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Q'• Technical Report R 856 , Sponsored by I)EFENSE NUCLEAR AGENCY July 1977 CIVIL ENGINEERING LABORATORY Naval Construction Battalion Center Port Huenerne, California 93043 EIFFICIENCY STUDY 01? IMPLICIT AND EXPLICIT TIME INTEGRATION OPERATORS FOR FINITE ELEMENT APPLICATIONS by Michael G. Katona, Robert Thompson, and Jim Smith CD C-..) SApprovcd for public rclease; distribution unlimited.

Q'• • R 856 - Defense Technical Information Center · assembling a global, mass and stiffness matrix into a set of coupled alge- braic equations and solving the system by some

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Page 1: Q'• • R 856 - Defense Technical Information Center · assembling a global, mass and stiffness matrix into a set of coupled alge- braic equations and solving the system by some

Q'• Technical Report

• R 856, Sponsored by

I)EFENSE NUCLEAR AGENCY

July 1977

CIVIL ENGINEERING LABORATORYNaval Construction Battalion CenterPort Huenerne, California 93043

EIFFICIENCY STUDY 01? IMPLICIT ANDEXPLICIT TIME INTEGRATION OPERATORSFOR FINITE ELEMENT APPLICATIONS

by Michael G. Katona, Robert Thompson,and Jim Smith

CD

C-..)

SApprovcd for public rclease; distribution unlimited.

Page 2: Q'• • R 856 - Defense Technical Information Center · assembling a global, mass and stiffness matrix into a set of coupled alge- braic equations and solving the system by some

_________ UnclassifiedSECURITY CLA$IVIICATIOJ OF T1111 PAGE fih. ).,F,','4__________________

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Page 3: Q'• • R 856 - Defense Technical Information Center · assembling a global, mass and stiffness matrix into a set of coupled alge- braic equations and solving the system by some

UnclassifiedSECJRITY CL.ASSIFICATION OF THIS PAGE(Wh-. D.I. &,I~d)

20. Continued

significantly larger time stcps wvith comparable accuracy. In many, if not most, problems it isnot obvious which integration mcthod is more efficient. In this study, thc Newmark Beta-Method is examined for stability, accuracy, and cffiAciency, wherein Beta =0 provides anlexp~licit algorithm, wvhile Beta &0 provides anl implicit algorithm. Both algorithmns arc used inthe same finite element program to solve a soil-structure boundary value problem composedof a cyindrical steel shell encased in a relatively soft rock-like material and subjected to a

* surface blast loading. I-or this problem with lisncar system properties, thle implicit methodwas significantly wore efficient as measured by computer time. I-or nonlinear systems, thetwo methods are approximately equivalent in) efficiency. A combined explicit-implicitintegration technique is proposcd for these types of interaction problems with two or morematerials. The combined explicit-himplicit algorithm employs explicit integration in the softmaterial andl implicit integration ini the stiff material with a potential increase in efficiencyby an order of magnitude ove., either method applied individually.

