesimal area is given by

## dM = (τzy dA)x − (τzx dA)y

which when integrated over the entire domain Ω whose area is A, yields a global form of the
prescribed twisting moment M, i.e.,
ZZ
M= (τzy x − τzx y) dA (7)

and when combined to the equation for resultant torsion stress τ (x, y), i.e., Eq. (5) (while
noting the forms of its components), constitutes the desired form: i.e., the stress per unit
twisting moment τ (x, y)/M.
Finally, to obtain the governing PDE for the classical torsion of rectangular prismatic bars,
the stress components τzx and τzy given by Eqs. (4a) and (4b) respectively, must be substituted
into the equilibrium equation in Ω given by Eq. (6a), which yields:

∂2ψ ∂2ψ
+ = 0, in Ω (8)
∂x2 ∂y 2

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Figure 3: Problem domain of a rectangular bar in torsion. The half-length dimen-
sions in the x- and y- directions are denoted as a and b respectively; hence, the
domain Ω = {(x, y)| − a < x < a, −b < y < b} if the origin is set at (0, 0) of the
Cartesian coordinate system.

where the problem domain is defined by Ω = {(x, y)|0 < x < 2a, −b < y < b} (as shown in Fig.
3).
whereas if the same stress components are substituted into the equilibrium equation at the
boundaries (given by Eq. (6b)), the following boundary conditions (BCs) are obtained:

∂ψ
= y, on (x = −a, −b ≤ y ≤ b) [Left BC] (9a)
∂x
∂ψ
= y, on (x = a, −b ≤ y ≤ b) [Right BC] (9b)
∂x
∂ψ
= −x, on (−a ≤ x ≤ a, y = −b) [Bottom BC] (9c)
∂y
∂ψ
= −x, on (−a ≤ x ≤ a, y = b) [Top BC] (9d)
∂y

The governing PDE given by Eq. (8) and its corresponding BCs given by Eqs. (9a) → (9c)
now completes the classical torsion boundary-value problem (BVP) for rectangular prismatic
bars made of isotropic and homogeneous material with modulus of rigidity Go .

## 2.3 The Analytical Solution

It should be noted that the analytical solution to the torsion PDE given by Eq. (8) with BCs
given by Eqs. (9a) → (9c) is only possible for simple geometry (i.e., rectangle) and simple
BCs. For more complicated problems, a numerical approach is a much better choice. The
analytical solution presented herein would serve as reference for computational verification of
the numerical solution by finite difference method (FDM) presented in the next sub-section.
To begin with the analytical solution, a new function, say ϕ = ϕ(x, y) is introduced such that
(Srinath, 2003):

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ψ(x, y) = xy − ϕ(x, y) (10)
for which when substituted into the governing PDE given by Eq. (8), yields

∂2ϕ ∂2ϕ
+ = 0, in Ω (11)
∂x2 ∂y 2
Also, when the same relation (Eq. (10)) is substituted into the BCs given by Eqs. (9a) → (9c),
a new set of BCs are obtained as follows:

∂ψ
= 0, on (x = −a, −b ≤ y ≤ b) [Left BC] (12a)
∂x
∂ψ
= 0, on (x = a, −b ≤ y ≤ b) [Right BC] (12b)
∂x
∂ψ
= 2x, on (−a ≤ x ≤ a, y = −b) [Bottom BC] (12c)
∂y
∂ψ
= 2x, on (−a ≤ x ≤ a, y = b) [Top BC] (12d)
∂y
Applying these BCs into Eq. (11), the form of ϕ(x, y) is found to be:

X
ϕ(x, y) = cn sin (κn x) sinh (κn y) (13)
n=0
where κn has the form

(2n + 1)π
κn = , ∀n (14)
2a
while the Fourier coefficients cn , ∀n, can be computed as follows (Zill, 1989):
Ra
2 x sin (κn x)dx
cn = R−a
a (15)
κn cosh (κn b) −a sin2 (κn x)dx
and performing operations yields:

32a2 (−1)n
cn = (16)
π 3 (2n + 1)3 cosh (κn b)
And then, by substituting Eqs. (13) and (16) into (10) yields the form of the warping
function which is the analytical solution of the torsion BVP being considered here:

32a2 X (−1)n sin (κn x) sinh (κn y)
ψ(x, y) = xy − (17)
π3 (2n + 1)3 cosh (κn b)
n=0
and by substituting Eq. (17) into Eqs. (4a) and (4b) yields the following analytical form of the
stress components τzx and τzy :

−16Go θa X (−1)n cos (κn x) sinh (κn y)
τzx (x, y) = (18a)
π2 (2n + 1)2 cosh (κn b)
n=0

16Go θa X (−1)n sin (κn x) cosh (κn y)
τzy (x, y) = 2Go θx − (18b)
π2 (2n + 1)2 cosh (κn b)
n=0

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and by substituting these stress components into Eq. (7), yields the expression of the twisting
moment M:

( "   X #)
1 192 a πb tanh (κn b)
M = Go θ(2a)3 (2b) 1 − 5 tanh + (19)
3 π b 2a (2n + 1)5
n=1

## 2.4 The Finite Difference Method of Solution

It is significant to recall that in order to calculate for the torsion stress τ = τ (x, y) and twisting
moment M, the classical torsion BVP, consisting of governing PDE (Eq. (8)) subjected to
boundary conditions given by Eqs. (9a) → (9d), will have to be solved first. Meaning, the
warping function ψ = ψ(x, y) should be calculated first, and then substituted back to the
equations for stress and moment to obtain τ /M. Here, it is proposed that the torsion BVP will
be numerically solved by the finite difference method (FDM) of solution. The finite difference
equations developed here are based on the Taylor’s theorem presented in Appendix A. Below
is a list of the computational procedure in calculating the approximate values of the warping
function using the proposed FDM solution:

1. First, discretize the rectangular section by letting the size of each subdivision in the x- and
y- axes be denoted as ∆x = h and ∆y = k, respectively. This will create grid such as that
shown in Fig. 4 wherein the intersection between gridlines are called nodes; in particular,
the nodes inside the domain are called interior nodes while those at the boundaries are
called boundary nodes.

2. Then, number the nodes as follows: Let i be used to denote the nodes in the x- axis
starting from left to right numbered as i = 1, 2, 3, ..., M + 1 where M is the number
of subdivisions; whereas, let j be used to denote the nodes in the y- axis starting from
bottom to top numbered as j = 1, 2, 3, ..., N + 1 where N is the number of subdivisions.
In other words, the size of the matrix of ψi,j is (M + 1) by (N + 1), which means that
the sizes of the subdivisions are as follows:

xM +1 − x1
h= (20a)
M
yN +1 − y1
k= (20b)
N

3. Next, replace the partial derivatives in the governing PDE given by Eq. (8) using some
differencing schemes. Since this PDE consists of both first-order and second-order deriva-
tives, then appropriate schemes shall be used to replace the first-order ones and second-
order ones. These differencing schemes are found in most standard text on computational
PDEs but those found in text by Li and Chen Li and Chen (2009) are used here. For the
first-order derivatives, the forward-differencing scheme is used as follows:

∂ψ ψi+1,j − ψi,j
= (21a)
∂x h
∂ψ ψi,j+1 − ψi,j
= (21b)
∂y k

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Figure 4: The FDM model of rectangle-section bar in torsion. The nodes are
numbered from i = 1, 2, 3, ..., M + 1 and j = 1, 2, 3, ..., N + 1, where M and N are
the number of subdivisions along the x- and y- axes.

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while for the second-order derivatives, the centered- differencing scheme is used as follows:

## ∂2ψ ψi−1,j − 2ψi,j + ψi+1,j

2
= (22a)
∂x h2
2
∂ ψ ψi,j−1 − 2ψi,j + ψi,j+1
2
= (22b)
∂y k2

And consequently, when these differencing schemes are substituted back to the governing
PDE given by Eq. (8).