Library Card

Civil Pingincedril; LaboratoryEFFICIENC'Y YSTUDY Or lMPLICl1I AND) EXPLICI rr TIL1

* ~~~INITEGRATION OPtRATORtS FOR FINITE LMHIAPPLICATIONS (Final), by Michael G. Katrona, RobertI i'Thonmpson, anti Jim Smith

TR-856 26 pp illus Ju~ly 1977 Unclassified

1%%~. Newmark Beta-Method 2. Structural dynamics 1. Y99(IAXSC518I Direct integration techniques (step-by-step) arc widely used for the time integration of dis-

crctizcd equations of motion that result from ap~plying numerical techniques such as the finite edc-meimet method to structural dynamic problems. InI this study, the Newmark Ileta-Method isIexamined for stability, accuracy, and] efficiency, whecrein Beta -0 provides an explicit algorirlun,j Iwhile Beta !- 0 provides an implicit algorithm. Both algorithms arc used in tile same finite elementprogram to solve a soil-structure boundary value problem composed of a cylindrical steel shed cin.e ased in a relatively soft rock-like material andi subjected to a suirface blast loading. Thei implicitImethod was signi ficanftly more dfficicrit as mnea~ured by computer time. For nonlinear systems, theJtwo methods were approximately equtivalent in efficiency. A combined explicit-imlplicitintegration techInicj~mv Is proposed that employs explicit integration in the soft material andIimplicit integration in the stiff material with a potential increase in efficiency by an order of Imagnitude over either method applied individually.,

SCCUWTY CLAý,IrICATION Of THIS PAGE'Whon Lw t.fel. nd)

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• -, • .r•.• .• r+ • . . ... ,...._ . ,,,.._ • , .• . ....... ..... .. ...... ., ... .. .... .=. ..•.-. H • ~_,. ..... • .. .

CONTENTSpage

INTRODUCTION .............. ........................... 1

Background ................................

Objective and Scope . . . . .. 2

* Approach . .3............ . . . . . . . 3

THEORETICAL CONSIDERATIONS OF NEWMARK 8-METHOD ....... .......... 3

Implicit Algorithm .. . ........... .. 4

Explicit Algorithm ........ . . ........... 5

Stability of Newmark 8-Method. ........................ 6

Heuristic Stability Criterion .. . 8

Accuracy of Newmark s-Method . .... P ......... 9

COMPUTATIONAL INVESTIGATION . . . . . . . . .................. . 11

Test Problem and Finite Element Model : ........... 12SExplicit Results ($ = 0) . . . .. .. .... .. .. 13

-i ~~Implicit Results (0 - 1/4) . . . . . . . . 14

Efficiency of Explicit Versus Implicit ........... 14

COMBINING EXPLICIT AND IMPLICIT .. .. .. .. .. .. .. . .. 16

CONCLUSIONS AND RECOMMENDATIONS . . . . . ........... . . 19

"REFERENCES . . . . . . . . . . . . . . . . . . . .o 20

ACCESSION for et

NTIS White SectionDOC O~ff Se~ttonUNANNO W1 1' ) V

JUS71 :CA 1`1~........................................... ......................

7- I

vIal - • •• • "r

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.. 4. ... ... .. ... . .. .... . ...

INTRODUCTION

In the past two decades the finite element method has been widelyused for solving structural dynamics problems. The numerical approxima-tions inherent in the finite element technique include two broad cate-gories: (a) spatial discretization and (2) temporal discretization. Theformer category deals with the approximation errors and efficiency of theassumed spatial distribution of the primary variables (e.g.s, displacementfield), while the latter category deals with the approximation errors andefficiency involved with the time integration of the discretized equationsof motion. In this study only the latter category is pursued and thediscussion is restricted to direct integration methods (i.e., step-by-step). Other methods of solving the equations of motion such as eigen-value analysis cr method of characteristics are not considered because oftheir limitations for nonlinear problems.

Direct integration schemes are generally classified in two groups:implicit methods and explicit methods. This report examines these twomethods in the light of numerical stability, accuracy, and efficiency fora class of problems,* characterized by a cylindrical structural linerembedded in a homogeneous rock-like material and subjected to a surfaceblast loading [1, 2].

7 Background

Numerous implicit and explicit integration operators are in currentuse and have been reported extensively in engineering literature. Someof the more popular implicit integration schemes are: the Newmark0-methbd (0 k 0) [3], the Houbolt method [4], and the Wilson 0-method [5].Explicit schemes are more commonly referred to by a finite differenceoperator such as the second central difference scheme [6]. Note theNawma&k B.'method with 0 = 0 is equivalent to the second central differencescheme and is an explicit method.

The fundamental difference between an explicit and implicit integra-tion scheme is that in the explicit case the displacement vector for thecurrent time step can be predicted directly from the known displacements,velocities, and accelerations of the previous time steps, whereas in theimplicit case the current displacements are related to current accelerations(and possibly cuirrent velocities) as well as responses from previous timesteps. As a result, the solution algorithm for the implicit scheme requiresassembling a global, mass and stiffness matrix into a set of coupled alge-braic equations and solving the system by some technique such as Gaussianelimination.

*Of current interest to the Defense Nuclear Agency (DNA).

14

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. .. ..... *........... .... . . .. ...

On the other hand, the explicit algorithm only requires assemblingthe mass matrix and solving for the current acceleration. The restoringforce vector (stiffness matrix times predicted displacement vector) isformed on the right-hand side at the element level, thereby eliminatingthe need of assembling the global stiffness matrix. If a lumped massprocedure is used (as is generally done), the accelerations are uncoupledand can be computed rapidly.

The trade-off one pays for the rapid.explicit algorithm is therequirement of a small time step to avoid numerical instability. Wheninstability occurs the computed responses become wildly erratic, oscil-lating many orders of magnitude. Numerical instability is governed bythe frequency content of the discretized system and will be discussedlater.

The potential advantage of some implicit integration schemes is thatthey are unconditionally stable, allowing a much larger time step con-trolled by integration accuracy (as opposed to integration stability).

In short, if computational efficiency is measured by the computercost (time) to accurately integrate the equations of motion over a giventime range of interest, then the explicit method has the advantage ofrapid solutions per time step but the disadvantage of requiring many timesteps. The reverse is true for the implicit method.

It cannot be categorically claimed that one method is more efficientthan the other. Rather, the question of efficiency is highly problemdependent, involving such factors as: finite element mesh topology,types of elements, loading function, material properties, degree of non-linearity, method of characterizing mass matrix, and the size of thesystem. Discussion of these influences are given in References 7 and 8.

Recently the idea has been advanced to simultaneously employimplicit and explicit integration operators over different regions ofthe finite element mesh to take optimum advantage of each method. Theabove notion, as well as explicit versus implicit efficiency studies, ispursued in the course of this investigati~n.

Objective and Scope

This investigation is restricted to the family of integrationoperators contained in Newmark's 6-method [3] wherein -= 0 provides anexplicit scheme and R 4 0 provides an implicit scheme. The test boundaryvalue problem to be investigr&ced is an elastic steel cylinder encased ina homogeneous, elastic, rpek-like material subjected to a surface blastloading.

Within tUi above framework, the objectives of this study include:

(1) Identification and discussionof explicit and implicit algorithms,including considerations of numerical stability and accuracy.

(2) Comparison of efficiency between explicit and implicit for thetest boundary value problem and estimates for a nonlinear case.

(3) Development of a combined explicit-implicit integrationalgorithm for superior efficiency.

2

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Approach

It is recognized that an efficiency comparison of explicit versusimplicit schemes (Objective 2) is relative and subjective. That is, therelative merits of the two integration schemes are not only dependent onthe nature of the boundary value problem, but also on the programmingskill of the progran. authors and the particular costing algorithm of thehost computer site.

To minimize the iniluence of different programmers, the finiteelement program FEA1 [9] was adopted for this study. FEAP is the onlyknown general purpose finite element code containing both explicit andimplicit algorithms based on the Newmark 0-method. It is a linear code(also linear viscoelastic) with two- and three-dimensional elements.

With regard to the host computer site (CDC 6600), only central pro-* cessing time will be considered for efficiency comparisons without regard

to input/output (I/0) time. Altnough I/O time may be significant, partic-ularly for out-of-core solution methods, it is not considered in thisstudy because the associated costs are arbitrary and dependent on thecosting algorithm of the operating site.

In the following pages, the Newmark a-method is reviewed in thecontext of explicit and implicit algorithms, together with a discussionof numerical stability and integration accuracy. Next, the FEAP code isused to ascertain the efficiency of explicit versus implicit for thestated test problem, Lastly, a combined explicit-implicit algorithm ispresented followed by conclusions and recommendations.

THEORETICAL CONSIDERATIONS OF NEWMARK a-METHOD

For t~his investigation, we consider the spatially discretized matrixequation of structural dynamics given by:

M6 + Ku (1)

where: M - mass matrix

K stiffness matrix

Su acceleration vector

ii velocity vector

a- displacement vector

f - external load vector

3

Page 8: Q'• • R 856 - Defense Technical Information Center · assembling a global, mass and stiffness matrix into a set of coupled alge- braic equations and solving the system by some

Equation 1 is a coupled system of second-order ordinary differentialequations which represents an initial-value problem for finding the dis-placement -unction u(t) satisfying Equation 1 and also satisfying theinitial conditions 2(0) = uo and ii(O) - •o, where uo and ýo are giveninitial data. The matrix j is assumed constant, symmetric, and positivedefinite. The stiffness matrix Y is also assumed positive definite, butnot necessarily constant, to reflect a changing stiffness due to materialnonlinearity.

Newmark a-Method

A step-by-step operator suitable for numerically integratingEquation 1 is given by Newmark [3] as:

+ At[_ - + t+At] (2)

2utV-At = ut + At t + At2[(1/2 -8)t + B t+At] (3)

where: At - time step

a - Newmark a-parameter, 0 ý a ý 1/4

y - Newmark numerical damping parameter (y - 1/2)

The damping parameter y introduces numerical damping when y 4 1/2. Inthis study, y is taken as 1/2 to avoid complications of numerical damping.Subscripts denote the time at which the response is evaluated.

Specification of the a-parameter (R 4 0) leads to a variety of well-known implicit schemes. For example, 0 - 1J4 is equivalent to the averageacceleration scheme, and a - 1/6 is equivalent to the linear accelerationscheme. For the special case 6 - 0, an explicit scheme result6, as canbe observed from Equation 3 wherein displacements at time t + At are pre-

dicted from known responses at the previous time t.Computational algorithms for implicit (R 4 0) and explicit (B = 0)

integrations are outlined in the next sections.

Implicit Algorithm