4. Next, replace the partial derivatives of the boundary conditions Eqs. (9a) → (9d) by
their finite difference equivalent to calculate for the values of warping function at the
boundary nodes. Since the BCs are first-order derivatives, they will be replaced by the
forward-differencing scheme to be consistent with those at the interior nodes.

## 3 Results and Discussion

The computational procedures for both the analytical and approximate (FDM) solutions of the
conventional torsion problem are implemented in Matlab. Here, the quantity of interest is
stress per unit moment τ (x, y)/M or denoted by τ̄ (x, y) for brevity. For illustrative purpose,
only two aspect ratios (b/a) of the rectangle dimensions are considered. If the rectangle domain
is denoted as Ω = {(x, y)| − a < x < a, −b < y < b} for b ≥ a, then an aspect ratio of
b/a = 1 represents a square section while b/a = 1.5 (which was subjectively chosen) represents
a rectangle section.
From the results of classical torsion of rectangle sections from other studies (e.g. Danao
and Cabrera (2007)) and in most standard texts on classical elasticity (e.g. Timoshenko and
Goodier (1970)), it is expected that the maximum torsion stress is located at mid-wide sides
((x = ±a, y = 0)) of the rectangle cross-section. For the square section, b = a, it is expected to
be at that the middle of any side.
Indeed, for a square section, the maximum stress is located at the middle of any the sides,
whether the simulation is from the exact or approximate (FDM) solution. Although at first
glance, the stress distribution obtained from the exact solution looks almost exactly the same as
that obtained by the FDM solution, but by clear inspection, there are subtle differences between
the two solutions especially the precise value of τ̄max and its location within the domain Ω. In
particular, its average value at any side is about 0.6 for the numerical solution; however, for
the exact solution, its value at the mid- left (or right) side is slightly lesser than at the mid-
top (or bottom) side but the average value among the four sides is still about 0.6, which is the
same as the exact solution.

4 Conclusions

References
1. Arghavan, S., and Hematiyan, M. Torsion of functionally graded hollow tubes. European
Journal of Mechanics A/Solids, vol. 28 (2009), 551-559.

11
Figure 5: Distribution of stress τ̄ (x, y) in a square section (b/a = 1) over the
domain Ω under conventional torsion: Exact solution by Danao and Cabrera (2007)
versus FDM solution by Cabrera (2014).

Figure 6: Distribution of stress τ̄ (x, y) in a rectangle section (b/a = 1.5) over the
domain Ω under conventional torsion: Exact solution by Danao and Cabrera (2007)
versus FDM solution by Cabrera (2014).

12
Figure 7: Comparison of τ̄ (x, y) along the x- axis between exact and FDM solutions
of conventional torsion of a square-section evaluated at either x = −a (left) or x = a
(right) side of the square. The exact solution is denoted by the red solid line while
the FDM solution is denoted by the blue broken lines.

13
Figure 8: Convergence and comparative tests for the FDM solution of τ̄max in a
square section (b/a = 1.0) under conventional torsion. The value of τ̄max from the
present study is compared with the results of Danao and Cabrera (2007), for both
exact and power-fit solutions, as well as with the classic result of Timoshenko and
Goodier (1970).

14
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## Appendix A: Taylor’s Theorem and FDM

Here, the Taylor’s theorem is presented using notations which are consistent with the main body
of this document. For example, since the function of interest in this study is the torsion warping
function ψ = ψ(x, y), then it will be used to represent the function f = f (x, y) normally used
in textbooks to discuss the theorem. Also, the range of values in the x- and y- axes corresponds
to the set of values of in the torsion problem domain Ω, i.e. Ω[(−a < x < a), (−b < y < b)],
where a and b are half-length dimensions of the rectangular bar. Now, to establish the theorem,
consider first writing the function ψ in terms of x only, i.e. ψ = ψ(x), where the interval[−a, a]
are the lower and upper bounds in x, respectively. Then let x0 , a number within this interval,
be the pivot point. According to the Taylor’s theorem, for every x ∈ [−a, a], there exists a
number ξ between x0 and x such that