It is assumed the responses ut, ýt, and Ut are known for time t, andthe objective is to determine these responses at time t + At. To thisend, the following three steps constitute an implicit algorithm:

4

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Step 1. From Equation 3, express Ut+At as a function of ut+At andprevious responses to get:

t+At /At)t+At " a

where: a .. 1=~u + +U~-)

Step 2. Inserting the above expression for Ut+At into Equation 1,

Mt+At is determined from the solution of the coupled system:

~ + -' +~ + a(;t2 M + 4 Mt+At = t+At + M-t

Step 3. Update accelerations using the expression in Step 1, andupdate velocities using Equation 2, i.e.,

•t+At = ;-2 Rt+At !

t+At t t t+At

The above algorithm is repeated successively for each time step throughthe time range ol interest.

Step 2 of the above algorithm requires assembling the global uassand stiffness matrix and solving the coupled system by techniques suchas elimination (i.e., triangularization), which is a costly operation.If the system is linear and a constant size time step is used, the tri-nngularization can be done once and for all at the outset of the proce-dure so that subsequent steps only require modifying the right-hand sideand performing back substitution. However, for nonnlinear systems thestiffness matrix may have to be reformed and, hence, resolved at everytime step and perhaps iterations within the time step, depending on thedegree of nonlinearity and the methodology employed. This disadvantageof the implicit method is not shared by the explicit algorithm discussednext.

Explicit Algorithm

As before, it is assumed the responses Vt, ýt, and Ut are known andthe objective is to determine the responses at time t + At. The followingthree steps constitute an explicit algorithm.

5

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Step 1. From Equation 3 with 8 0, the displacements Ut+At arepredicted directly as a function of the previous responses:

At2 ..

where: d ut + Att 4- U-t t- -t

Step 2. Inserting the above expression for ut+At into Equation 1,the accelerations Ut+At are given by the solution of:

'" - f - Kd

-t+At -t+At " -t

Step 3. Lastly, the velocities 6t+At are updated from Equation 2,i.e.:

t+At 2 -t t+tt

Unlike Step 2 of the implicit algorithm, Step 2 of the explicit

algorithm only requires assembling the global mass matrix M. If the

lumped mass technique is adopted, then 4 is diagonal and the solution

for Ut+At is trivial (otherwise t must be triangularized once at the

outset). Furthermore, the internal force vector represented by _t can

be easily computed at the element level circumventing the need of formally

assembling the global stiffness •. Accordingly,, there is no significant

penalty in the algorithm for nonlinear systems since changes in j are

easily accommodated by right-hand-side operations at the element level.The apparent advantages of the explicit over implicit algorithm are

mitigated by the concern of numerical stability which limits the size of

the integration step At. These notions are dispussed next.

Stability of Newmark $-Method

Numerical stability of a solut!,on algorithm may generally be assured

by proper eboice of the integration step size. Since stability increases

with decreasing step size, a sufficiently small step can generally be

found to provide a stable solution. Therefore, the question to be explored

is, what size time step is required •or stability of the Newmark 6-method.

The following development is restricted to linear systems. Stability for

nonlinear: systems has been addressed on an energy basts [10, 11].

It is well-known that a linear F.ystem represanted by Equat~on 1 can

be transformed into an equivalent set )f urcou led eq'tipions throughV modal analysis. A typical uncoupled modal equatiuvi ma7y .b1 written as:

6

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+ W2x - p(t) (4)

where X is the transformed displacement called the normal coordinate,w is the associated frequency of vibration, and p(t) is the transformedloading function.

It is asserted that the numerical integration of all the modalequations (typified by Equation 4) using the same At is equivalent tothe numerical integration of the coupled system (Equation 1). Accordingly,numerical stability can be simplified to the investigation of Equation 4.

To this end, the Newmark integration operator (Equations 2 and 3)can be combined and expressed independently of velocities by taking thedifference of Equation 3 at time t + At from its value at time t andreplacing the resulting velocity difference by Equation 2. This gives:

X t+At - 2X At -A " At2[t+At + (1-2B)Xt + OXt=At] (5)

ihere the nodal displacement u is replaced by the normal coordinate X.For the case of free vibration p(t) - 0, Equation 4 is introduced

into the integr:ation operator (Equation 5) at times t - At, t, and t + At,resulting in tL:e difference scheme:

Xt+At -bXt + Xt.At " 0 (6)

where b - 2 - (wA-)2 (1 -20) (7)

1 + (wAt) 0

. Equation 6 represents a step-by-step finite difference scheme forsuccessively updating the displacements Xt+At in terms of the previousdisplacements Xt and Xt.At.

For a given set of initial conditions, the free vibration of a linearsystem must be harmonic and bounded. Thus, the stability question is

* , stated: for a particular 0 and maximum frequency wmax, how large a timestep, At, may be taken so that Equation 6 will produce bounded andharmonic results? This question is answered by determining the differencesolution which is achieved by initially assuming a solution of the form:

(tk/At)Xt r (8)

tk

where k is the time step counter k tk/At, and r is to be determined.Inserting '.he above into Equation 6 leads to the characteristic equationfor r:

7

Page 12: Q'• • R 856 - Defense Technical Information Center · assembling a global, mass and stiffness matrix into a set of coupled alge- braic equations and solving the system by some

2r - br + 1 = 0 (9N

whose roots rl, r 2 in comp..ex polar form are:

r1, r 2 = -iq (10)

where q -si.1 (V1 b b2/4) (11)

iqtk/btSince e k US (qtk/At) + i sin (qtk/At), the difference

solution of Equation 6 raay be written in the form:

Acos At~ + B sin (!t) (12)

where A and B are real constants determined from initial conditions;A - X(0), B - (At/q) X(0). The above equation yields a bounded, harmonicsolution for Xtk, providing q is real. Clearly, from Equation 11, q is

real if (1 - b2 /4) ý 0. This provides the stability criterion, such thatreplacing b with Equation 7, the maximum allowable time step is given by:

At (13)27r 1 -4(3(3

where T is the shortest period of vibration of the system given byT = 2,r/•ax.

Evaluating Equation 13, the allowable time step for the explicit

case, R - 0, is At ý C.318 T. For implicit examples, 0 - 1/6 givesAt ý 0.551 T, but for 0 - 1/4 there is no finite limit on At for stability.Hence, a - 1/4 provides an unconditionally stable operator.

For all cases a < 1/4, the allowable time step to insure stabilityis dependent on the shortest period of the system as given by Equation 13.Unfortunately, the value of the shortest period (or highest frequency) isgenerally not known and troublesome to calculate. As an alternative, itis often more convenient to determine the stability limit of At by aheuristic approach given next.

Heuristic Stability Criterion

In lieu of using Equation 13 for selecting a stable time step, thefollowing relationship may be used:

8

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At • (h/c) I/(l - 48) (14)

where h is the shortest side ',f a finite element, c is the maximum wave-speed of the element materia', and (h/c)min implies the controllingelement in the mesh where t ratio h/c is a minimum. (For isotropicelastic materials, the maximum wavespeed is c - {E(1-v)/[p(1+v)(1-2v)]}I)/ 2 ,'where E - Young's Modul s, v - Poisson's ratio, and p - mass density.)

The genesis of Equation 14 is based on heuristic arguments for theexplicit algorithm (8 - 0) and modified by the factor 1I/(l - 48) forimplicit cases as discussed in the following.

Consider the continuum body shown in Figure 1 with an arbitraryfinite element topology drawn on the body and focus attention on the nodecommon to the 'our shaded elements. If this point is perturbed by anexternal agency, continuum theory requires the excitation to travel witha sonic wavespeed c. Therefore, after a time interval, At, the perturbedarea is inscribed by a circle of radius rc - cAt, shown by the dashedline in Figure 1. Now, for the corresponding explicit algorithm, theperturbed area for one time step can be no greater than the area ofnumerical coupling; i.e., the internal forces Kd generated by an excita-tion of the ,ommon node during one time step are coupled no further thanthe nodas of the shaded elements. This condition holds for each andevery node as it, in turn, becomes excited. Therefore, in order to insurethat the "numerical wavespeed" of the explicit algorithm can excite anarea at least as large as the area of sonic travel, it is required thath ý r. or, equivalently, At I (h/c)min.

With regard to the implicit algorithm 8 4 0, the numerical couplingis greater because we are, in effect, operating with K=l and not thebanded matrix 1. Since K-I is generally fully populated (althoughweakly coupled between distant nodes), the area of numerical coupling iseffectively greater. Accordin ly, the maximum allowable time step isincreased by the factor V1/(I - 48), which is the ratio front Equation 13:At(O 4 0) - At(O - 0).

Experience has shown that Equation 14 provides a good estimate of anallowable time step for stability.

Accuracy of Newmark B-Method

The selection of At to insure rumerical stability is a necessarycondition for a meaningful solution; however, it is not automatically asufficient condition to insure that the numerical results are a goocapproximation of the original differential equation. This becomes thequestion of accuracy. An obvious example is the case 8 - 1/4 which hasno stability limit for At so that At is controlled strictly from accuracyconsiderations.

Accuracy can be studied by comparing the exact solution of theoriginal differential equation fEquation 4) with the corresponding dif-ference solution given by Equation 12. Specifically, for the case of

9

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I • 'nodc

4/

Figure 1. Representation of numerical and continuum wavespeed.

free vibration, the exact solution has the form X - A cos wt + B sin wt,whereas Equation, 12 has the form Xtk - A cos Wtk + B sin 3tk, where

= q/At. For harmonic similarity, the numerical frequency @ must be agood approximation of the actual frequency w; or, equivalently, thenumerical period T - 2w/ý must be a good approximation of the actualperiod T - 21/w.

The ratio of the approximate period to the actual period providesa measure of accuracy [12]. With the aid of Equation 11, this ratio maybe written as:

T n2f (At/T) (15)T sin 1 (ýF b21/4)

where b - T 2 (16)

1 + (2w L)2T/

As At + 0, VT ÷ 1, illustrating that the approximate solutionapproaches the exact solution in the limit. However, for increasingvalues of At, ,T/T diverges from unity on a path dependent on 3. Figure 2illustrates this trend for 8 - 0, 1/6, and 1/4 as a function of At/T. Itis observed that T/T begins to significantly deviate from unity when At/Tis larger than say 0.2, which is smaller than the stability limits.

10

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From the above observations, it -would appear that accuracy consider-ations place a more stringent limiton the maximum time step than does 2the stability criterion. However, IHthis is generally not true for multi- •degree-of-freedom systems typical offinite element models. The reasonfor this is that the vibration modes -

i1-------- ----------- --------------associated with higher frequencies(shorter periods) generally havevery low participation factors. Thus, .•

even though the higher modes may be 0

integrated with significant error, < -stabilitylimitstheir net contribution is masked by s liit