## ψ(x) = Pn (x) + Rn (x) (23)

where
n
X (x − x0 )m dm
Pn (x) = ψ(x0 ) (24)
m! dxm
m=0

(x − x0 )n+1 dn+1
Rn (x) = ψ(ξ) (25)
(n + 1)! dxn+1
where Pn (x) is called the Taylor polynomial for m = 0, 1, 2, 3, ..., n, while Rn (x) is the remainder
or truncated error term associated with Pn (x). It should be noted that the spacing in the x-
axis is ∆x = x − x0 .
Suppose now that the interval [−a, a] in x is divided by some positive integer M such that
equally spaced subintervals are obtained with each spacing denoted by h = ∆x. This generates
M +1 points over the entire interval wherein each point is denoted by xi for i = 1, 2, 3, ..., M +1.
Hence, for a point xi+1 about the pivot point xi , there exists a number ξi+ ∈ [xi , xi+1 ] such that
n
X (xi+1 − xi )m dm (xi+1 − xi )n+1 dn+1
ψ(xi+1 ) = ψ(x i ) + ψ(ξi+ ) (26)
m! dxm (n + 1)! dxn+1
m=0

## while noting that h = ∆x = xi+1 − xi , then it becomes

n
X hm dm hn+1 dn+1
ψ(xi+1 ) = ψ(xi ) + ψ(ξi+ ) (27)
m! dxm (n + 1)! dxn+1
m=0

Similarly, for a point xi−1 about xi , there exists a number ξi− ∈ [xi−1 , xi ] such that
n
X (xi−1 − xi )m dm (xi−1 − xi )n+1 dn+1
ψ(xi−1 ) = ψ(x i ) + ψ(ξi− )
m! dxm (n + 1)! dxn+1
m=0

## while noting that −h = −∆x = xi−1 − xi , then it becomes

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n
X (−h)m dm (−h)n+1 dn+1
ψ(xi−1 ) = ψ(x i ) + ψ(ξi− ) (28)
m! dxm (n + 1)! dxn+1
m=0

When the spacing in x over the interval [−a, a] is very small, i.e., h → 0, the numbers
ξi+∈ [xi , xi+1 ] and ξi− ∈ [xi−1 , xi ] become indistinguishable, and can be taken as equal; hence,
can be denoted for both functions ψ(xi+1 ) and ψ(xi−1 ) as ξi ∈ [xi−1 , xi+1 ]. Hence, the above
equations ψ(xi+1 ) and ψ(xi−1 ) become
n
X (±h)m dm (±h)n+1 dn+1
ψi±1 = ψ(xi±1 ) = ψ(x i ) + ψ(ξi ) (29)
m! dxm (n + 1)! dxn+1
m=0

The above difference equations for the single-variable function ψ(x) can be easily extended
to two-variables ψ = ψ(x, y) in Ω = {(x, y)| − a < x < a, −b < y < b}. Without having to
perform the detailed derivation, the results are presented here as follows:

n
X (±h)m ∂ m (±h)n+1 ∂ n+1
ψi±1,j = ψ(xi±1 , yj ) = ψ(x i , yj ) + ψ(ξi , yj ) (30a)
m! ∂xm (n + 1)! ∂xn+1
m=0
n
X (±k)m ∂ m (±k)n+1 ∂ n+1
ψi,j±1 = ψ(xi , yj±1 ) = ψ(xi , yj ) + f (xi , ηj ) (30b)
m! ∂y m (n + 1)! ∂y n+1
m=0

where ξi ∈ [xi−1 , xi+1 ] and ηj ∈ [yj−1 , yj+1 ]. These difference equations are used to develop the
finite difference model adopted in this study.

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