the large participation factors of 0 0.2 0.4 o.6 0.8 1.0the dominant lower modes whose in- Time Stcp zc F action of Period, At/itegration is more accurate due to thelonger periods. Also, it is known Figure 2. Period accuracythat the higher vibration modes of of Newmark a-method.a finite element model are '"ficti-tious" in the sense that they represent a lumping of the infinite set ofhigher modes of vibration corresponding to the continuous system beingmodeled. Therefore, the low participation of the fictitious vibrationmodes is not merely a fortuitous happenstance, but rather is a necessaryconsequence of proper spatial discretization.

To summarize, for the cases 0 < 1/4 the allowable time step isgenerally governed by the stability criterion (Equation 13 or 14) basedon the shortest period. Unlike the accuracy consideration, the shortestperiod (highest mode) cannot be ignored because, even though it initiallyhas a low participation factor, if it is integrated in the unstable range,its contribution will grow without bound.

For the unconditionally stable case 0 - 1/4, the allowable time stepis governed strictly by accuracy considerations. Since the analyst mayhave no idea of the frequency content of the mesh nor what frequencieswill be dominant for a specified loading, it is difficult to determinea priori an optimum time step size. Accordingly, computational experi-mentation is generally the most direct method. As a guide, the time stepshould be at least sufficiently small to define the shape and characterof the loading function.

In the next section computational experimentation is performed onthe test problem posed in the objective of this report.

COMPUTATIONAL INVESTIGATION

The finite element code FEAP [9] is used to study the efficiency ofthe implicit algorithm 0 - 1/4 versus the explicit algorithm 0 - 0.FEAP's explicit and implicit algorithms accept identical finite element

11

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input records and use tha same element stiffness routine. Thus, it maybe presumed the subsequent comparisons provide an unbiased assessmentof integration efficiency.

The test problem described is representative of a class of problemsof current interest to bNA [i, 2].

Test Problem and Finite Element Model

The test problem is illustrated in Figure 3 which shows a systemcomposed of a homogeneous media representative oý. a soft rock-likematerial called tuff and a 3-foot (0.914 m) circular steel liner 0.78inch (1.98 cm) thick. All materials are elastic and are defined inFigure 3. Plane strain geometry is assumed, and the system is symmetricabout the vertical centerline.

Pressure, p(t)

0.5 kbar14 4 4 4 4 4

I -U II

Young's MassMaterial Modulus Poisson s Density

(psi x 106) Ratio (slug-ft/in. 4 ) (in.Irns) 3 ft steel liner,

0.78-in. thickTuff 0.448 0.286 0.00018 57.0

Steel 30.0 a0 0.00073 235.0

0oo ft

symmetricabout centerline

Figure 3. Test problem, loading, , . •///. .. J

and material properties.

12

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Pressure loading is distributed Memcnts = 381

uniformly along the surface of the Dcgrcesfreedom = 861tuff, and the loading function is a Average bandwidth = 25

triangular pulse whose rise time is10 ms with a maximum pressure of 0.5kbar followed by a 30-ms decay to Loading

zero pressure.The finite element mesh topology

representing the test problem isshown in Figure 4. Ail elements arecompatible four-node, isoparametricelements. The steel liner is coarse-ly modeled with a single layer of32 elements forming a semicircle.Although the single layer is insuf-ficient to accurately capture bend-ing of the liner, it suffices forthis investigation where the concernis with time integration.

A simple lumped-mass procedureis used for both explicit andimplicit integration schemes.Boundary conditions, degrees offreedom, average bandwidth, andother information are displayed inFigure 4. right and left

boundary arcvertically free

Explicit Results (0 w 0) and horizontally

fixedSolutions were attempted for

time steps of At - 0.0025, 0.0035,and 0.0045 ms. The solutions forAt - 0.0025 and 0.0035 ms were prac-tically identical, indicating thesesolutions provided accurate timeintegrations. A typical result isshown by the solid line in Figure 5,which is a normalized time-historyplot of the thrust stress (i.e.,average hoop stress) in the steelliner at the springlJne.

For the case At - 0.0045 ms,the responses in the steel linerbecame unstable (wildly erratic) rfedbaafter approximately 150 time steps ýWWWWWA edN.

or 0.68 ms. Thereafter, instabilityquickly spread throughout the entire Figure 4. Finite elementsystem in a matter of a few time mesh of test problem.

13

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i{

50steps. Theoretically, the sonictravel time for a surface disturbanceto travel through 18 feet (5.49 m) oftuff and excite the liner is 3.8 ms. 40 IHowever, the numerical wave speed can 1travel vertically downward one ele- 0ment dept a per time step and prema- 0 +

turely excite the instability of the 0 /steel liner well ahead of the sonic 0travel time.

The heuristic stability pre- Idiction for maximum allowable At .4(Equation 14) based on the steel 20liner elements is At - 0.0033 ms[i.e., h - 0.78 inch (1.98 cm), c D y__O.0025 ms

235 in./ms (597 cm/ms)]. This is in -4 Explicit, At 3.o35 msgood agreement with the observed 10oinstability occurring between 0.0035 o 0 Implicit, At - 0.4 ms

< At < 0.0045 ms. Computer time for + implicit, At M 0.8ms

the central processor is summarized 0 implicit, At- 2.0 msin Table 1. 0o.-

0 10 20 30

Implicit Results (8 - 1/4) Time(ms)

Solutions were obtained for the Figure 5. History plots ofsteel liner thrust stress,time steps At - 0.4, 0.8, and 2.0 ms, implind expict.

which are two orders of magnitude implicit and explicit.

g-aater than the allowable explicittime steps. Since 8 - 1/4 provides an unconditionally stable implicitalgorithm, the only concern is with accuracy. In each case, the resultswere in close agreement with each other and the explicit solution asillustrated by the discrete symbols superimposed on the explicit solutionpresented in Figure 5. A slight error can be observed near the peak ofthe response for the case At - 2.0 ms. Accordingly, for the sake ofsubsequent comparisons, it will be said that the maximum allowable timestep based on accuracy is At - 0.8 ms. This corresponds to 12 time stepswi.thin the loading rise time. Computer cost (time) for the centralprocessor is summarized in Table 1.

Efficiency of Explicit Versus Implicit

The computer times reported in Table 1 were determined by assessinga system "clock routine,'' which measures the actual running time ofeach step for both the explicit and implicit algorithms. These resultsindicate the number of time steps required to complete the 40 ms loadingduration is 11500 (i.e., 40/0.0035) for the explicit case, but only 50(i.e., 40/0.8) for the implicit case; or a ratio of 230 in favor of theimplicit method. On the other hand, the computer cost (time) per step of

14

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Table 1. Central Processor Time for Explicitand Implicit Algorithms

Computer Time Computer TimeAlgorithm Per Step of Algorithm Per Complete Solutiona

(s) (s)

Explicit 0.164 1,870.0( 0)

Implicit 4 . 2 3b or 1.22c 64.0- 1/4)

acomplete solution time is based on 40 ms problem, using

At - 0.0035 ms for explicit and At - 0.8 ms for implicit.

bTime for a solution step requiring triangularization.CTime for a solution step not requiring triangularization.

the implicit method, where the stiffness matrix is triangularized, is 25times more than an explicit step cost. For subsequent steps not requiringtriangularization, the implicit cost is 8 times more than the explicitcost per step. As a net result the computer cost (based on centralprocessing time) of the explicit solution is 30 times more expensivethan the implicit solution for a complete 40-ms run.

The observed efficiency of the implicit method is primarily due tothe linear nature of the test problem.

Nonlinear systems do not appreciably alter the computer costs forexplicit algorithms because stiffness changes are dealt with at theelement level on the right-hand side of the equilibrium equations.Moreover, since the explicit step size is inherently small, iterationswithin the time step are generally not required. Conversely, nonlinearstiffnesses in the implicit method may require triangularizing anditerating within every time step, as well as reducing the size of thetime step. For example, previous experience indicates that, if tile tuffmaterial is modeled with a nonhardening plasticity law, tIin to maintainaccuracy for the implicit algorithm requires At = 0.2 ms, as well astriangularizing and iterating within each time step. Under these condi-tions, the computer cost can be estimated from Table 1 to be aboutequivalent to the cost of the explicit method.

Summarizing for the class of problems considered, the implicitalgorithm is significantly more efficient for linear systems; however,for nonlinear systems the two methods are competitive. The most prom-ising efficient scheme is a combined explicit/implicit algorithm(presented next).

15

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COMBINING EXPLICIT AND IMPLICIT

The nature of the foregoing boundary value problem provides anillustrative example of the potential advantages of combining theexplicit and implicit methods into a single algorithm. To see this,consider the advantages of applying the implicit algorithm to nodes(degrees of freedom) associated with the steel liner, while the remain-ing nodes (degrees of freedom) in the tuff are integrated with anexplicit algorithm. With this assignment, explicit stability isgoverned by the larger and sonically slower tuff elements, resulting ina stable time step on the order of 10 to 100 times larger than the timestep required when the steel elements govern. By the same token, theimplicit algorithm is significantly enhanced because only the smallportion of the stiffness matrix associated with the steel liner needs

, triangularization.The above concepts are presented more formally in the following

general discussion. Consider an arbitrary body discretized by finiteelements such that all "ill nodes are to be integrated implicitly andall "ell nodes are to be integrated explicitly. These nodes are denotedin Figure 6 by a dashed line encompassing the "ii" nodes, and all nodesexterior to the dashed curve are 'Ie!' nodes. Those element stiffnessesassociated with only "ill nodes are denoted by Lii, while those asso-ciated with only "e" nodes are expressed as _ee. Mixed elementsassociated with both "ell and "i'' nodes are denoted by Kei.

With these definitions, the equilibrium equation (Equation 1) canbe written in partitioned form as:

eK e K e

L.;-- + ['j -- -- {- (17)

where u, ui - displacements at explicit, implicit nodes

Ue, Ui - accelerations at explicit, implicit nodes

Me, Mi - lumped masses at explicit, implicit nodes

fe' f1i nodal forces at explicit, implicit nodes

K - global stiffness of elements with only "e'' nodes

Kui - global stiffness of elements with only "ill nodes

K K =i•K - global stiffness of elements with both e and iKi1

nodes

i 16

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"e" nodc region

i on r "i" node regionS"e"- "i boundary-

Figure 6. Conceptualization of explicit and implicitintegration regions.

Expressing the partitioned equilibrium equation as two coupled systemsof equations gives

(Me] {Uee + (Keel {Ue} + [Kei] {ui} {fe} (18)

(MHi {i} + [Ku) {ui} + (Ku {U {f (19)

To numerically integrbte Equations 18 and 19 step-by-step, it is assumedthe responses {u e), {u iJ and their first two derivatives are known fortime t, and the ob~ecti-Vetis to determine the responses {ue}t+At,{ui~t+Atand their first two derivatives for time t + At. To this end, the follow-

ing procedure constitutes a combined explicit-implicit algorithm usingthe Newmark $-method defined by Equations 2 and 3.

Step 1. Predict the "ell nodal displacements {ue)t+At directlyfrom Equation 3 with 8 - 0, (i.e,, explicit) to get:

{Ue)t+At = {delt

At2where {d e Ue}t + At{ie}t + -t

etitet 2Ul

JL

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Step 2. Again using Equation 3 with a 4 0, express {Ui}t+At as a

function of {ui')t+At and previous responses to get:

ui t+At (ý-J ui t+At - {it

where {ap~-~~-){± + {U)(ii~

Step 3. Inserting the above expression for {Ui}t+At into Equation

19, {ui)t+At is determined by solving the coupled system:

[( 2) [Mi] + [Kii]1{u±}t+At - {fit+-t " [Kie ]{ue)t+At

+ [Mi] ai t

Step 4. Having determined 'Ue}t+At and {ui}t+At, compute the

corresponding accelerations using Equation 18 for {Ue~t+At

and the first equation in Step 2 for {Ui)t+At to get:

(U. uet+At [Me] 1 ({f e)t+At - [ee] {ue}t+At - (Kei] {ui}t+At)

it+At - {ui t+At

Step 5. Lastly, update the velocities using Newmark's expression,

Equation 2

+ 2 +t+At t ttA

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This procedure is repeated step-by-step throughout the time ofinterest.

The advantages of the combined explicit-implicit algorithm is quiteremarkable in that it is potentially one or two orders of magnitudemore efficient than either method applied individually. Note that theonly triangularization required is in Step 3 for the submatrix [Kiu]whose size is small compared to the entire system (e.g., steel elements).Moreover, the average bandwidth of [Kij] is easily minimized by judiciouscompact node numbering of the "ill nodes, which implies rapid solutionswith minimal storage, Node numbering of "ell nodes has no bearing onthe solution efficiency since all stiffness operations involving "ellnodes are matrix multiplications perf~c~i. at the element level. Sincethe domain of the "ell nodes are selected to permit the explicitstability criterion to be based on the larger and sonically slowerelements, the critical time step may be increased by one or two ordersof magnitude, depending on the nature of the problem.

It is easy to conceive of large, three-dimensional, nonlinearproblems such that a combined method as presented here may be the onlyeconomically feasible alternative of obtaining a solution. Hence, com-bined methods should be vigorously investigated.

CONCLUSIONS AND RECOMMENDATIONS

Within the class of problems and limitations defined in this study,the following comments appear valid for numerical integration by theNewmark 8-method.

1. The maximum allowable time step for conditionally stable schemes(0 < 1/4) is generally controlled by the stability criterion, Equation 13or 14.

2. The maximum allowable time step for the unconditionally stablescheme (8 1 1/4) is controlled by accuracy considerations which may bedetermined by computational experimentation. As a guide, define thetime step to subdivide the rise time into 10 increments.

3. For the linear system studied and computer/program employed, theimplicit algorithm (8 1 1/4) allows a time step more than 200 timeslarger than the explicit method (8 - 0) with equivalent accuracy. How-ever, each step of the implicit algorithm is 8 to 25 times more costlyin computer time than a step of the explicit algorithm depending onwhether or not triangularization is required. As a net result theimplicit method was approximately 30 times more efficient.

4. Nonlinear systems penalize implicit algorithms much more severelythan explicit algorithms ;o the extent that the two methods becomeequally competitive for the .-lass of problems considered.

19

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4

5. The combined explicit/implicit algorithm has the potential ofenhancing efficiency by one or more orders of magnitude. It is recom-mended that combined integration methods be thoroughly investigated.

REFERENCES

1. Civil Engineering Laboratory. Technical Memorandum TM-51-77-5:"Mighty Epic pre-test analyses," by J. Clrawford, R. Murtha, andJ. Smith. Port Hueneme, Calif, Apr 1977.

2, . Technical Memorandum TM-51-77-5A: "Mighty Epic - Finalcalculations for the c-omposite integral structure - Cases cylinder,"by J. Crawford, R. Murtha, and R. Thompson. Port Hueneme, Calif, Apr1977.

3. N. M. Newmark. "A method of computation for structural dynamics,"Journal of the Engineering Mechanics Division, ASCE, vol 85, no. EM3,Jul 1959, pp 67-94 (Proc. Paper 2094)

4. J. C. Houbolt. "A recurrence matrix solution for the dynamicresponse of elastic aircraft," Journal of Aeronautical Sciences,vol 17, 1950, pp 540-550.

5. University of California, Department of Civil Engineering. SESMReport 68-1: A computer program for the dynamic stress analysis ofunderground structures, by E. L. Wilson. Berkeley, Calif, 1968.

6. R. D. Richtmyer and K. W. Morton, Difference Methods for InitialValue Problems, Second Ed. New York, N.Y., John Wiley and Sons, Inc.,1967.

7. Agagabian Associates. Report R-7243-5-2954: A study of implicitand explicit step-by-step integration techniques for finite elementapplication, by K. P. Chuang and J. Isenberg. El Segundo, Calif, 1973.

8. Brown University. Report AD-743-984: A survey of direct integrationmethods in structural dynamics, by R. E. Nickell. Providence, R.I.,Apr 1972.

9. University of California. FEAP - Finite Element Analysis Program,by R. L. Taylor. Berkeley, Calif, 1971.

10. T. Belytschko and D. F. Schoeberle. "On the unconditional stabilityof an implicit algorithm for nonlinear structural dynamics," Journal ofApplied Mechanics, vol 42, pp 865-869, 1975.

20

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11. T. J. R. Hughes. '"Stability, convergence, and growth and decayof energy of the average acceleration method in nonlinear structuraldynamics," Computers and Structures, vol 6, 1976, pp 313-324.

12. University of California. Report No. 69-15: Evaluation of discretemethods for the linear dynamic response of elastic and viscoelasticsolids, by G. L. Goudreau. Berkeley, Calif, Jun 1970.

21

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U.S. MERCHANT MARINE ACADE-MIY KINGS POINT. NY (REPRINT CUSTODIAN)UNIVERSITY OF CALIFORNIA BERKELEY. CA (CE D)EPT, GERWICK); BERKELEY. CA (CE DEPT.

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